From 8b79f5c87e4ac8f0e37394550f5f515711a06044 Mon Sep 17 00:00:00 2001 From: Hadi Khazaee Asl Date: Mon, 24 Feb 2025 19:20:10 +0330 Subject: [PATCH] Backup ... --- .../Classes/x-saherelm.base.class.ex5 | Bin 0 -> 5860 bytes .../Classes/x-saherelm.base.class.mq5 | 101 + .../Classes/x-saherelm.x-account.class.ex5 | Bin 0 -> 6524 bytes .../Classes/x-saherelm.x-account.class.mq5 | 398 + .../Classes/x-saherelm.x-alert.class.ex5 | Bin 0 -> 5794 bytes .../Classes/x-saherelm.x-alert.class.mq5 | 1580 +++ .../Classes/x-saherelm.x-app-dialog.class.ex5 | Bin 0 -> 11432 bytes .../Classes/x-saherelm.x-app-dialog.class.mq5 | 275 + .../x-saherelm.x-bar.analyser.class.ex5 | Bin 0 -> 8306 bytes .../x-saherelm.x-bar.analyser.class.mq5 | 5852 +++++++++ .../Classes/x-saherelm.x-cobject.class.ex5 | Bin 0 -> 14036 bytes .../Classes/x-saherelm.x-cobject.class.mq5 | 3850 ++++++ .../Classes/x-saherelm.x-expert.class.ex5 | Bin 0 -> 12110 bytes .../Classes/x-saherelm.x-expert.class.mq5 | 967 ++ 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Class Library +// -------------------------------------- +// Name: XBaseClass +// 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 + +// +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// XBase Class ... +class XCBase +{ + // + // Public ... + public: + // + // Protected ... + + // + // Represent Basic Unique Tag ... + virtual string GetTag() { + return NULL; + } + + // + // Retrieve Class Token ... + virtual string GetToken() { + return NULL; + } + + // + // Protected + protected: + // + // Private ... + private: +}; + +// +template +string GenerateSpecifiedCommonSummary( + T &mItem, + string separator = "\n", + bool includeScores = true, + bool setLabel = false // +) +{ + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + mItem.GenerateScore( + bullishScore, + bearishScore // + ); + + // + result = + // + (!setLabel + ? "" + : "Commons:" + separator) + + "---------------" + separator + + "Symbol: " + mItem.symbol + separator + + "Period: " + ToString(mItem.period) + separator + + "Time: " + ToString(mItem.time) + separator + + (includeScores + ? 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b/BKPS/14031206/Classes/x-saherelm.x-account.class.mq5 @@ -0,0 +1,398 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// ---------------------------------------------- +// Name: XSCAccount +// Description: provides all Account requirements ... +// +// +// 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 Definitions ... +// + +// +// END Definitions ... +// + +// +// START Import and Inclused requirements ... +// + +// +// Includes ... +#include "../Classes/x-saherelm.base.class.mq5" +#include + +// +// END Import and Inclused requirements ... +// + +// +// START Overrides ... +// + +// +// END Overrides ... +// + +// +// a Class for Manage Account ... +class XCAccount : public XCBase +{ + // + // Public ... + public: + // + // Constructor ... + void XCAccount() + { + // + mAccountInfo = new CAccountInfo(); + } + + // + // Deconstructor ... + void ~XCAccount() + { + } + + // + // START Provided Functions ... + // + + // + // User Account ... + long GetUserAccount() + { + return mAccountInfo.Login(); + } + + // + // Account Leverage ... + long GetLeverage() + { + return mAccountInfo.Leverage(); + } + + // + // Get Trade Expert State ... + bool CanExpertTrade() + { + return mAccountInfo.TradeExpert(); + } + + // + // User Account Trade Mopde (ENUM_ACCOUNT_TRADE_MODE) ... + // -------------------------- + // ACCOUNT_TRADE_MODE_DEMO + // ACCOUNT_TRADE_MODE_CONTEST + // ACCOUNT_TRADE_MODE_REAL + ENUM_ACCOUNT_TRADE_MODE GetTradeMode() + { + return mAccountInfo.TradeMode(); + } + + // + // Get Account Balance ... + double GetBalance() + { + return mAccountInfo.Balance(); + } + + // + // Get the amount of give Credit ... + double GetCredit() + { + return mAccountInfo.Credit(); + } + + // + // Get the amount of current Profit on account ... + double GetProfit() + { + return mAccountInfo.Profit(); + } + + // + // Get the amount of current Equity on account ... + double GetEquity() + { + return mAccountInfo.Equity(); + } + + // + // Get the amount of reserved Margin ... + double GetMargin() + { + return mAccountInfo.Margin(); + } + + // + // Get the amount of free Margin ... + double GetFreeMargin() + { + return mAccountInfo.FreeMargin(); + } + + // + // Get the Level of Margin ... + double GetMarginLevel() + { + return mAccountInfo.MarginLevel(); + } + + // + // Get the Level Of Margin for a Deposit ... + double GetMarginCall() + { + return mAccountInfo.MarginCall(); + } + + // + // Get the Level of Margin for Stop out ... + double GetMarginStopOut() + { + return mAccountInfo.MarginStopOut(); + } + + // + // Get the Client Name ... + string GetName() + { + return mAccountInfo.Name(); + } + + // + // Get the Trade Server Name ... + string GetServerName() + { + return mAccountInfo.Server(); + } + + // + // Get deposit Currency Name ... + string GetCurrency() + { + return mAccountInfo.Currency(); + } + + // + // Get the Company Name that serves an Account ... + string GetCompany() + { + return mAccountInfo.Company(); + } + + // + // Calculate Profits for the current account based on passed parameters ... + double CalculateTradeProfit( + const string symbol, // trading symbol + ENUM_ORDER_TYPE type, // order type + double volume, // volume + double entry, // open price + double exit // close price + ) + { + // + double result = mAccountInfo.OrderProfitCheck( + symbol, + type, + volume, + entry, + exit); + + // + return result; + } + + // + // Calculate amount of margin which required for trade operation ... + double CalculateMarging( + const string symbol, // trading symbol + ENUM_ORDER_TYPE type, // order type + double volume, // volume + double entry // open price + ) + { + // + double result = mAccountInfo.MarginCheck( + symbol, + type, + volume, + entry); + + // + return result; + } + + // + // Calculate amount of free margin left after trade operation ... + double CalculateFreeMarging( + const string symbol, // trading symbol + ENUM_ORDER_TYPE type, // order type + double volume, // volume + double entry // open price + ) + { + // + double result = mAccountInfo.FreeMarginCheck( + symbol, + type, + volume, + entry); + + // + return result; + } + + // + // Calculate the Maximum possible volume of trade operation ... + double CalculateMaxVolume( + const string symbol, // trading symbol + ENUM_ORDER_TYPE type, // order type + double entry, // open price + double percent = 100 // percent of available margin + ) + { + // + double result = mAccountInfo.MaxLotCheck( + symbol, + type, + entry, + percent); + + // + return result; + } + + // + // Calculate Point Value for Given Symbol based on Account ... + double GetPointValue( + string symbol // trading symbol + ) + { + // + double result = 0; + + // + double tickSize = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE); + double tickValue = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE); + double point = SymbolInfoDouble(symbol, SYMBOL_POINT); + + // + double ticksPerPoint = tickSize / point; + + // + result = tickValue / ticksPerPoint; + + // + return result; + } + + // + // Calculate Risk Amount based on account Currency by Providing: + // Points and Volume ... + double CalculateRiskAmount( + string symbol, // trading symbol + double points, // amount of Risk Points + double volume // position Volume + ) + { + // + double result = 0; + + // + double pointValue = GetPointValue(symbol); + + // + result = pointValue * volume * points; + + // + return result; + } + + // + // Calculate Risk Points based on account Currency by Providing: + // Volume and Amount ... + double CalculateRiskPoints( + string symbol, // trading symbol + double volume, // position Volume + double amount // amount of Risk based on Account Currency + ) + { + // + double result = 0; + + // + double pointValue = GetPointValue(symbol); + + // + result = amount / (pointValue * volume); + + // + return result; + } + + // + // Calculate Volume based on account Currency by Providing: + // Amount and Risk Points ... + double CalculateVolume( + string symbol, // trading symbol + double amount, // amount of Risk based on Account Currency + double points // amount of Risk Points + ) + { + // + double result = 0; + + // + points = + points <= 0 + ? 10 + : points; + + // + double pointValue = GetPointValue(symbol); + + // + result = amount / (pointValue * points); + + // + return result; + } + + // + // END Provided Functions ... + // + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Account Info ... + CAccountInfo mAccountInfo; +}; + +// +// START Usefull Functions ... +// + +// +// END Usefull Functions ... +// diff --git a/BKPS/14031206/Classes/x-saherelm.x-alert.class.ex5 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(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.base.class.mq5" + +// +// Class Definition ... + +class XCAlert : public XCBase +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructor ... + XCAlert( + string prefix = "X-Alert", // Alerts Prefixe + bool enableAlerts = true, // Enable Alerts + bool logAlerts = true, // Log Alerts + bool terminalAlerts = false, // Terminal Alerts + bool mailAlerts = false, // Mail Alerts + bool pushAlerts = false // Push Alerts + ) + { + // + mPrefix = prefix; + mLogAlerts = logAlerts; + mMailAlerts = mailAlerts; + mPushAlerts = pushAlerts; + mEnableAlerts = enableAlerts; + mTerminalAlerts = terminalAlerts; + + // + // Normalize Prefix if Not Provided ... + if (!IsValid(mPrefix)) + { + mPrefix = GetTag(); + } + } + + // + // Deconstructor ... + ~XCAlert() + { + } + + // + // Override ... + string GetTag() override + { + return GetSpecificToken(this); + } + + // + // Properties Getter(s) / Setter(s) ... + + // + string GetPrefix() + { + return mPrefix; + } + + // + void SetPrefix(string value) + { + mPrefix = value; + } + + // + bool GetLogAlerts() + { + return mLogAlerts; + } + + // + void SetLogAlerts(bool value) + { + mLogAlerts = value; + } + + // + bool GetEnableAlerts() + { + return mEnableAlerts; + } + + // + void SetEnableAlerts(bool value) + { + mEnableAlerts = value; + } + + // + bool GetPushAlerts() + { + return mPushAlerts; + } + + // + void SetPushAlerts(bool value) + { + mPushAlerts = value; + } + + // + bool GetMailAlerts() + { + return mMailAlerts; + } + + // + void SetMailAlerts(bool value) + { + mMailAlerts = value; + } + + // + bool GetTerminalAlerts() + { + return mTerminalAlerts; + } + + // + void SetTerminalAlerts(bool value) + { + mTerminalAlerts = value; + } + + // + // Tools Funtions ... + + // + // Alerts ... + + // + // Logging an Alert ... + void LogAlert(string message) + { + // + // Validate Args ... + if (!CanLogAlert()) + { + return; + } + + // + Log(message); + } + + // + // Terminal Alert ... + void TerminalAlert(string message) + { + // + // Validate Args ... + if (!CanTerminalAlert()) + { + return; + } + + // + // Prepare Message ... + message = PrepareMessage(message); + + // Send Terminal Alert ... + Alert(message); + } + + // + // Mail Alert ... + void MailAlert(string message) + { + // + // Validate Args ... + if (!CanMailAlert()) + { + return; + } + + // + // Send Mail Alert ... + SendMail(GetPrefix(), message); + } + + // + // Send Push Notification ... + void PushAlert(string message) + { + // + // Validate Args ... + if (!CanPushAlert()) + { + return; + } + + // + // Prepare Message ... + message = PrepareMessage(message); + + // + // Send Push Notification Alert ... + SendNotification(message); + } + + // + // Send an Alert by Handling all Different Specified + // type's of Alert's if they are Enabled ... + void Alert(string message) + { + // + // Handle Log, if Enabled ... + LogAlert(message); + + // + // Handle Mail if Enabled ... + MailAlert(message); + + // + // Handle Push if Enabled ... + PushAlert(message); + + // + // Handle Terminal if Enabled ... + TerminalAlert(message); + } + + // + // Logs ... + + // + // Log a Message ... + void Log(string message) + { + // + if (!CanLog()) + { + return; + } + + // + Print(GetPrefix(), " > ", message); + } + void Log(string tag, string message) + { + // + if (!CanLog()) + { + return; + } + + // + Print(GetPrefix(), "_", tag, " > ", message); + } + void LogEmpty() + { + // + if (!CanLog()) + { + return; + } + + // + Print(" "); + } + + // + // Log Specific Array ... + template + void LogArray( + T &array[], // Array to Log + string label = NULL // Array Label + ) + { + // + if (!CanLog()) + { + return; + } + + // + Print(GetPrefix(), ">", (IsValid(label) ? label : "")); + ArrayPrint(array); + } + + // + // Error ... + + // + // Log an Error ... + void LogError( + int error = -1 // Specific Error, if it's equal to -1, use Last Error ... + ) + { + // + if (!CanLog()) + { + return; + } + + // + if (error <= -1) + { + error = GetLastError(); + } + + // + string errorMsg = GetErrorDescription(error); + + // + Log("Error: " + errorMsg); + } + + // + // Retrieve Specified Error Code Description ... + string GetErrorDescription(int err_code) + { + // + string result = ""; + + // + switch (err_code) + { + // + //--- Constant Description + + // + case ERR_SUCCESS: + result = "The operation completed successfully"; + break; + + // + case ERR_INTERNAL_ERROR: + result = "Unexpected internal error"; + break; + + // + case ERR_WRONG_INTERNAL_PARAMETER: + result = "Wrong parameter in the inner call of the client terminal function"; + break; + + // + case ERR_INVALID_PARAMETER: + result = "Wrong parameter when calling the system function"; + break; + + // + case ERR_NOT_ENOUGH_MEMORY: + result = "Not enough memory to perform the system function"; + break; + + // + case ERR_STRUCT_WITHOBJECTS_ORCLASS: + result = "The structure contains objects of strings and/or dynamic arrays and/or structure of such objects and/or classes"; + break; + + // + case ERR_INVALID_ARRAY: + result = "Array of a wrong type, wrong size, or a damaged object of a dynamic array"; + break; + + // + case ERR_ARRAY_RESIZE_ERROR: + result = "Not enough memory for the relocation of an array, or an attempt to change the size of a static array"; + break; + + // + case ERR_STRING_RESIZE_ERROR: + result = "Not enough memory for the relocation of string"; + break; + + // + case ERR_NOTINITIALIZED_STRING: + result = "Not initialized string"; + break; + + // + case ERR_INVALID_DATETIME: + result = "Invalid date and/or time"; + break; + + // + case ERR_ARRAY_BAD_SIZE: + result = "Requested array size exceeds 2 GB"; + break; + + // + case ERR_INVALID_POINTER: + result = "Wrong pointer"; + break; + + // + case ERR_INVALID_POINTER_TYPE: + result = "Wrong type of pointer"; + break; + + // + case ERR_FUNCTION_NOT_ALLOWED: + result = "System function is not allowed to call"; + break; + + // + //--- Charts + + // + case ERR_CHART_WRONG_ID: + result = "Wrong chart ID"; + break; + + // + case ERR_CHART_NO_REPLY: + result = "Chart does not respond"; + break; + + // + case ERR_CHART_NOT_FOUND: + result = "Chart not found"; + break; + + // + case ERR_CHART_NO_EXPERT: + result = "No Expert Advisor in the chart that could handle the event"; + break; + + // + case ERR_CHART_CANNOT_OPEN: + result = "Chart opening error"; + break; + + // + case ERR_CHART_CANNOT_CHANGE: + result = "Failed to change chart symbol and period"; + break; + + // + case ERR_CHART_CANNOT_CREATE_TIMER: + result = "Failed to create timer"; + break; + + // + case ERR_CHART_WRONG_PROPERTY: + result = "Wrong chart property ID"; + break; + + // + case ERR_CHART_SCREENSHOT_FAILED: + result = "Error creating screenshots"; + break; + + // + case ERR_CHART_NAVIGATE_FAILED: + result = "Error navigating through chart"; + break; + + // + case ERR_CHART_TEMPLATE_FAILED: + result = "Error applying template"; + break; + + // + case ERR_CHART_WINDOW_NOT_FOUND: + result = "Subwindow containing the indicator was not found"; + break; + + // + case ERR_CHART_INDICATOR_CANNOT_ADD: + result = "Error adding an indicator to chart"; + break; + + // + case ERR_CHART_INDICATOR_CANNOT_DEL: + result = "Error deleting an indicator from the chart"; + break; + + // + case ERR_CHART_INDICATOR_NOT_FOUND: + result = "Indicator not found on the specified chart"; + break; + + // + //--- Graphical Objects + case ERR_OBJECT_ERROR: + result = "Error working with a graphical object"; + break; + + // + case ERR_OBJECT_NOT_FOUND: + result = "Graphical object was not found"; + break; + + // + case ERR_OBJECT_WRONG_PROPERTY: + result = "Wrong ID of a graphical object property"; + break; + + // + case ERR_OBJECT_GETDATE_FAILED: + result = "Unable to get date corresponding to the value"; + break; + + // + case ERR_OBJECT_GETVALUE_FAILED: + result = "Unable to get value corresponding to the date"; + break; + + // + //--- MarketInfo + + // + case ERR_MARKET_UNKNOWN_SYMBOL: + result = "Unknown symbol"; + break; + + // + case ERR_MARKET_NOT_SELECTED: + result = "Symbol is not selected in MarketWatch"; + break; + + // + case ERR_MARKET_WRONG_PROPERTY: + result = "Wrong identifier of a symbol property"; + break; + + // + case ERR_MARKET_LASTTIME_UNKNOWN: + result = "Time of the last tick is not known (no ticks)"; + break; + + // + case ERR_MARKET_SELECT_ERROR: + result = "Error adding or deleting a symbol in MarketWatch"; + break; + + // + //--- History Access + + // + case ERR_HISTORY_NOT_FOUND: + result = "Requested history not found"; + break; + + // + case ERR_HISTORY_WRONG_PROPERTY: + result = "Wrong ID of the history property"; + break; + + // + //--- Global_Variables + + // + case ERR_GLOBALVARIABLE_NOT_FOUND: + result = "Global variable of the client terminal is not found"; + break; + + // + case ERR_GLOBALVARIABLE_EXISTS: + result = "Global variable of the client terminal with the same name already exists"; + break; + + // + case ERR_MAIL_SEND_FAILED: + result = "Email sending failed"; + break; + + // + case ERR_PLAY_SOUND_FAILED: + result = "Sound playing failed"; + break; + + // + case ERR_MQL5_WRONG_PROPERTY: + result = "Wrong identifier of the program property"; + break; + + // + case ERR_TERMINAL_WRONG_PROPERTY: + result = "Wrong identifier of the terminal property"; + break; + + // + case ERR_FTP_SEND_FAILED: + result = "File sending via ftp failed"; + break; + + // + case ERR_NOTIFICATION_SEND_FAILED: + result = "Error in sending notification"; + break; + + // + //--- Custom Indicator Buffers + + // + case ERR_BUFFERS_NO_MEMORY: + result = "Not enough memory for the distribution of indicator buffers"; + break; + + // + case ERR_BUFFERS_WRONG_INDEX: + result = "Wrong indicator buffer index"; + break; + + // + //--- Custom Indicator Properties + + // + case ERR_CUSTOM_WRONG_PROPERTY: + result = "Wrong ID of the custom indicator property"; + break; + + // + //--- Account + + // + case ERR_ACCOUNT_WRONG_PROPERTY: + result = "Wrong account property ID"; + break; + + // + case ERR_TRADE_WRONG_PROPERTY: + result = "Wrong trade property ID"; + break; + + // + case ERR_TRADE_DISABLED: + result = "Trading by Expert Advisors prohibited"; + break; + + // + case ERR_TRADE_POSITION_NOT_FOUND: + result = "Position not found"; + break; + + // + case ERR_TRADE_ORDER_NOT_FOUND: + result = "Order not found"; + break; + + // + case ERR_TRADE_DEAL_NOT_FOUND: + result = "Deal not found"; + break; + + // + case ERR_TRADE_SEND_FAILED: + result = "Trade request sending failed"; + break; + + // + //--- Indicators + + // + case ERR_INDICATOR_UNKNOWN_SYMBOL: + result = "Unknown symbol"; + break; + + // + case ERR_INDICATOR_CANNOT_CREATE: + result = "Indicator cannot be created"; + break; + + // + case ERR_INDICATOR_NO_MEMORY: + result = "Not enough memory to add the indicator"; + break; + + // + case ERR_INDICATOR_CANNOT_APPLY: + result = "The indicator cannot be applied to another indicator"; + break; + + // + case ERR_INDICATOR_CANNOT_ADD: + result = "Error applying an indicator to chart"; + break; + + // + case ERR_INDICATOR_DATA_NOT_FOUND: + result = "Requested data not found"; + break; + + // + case ERR_INDICATOR_WRONG_HANDLE: + result = "Wrong indicator handle"; + break; + + // + case ERR_INDICATOR_WRONG_PARAMETERS: + result = "Wrong number of parameters when creating an indicator"; + break; + + // + case ERR_INDICATOR_PARAMETERS_MISSING: + result = "No parameters when creating an indicator"; + break; + + // + case ERR_INDICATOR_CUSTOM_NAME: + result = "The first parameter in the array must be the name of the custom indicator"; + break; + + // + case ERR_INDICATOR_PARAMETER_TYPE: + result = "Invalid parameter type in the array when creating an indicator"; + break; + + // + case ERR_INDICATOR_WRONG_INDEX: + result = "Wrong index of the requested indicator buffer"; + break; + + // + //--- Depth of Market + + // + case ERR_BOOKS_CANNOT_ADD: + result = "Depth Of Market can not be added"; + break; + + // + case ERR_BOOKS_CANNOT_DELETE: + result = "Depth Of Market can not be removed"; + break; + + // + case ERR_BOOKS_CANNOT_GET: + result = "The data from Depth Of Market can not be obtained"; + break; + + // + case ERR_BOOKS_CANNOT_SUBSCRIBE: + result = "Error in subscribing to receive new data from Depth Of Market"; + break; + + // + //--- File Operations + + // + case ERR_TOO_MANY_FILES: + result = "More than 64 files cannot be opened at the same time"; + break; + + // + case ERR_WRONG_FILENAME: + result = "Invalid file name"; + break; + + // + case ERR_TOO_LONG_FILENAME: + result = "Too long file name"; + break; + + // + case ERR_CANNOT_OPEN_FILE: + result = "File opening error"; + break; + + // + case ERR_FILE_CACHEBUFFER_ERROR: + result = "Not enough memory for cache to read"; + break; + + // + case ERR_CANNOT_DELETE_FILE: + result = "File deleting error"; + break; + + // + case ERR_INVALID_FILEHANDLE: + result = "A file with this handle was closed, or was not opening at all"; + break; + + // + case ERR_WRONG_FILEHANDLE: + result = "Wrong file handle"; + break; + + // + case ERR_FILE_NOTTOWRITE: + result = "The file must be opened for writing"; + break; + + // + case ERR_FILE_NOTTOREAD: + result = "The file must be opened for reading"; + break; + + // + case ERR_FILE_NOTBIN: + result = "The file must be opened as a binary one"; + break; + + // + case ERR_FILE_NOTTXT: + result = "The file must be opened as a text"; + break; + + // + case ERR_FILE_NOTTXTORCSV: + result = "The file must be opened as a text or CSV"; + break; + + // + case ERR_FILE_NOTCSV: + result = "The file must be opened as CSV"; + break; + + // + case ERR_FILE_READERROR: + result = "File reading error"; + break; + + // + case ERR_FILE_BINSTRINGSIZE: + result = "String size must be specified, because the file is opened as binary"; + break; + + // + case ERR_INCOMPATIBLE_FILE: + result = "A text file must be for string arrays, for other arrays - binary"; + break; + + // + case ERR_FILE_IS_DIRECTORY: + result = "This is not a file, this is a directory"; + break; + + // + case ERR_FILE_NOT_EXIST: + result = "File does not exist"; + break; + + // + case ERR_FILE_CANNOT_REWRITE: + result = "File can not be rewritten"; + break; + + // + case ERR_WRONG_DIRECTORYNAME: + result = "Wrong directory name"; + break; + + // + case ERR_DIRECTORY_NOT_EXIST: + result = "Directory does not exist"; + break; + + // + case ERR_FILE_ISNOT_DIRECTORY: + result = "This is a file, not a directory"; + break; + + // + case ERR_CANNOT_DELETE_DIRECTORY: + result = "The directory cannot be removed"; + break; + + // + case ERR_CANNOT_CLEAN_DIRECTORY: + result = "Failed to clear the directory (probably one or more files are blocked and removal operation failed)"; + break; + + // + case ERR_FILE_WRITEERROR: + result = "Failed to write a resource to a file"; + break; + + // + //--- String Casting + + // + case ERR_NO_STRING_DATE: + result = "No date in the string"; + break; + + // + case ERR_WRONG_STRING_DATE: + result = "Wrong date in the string"; + break; + + // + case ERR_WRONG_STRING_TIME: + result = "Wrong time in the string"; + break; + + // + case ERR_STRING_TIME_ERROR: + result = "Error converting string to date"; + break; + + // + case ERR_STRING_OUT_OF_MEMORY: + result = "Not enough memory for the string"; + break; + + // + case ERR_STRING_SMALL_LEN: + result = "The string length is less than expected"; + break; + + // + case ERR_STRING_TOO_BIGNUMBER: + result = "Too large number, more than ULONG_MAX"; + break; + + // + case ERR_WRONG_FORMATSTRING: + result = "Invalid format string"; + break; + + // + case ERR_TOO_MANY_FORMATTERS: + result = "Amount of format specifiers more than the parameters"; + break; + + // + case ERR_TOO_MANY_PARAMETERS: + result = "Amount of parameters more than the format specifiers"; + break; + + // + case ERR_WRONG_STRING_PARAMETER: + result = "Damaged parameter of string type"; + break; + + // + case ERR_STRINGPOS_OUTOFRANGE: + result = "Position outside the string"; + break; + + // + case ERR_STRING_ZEROADDED: + result = "0 added to the string end, a useless operation"; + break; + + // + case ERR_STRING_UNKNOWNTYPE: + result = "Unknown data type when converting to a string"; + break; + + // + case ERR_WRONG_STRING_OBJECT: + result = "Damaged string object"; + break; + + // + //--- Operations with Arrays + + // + case ERR_INCOMPATIBLE_ARRAYS: + result = "Copying incompatible arrays. String array can be copied only to a string array, and a numeric array - in numeric array only"; + break; + + // + case ERR_SMALL_ASSERIES_ARRAY: + result = "The receiving array is declared as AS_SERIES, and it is of insufficient size"; + break; + + // + case ERR_SMALL_ARRAY: + result = "Too small array, the starting position is outside the array"; + break; + + // + case ERR_ZEROSIZE_ARRAY: + result = "An array of zero length"; + break; + + // + case ERR_NUMBER_ARRAYS_ONLY: + result = "Must be a numeric array"; + break; + + // + case ERR_ONEDIM_ARRAYS_ONLY: + result = "Must be a one-dimensional array"; + break; + + // + case ERR_SERIES_ARRAY: + result = "Timeseries cannot be used"; + break; + + // + case ERR_DOUBLE_ARRAY_ONLY: + result = "Must be an array of type double"; + break; + + // + case ERR_FLOAT_ARRAY_ONLY: + result = "Must be an array of type float"; + break; + + // + case ERR_LONG_ARRAY_ONLY: + result = "Must be an array of type long"; + break; + + // + case ERR_INT_ARRAY_ONLY: + result = "Must be an array of type int"; + break; + + // + case ERR_SHORT_ARRAY_ONLY: + result = "Must be an array of type short"; + break; + + // + case ERR_CHAR_ARRAY_ONLY: + result = "Must be an array of type char"; + break; + + // + //--- Operations with OpenCL + + // + case ERR_OPENCL_NOT_SUPPORTED: + result = "OpenCL functions are not supported on this computer"; + break; + + // + case ERR_OPENCL_INTERNAL: + result = "Internal error occurred when running OpenCL"; + break; + + // + case ERR_OPENCL_INVALID_HANDLE: + result = "Invalid OpenCL handle"; + break; + + // + case ERR_OPENCL_CONTEXT_CREATE: + result = "Error creating the OpenCL context"; + break; + + // + case ERR_OPENCL_QUEUE_CREATE: + result = "Failed to create a run queue in OpenCL"; + break; + + // + case ERR_OPENCL_PROGRAM_CREATE: + result = "Error occurred when compiling an OpenCL program"; + break; + + // + case ERR_OPENCL_TOO_LONG_KERNEL_NAME: + result = "Too long kernel name (OpenCL kernel)"; + break; + + // + case ERR_OPENCL_KERNEL_CREATE: + result = "Error creating an OpenCL kernel"; + break; + + // + case ERR_OPENCL_SET_KERNEL_PARAMETER: + result = "Error occurred when setting parameters for the OpenCL kernel"; + break; + + // + case ERR_OPENCL_EXECUTE: + result = "OpenCL program runtime error"; + break; + + // + case ERR_OPENCL_WRONG_BUFFER_SIZE: + result = "Invalid size of the OpenCL buffer"; + break; + + // + case ERR_OPENCL_WRONG_BUFFER_OFFSET: + result = "Invalid offset in the OpenCL buffer"; + break; + + // + case ERR_OPENCL_BUFFER_CREATE: + result = "Failed to create and OpenCL buffer"; + break; + + // + //--- User-Defined Errors + default: + result = "UNKNOWN Erro ..."; + break; + } + + // + return result; + } + + // + // Retrieve Specified Error Code Description ... + string GetTradeServerReturnCodeDescription(int return_code) + { + // + string result = ""; + + // + switch (return_code) + { + // + case TRADE_RETCODE_REQUOTE: + result = "Requote"; + break; + + // + case TRADE_RETCODE_REJECT: + result = "Request rejected"; + break; + + // + case TRADE_RETCODE_CANCEL: + result = "Request canceled by trader"; + break; + + // + case TRADE_RETCODE_PLACED: + result = "Order placed"; + break; + + // + case TRADE_RETCODE_DONE: + result = "Request completed"; + break; + + // + case TRADE_RETCODE_DONE_PARTIAL: + result = "Only part of the request was completed"; + break; + + // + case TRADE_RETCODE_ERROR: + result = "Request processing error"; + break; + + // + case TRADE_RETCODE_TIMEOUT: + result = "Request canceled by timeout"; + break; + + // + case TRADE_RETCODE_INVALID: + result = "Invalid request"; + break; + + // + case TRADE_RETCODE_INVALID_VOLUME: + result = "Invalid volume in the request"; + break; + + // + case TRADE_RETCODE_INVALID_PRICE: + result = "Invalid price in the request"; + break; + + // + case TRADE_RETCODE_INVALID_STOPS: + result = "Invalid stops in the request"; + break; + + // + case TRADE_RETCODE_TRADE_DISABLED: + result = "Trade is disabled"; + break; + + // + case TRADE_RETCODE_MARKET_CLOSED: + result = "Market is closed"; + break; + + // + case TRADE_RETCODE_NO_MONEY: + result = "There is not enough money to complete the request"; + break; + + // + case TRADE_RETCODE_PRICE_CHANGED: + result = "Prices changed"; + break; + + // + case TRADE_RETCODE_PRICE_OFF: + result = "There are no quotes to process the request"; + break; + + // + case TRADE_RETCODE_INVALID_EXPIRATION: + result = "Invalid order expiration date in the request"; + break; + + // + case TRADE_RETCODE_ORDER_CHANGED: + result = "Order state changed"; + break; + + // + case TRADE_RETCODE_TOO_MANY_REQUESTS: + result = "Too frequent requests"; + break; + + // + case TRADE_RETCODE_NO_CHANGES: + result = "No changes in request"; + break; + + // + case TRADE_RETCODE_SERVER_DISABLES_AT: + result = "Autotrading disabled by server"; + break; + + // + case TRADE_RETCODE_CLIENT_DISABLES_AT: + result = "Autotrading disabled by client terminal"; + break; + + // + case TRADE_RETCODE_LOCKED: + result = "Request locked for processing"; + break; + + // + case TRADE_RETCODE_FROZEN: + result = "Order or position frozen"; + break; + + // + case TRADE_RETCODE_INVALID_FILL: + result = "Invalid order filling type"; + break; + + // + case TRADE_RETCODE_CONNECTION: + result = "No connection with the trade server"; + break; + + // + case TRADE_RETCODE_ONLY_REAL: + result = "Operation is allowed only for live accounts"; + break; + + // + case TRADE_RETCODE_LIMIT_ORDERS: + result = "The number of pending orders has reached the limit"; + break; + + // + case TRADE_RETCODE_LIMIT_VOLUME: + result = "The volume of orders and positions for the symbol has reached the limit"; + break; + + // + default: + result = "Invalid return code of the trade server"; + break; + } + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + + // + bool CanLog() + { + return mLogAlerts; + } + + // + bool CanLogAlert() + { + // + bool result = GetEnableAlerts() && GetLogAlerts(); + + // + return result; + } + + // + bool CanTerminalAlert() + { + // + bool result = GetEnableAlerts() && GetTerminalAlerts(); + + // + return result; + } + + // + bool CanMailAlert() + { + // + bool result = GetEnableAlerts() && GetMailAlerts(); + + // + return result; + } + + // + bool CanPushAlert() + { + // + bool result = GetEnableAlerts() && GetPushAlerts(); + + // + return result; + } + + private: + // + // Props ... + string mPrefix; // Alerts Prefixe + bool mEnableAlerts; // Enable Alerts + bool mLogAlerts; // Log Alerts + bool mTerminalAlerts; // Terminal Alerts + bool mMailAlerts; // Mail Alerts + bool mPushAlerts; // Push Alerts + + // + // Tools ... + + // + // Clear Escape String and + // Attach Alert Prefix to Message ... + string PrepareMessage(string message) + { + // + StringReplace(message, "\n", " | "); + + // + StringConcatenate(message, GetPrefix(), " > ", message); + + // + return message; + } +}; + +// +// a Base Class by Support Alert ... +class XCBaseAlert : public XCBase +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructor(s) ... + void XCBaseAlert() + { + // + // Instance Alert ... + mAlert = new XCAlert(); + } + + // + // Deconstructors ... + void ~XCBaseAlert() + { + // + delete mAlert; + + // + ZeroMemory(mAlert); + } + + // + // Alert Handler Functions ... + + // + // Alert Functions Getter(s) / Setters(s) ... + + // + string GetAlertPrefix() + { + return mAlert.GetPrefix(); + } + + // + void SetAlertPrefix(string value) + { + mAlert.SetPrefix(value); + } + + // + bool GetAlertLogAlerts() + { + return mAlert.GetLogAlerts(); + } + + // + void SetAlertLogAlerts(bool value) + { + mAlert.SetLogAlerts(value); + } + + // + bool GetAlertEnableAlerts() + { + return mAlert.GetEnableAlerts(); + } + + // + void SetAlertEnableAlerts(bool value) + { + mAlert.SetEnableAlerts(value); + } + + // + bool GetAlertPushAlerts() + { + return mAlert.GetPushAlerts(); + } + + // + void SetAlertPushAlerts(bool value) + { + mAlert.SetPushAlerts(value); + } + + // + bool GetAlertMailAlerts() + { + return mAlert.GetMailAlerts(); + } + + // + void SetAlertMailAlerts(bool value) + { + mAlert.SetMailAlerts(value); + } + + // + bool GetAlertTerminalAlerts() + { + return mAlert.GetTerminalAlerts(); + } + + // + void SetAlertTerminalAlerts(bool value) + { + mAlert.SetTerminalAlerts(value); + } + + // + // Alert Actions ... + + // + // Logging an Alert ... + void LogAlert(string message) + { + mAlert.LogAlert(message); + } + + // + // Terminal Alert ... + void TerminalAlert(string message) + { + mAlert.TerminalAlert(message); + } + + // + // Mail Alert ... + void MailAlert(string message) + { + mAlert.MailAlert(message); + } + + // + // Send Push Notification ... + void PushAlert(string message) + { + mAlert.PushAlert(message); + } + + // + // Send an Alert by Handling all Different Specified + // type's of Alert's if they are Enabled ... + void Alert(string message) + { + mAlert.Alert(message); + } + + // + // Logs ... + + // + // Log a Message ... + void Log(string message) + { + mAlert.Log(message); + } + void Log(string tag, string message) + { + mAlert.Log(tag, message); + } + void LogEmpty() + { + mAlert.LogEmpty(); + } + + // + // Log Specific Array ... + template + void LogArray( + T &array[], // Array to Log + string label = NULL // Array Label + ) + { + mAlert.LogArray(array, label); + } + + // + // Error ... + + // + // Log an Error ... + void LogError( + int error = -1 // Specific Error, if it's equal to -1, use Last Error ... + ) + { + mAlert.LogError(error); + } + + // + // Retrieve Specified Error Code Description ... + string GetErrorDescription(int err_code) + { + return mAlert.GetErrorDescription(err_code); + } + + // + // Retrieve Specified Error Code Description ... + string GetTradeServerReturnCodeDescription(int return_code) + { + return mAlert.GetTradeServerReturnCodeDescription(return_code); + } + + // + // Protected ... + 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+// +// 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 + +// +#include "../Classes/x-saherelm.base.class.mq5" + +// +// Extentions ... + +/** + * Check a Qery Contains in a Content or not ... + * + * @param mQuery: String ... + * @param mContent: String ... + * @param ignoreCase: Boolean ... + * + * @return ( bool ) + */ +bool XContains( + string mQuery, // Search String + string mContent, // Search Content + bool ignoreCase = true // Ignore Case +) +{ + return Contains( + mQuery, + mContent, + ignoreCase // + ); +} + +// +// Implementation ... + +// +// a Base App Dialog Class ... +class XCAppDialog : public CAppDialog +{ + public: + // + // Action ... + + // + // Virual ... + + /** + * Override Close Button Click Action ... + */ + void OnClickButtonClose() + { + // + bool isClosed = ConfirmDialog("Close EA ?"); + + // + if (isClosed) + { + Destroy(); + } + } + + // + // Configuration Actions ... + + /** + * Show or Hide Minimize Button ... + * + * @param show: boolean + */ + void MinimizeButton(bool show) + { + // + int controlIDX = ControlFind("MinMax"); + if (!IsValidIndex(controlIDX)) + { + return; + } + + // + if (show) + { + Control(controlIDX).Show(); + } + else + { + Control(controlIDX).Hide(); + } + } + + /** + * Show or Hide Close Button ... + * + * @param show: boolean + */ + void CloseButton(bool show) + { + // + int controlIDX = ControlFind("Close"); + if (!IsValidIndex(controlIDX)) + { + return; + } + + // + if (show) + { + Control(controlIDX).Show(); + } + else + { + Control(controlIDX).Hide(); + } + } + + /** + * Minimize Functionality Implementation ... + */ + void Minimize() + { + // + m_minimized = true; + Rebound(m_min_rect); + ClientAreaVisible(false); + } + + /** + * Set Background Color ... + * + * @param clr: Color ... + */ + void BackgroundColor(color clr) + { + // + int controlIDX = ControlFind("Client"); + if (!IsValidIndex(controlIDX)) + { + return; + } + + // + CWnd *obj = Control(controlIDX); + CWndClient *wndclient = (CWndClient *)obj; + + // + wndclient.ColorBackground(clr); + } + + // + protected: + // + + /** + * Find Specific Control in Dialog ... + * + * @param name: String to Search + * + * @return ( int ) + */ + int ControlFind(string name) + { + // + int result = -1; + + // + if (!IsValid(name)) + { + return result; + } + + // + int count = ControlsTotal(); + if (!IsValidSize(count)) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + string iName = Control(i).Name(); + + // + bool isContains = XContains( + name, + iName, + true // Ignore Case ... + ); + if (isContains) + { + // + result = i; + break; + } + } + + // + return result; + } + + /** + * Create and Run Confirm Dialog ... + * + * @param message: message for Message Box ... + * + * @return ( bool ) + */ + bool ConfirmDialog(string message = NULL) + { + // + bool result = false; + + // + if (!IsValid(message)) + { + message = "Confirm ?"; + } + + // + int dialogResult = MessageBox(message, NULL, MB_YESNO); + + // + // use 'switch' or 'if' as needed + switch (dialogResult) + { + // + // Yes ... + case IDYES: + result = true; + break; + // + // No ... + case IDNO: + result = false; + break; + // + // Cancel ... + case IDCANCEL: + result = false; + break; + } + + // + return result; + } + + // + private: + // + + // +}; \ No newline at end of file diff --git a/BKPS/14031206/Classes/x-saherelm.x-bar.analyser.class.ex5 b/BKPS/14031206/Classes/x-saherelm.x-bar.analyser.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..3bbf9e6948a3be8ce195a5fd47521ae9890bebba GIT binary patch literal 8306 zcmdT`RZty3vc0&wySuwP!QF#vaECx3xVuAeySQ8|xVt+9cXxMr*?qfzTlL=Wc2`f& 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SaherElm IT Center MQL5 Class Library +// -------------------------------------- +// Name: XPOI +// Description: Bar Analysing ... +// +// 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.base.class.mq5" +#include "../Libraries/x-saherelm.x-poi.lib.mq5" + +// +// Definitions ... + +// +// Implementations ... +class XCBarAnalyser : public XCBase +{ + // + public: + // + + // + // Constructor(s) ... + void XCBarAnalyser() + { + } + + // + // Deconstructor ... + void ~XCBarAnalyser() + { + } + + // + // Getter(s) / Setter(s) ... + + // + // Providers ... + + // + // Actions ... + + /** + * Calculate Loopback Data for Specific Bar ... + * + * @param index: Integer, Bar Current Index ... + * @param start: Integer, Start of Loopback ... + * @param end: Integer, End of Loopback ... + * @param count: Integer, Number of Calculating Bars ... + * @param bar: XOHCL instance, Specified Bar ... + * @param loopback: Integer, Loopback Length ... + * @return ( bool ) + */ + bool CalculateLoopBackData( + int &index, + int &start, + int &end, + int &count, + XOHCL &bar, + int loopback = 1 // + ) + { + // + bool result = false; + + // + if (loopback < 1) + { + loopback = 1; + } + + // + index = -1; + start = -1; + end = -1; + count = -1; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + index = bar.Index(); + start = index + 1; + end = start + loopback; + count = end - start; + result = count >= 1; + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Retrieve Loopback HH & LL Data ... + * + * @param hhIDX: Integer, HH Index ... + * @param hh: Double, HH Value ... + * @param llIDX: Integer, LL Index ... + * @param ll: Double, LL Value ... + * @param bar: XOHCL instance ... + * @param loopback: Integer, Loopback Length ... + * + * @return ( bool ) + */ + bool CalculateLoopbackHLData( + int &hhIDX, + double &hh, + int &llIDX, + double &ll, + XOHCL &bar, + int loopback // + ) + { + // + bool result = false; + + // + if (loopback < 1) + { + loopback = 1; + } + + // + int index = -1; + int start = -1; + int end = -1; + int count = -1; + result = CalculateLoopBackData( + index, + start, + end, + count, + bar, + loopback // + ); + if (!result) + { + return result; + } + + // + hhIDX = iHighest( + bar.symbol, + bar.period, + MODE_HIGH, + count, + start // + ); + result = IsValidIndex(hhIDX); + if (!result) + { + return result; + } + + // + llIDX = iLowest( + bar.symbol, + bar.period, + MODE_LOW, + count, + start // + ); + result = IsValidIndex(llIDX); + if (!result) + { + return result; + } + + // + hh = iHigh( + bar.symbol, + bar.period, + hhIDX // + ); + ll = iLow( + bar.symbol, + bar.period, + llIDX // + ); + + // + return result; + } + + /** + * Calculate Bar Range ... + * + * @param bar: XOHCL instance ... + * + * @return ( double ) + */ + double GetBarRangePercent(XOHCL &bar) + { + // + double result = 0; + + // + result = bar.GetRange() / 100; + + // + return result; + } + + /** + * Detect Same Bars ... + * + * @param bar: XOHCL instance, Start Bar ... + * @param dir: ENUM_X_DIRECTION member, Holds Result Direction ... + * @param index: Integer, Holds Result Index ... + * @param sameBars: Iteger, Required Same Bar ... + * + * @return ( bool ) + */ + bool HasSameBars( + XOHCL &bar, + ENUM_X_DIRECTION &dir, + int &index, + int sameBars = 3 // + ) + { + // + bool result = false; + + // + dir = X_DIRECTION_NONE; + + // + if (sameBars < 1) + { + sameBars = 1; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + index = bar.Index(); + bool canContinue = true; + int sameBullishBarsFounded = 0; + int sameBearishBarsFounded = 0; + bool canContinueForBullish = true; + bool canContinueForBearish = true; + while (canContinue) + { + // + XOHCL iBar; + result = iBar.Init( + bar.symbol, + bar.period, + index // + ); + if (!result) + { + break; + } + + // + bool isBullish = iBar.IsBullish(); + bool isBearish = iBar.IsBearish(); + result = isBullish || + isBearish; + if (!result) + { + break; + } + + // + if (isBullish) + { + // + sameBullishBarsFounded++; + canContinueForBearish = false; + } + else + { + // + sameBearishBarsFounded++; + canContinueForBullish = false; + } + + // + result = canContinueForBullish || + canContinueForBearish; + if (!result) + { + break; + } + + // + canContinueForBullish = + canContinueForBullish && + sameBullishBarsFounded > 0; + + // + canContinueForBearish = + canContinueForBearish && + sameBearishBarsFounded > 0; + + // + canContinue = + canContinueForBullish || + canContinueForBearish; + if (canContinue) + { + index++; + } + } + + // + bool hasBullishSameBars = + sameBullishBarsFounded >= sameBars; + + // + bool hasBearishSameBars = + sameBearishBarsFounded >= sameBars; + + // + result = hasBullishSameBars || + hasBearishSameBars; + if (!result) + { + return result; + } + + // + dir = + hasBullishSameBars + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + /** + * Detect Price Consolidation ... + * + * @param bar: XOHCL instance Reference, Start Bar ... + * @param loopback: Integer, Consolidation Length Finder ... + * @param consolidationRange: Integer, Consolidation Range Finder ... + * @param upper: Double Reference ... + * @param lower: Double Reference ... + * @param upperAppliedTo: ENUM_APPLIED_PRICE member, Upper Price ... + * @param lowerAppliedTo: ENUM_APPLIED_PRICE member, Lower Price ... + * + * @return ( bool ) + */ + bool IsConsolidate( + XOHCL &bar, + double &upper, + double &lower, + int loopback = 30, + int consolidationRange = 50, + ENUM_APPLIED_PRICE upperAppliedTo = PRICE_HIGH, + ENUM_APPLIED_PRICE lowerAppliedTo = PRICE_LOW // + ) + { + // + bool result = false; + + // + upper = 0; + lower = 0; + + // + if (loopback < 7) + { + loopback = 7; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double points = GetPoints(bar.symbol); + int index = bar.Index(); + + // + double upperPrice[]; + int upperPriceCount = FillPrice( + upperPrice, + upperAppliedTo, + bar.symbol, + bar.period, + index, + loopback // + ); + + // + double lowerPrice[]; + int lowerPriceCount = FillPrice( + lowerPrice, + lowerAppliedTo, + bar.symbol, + bar.period, + index, + loopback // + ); + + // + result = upperPriceCount == lowerPriceCount && + lowerPriceCount == loopback; + if (!result) + { + return result; + } + + // + upper = upperPrice[ArrayMaximum(upperPrice)]; + lower = lowerPrice[ArrayMinimum(lowerPrice)]; + + // + double range = upper - lower; + result = range <= consolidationRange * points; + + // + return result; + } + + /** + * Check Bar Has Bullish Trend or not ... + * + * @param bar: XOHCL instance ... + * @param forceAll: Boolean ... + * + * @return ( bool ) + */ + bool HasBullishTrend( + XOHCL &bar, + bool forceAll = false // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + XOHCL tmpHSW[]; + XOHCL tmpLSW[]; + + // + bool trend1 = HasBullishTrend( + bar, + tmpHSW, + tmpLSW, + true // + ); + + // + bool trend2 = HasBullishTrend( + bar, + tmpHSW, + tmpLSW, + false // + ); + + // + if (!forceAll) + { + // + result = trend1; + if (!result) + { + return result; + } + } + + // + result = + trend1 || + trend2; + + // + return result; + } + + /** + * Check Bar Has Bearish Trend or not ... + * + * @param bar: XOHCL instance ... + * @param forceAll: Boolean ... + * + * @return ( bool ) + */ + bool HasBearishTrend( + XOHCL &bar, + bool forceAll = false // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + XOHCL tmpHSW[]; + XOHCL tmpLSW[]; + + // + bool trend1 = HasBearishTrend( + bar, + tmpHSW, + tmpLSW, + true // + ); + + // + bool trend2 = HasBearishTrend( + bar, + tmpHSW, + tmpLSW, + false // + ); + + // + if (!forceAll) + { + // + result = trend1; + if (!result) + { + return result; + } + } + + // + result = + trend1 || + trend2; + + // + return result; + } + + /** + * Check Specified Bar Has Bullish Pattern or not ... + * + * @param bar: XOHCL instance, Specified Bar ... + * @param loopback: Integer, Loopback Length for Patterns ... + * @param verifications: Integer, Number of Given Verifications ... + * @param checkHammer: Boolean, Specified Check Hammer Pattern ... + * @param checkMorningStar: Boolean, Specified Check Morning Star Pattern ... + * @param checkBullishMarubozu: Boolean, Specified Check Marubozu Pattern ... + * @param checkBullishEngulfing: Boolean, Specified Check Engulfing Pattern ... + * + * @return ( bool ) + */ + bool HasBullishPattern( + XOHCL &bar, + int loopback = 0, + int verifications = 1, + bool checkHammer = true, + bool checkMorningStar = true, + bool checkBullishMarubozu = true, + bool checkBullishEngulfing = true // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + if (verifications <= 0) + { + verifications = 1; + } + + // + int founded = 0; + + // + int idx = bar.Index(); + for (int i = idx; i <= idx + loopback; i++) + { + // + XOHCL iBar; + result = iBar.Init( + bar.symbol, + bar.period, + i // + ); + if (!result) + { + break; + } + + // + bool isHammer = + !checkHammer + ? false + : IsHammer(iBar); + if (isHammer) + { + founded++; + } + + // + bool isMorningStar = + !checkMorningStar + ? false + : IsMorningStar(iBar); + if (isMorningStar) + { + founded++; + } + + // + bool isBullishMarubozu = + !checkBullishMarubozu + ? false + : IsBullishMarubozu(iBar); + if (isBullishMarubozu) + { + founded++; + } + + // + bool isBullishEngulfing = + !checkBullishEngulfing + ? false + : IsBullishEngulfing(iBar); + if (isBullishEngulfing) + { + founded++; + } + + // + } + + // + result = + result && + founded >= verifications; + + // + return result; + } + + /** + * Check Specified Bar Has Bearish Pattern or not ... + * + * @param bar: XOHCL instance, Specified Bar ... + * @param loopback: Integer, Loopback Length for Patterns ... + * @param verifications: Integer, Number of Given Verifications ... + * @param checkShootingStar: Boolean, Specified Check Shooting Star Pattern ... + * @param checkEveningStar: Boolean, Specified Check Evening Star Pattern ... + * @param checkBearishMarubozu: Boolean, Specified Check Marubozu Pattern ... + * @param checkBearishEngulfing: Boolean, Specified Check Engulfing Pattern ... + * + * @return ( bool ) + */ + bool HasBearishPattern( + XOHCL &bar, + int loopback = 0, + int verifications = 1, + bool checkShootingStar = true, + bool checkEveningStar = true, + bool checkBearishMarubozu = true, + bool checkBearishEngulfing = true // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + if (verifications <= 0) + { + verifications = 1; + } + + // + int founded = 0; + + // + int idx = bar.Index(); + for (int i = idx - 1; i <= idx + loopback; i++) + { + // + XOHCL iBar; + result = iBar.Init( + bar.symbol, + bar.period, + i // + ); + if (!result) + { + break; + } + + // + bool isShootingStar = + !checkShootingStar + ? false + : IsShootingStar(iBar); + if (isShootingStar) + { + founded++; + } + + // + bool isEveningStar = + !checkEveningStar + ? false + : IsEveningStar(iBar); + if (isEveningStar) + { + founded++; + } + + // + bool isBearishMarubozu = + !checkBearishMarubozu + ? false + : IsBearishMarubozu(iBar); + if (isBearishMarubozu) + { + founded++; + } + + // + bool isBearishEngulfing = + !checkBearishEngulfing + ? false + : IsBearishEngulfing(iBar); + if (isBearishEngulfing) + { + founded++; + } + + // + } + + // + result = + result && + founded >= verifications; + + // + return result; + } + + // + // Commons ... + + /** + * Check Specified Bar's Range is Extended or not ... + * + * @param bar: XOHCL instance, Specified Bar ... + * @param loopback: Integer, Loopback Length ... + * + * @return ( bool ) + */ + bool HasExtendedRange( + XOHCL &bar, + int loopback = 3 // + ) + { + // + bool result = false; + + // + if (loopback < 3) + { + loopback = 3; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = bar.Index(); + int start = index + 1; + int end = start + loopback; + int count = end - start; + result = count >= 1; + if (!result) + { + return result; + } + + // + double sum = 0; + XOHCL iBar = bar; + for (int i = start; i < end; i++) + { + // + bool isRetrieved = iBar.GetPreviousBar(iBar); + if (!isRetrieved) + { + continue; + } + + // + sum += iBar.GetRange(); + } + + // + result = sum > 0; + if (!result) + { + return result; + } + + // + double avg = sum / count; + + // + result = bar.GetRange() >= avg; + + // + return result; + } + + /** + * Check Specified Bar's Body is Extended or not ... + * + * @param bar: XOHCL instance, Specified Bar ... + * @param loopback: Integer, Loopback Length ... + * + * @return ( bool ) + */ + bool HasExtendedBody( + XOHCL &bar, + int loopback = 3 // + ) + { + // + bool result = false; + + // + if (loopback < 3) + { + loopback = 3; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = bar.Index(); + int start = index + 1; + int end = start + loopback; + int count = end - start; + result = count >= 1; + if (!result) + { + return result; + } + + // + double sum = 0; + XOHCL iBar = bar; + for (int i = start; i < end; i++) + { + // + bool isRetrieved = iBar.GetPreviousBar(iBar); + if (!isRetrieved) + { + continue; + } + + // + sum += iBar.GetBody(); + } + + // + result = sum > 0; + if (!result) + { + return result; + } + + // + double avg = sum / count; + + // + result = bar.GetBody() >= avg; + + // + return result; + } + + /** + * Check Specified Bar's Body and Range is Extended or not ... + * + * @param bar: XOHCL instance, Specified Bar ... + * @param loopback: Integer, Loopback Length ... + * + * @return ( bool ) + */ + bool IsExtended( + XOHCL &bar, + int loopback = 3 // + ) + { + // + bool result = false; + + // + bool hasExtendedBody = HasExtendedBody(bar, loopback); + bool hasExtendedRange = HasExtendedRange(bar, loopback); + result = hasExtendedBody && + hasExtendedRange; + + // + return result; + } + + /** + * Check Specified Bar is Swing High or not ... + * + * @param bar: XOHCL instnce ... + * @param range: Integer, Specified Range ... + * + * @return ( bool ) + */ + bool IsSwingHigh( + XOHCL &bar, + int range = 2 // + ) + { + // + bool result = false; + + // + if (range < 1) + { + range = 1; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = bar.Index(); + result = range > 0 && + index >= range; + if (!result) + { + return result; + } + + // + string symbol = bar.symbol; + ENUM_TIMEFRAMES period = bar.period; + + // + for (int i = 1; i <= range; i++) + { + // + // Prev Bar ... + XOHCL iPrevBar; + result = iPrevBar.Init( + symbol, + period, + index + i // + ); + if (!result) + { + break; + } + + // + // Next Bar ... + XOHCL iNextBar; + result = iNextBar.Init( + symbol, + period, + index - i // + ); + if (!result) + { + break; + } + + // + result = bar.high >= iPrevBar.high && + bar.high >= iNextBar.high; + if (!result) + { + break; + } + } + + // + return result; + } + + /** + * Check Specified Bar is Swing Low or not ... + * + * @param bar: XOHCL instnce ... + * @param range: Integer, Specified Range ... + * + * @return ( bool ) + */ + bool IsSwingLow( + XOHCL &bar, + int range = 2 // + ) + { + // + bool result = false; + + // + if (range < 1) + { + range = 1; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = bar.Index(); + result = range > 0 && + index >= range; + if (!result) + { + return result; + } + + // + string symbol = bar.symbol; + ENUM_TIMEFRAMES period = bar.period; + + // + for (int i = 1; i <= range; i++) + { + // + // Prev Bar ... + XOHCL iPrevBar; + result = iPrevBar.Init( + symbol, + period, + index + i // + ); + if (!result) + { + break; + } + + // + // Next Bar ... + XOHCL iNextBar; + result = iNextBar.Init( + symbol, + period, + index - i // + ); + if (!result) + { + break; + } + + // + result = bar.low <= iPrevBar.low && + bar.low <= iNextBar.low; + if (!result) + { + break; + } + } + + // + return result; + } + + /** + * Check Specified Bar is Swing or not ... + * + * @param bar: XOHCL instnce ... + * @param dir: ENUM_X_DIRECTION member ... + * @param range: Integer, Specified Range ... + * + * @return ( bool ) + */ + bool IsSwing( + XOHCL &bar, + ENUM_X_DIRECTION &dir, + int range = 2 // + ) + { + // + bool result = false; + + // + dir = X_DIRECTION_NONE; + + // + bool isSwingLow = IsSwingLow(bar, range); + bool isSwingHigh = IsSwingHigh(bar, range); + + // + result = isSwingLow || + isSwingHigh; + if (result) + { + // + if (isSwingLow) + { + dir = X_DIRECTION_BULLISH; + } + else + { + dir = X_DIRECTION_BEARISH; + } + } + + // + return result; + } + + /** + * Check a Bar is Momentum Bar or not ... + * + * @param bar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * @param extend: Integer ... + * @param bodyPercent: Double ... + * + * @return ( bool ) + */ + bool IsMomentumBar( + XOHCL &bar, + ENUM_X_DIRECTION &dir, + int extend = 1, + double bodyPercent = 70 // + ) + { + // + bool result = false; + + // + if (extend < 0) + { + extend = 0; + } + + // + if (bodyPercent < 50) + { + bodyPercent = 50; + } + + // + dir = X_DIRECTION_NONE; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (extend > 0) + { + // + result = IsExtended( + bar, + extend // + ); + + // + if (!result) + { + return result; + } + } + + // + double body = bar.GetBody(); + double rp = GetBarRangePercent(bar); + + // + result = body >= rp * bodyPercent; + + // + if (result) + { + // + dir = + bar.IsBullish() + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + /** + * Check a Bar is Rejection Bar or not ... + * + * @param bar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * @param extend: Integer ... + * @param shadowPercent: Double ... + * + * @return ( bool ) + */ + bool IsRejectionBar( + XOHCL &bar, + ENUM_X_DIRECTION &dir, + int extend = 1, + double shadowPercent = 60 // + ) + { + // + bool result = false; + + // + if (extend < 0) + { + extend = 0; + } + + // + if (shadowPercent < 50) + { + shadowPercent = 50; + } + + // + dir = X_DIRECTION_NONE; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (extend > 0) + { + // + result = IsExtended( + bar, + extend // + ); + + // + if (!result) + { + return result; + } + } + + // + double body = bar.GetBody(); + double range = bar.GetRange(); + double shadows = bar.GetShadows(); + double lowShadow = bar.GetLowShadow(); + double highShadow = bar.GetHighShadow(); + double rp = GetBarRangePercent(bar); + + // + result = shadows >= rp * shadowPercent; + + // + if (result) + { + // + dir = + lowShadow > highShadow + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + /** + * Check Specified Bar is Engulfing Bar or not ... + * + * @param bar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * @param extend: Integer ... + * @param bodyPercent: Double ... + * + * @return ( bool ) + */ + bool IsEngulfBar( + XOHCL &bar, + ENUM_X_DIRECTION &dir, + int extend = 1, + double bodyPercent = 60 // + ) + { + // + bool result = false; + + // + if (extend < 0) + { + extend = 0; + } + + // + if (bodyPercent < 50) + { + bodyPercent = 50; + } + + // + dir = X_DIRECTION_NONE; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + // Previous Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + if (extend > 0) + { + // + result = IsExtended( + pBar, + extend // + ); + + // + if (!result) + { + return result; + } + } + + // + // Check Engulfig ... + result = + bar.GetUp() > pBar.GetUp() && + bar.GetDown() < pBar.GetDown(); + if (!result) + { + return result; + } + + // + // Check Engulfing Direction ... + bool isBullishEngulfed = + pBar.IsBearish() && + bar.IsBullish(); + bool isBearishEngulfed = + pBar.IsBullish() && + bar.IsBearish(); + + // + result = isBullishEngulfed || + isBearishEngulfed; + if (!result) + { + return result; + } + + // + dir = isBullishEngulfed + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + /** + * Check Specified Bar is Pin Bar or not ... + * + * @param bar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * @param extend: Integer ... + * @param shadowPercent: Double ... + * @param bodyPercent: Double ... + * + * @return ( bool ) + */ + bool IsPinBar( + XOHCL &bar, + ENUM_X_DIRECTION &dir, + int extend = 1, + double shadowPercent = 65, + double bodyPercent = 25 // + ) + { + // + bool result = false; + + // + dir = X_DIRECTION_NONE; + + // + result = bar.IsValid() && + bar.Index() > 0 && + bodyPercent > 0 && + shadowPercent > 0 && + bodyPercent < shadowPercent; + if (!result) + { + return result; + } + + // + // Chack Range Extends ... + if (extend > 0) + { + // + result = HasExtendedRange( + bar, + extend // + ); + if (!result) + { + return result; + } + } + + // + // Check Body ... + double rangePercent = GetBarRangePercent(bar); + result = rangePercent > 0; + if (!result) + { + return result; + } + + // + double body = bar.GetBody(); + double highShadow = bar.GetHighShadow(); + double lowShadow = bar.GetLowShadow(); + + // + // Check Body ... + result = body / rangePercent >= bodyPercent; + if (!result) + { + return result; + } + + // + bool isPassedHighShadow = + highShadow / rangePercent >= shadowPercent; + bool isPassedLowShadow = + lowShadow / rangePercent >= shadowPercent; + result = + isPassedLowShadow || + isPassedHighShadow; + if (!result) + { + return result; + } + + // + dir = isPassedLowShadow + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + /** + * Decision Bar (Pin, Momentum or Rejection) ... + * + * @param bar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * @param extend: Integer ... + * @param shadowForPinAndRejectionBarPercent: Double ... + * @param bodyForPinBarPercent: Double ... + * @param bodyForEngulfBarPercent: Double ... + * @param bodyForMomentumBarPercent: Double ... + * + * @return ( bool ) + */ + bool IsDecisionBar( + XOHCL &bar, + ENUM_X_DIRECTION &dir, + int extend = 1, + double shadowForPinAndRejectionBarPercent = 65, + double bodyForPinBarPercent = 25, + double bodyForEngulfBarPercent = 65, + double bodyForMomentumBarPercent = 70 // + ) + { + // + bool result = false; + + // + dir = X_DIRECTION_NONE; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + // Pin Bar ... + ENUM_X_DIRECTION pinDir; + bool isPiBar = IsPinBar( + bar, + pinDir, + extend, + shadowForPinAndRejectionBarPercent, + bodyForPinBarPercent // + ); + + // + // Engulfing Bar ... + ENUM_X_DIRECTION engulfDir; + bool isEngulfBar = IsEngulfBar( + bar, + engulfDir, + extend, + bodyForEngulfBarPercent // + ); + + // + // Momentum Bar ... + ENUM_X_DIRECTION momentumDir; + bool isMomentumBar = IsMomentumBar( + bar, + momentumDir, + extend, + bodyForMomentumBarPercent // + ); + + // + // Rejection Bar ... + ENUM_X_DIRECTION rejectionDir; + bool isRejectionBar = IsRejectionBar( + bar, + rejectionDir, + extend, + shadowForPinAndRejectionBarPercent // + ); + + // + result = isPiBar || + isEngulfBar || + isMomentumBar || + isRejectionBar; + if (result) + { + // + if (isPiBar) + { + dir = pinDir; + } + else if (isEngulfBar) + { + dir = engulfDir; + } + else if (isMomentumBar) + { + dir = momentumDir; + } + else + { + dir = rejectionDir; + } + } + + // + result = IsBullish(dir) || + IsBearish(dir); + + // + return result; + } + + /** + * Check Fibonacci Level 382 Pressure ... + * + * @param bar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * + * @return ( bool ) + */ + bool HasFiboPressure( + XOHCL &bar, + ENUM_X_DIRECTION &dir // + ) + { + // + bool result = false; + + // + dir = X_DIRECTION_NONE; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double bearishFib382 = GetFibonacciLevel( + bar.high, + bar.low, + 0.382, + 1 // + ); + double bullishFib382 = GetFibonacciLevel( + bar.high, + bar.low, + 0.382, + -1 // + ); + + // + bool isBullish = bar.GetDown() > bearishFib382; + bool isBearish = bar.GetUp() < bullishFib382; + + // + result = isBullish || + isBearish; + if (!result) + { + return result; + } + + // + dir = isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + // + // Support and Resistance Zones ... + + /** + * Check a Bar is Support Bar or not ... + * + * @param bar: XOHCL instance ... + * @param range: Integer, Specified Verifiation Range ... + * + * @return ( bool ) + */ + bool IsSupport( + XOHCL &bar, + int range = 21 // + ) + { + // + bool result = false; + + // + if (range < 2) + { + range = 2; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = bar.Index(); + result = range > 0 && + index >= range; + if (!result) + { + return result; + } + + // + string symbol = bar.symbol; + ENUM_TIMEFRAMES period = bar.period; + + // + for (int i = 1; i <= range; i++) + { + // + int prevIDX = index + i; + int nextIDX = index - 1; + + // + // Prev Bar ... + XOHCL iPrevBar; + result = iPrevBar.Init( + symbol, + period, + prevIDX // + ); + if (!result) + { + break; + } + + // + // Next Bar ... + XOHCL iNextBar; + result = iNextBar.Init( + symbol, + period, + nextIDX // + ); + if (!result) + { + break; + } + + // + result = bar.low <= iPrevBar.low && + bar.low <= iNextBar.low; + if (!result) + { + break; + } + } + + // + return result; + } + + /** + * Check a Bar Has Support or not ... + * + * @param bar: XOHCL instance ... + * @param supportBar: XOHCL instance Specified Support Bar ... + * @param rage: int, + * @return ( bool ) + */ + bool HasSupport( + XOHCL &bar, + XOHCL &supportBar, + int range = 21 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int barIndex = bar.Index() + range; + result = IsValidIndex(barIndex); + if (!result) + { + // + supportBar.Clean(); + return result; + } + result = supportBar.Init( + bar.symbol, + bar.period, + barIndex // + ); + + // + result = supportBar.low < supportBar.GetDown(); + if (!result) + { + // + supportBar.Clean(); + return result; + } + + // + double selectedValue = supportBar.GetDown(); + + // + int llIDX = bar.FindLowestIndex(range - 1, MODE_LOW); + result = IsValidIndex(llIDX); + if (!result) + { + // + supportBar.Clean(); + return result; + } + + // + double llValue = iLow( + bar.symbol, + bar.period, + llIDX // + ); + + // + result = llValue >= selectedValue; + if (!result) + { + // + supportBar.Clean(); + return result; + } + + // + result = supportBar.IsValid(); + + // + return result; + } + + /** + * Check a Bar is Resistance Bar or not ... + * + * @param bar: XOHCL instance ... + * @param range: Integer, Specified Verifiation Range ... + * + * @return ( bool ) + */ + bool IsResistance( + XOHCL &bar, + int range = 21 // + ) + { + // + bool result = false; + + // + if (range < 2) + { + range = 2; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = bar.Index(); + result = range > 0 && + index >= range; + if (!result) + { + return result; + } + + // + string symbol = bar.symbol; + ENUM_TIMEFRAMES period = bar.period; + + // + for (int i = 1; i <= range; i++) + { + // + int prevIDX = index + i; + int nextIDX = index - 1; + + // + // Prev Bar ... + XOHCL iPrevBar; + result = iPrevBar.Init( + symbol, + period, + prevIDX // + ); + if (!result) + { + break; + } + + // + // Next Bar ... + XOHCL iNextBar; + result = iNextBar.Init( + symbol, + period, + nextIDX // + ); + if (!result) + { + break; + } + + // + result = bar.high >= iPrevBar.high && + bar.high >= iNextBar.high; + if (!result) + { + break; + } + } + + // + return result; + } + + /** + * Check a Bar Has Resistance or not ... + * + * @param bar: XOHCL instance ... + * @param resistanceBar: XOHCL instance Specified Resistance Bar ... + * @param rage: int, + * @return ( bool ) + */ + bool HasResistance( + XOHCL &bar, + XOHCL &resistanceBar, + int range = 21 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int barIndex = bar.Index() + range; + result = IsValidIndex(barIndex); + if (!result) + { + // + resistanceBar.Clean(); + return result; + } + result = resistanceBar.Init( + bar.symbol, + bar.period, + barIndex // + ); + + // + result = resistanceBar.low < resistanceBar.GetDown(); + if (!result) + { + // + resistanceBar.Clean(); + return result; + } + + // + double selectedValue = resistanceBar.GetUp(); + + // + int hhIDX = bar.FindHighestIndex(range - 1, MODE_HIGH); + result = IsValidIndex(hhIDX); + if (!result) + { + // + resistanceBar.Clean(); + return result; + } + + // + double hhValue = iHigh( + bar.symbol, + bar.period, + hhIDX // + ); + + // + result = hhValue >= selectedValue; + if (!result) + { + // + resistanceBar.Clean(); + return result; + } + + // + result = resistanceBar.IsValid(); + + // + return result; + } + + // + // Order Blocks ... + + /** + * Detect an Order Block Based on Given Bar ... + * + * @param bar: XOHCL instance, Specified Start Bar ... + * @param ob: XOHCL instance, Fill it if Order Block Found ... + * @param dir: ENUM_X_DIRECTION member, Specified Founded Order Block Direction ... + * @param sameBars: Integer, Specified Min Same Bars for Detecting Order Block ... + * + * @return ( bool ) + */ + bool HasOrderBlock( + XOHCL &bar, + XOHCL &ob, + ENUM_X_DIRECTION &dir, + int sameBars = 3 // + ) + { + // + bool result = false; + + // + ob.Clean(); + dir = X_DIRECTION_NONE; + + // + if (sameBars < 1) + { + sameBars = 1; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = 0; + result = HasSameBars( + bar, + dir, + index, + sameBars // + ); + if (!result) + { + return result; + } + + // + int obIndex = index; + result = ob.Init( + bar.symbol, + bar.period, + obIndex // + ); + if (!result) + { + return result; + } + + // + return result; + } + + // + // Fair Value Gaps ... + + /** + * Detect a Fair Value Gap Based on Given Bar ... + * + * @param bar: XOHCL instance, Specified Start Bar ... + * @param dir: ENUM_X_DIRECTION member, Specified Founded Order Block Direction ... + * @param sameBars: Integer, Specified Min Same Bars for Detecting Order Block ... + * + * @return ( bool ) + */ + bool HasFairValueGap( + XOHCL &bar, + XOHCL &prevBar, + XOHCL &nextBar, + ENUM_X_DIRECTION &dir, + int sameBars = 3 // + ) + { + // + bool result = false; + + // + prevBar.Clean(); + nextBar.Clean(); + dir = X_DIRECTION_NONE; + + // + if (sameBars < 1) + { + sameBars = 1; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int index = 0; + result = HasSameBars( + bar, + dir, + index, + sameBars // + ); + if (!result) + { + return result; + } + + // + bool isBullish = IsBullish(dir); + + // + int to = bar.Index() + 1; + int from = index + 1; + for (int i = from; i > to; i--) + { + // + result = prevBar.Init( + bar.symbol, + bar.period, + i // + ); + if (!result) + { + break; + } + + // + result = nextBar.Init( + bar.symbol, + bar.period, + i - 2 // + ); + if (!result) + { + break; + } + + // + result = isBullish + ? prevBar.high < nextBar.low + : prevBar.low > nextBar.high; + if (result) + { + break; + } + } + + // + if (!result) + { + // + prevBar.Clean(); + nextBar.Clean(); + dir = X_DIRECTION_NONE; + } + + // + return result; + } + + // + // Bar CHOCH ... + + /** + * Check Specified Bar Has PullBack or not ... + * + * @param dir: ENUM_X_DIRECTION member, Specified Direction ... + * @param bar: XOHCL instance, Speciied Bar ... + * @param loopback: Integer, loopback Length ... + * @param forceBody: Boolean, Specified Choch Happens only by Bar's Body ... + * + * @return ( bool ) + */ + bool HasPullBack( + ENUM_X_DIRECTION &dir, + XOHCL &bar, + int loopback = 3, + bool forceBody = false // + ) + { + // + bool result = false; + + // + dir = X_DIRECTION_NONE; + + // + if (loopback < 1) + { + loopback = 1; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + string symbol = bar.symbol; + ENUM_TIMEFRAMES period = bar.period; + + // + // Calculate Loopback Data ... + int index = -1; + int start = -1; + int end = -1; + int count = -1; + result = CalculateLoopBackData( + index, + start, + end, + count, + bar, + loopback // + ); + if (!result) + { + return result; + } + + // + // Calculate Loopback HH and LL Data ... + int hhIDX = -1; + double hh = -1; + int llIDX = -1; + double ll = -1; + result = CalculateLoopbackHLData( + hhIDX, + hh, + llIDX, + ll, + bar, + loopback // + ); + if (!result) + { + return result; + } + + // + bool isBullishDirection = + bar.high > hh && + bar.low > ll; + bool isBearishDirection = + bar.high < hh && + bar.low < ll; + result = isBullishDirection || + isBearishDirection; + if (!result) + { + return result; + } + + // + if (forceBody) + { + // + isBullishDirection = + bar.GetUp() > hh && + bar.GetDown() > ll; + isBearishDirection = + bar.GetUp() < hh && + bar.GetDown() < ll; + result = isBullishDirection || + isBearishDirection; + if (!result) + { + return result; + } + } + + // + // Check Bar's Direction in related to CHOCH Direction ... + result = + isBullishDirection + ? bar.IsBullish() + : bar.IsBearish(); + if (!result) + { + return result; + } + + // + // Set Direction ... + dir = + isBullishDirection + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + // Check Loopback End Bar ... + XOHCL endBar; + result = endBar.Init( + symbol, + period, + end - 1 // + ); + if (!result) + { + return result; + } + + // + // End Bar Must be InDirect by Specified Bar ... + result = + isBullishDirection + ? endBar.IsBearish() + : endBar.IsBullish(); + + // + // Check Loopback for Directional Bars ... + + // + return result; + } + + // + // Tools ... + + // + bool IsStrong( + XOHCL &bar, + double percent = 50 // Percent of Body + ) + { + // + bool result = false; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + result = + (bar.GetRange() * percent) / 100 <= bar.GetBody(); + + // + return result; + } + + // + bool HasStrongLowShadow( + XOHCL &bar, + double percent = 50, // Percent of Body + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + result = + (bar.GetRange() * percent) / 100 <= bar.GetLowShadow(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + result = bar.Index() > __loopback; + if (!result) + { + return result; + } + + // + // Get Highest High and Lowest Low in loopback Range ... + int startIndex = bar.Index() - __loopback; + int endIndex = bar.Index() + __loopback; + int requiredBars = MathAbs(endIndex - startIndex); + + // + // Highs ... + double highs[]; + int copiedHighs = CopyHigh( + bar.symbol, + bar.period, + startIndex, + requiredBars, + highs // + ); + + // + result = copiedHighs == requiredBars; + if (!result) + { + return result; + } + + // + int highestHighIDX = ArrayMaximum(highs); + result = IsValidIndex(highestHighIDX); + if (!result) + { + return result; + } + + // + double highestHigh = highs[highestHighIDX]; + + // + // Lows ... + double lows[]; + int copiedLows = CopyLow( + bar.symbol, + bar.period, + startIndex, + requiredBars, + lows // + ); + + // + result = copiedLows == requiredBars; + if (!result) + { + return result; + } + + // + int lowestLowIDX = ArrayMinimum(lows); + result = IsValidIndex(lowestLowIDX); + if (!result) + { + return result; + } + + // + double lowestLow = lows[lowestLowIDX]; + + // + result = bar.low == lowestLow && + highestHigh > bar.high; + if (!result) + { + return result; + } + + // + // Try to Validate Sharp Ratio ... + + // + Clean(highs); + Clean(lows); + + // + // Left Side ... + startIndex = bar.Index() + 1; + endIndex = startIndex + (__loopback / 2) - 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + bar.symbol, + bar.period, + startIndex, + requiredBars, + highs // + ); + result = copiedHighs == requiredBars; + if (!result) + { + return result; + } + + // + highestHighIDX = ArrayMaximum(highs); + result = IsValidIndex(highestHighIDX); + if (!result) + { + return result; + } + + // + highestHigh = highs[highestHighIDX]; + + // + copiedLows = CopyLow( + bar.symbol, + bar.period, + startIndex, + requiredBars, + lows // + ); + result = copiedLows == requiredBars; + if (!result) + { + return result; + } + + // + lowestLowIDX = ArrayMinimum(lows); + result = IsValidIndex(lowestLowIDX); + if (!result) + { + return result; + } + + // + lowestLow = lows[lowestLowIDX]; + + // + double leftDiff = highestHigh - lowestLow; + + // + Clean(highs); + Clean(lows); + + // + // Right Side ... + startIndex = bar.Index() - 1; + endIndex = startIndex - (__loopback / 2) + 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + bar.symbol, + bar.period, + startIndex, + requiredBars, + highs // + ); + result = copiedHighs == requiredBars; + if (!result) + { + return result; + } + + // + highestHighIDX = ArrayMaximum(highs); + result = IsValidIndex(highestHighIDX); + if (!result) + { + return result; + } + + // + highestHigh = highs[highestHighIDX]; + + // + copiedLows = CopyLow( + bar.symbol, + bar.period, + startIndex, + requiredBars, + lows // + ); + result = copiedLows == requiredBars; + if (!result) + { + return result; + } + + // + lowestLowIDX = ArrayMinimum(lows); + result = IsValidIndex(lowestLowIDX); + if (!result) + { + return result; + } + + // + lowestLow = lows[lowestLowIDX]; + + // + double rightDiff = highestHigh - lowestLow; + double diff = MathMax(leftDiff, rightDiff); + result = bar.GetLowShadow() >= (diff / 100) * _sharpRatio; + + // + return result; + } + + // + bool HasStrongHighShadow( + XOHCL &bar, + double percent = 50, // Percent of Body + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + result = + (bar.GetRange() * percent) / 100 <= bar.GetHighShadow(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + result = bar.Index() > __loopback; + if (!result) + { + return result; + } + + // + // Get Highest High and Lowest Low in loopback Range ... + int startIndex = bar.Index() - __loopback; + int endIndex = bar.Index() + __loopback; + int requiredBars = MathAbs(endIndex - startIndex); + + // + // Highs ... + double highs[]; + int copiedHighs = CopyHigh( + bar.symbol, + bar.period, + startIndex, + requiredBars, + highs // + ); + + // + result = copiedHighs == requiredBars; + if (!result) + { + return result; + } + + // + int highestHighIDX = ArrayMaximum(highs); + result = IsValidIndex(highestHighIDX); + if (!result) + { + return result; + } + + // + double highestHigh = highs[highestHighIDX]; + + // + // Lows ... + double lows[]; + int copiedLows = CopyLow( + bar.symbol, + bar.period, + startIndex, + requiredBars, + lows // + ); + + // + result = copiedLows == requiredBars; + if (!result) + { + return result; + } + + // + int lowestLowIDX = ArrayMinimum(lows); + result = IsValidIndex(lowestLowIDX); + if (!result) + { + return result; + } + + // + double lowestLow = lows[lowestLowIDX]; + + // + result = bar.high == highestHigh && + lowestLow < bar.low; + if (!result) + { + return result; + } + + // + // Try to Validate Sharp Ratio ... + + // + Clean(highs); + Clean(lows); + + // + // Left Side ... + startIndex = bar.Index() + 1; + endIndex = startIndex + (__loopback / 2) - 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + bar.symbol, + bar.period, + startIndex, + requiredBars, + highs // + ); + result = copiedHighs == requiredBars; + if (!result) + { + return result; + } + + // + highestHighIDX = ArrayMaximum(highs); + result = IsValidIndex(highestHighIDX); + if (!result) + { + return result; + } + + // + highestHigh = highs[highestHighIDX]; + + // + copiedLows = CopyLow( + bar.symbol, + bar.period, + startIndex, + requiredBars, + lows // + ); + result = copiedLows == requiredBars; + if (!result) + { + return result; + } + + // + lowestLowIDX = ArrayMinimum(lows); + result = IsValidIndex(lowestLowIDX); + if (!result) + { + return result; + } + + // + lowestLow = lows[lowestLowIDX]; + + // + double leftDiff = highestHigh - lowestLow; + + // + Clean(highs); + Clean(lows); + + // + // Right Side ... + startIndex = bar.Index() - 1; + endIndex = startIndex - (__loopback / 2) + 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + bar.symbol, + bar.period, + startIndex, + requiredBars, + highs // + ); + result = copiedHighs == requiredBars; + if (!result) + { + return result; + } + + // + highestHighIDX = ArrayMaximum(highs); + result = IsValidIndex(highestHighIDX); + if (!result) + { + return result; + } + + // + highestHigh = highs[highestHighIDX]; + + // + copiedLows = CopyLow( + bar.symbol, + bar.period, + startIndex, + requiredBars, + lows // + ); + result = copiedLows == requiredBars; + if (!result) + { + return result; + } + + // + lowestLowIDX = ArrayMinimum(lows); + result = IsValidIndex(lowestLowIDX); + if (!result) + { + return result; + } + + // + lowestLow = lows[lowestLowIDX]; + + // + double rightDiff = highestHigh - lowestLow; + double diff = MathMax(leftDiff, rightDiff); + result = bar.GetHighShadow() >= (diff / 100) * _sharpRatio; + + // + return result; + } + + // + bool IsStrongBullish( + XOHCL &bar, + double percent = 50 // Percent of Body + ) + { + // + bool result = false; + + // + result = + bar.IsValid() && + bar.IsBullish() && + IsStrong(bar, percent); + + // + return result; + } + + // + bool IsStrongBearish( + XOHCL &bar, + double percent = 50 // Percent of Body + ) + { + // + bool result = false; + + // + result = + bar.IsValid() && + bar.IsBearish() && + IsStrong(bar, percent); + + // + return result; + } + + // + bool IsSharpBullish( + XOHCL &bar, + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + int hIDX = bar.FindHighestIndex( + __loopback, + MODE_HIGH // + ); + int lIDX = bar.FindLowestIndex( + __loopback, + MODE_LOW // + ); + + // + result = + // + hIDX >= 0 && + lIDX >= 0 && + MathAbs(hIDX - bar.Index()) < 2 + // + ; + + // + if (!result) + { + return result; + } + + // + XOHCL hBar; + result = hBar.Init( + bar.symbol, + bar.period, + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL lBar; + result = lBar.Init( + bar.symbol, + bar.period, + lIDX // + ); + if (!result) + { + return result; + } + + // + double lhDif = hBar.high - lBar.low; + + // + int hhIDX = hBar.FindHighestIndex( + __loopback, + MODE_HIGH // + ); + + // + int llIDX = lBar.FindLowestIndex( + __loopback, + MODE_LOW // + ); + + // + XOHCL hhBar; + result = hhBar.Init( + bar.symbol, + bar.period, + hhIDX + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL llBar; + result = llBar.Init( + bar.symbol, + bar.period, + llIDX + lIDX // + ); + if (!result) + { + return result; + } + + // + double llhhDif = hhBar.high - llBar.low; + + // + result = + // + lBar.low > llBar.low && + hBar.high > hhBar.high && + lhDif >= llhhDif * _sharpRatio + // + ; + + // + return result; + } + + // + bool IsSharpBearish( + XOHCL &bar, + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + int hIDX = bar.FindHighestIndex( + __loopback, + MODE_HIGH // + ); + int lIDX = bar.FindLowestIndex( + __loopback, + MODE_LOW // + ); + + // + result = + // + hIDX >= 0 && + lIDX >= 0 && + MathAbs(hIDX - bar.Index()) < 2 + // + ; + + // + if (!result) + { + return result; + } + + // + XOHCL hBar; + result = hBar.Init( + bar.symbol, + bar.period, + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL lBar; + result = lBar.Init( + bar.symbol, + bar.period, + lIDX // + ); + if (!result) + { + return result; + } + + // + double lhDif = hBar.high - lBar.low; + + // + int hhIDX = hBar.FindHighestIndex( + __loopback, + MODE_HIGH // + ); + + // + int llIDX = lBar.FindLowestIndex( + __loopback, + MODE_LOW // + ); + + // + XOHCL hhBar; + result = hhBar.Init( + bar.symbol, + bar.period, + hhIDX + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL llBar; + result = llBar.Init( + bar.symbol, + bar.period, + llIDX + lIDX // + ); + if (!result) + { + return result; + } + + // + double llhhDif = hhBar.high - llBar.low; + + // + result = + // + lBar.low < llBar.low && + hBar.high < hhBar.high && + lhDif >= llhhDif * _sharpRatio + // + ; + + // + return result; + } + + // + // + // + + // + // Retrieve Bullish Pressure ... + double GetBullishPressure( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!bar.IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + bar.symbol, + bar.period, + bar.Index(), + __loopback // + ); + if (!IsValidSize(barsCount)) + { + return result; + } + + // + for (int i = 0; i < barsCount; i++) + { + result += bars[i].GetLowShadow(); + } + + // + return result; + } + + // + // Retrieve Bearish Pressure ... + double GetBearishPressure( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!bar.IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + bar.symbol, + bar.period, + bar.Index(), + __loopback // + ); + if (!IsValidSize(barsCount)) + { + return result; + } + + // + for (int i = 0; i < barsCount; i++) + { + result += bars[i].GetHighShadow(); + } + + // + return result; + } + + // + bool HasBullishPressure( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double bullishPressure = GetBullishPressure(bar, __loopback); + double bearishPressure = GetBearishPressure(bar, __loopback); + + // + result = + // + bullishPressure > 0 && + bearishPressure >= 0 && + bullishPressure > bearishPressure + // + ; + + // + return result; + } + + // + bool HasBearishPressure( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double bullishPressure = GetBullishPressure(bar, __loopback); + double bearishPressure = GetBearishPressure(bar, __loopback); + + // + result = + // + bearishPressure > 0 && + bullishPressure >= 0 && + bearishPressure > bullishPressure + // + ; + + // + return result; + } + + // + // Retrieve Bullish Power ... + double GetBullishPower( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!bar.IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + bar.symbol, + bar.period, + bar.Index(), + __loopback // + ); + if (!IsValidSize(barsCount)) + { + return result; + } + + // + for (int i = 0; i < barsCount; i++) + { + // + if (bars[i].IsBullish()) + { + result += bars[i].GetBody(); + } + } + + // + return result; + } + + // + // Retrieve Bearish Pressure ... + double GetBearishPower( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!bar.IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + bar.symbol, + bar.period, + bar.Index(), + __loopback // + ); + if (!IsValidSize(barsCount)) + { + return result; + } + + // + for (int i = 0; i < barsCount; i++) + { + // + if (bars[i].IsBearish()) + { + result += bars[i].GetBody(); + } + } + + // + return result; + } + + // + bool HasBullishPower( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double bullishPressure = GetBullishPower(bar, __loopback); + double bearishPressure = GetBearishPower(bar, __loopback); + + // + result = + // + bullishPressure > 0 && + bearishPressure >= 0 && + bullishPressure > bearishPressure + // + ; + + // + return result; + } + + // + bool HasBearishPower( + XOHCL &bar, + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double bullishPressure = GetBullishPower(bar, __loopback); + double bearishPressure = GetBearishPower(bar, __loopback); + + // + result = + // + bearishPressure > 0 && + bullishPressure >= 0 && + bearishPressure > bullishPressure + // + ; + + // + return result; + } + + // + // Decisions ... + + // + bool IsBullishDecision( + XOHCL &bar, + double percent = 70 // Percent of Body + ) + { + // + bool result = false; + + // + result = + // + bar.IsValid() && + bar.Index() > 0 && + bar.IsBullish() && + (bar.GetRange() * percent) / 100 <= bar.GetBody() + // + ; + + // + return result; + } + + // + bool IsBearishDecision( + XOHCL &bar, + double percent = 70 // Percent of Body + ) + { + // + bool result = false; + + // + result = + // + bar.IsValid() && + bar.Index() > 0 && + bar.IsBearish() && + (bar.GetRange() * percent) / 100 <= bar.GetBody() + // + ; + + // + return result; + } + + // + // Candlestic Patterns ... + + // + // Check Doji ... + bool IsDoji( + XOHCL &bar // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + result = bar.open == bar.close; + + // + return result; + } + + // + // Check Hammer ... + bool IsHammer( + XOHCL &bar, + double _upShadowFactor = 0.1, + double _downShadowFactor = 0.6, + bool applyFib382Check = true, + bool applyPrevShadowCheck = true // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (_upShadowFactor < 0) + { + _upShadowFactor = 0.1; + } + + // + if (_downShadowFactor < 0) + { + _upShadowFactor = 0.6; + } + + // + double range = bar.GetRange(); + + // + // Check Upper Shadow Must be 0 or Under 10% ... + double upShadow = bar.GetHighShadow(); + result = upShadow < range * _upShadowFactor; + if (!result) + { + return result; + } + + // + // Check Down Shadow Must at least 60% ... + double downShadow = bar.GetLowShadow(); + result = downShadow > range * _downShadowFactor; + if (!result) + { + return result; + } + + // + // Check Fib 382 ... + if (result && applyFib382Check) + { + // + double fib382 = GetFibonacciLevel( + bar.high, + bar.low, + 0.382, + -1 // + ); + result = bar.GetDown() > fib382; + } + + // + // Check Shadow Based on Prev Bar ... + if (result && applyPrevShadowCheck) + { + // + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + result = bar.low < pBar.low; + } + + // + return result; + } + + // + // Check Sgooting Star ... + // Reversal Hammer ... + bool IsShootingStar( + XOHCL &bar, + double _upShadowFactor = 0.6, + double _downShadowFactor = 0.1, + bool applyFib382Check = true, + bool applyPrevShadowCheck = true // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (_upShadowFactor < 0) + { + _upShadowFactor = 0.6; + } + + // + if (_downShadowFactor < 0) + { + _upShadowFactor = 0.1; + } + + // + double range = bar.GetRange(); + + // + // Check Upper Shadow Must be 0 or Under 10% ... + double upShadow = bar.GetHighShadow(); + result = upShadow > range * _upShadowFactor; + if (!result) + { + return result; + } + + // + // Check Down Shadow Must at least 60% ... + double downShadow = bar.GetLowShadow(); + result = downShadow < range * _downShadowFactor; + if (!result) + { + return result; + } + + // + // Check Fib 382 ... + if (result && applyFib382Check) + { + // + double fib382 = GetFibonacciLevel( + bar.high, + bar.low, + 0.382, + 1 // + ); + result = bar.GetUp() < fib382; + } + + // + // Check Shadow Based on Prev Bar ... + if (result && applyPrevShadowCheck) + { + // + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + result = bar.high > pBar.high; + } + + // + return result; + } + + // + // Check Bullish Engulfing ... + bool IsBullishEngulfing( + XOHCL &bar, + double _engulfBarBodyFactor = 0.7 // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (_engulfBarBodyFactor < 0) + { + _engulfBarBodyFactor = 0.7; + } + + // + // Check Bar Is Bullish ... + result = bar.IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + double range = bar.GetRange(); + double body = bar.GetBody(); + + // + // Check Prev Bar Must Bearish ... + result = pBar.IsBearish(); + if (!result) + { + return result; + } + + // + // Check Shadows Engulf Prev Bar ... + result = + // + bar.high > pBar.high && + bar.low <= pBar.low + // + ; + if (!result) + { + return result; + } + + // + // Check Engulfed Bar Must Inside Engulfer Body ... + result = + // + bar.GetUp() > pBar.GetUp() && + bar.GetDown() < pBar.GetDown() + // + ; + if (!result) + { + return result; + } + + // + // Check Body of Engulfing Bar ... + if (result && _engulfBarBodyFactor > 0) + { + result = body >= range * _engulfBarBodyFactor; + } + + // + return result; + } + + // + // Check Bearish Engulfing ... + bool IsBearishEngulfing( + XOHCL &bar, + double _engulfBarBodyFactor = 0.7 // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (_engulfBarBodyFactor < 0) + { + _engulfBarBodyFactor = 0.7; + } + + // + // Check Bar Is Bearish ... + result = bar.IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + double range = bar.GetRange(); + double body = bar.GetBody(); + + // + // Check Prev Bar Must Bullish ... + result = pBar.IsBullish(); + if (!result) + { + return result; + } + + // + // Check Shadows Engulf Prev Bar ... + result = bar.high >= pBar.high && + bar.low < pBar.low; + if (!result) + { + return result; + } + + // + // Check Engulfed Bar Must Inside Engulfer Body ... + result = + // + bar.GetUp() > pBar.GetUp() && + bar.GetDown() < pBar.GetDown() + // + ; + if (!result) + { + return result; + } + + // + // Check Body of Engulfing Bar ... + if (result && _engulfBarBodyFactor > 0) + { + result = body >= range * _engulfBarBodyFactor; + } + + // + return result; + } + + // + // Check Morning Star Pattern ... + bool IsMorningStar( + XOHCL &bar, + double _middleRangeFactor = 0.3, + double _startBodyFactor = 0.6, + bool forceCheckMiddleBarDirection = true, + bool forceCheckStartBody = true // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (_middleRangeFactor < 0) + { + _middleRangeFactor = 0.3; + } + + // + if (_startBodyFactor < 0) + { + _startBodyFactor = 0.6; + } + + // + // Current Bar Must be Bullish ... + result = bar.IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + // Prev Bar must be Bearish ... + if (result && forceCheckMiddleBarDirection) + { + // + result = pBar.IsBearish(); + if (!result) + { + return result; + } + } + + // + // Retrieve Previous Bar of Prev Bar ... + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + return result; + } + + // + // Prev Of Prev Bar Must be Bearish ... + result = ppBar.IsBearish(); + if (!result) + { + return result; + } + + // + double range = bar.GetRange(); + double pRange = pBar.GetRange(); + double ppRange = ppBar.GetRange(); + + // + // Middle Bar must be Smaller than Ratio of other ... + result = + // + pRange < range * _middleRangeFactor && + pRange < ppRange * _middleRangeFactor + // + ; + if (!result) + { + return result; + } + + // + if (result && forceCheckStartBody) + { + // + result = ppBar.GetBody() > ppRange * _startBodyFactor; + if (!result) + { + return result; + } + } + + // + return result; + } + + // + // Check Evening Star Pattern ... + bool IsEveningStar( + XOHCL &bar, + double _middleRangeFactor = 0.3, + double _startBodyFactor = 0.6, + bool forceCheckMiddleBarDirection = true, + bool forceCheckStartBody = true // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + if (_middleRangeFactor < 0) + { + _middleRangeFactor = 0.3; + } + + // + if (_startBodyFactor < 0) + { + _startBodyFactor = 0.6; + } + + // + // Current Bar Must be Bearish ... + result = bar.IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + // Prev Bar must be Bullish ... + if (result && forceCheckMiddleBarDirection) + { + // + result = pBar.IsBullish(); + if (!result) + { + return result; + } + } + + // + // Retrieve Previous Bar of Prev Bar ... + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + return result; + } + + // + // Prev Of Prev Bar Must be Bullish ... + result = ppBar.IsBullish(); + if (!result) + { + return result; + } + + // + double range = bar.GetRange(); + double pRange = pBar.GetRange(); + double ppRange = ppBar.GetRange(); + + // + // Middle Bar must be Smaller than Ratio of other ... + result = + // + pRange < range * _middleRangeFactor && + pRange < ppRange * _middleRangeFactor + // + ; + if (!result) + { + return result; + } + + // + if (result && forceCheckStartBody) + { + // + result = ppBar.GetBody() > ppRange * _startBodyFactor; + if (!result) + { + return result; + } + } + + // + return result; + } + + // + // Bullish Marubozu ... + bool IsBullishMarubozu(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + result = bar.IsBullish(); + if (!result) + { + return result; + } + + // + result = + // + bar.GetUp() == bar.high && + bar.GetDown() == bar.low + // + ; + + // + return result; + } + + // + // Bearish Marubozu ... + bool IsBearishMarubozu(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + result = bar.IsBearish(); + if (!result) + { + return result; + } + + // + result = + // + bar.GetUp() == bar.high && + bar.GetDown() == bar.low + // + ; + + // + return result; + } + + // + // Contextual Patterns ... + + // + // Check Swing High ... + bool IsBarSwingHigh(XOHCL &bar) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bearish ... + result = bar.IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + // Prev Bar Must be Bullish ... + result = pBar.IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev of Prev Bar ... + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + return result; + } + + // + // Prev of Prev Bar Must be Bullish ... + result = ppBar.IsBullish(); + if (!result) + { + return result; + } + + // + // Check All Highs ... + result = + // + bar.high < pBar.high && + pBar.high > ppBar.high + // + ; + + // + return result; + } + + // + // Find Simple 3 Candle Based Swing High ... + bool IsSimpleSwingHigh( + XOHCL &bar, + double thresholdInPoint = 1 // + ) + { + // + bool result = false; + + // + int index = bar.Index(); + result = index > 0; + if (!result) + { + return result; + } + + // + XOHCL nextBar; + result = bar.GetNextBar(nextBar); + if (!result) + { + return result; + } + + // + XOHCL prevBar; + result = bar.GetPreviousBar(prevBar); + if (!result) + { + return result; + } + + // + double point = GetPoints(bar.symbol); + double requiredOffset = point * thresholdInPoint; + + // + result = + bar.high > nextBar.high && + bar.high > prevBar.high && + (thresholdInPoint <= 0 + ? true + : MathAbs( + MathMax( + nextBar.high, + prevBar.high) - + bar.high) >= requiredOffset); + + // + return result; + } + + // + // Find Last Swing High ... + bool FindLastSwingHigh( + XOHCL &bar, + XOHCL &swing // + ) + { + // + bool result = false; + + // + swing.Clean(); + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int totalBars = iBars( + bar.symbol, + bar.period // + ); + int maxAllowed = MathMin(100, (totalBars / 100)); + + // + int idx = bar.Index(); + for (int i = idx; i <= idx + maxAllowed; i++) + { + // + swing.Clean(); + result = swing.Init( + bar.symbol, + bar.period, + i // + ); + if (!result) + { + // + swing.Clean(); + break; + } + + // + result = IsBarSwingHigh(swing); + if (result) + { + break; + } + } + + // + return result; + } + + // + // Check Swing Low ... + bool IsBarSwingLow(XOHCL &bar) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bullish ... + result = bar.IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + // Prev Bar Must be Bearish ... + result = pBar.IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev of Prev Bar ... + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + return result; + } + + // + // Prev of Prev Bar Must be Bearish ... + result = ppBar.IsBearish(); + if (!result) + { + return result; + } + + // + // Check All Lows ... + result = + // + bar.low > pBar.low && + pBar.low < ppBar.low + // + ; + + // + return result; + } + + // + // Find Simple 3 Candle Based Swing Low ... + bool IsSimpleSwingLow( + XOHCL &bar, + double thresholdInPoint = 1 // + ) + { + // + bool result = false; + + // + int index = bar.Index(); + result = index > 0; + if (!result) + { + return result; + } + + // + XOHCL nextBar; + result = bar.GetNextBar(nextBar); + if (!result) + { + return result; + } + + // + XOHCL prevBar; + result = bar.GetPreviousBar(prevBar); + if (!result) + { + return result; + } + + // + double point = GetPoints(bar.symbol); + double requiredOffset = point * thresholdInPoint; + + // + result = + bar.low < nextBar.low && + bar.low < prevBar.low && + (thresholdInPoint <= 0 + ? true + : MathAbs( + MathMax( + nextBar.low, + prevBar.low) - + bar.low) >= requiredOffset); + + // + return result; + } + + // + // Find Last Swing Low ... + bool FindLastSwingLow( + XOHCL &bar, + XOHCL &swing // + ) + { + // + bool result = false; + + // + swing.Clean(); + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int totalBars = iBars( + bar.symbol, + bar.period // + ); + int maxAllowed = MathMin(100, (totalBars / 100)); + + // + int idx = bar.Index(); + for (int i = idx; i <= idx + maxAllowed; i++) + { + // + swing.Clean(); + result = swing.Init( + bar.symbol, + bar.period, + i // + ); + if (!result) + { + // + swing.Clean(); + break; + } + + // + result = IsBarSwingLow(swing); + if (result) + { + break; + } + } + + // + return result; + } + + // + // Check Bullish FVG ... + bool HasBullishFVG( + XOHCL &bar, + double &upper, + double &lower, + datetime &start, + datetime &end, + bool forceMiddleBarCheck = true, + bool forceCheckLastBarDirection = false // + ) + { + // + bool result = false; + + // + upper = 0; + lower = 0; + + // + end = NULL; + start = NULL; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bullish ... + result = + !forceCheckLastBarDirection + ? true + : bar.IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + // Prev Bar Must be Bullish ... + result = pBar.IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev of Prev Bar ... + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + return result; + } + + // + // Prev of Prev Bar Must be Bullish ... + result = ppBar.IsBullish(); + if (!result) + { + return result; + } + + // + // Other Conditions ... + result = + // + bar.low > ppBar.high + // + ; + + // + // Check Middle Bar Range ... + if (result && forceMiddleBarCheck) + { + // + result = + // + pBar.high > bar.low && + pBar.low < ppBar.high + // + ; + + // + if (!result) + { + return result; + } + } + + // + if (result) + { + // + end = bar.time; + upper = bar.low; + lower = ppBar.high; + start = ppBar.time; + } + + // + return result; + } + + // + // Check Bearish FVG ... + bool HasBearishFVG( + XOHCL &bar, + double &upper, + double &lower, + datetime &start, + datetime &end, + bool forceMiddleBarCheck = true, + bool forceCheckLastBarDirection = false // + ) + { + // + bool result = false; + + // + upper = 0; + lower = 0; + + // + end = NULL; + start = NULL; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = bar.IsValid() && bar.Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bearish ... + result = + !forceCheckLastBarDirection + ? true + : bar.IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + // Prev Bar Must be Bearish ... + result = pBar.IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev of Prev Bar ... + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + return result; + } + + // + // Prev of Prev Bar Must be Bearish ... + result = ppBar.IsBearish(); + if (!result) + { + return result; + } + + // + // Other Conditions ... + result = + // + bar.high < ppBar.low + // + ; + + // + // Check Middle Bar Range ... + if (result && forceMiddleBarCheck) + { + // + result = + // + pBar.high > bar.low && + pBar.low < ppBar.high + // + ; + + // + if (!result) + { + return result; + } + } + + // + if (result) + { + // + end = bar.time; + lower = bar.high; + upper = ppBar.low; + start = ppBar.time; + } + + // + return result; + } + + // + // Find Support ... + bool HasSupport( + XOHCL &bar, + XOHCL &dest, + ENUM_X_PRICE type = X_PRICE_CLOSE, + int _loopback = 21, + int tries = 100 // + ) + { + // + bool result = false; + + // + dest.Clean(); + + // + if (_loopback < 0) + { + _loopback = 21; + } + + // + if (tries < 0) + { + tries = 100; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double price = bar.GetPrice(type); + + // + for (int i = 1; i < tries; i++) + { + // + int _length = _loopback * i; + + // + int lowestIDX = bar.FindLowestIndex( + _length, + MODE_LOW // + ); + result = IsValidIndex(lowestIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + bar.symbol, + bar.period, + lowestIDX // + ); + if (!result) + { + break; + } + + // + result = + // + price > iLBar.high + // + ; + if (result) + { + // + dest = iLBar; + break; + } + } + + // + result = dest.IsValid(); + + // + return result; + } + + // + // Find Resistance ... + bool HasResistance( + XOHCL &bar, + XOHCL &dest, + ENUM_X_PRICE type = X_PRICE_CLOSE, + int _loopback = 21, + int tries = 100 // + ) + { + // + bool result = false; + + // + dest.Clean(); + + // + if (_loopback < 0) + { + _loopback = 21; + } + + // + if (tries < 0) + { + tries = 100; + } + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double price = bar.GetPrice(type); + + // + for (int i = 1; i < tries; i++) + { + // + int _length = _loopback * i; + + // + int highestIDX = bar.FindHighestIndex( + _length, + MODE_LOW // + ); + result = IsValidIndex(highestIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + bar.symbol, + bar.period, + highestIDX // + ); + if (!result) + { + break; + } + + // + result = + // + price < iHBar.high + // + ; + if (result) + { + // + dest = iHBar; + break; + } + } + + // + result = dest.IsValid(); + + // + return result; + } + + // + // Trend Detection ... + + // + // Find Bullish Trend ... + bool HasBullishTrend( + XOHCL &bar, + XOHCL &highSwingBars[], + XOHCL &lowSwingBars[], + bool forceMethod2 = false, + int _loopback = 3, + int tries = 3, + ENUM_X_PRICE type = X_PRICE_CLOSE // + ) + { + // + bool result = false; + + // + Clean(lowSwingBars); + Clean(highSwingBars); + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double price = bar.GetPrice(type); + + // + int lastIDX = bar.Index(); + double lastH = 0; + double lastL = 0; + for (int i = 1; i < tries + 1; i++) + { + // + // Use Regular Method ... + if (!forceMethod2) + { + // + int iHIDX = FindSwing( + bar.symbol, + bar.period, + X_SWING_HIGH, + _loopback, + lastIDX // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + bar.symbol, + bar.period, + iHIDX // + ); + if (!result) + { + break; + } + + // + double iH = iHBar.high; + bool isIHAccepted = + // + iH > 0 && + ( + // + lastH == 0 + ? true + : iH < lastH + // + ) + // + ; + if (isIHAccepted) + { + // + AddRef( + iHBar, + highSwingBars // + ); + + // + lastH = iH; + lastIDX = iHIDX; + } + + // + int iLIDX = FindSwing( + bar.symbol, + bar.period, + X_SWING_LOW, + _loopback, + lastIDX // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + bar.symbol, + bar.period, + iLIDX // + ); + if (!result) + { + break; + } + + // + double iL = iLBar.low; + bool isILAccepted = + // + iL > 0 && + ( + // + lastL == 0 + ? true + : iL < lastL + // + ) + // + ; + if (isILAccepted) + { + // + AddRef( + iLBar, + lowSwingBars // + ); + + // + lastL = iL; + lastIDX = iLIDX; + } + } + // + // Use Other MEthod ... + else + { + // + int _length = i * _loopback; + int start = + // + i == 1 + ? 1 + : _length - _loopback + // + ; + + // + int iHIDX = iHighest( + bar.symbol, + bar.period, + MODE_HIGH, + _loopback, + start // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + bar.symbol, + bar.period, + iHIDX // + ); + if (!result) + { + break; + } + + // + double iH = iHBar.high; + bool isIHAccepted = + // + iH > 0 && + ( + // + lastH == 0 + ? true + : iH < lastH + // + ) + // + ; + if (isIHAccepted) + { + // + AddRef( + iHBar, + highSwingBars // + ); + + // + lastH = iH; + lastIDX = iHIDX; + } + + // + int iLIDX = iLowest( + bar.symbol, + bar.period, + MODE_LOW, + _loopback, + start // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + bar.symbol, + bar.period, + iLIDX // + ); + if (!result) + { + break; + } + + // + double iL = iLBar.low; + bool isILAccepted = + // + iL > 0 && + ( + // + lastL == 0 + ? true + : iL < lastL + // + ) + // + ; + if (isILAccepted) + { + // + AddRef( + iLBar, + lowSwingBars // + ); + + // + lastL = iL; + lastIDX = iLIDX; + } + } + } + + // + if (result) + { + // + result = + // + ArraySize(lowSwingBars) == tries && + ArraySize(highSwingBars) == tries + // + ; + } + + // + if (!result) + { + // + Clean(lowSwingBars); + Clean(highSwingBars); + } + + // + return result; + } + + // + // Find Bearish Trend ... + bool HasBearishTrend( + XOHCL &bar, + XOHCL &highSwingBars[], + XOHCL &lowSwingBars[], + bool forceMethod2 = false, + int _loopback = 3, + int tries = 3, + ENUM_X_PRICE type = X_PRICE_CLOSE // + ) + { + // + bool result = false; + + // + Clean(lowSwingBars); + Clean(highSwingBars); + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + double price = bar.GetPrice(type); + + // + int lastIDX = bar.Index(); + double lastH = 0; + double lastL = 0; + for (int i = 1; i < tries + 1; i++) + { + // + // Use Regular Method ... + if (!forceMethod2) + { + // + int iHIDX = FindSwing( + bar.symbol, + bar.period, + X_SWING_HIGH, + _loopback, + lastIDX // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + bar.symbol, + bar.period, + iHIDX // + ); + if (!result) + { + break; + } + + // + double iH = iHBar.high; + bool isIHAccepted = + // + iH > 0 && + ( + // + lastH == 0 + ? true + : iH > lastH + // + ) + // + ; + if (isIHAccepted) + { + // + AddRef( + iHBar, + highSwingBars // + ); + + // + lastH = iH; + lastIDX = iHIDX; + } + + // + int iLIDX = FindSwing( + bar.symbol, + bar.period, + X_SWING_LOW, + _loopback, + lastIDX // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + bar.symbol, + bar.period, + iLIDX // + ); + if (!result) + { + break; + } + + // + double iL = iLBar.low; + bool isILAccepted = + // + iL > 0 && + ( + // + lastL == 0 + ? true + : iL > lastL + // + ) + // + ; + if (isILAccepted) + { + // + AddRef( + iLBar, + lowSwingBars // + ); + + // + lastL = iL; + lastIDX = iLIDX; + } + } + // + // Use Other MEthod ... + else + { + // + int _length = i * _loopback; + int start = + // + i == 1 + ? 1 + : _length - _loopback + // + ; + + // + int iHIDX = iHighest( + bar.symbol, + bar.period, + MODE_HIGH, + _loopback, + start // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + bar.symbol, + bar.period, + iHIDX // + ); + if (!result) + { + break; + } + + // + double iH = iHBar.high; + bool isIHAccepted = + // + iH > 0 && + ( + // + lastH == 0 + ? true + : iH > lastH + // + ) + // + ; + if (isIHAccepted) + { + // + AddRef( + iHBar, + highSwingBars // + ); + + // + lastH = iH; + lastIDX = iHIDX; + } + + // + int iLIDX = iLowest( + bar.symbol, + bar.period, + MODE_LOW, + _loopback, + start // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + bar.symbol, + bar.period, + iLIDX // + ); + if (!result) + { + break; + } + + // + double iL = iLBar.low; + bool isILAccepted = + // + iL > 0 && + ( + // + lastL == 0 + ? true + : iL > lastL + // + ) + // + ; + if (isILAccepted) + { + // + AddRef( + iLBar, + lowSwingBars // + ); + + // + lastL = iL; + lastIDX = iLIDX; + } + } + } + + // + if (result) + { + // + result = + // + ArraySize(lowSwingBars) == tries && + ArraySize(highSwingBars) == tries + // + ; + } + + // + if (!result) + { + // + Clean(lowSwingBars); + Clean(highSwingBars); + } + + // + return result; + } + + // + // Order Blocks ... + + // + // Find Bullish Order Block ... + bool HasBullishOrderBlock( + XOHCL &bar, + XOHCL &orderBlock, + int _minimumSameBars = 4 // + ) + { + // + bool result = false; + + // + orderBlock.Clean(); + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + if (_minimumSameBars < 0) + { + _minimumSameBars = 4; + } + + // + XOHCL cBar; + int founded = 0; + int cIDX = bar.Index(); + bool isEnough = false; + while (!isEnough) + { + // + result = cBar.Init( + bar.symbol, + bar.period, + cIDX // + ); + if (!result) + { + break; + } + + // + result = cBar.IsBullish(); + if (!result && cBar.IsBearish()) + { + break; + } + + // + cIDX++; + founded++; + } + + // + // Here we have to check founded and if it's fill + // our requirements ... + // cIDX is Order Block Index ... + result = + // + cBar.IsValid() && + bar.high > cBar.high && + founded >= _minimumSameBars + // + ; + if (!result) + { + return result; + } + + // + result = orderBlock.Init( + bar.symbol, + bar.period, + cIDX // + ); + if (!result) + { + // + orderBlock.Clean(); + return result; + } + + // + return result; + } + + // + // Find Bearish Order Block ... + bool HasBearishOrderBlock( + XOHCL &bar, + XOHCL &orderBlock, + int _minimumSameBars = 4 // + ) + { + // + bool result = false; + + // + orderBlock.Clean(); + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + if (_minimumSameBars < 0) + { + _minimumSameBars = 4; + } + + // + XOHCL cBar; + int founded = 0; + int cIDX = bar.Index(); + bool isEnough = false; + while (!isEnough) + { + // + bool isInited = cBar.Init( + bar.symbol, + bar.period, + cIDX // + ); + + // + result = cBar.IsBearish(); + if (!result && cBar.IsBullish()) + { + break; + } + + // + cIDX++; + founded++; + } + + // + // Here we have to check founded and if it's fill + // our requirements ... + // cIDX is Order Block Index ... + result = + // + cBar.IsValid() && + bar.high < cBar.low && + founded >= _minimumSameBars + // + ; + if (!result) + { + return result; + } + + // + result = orderBlock.Init( + bar.symbol, + bar.period, + cIDX // + ); + if (!result) + { + // + orderBlock.Clean(); + return result; + } + + // + return result; + } + + // + protected: + // + + // + private: + // + + // + // Props ... + + // + // Actions ... + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Classes/x-saherelm.x-cobject.class.ex5 b/BKPS/14031206/Classes/x-saherelm.x-cobject.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..20ff8b7a461ded6fec7ee3a8fccedc60af8da59b GIT binary patch literal 14036 zcmdV6Ly#^^&?Wq|ZQHhO+wR-8ZQHhO+ugTq`?hVH|NG4!vzx_i=VWAM*2${H$&9Ed zF-_pvY%Lh*&lSF4O1BlLnI#iPLbx*T^=-uE+d;?ur2H0S*99fD^zH zU=FYVxBv(N%mBv!oCQGpU#NC8y;TSflk?EX9bKb8NN@jr@P 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+////////////////////////////////////////////////////// +// +// Global Properties ... +#property library +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://www.saherelm.ir" +#property version "1.00" +#property strict + +// +#include "../Libraries/x-saherelm.x-poi.lib.mq5" +#include "../Libraries/x-saherelm.x-trade.lib.mq5" + +// +#include +#include +#include +#include +#include +#include + +// +// Definitions ... + +enum ENUM_XCHARTOBJECTS +{ + // + // Global ... + X_ZONE_OBJ = 7860, + X_BOX_OBJ = 7861, + X_BAR_ARROW_OBJ = 7862, + // + X_SIGNAL_OBJ = 8860, + X_TREND_OBJ = 8861, + X_XPVPIVOT_OBJ = 8862, + X_OHCL_OBJ = 8863, + X_RR_OBJ = 8864, + // + // Structured ... + X_TRADE_DAY_OBJ = 9860, + X_MARKET_SESSION_OBJ = 9861, + X_SWING_HIGH_OBJ = 9862, + X_SWING_LOW_OBJ = 9863, + X_BULLISH_MOMENTUM_BAR_OBJ = 9864, + X_BEARISH_MOMENTUM_BAR_OBJ = 9865, + X_BULLISH_REJECTION_BAR_OBJ = 9866, + X_BEARISH_REJECTION_BAR_OBJ = 9867, + X_SUPPORT_ZONE_OBJ = 9868, + X_RESISTANCE_ZONE_OBJ = 9869, + X_SUPPLY_ZONE_OBJ = 9870, + X_DEMAND_ZONE_OBJ = 9871, + X_BULLISH_ORDERBLOCK_OBJ = 9872, + X_BEARISH_ORDERBLOCK_OBJ = 9873, + X_BULLISH_FVG_OBJ = 9874, + X_BEARISH_FVG_OBJ = 9875, + X_TICK_ZONE_OBJ = 9876, + X_TICKS_ZONE_OBJ = 9877, + X_CONSOLIDATION_ZONE_OBJ = 9878, +}; + +enum ENUM_X_CHART_IDS +{ + X_TO, + X_FROM, + X_UPPER, + X_LOWER, + X_ENTRY, + X_TARGET, + X_SL, + X_TP, + X_BAR_H_SHW, + X_BAR_BDY, + X_BAR_L_SHW, +}; + +string ToString(ENUM_X_CHART_IDS value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_TO: + result = "TO"; + break; + + // + case X_FROM: + result = "FROM"; + break; + + // + case X_UPPER: + result = "UPPER"; + break; + + // + case X_LOWER: + result = "LOWER"; + break; + + // + case X_ENTRY: + result = "ENTRY"; + break; + + // + case X_TARGET: + result = "TARGET"; + break; + + // + case X_SL: + result = "SL"; + break; + + // + case X_TP: + result = "TP"; + break; + + // + case X_BAR_H_SHW: + result = "HSHW"; + break; + + // + case X_BAR_BDY: + result = "BODY"; + break; + + // + case X_BAR_L_SHW: + result = "LSHW"; + break; + + // + } + + // + return result; +} + +// +// Implementation ... + +// +// Global Chart Objects ... + +// +// Bas Chart Object ... +class XCBaseObject : public CChartObject +{ + // + public: + // + + // + // Getter(s) / Setter(s) ... + + /** + * Get Object Specified Name ... + * + * @return ( string ) + */ + string ObjName() + { + return mObjName; + } + + /** + * Set Object Specified Name ... + * + * @param value: String ... + */ + void ObjName(string value) + { + mObjName = value; + } + + // + private: + // + + // + // Props ... + string mObjName; // Object Specified Name ... + + // +}; + +class XCBarArrowObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param name: String, Specified Object ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param swing: XCSwing instance ... + * + * @return ( bool ) + */ + bool CreateByBar( + long chart_id, + string name, + int window, + int arrow, + XOHCL &bar, + ENUM_X_PRICE priceType // + ) + { + // + bool result = false; + + // + result = + // + bar.IsValid() && + IsValid(name) + // + ; + if (!result) + { + return result; + } + + // + datetime time = bar.time; + double price = bar.GetPrice(priceType); + + // + result = mArrow.Create( + chart_id, + name, + window, + time, + price, + (char)arrow // + ); + + // + if (result) + { + ObjName(name); + } + + // + return result; + } + + // + // Virtual ... + + // + // Setter(s) ... + + /** + * Set Arrow Anchor ... + * + * @param value: ENUM_ARROW_ANCHOR member ... + */ + void ArrowAnchor(ENUM_ARROW_ANCHOR value) + { + mArrow.Anchor(value); + } + + /** + * Set Arrow Color ... + * + * @param value: Color ... + */ + void ArrowColor(color value) + { + mArrow.Color(value); + } + + /** + * Set Arrow Width ... + * + * @param value: Integer ... + */ + void ArrowWidth(int value) + { + mArrow.Width(value); + } + + // + private: + // + CChartObjectArrow mArrow; + + // +}; + +// +// Swing ... +class XCSwingObject : public XCBarArrowObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param swing: XCSwing instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool CreateBySwing( + long chart_id, + int window, + int arrow, + XCSwing &swing, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = + // + swing.IsValid() + // + ; + if (!result) + { + return result; + } + + // + string name = swing.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + + // + XOHCL bar; + result = swing.FillBar(bar); + if (!result) + { + return result; + } + + // + ENUM_X_PRICE price = swing.IsSwingHigh() + ? X_PRICE_HIGH + : X_PRICE_LOW; + + // + result = CreateByBar( + chart_id, + name, + window, + arrow, + bar, + price // + ); + + // + if (result) + { + ObjName(name); + } + + // + return result; + } +}; + +// +// Swing High ... +class XCSwingHighObject : public XCSwingObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param arrow: Integer, Specified Arrow Code ... + * @param swing: XCSwing instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + int arrow, + XCSwing &swing, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = swing.IsValid() && + swing.IsSwingHigh(); + if (!result) + { + return result; + } + + // + result = CreateBySwing( + chart_id, + window, + arrow, + swing, + prefix // + ); + + // + return result; + } + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_SWING_HIGH_OBJ; + } + + // +}; + +// +// Swing Low ... +class XCSwingLowObject : public XCSwingObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param arrow: Integer, Specified Arrow Code ... + * @param swing: XCSwing instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + int arrow, + XCSwing &swing, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = swing.IsValid() && + swing.IsSwingLow(); + if (!result) + { + return result; + } + + // + result = CreateBySwing( + chart_id, + window, + arrow, + swing, + prefix // + ); + + // + return result; + } + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_SWING_LOW_OBJ; + } + + // +}; + +// +// Momentum ... +class XCMomentumBarObject : public XCBarArrowObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param momentumBar: XCMomentumBar instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool CreateByMomentum( + long chart_id, + int window, + int arrow, + XCMomentumBar &momentumBar, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = + // + momentumBar.IsValid() + // + ; + if (!result) + { + return result; + } + + // + string name = momentumBar.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + + // + XOHCL bar; + result = momentumBar.FillBar(bar); + if (!result) + { + return result; + } + + // + ENUM_X_PRICE price = momentumBar.IsBullish() + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + result = CreateByBar( + chart_id, + name, + window, + arrow, + bar, + price // + ); + + // + if (result) + { + ObjName(name); + } + + // + return result; + } +}; + +// +// Bullish Momentum Bar ... +class XCBullishMomentumBarObject : public XCMomentumBarObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param arrow: Integer, Specified Arrow Code ... + * @param momentumBar: XCMomentumBar instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + int arrow, + XCMomentumBar &momentumBar, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = momentumBar.IsValid() && + momentumBar.IsBullish(); + if (!result) + { + return result; + } + + // + result = CreateByMomentum( + chart_id, + window, + arrow, + momentumBar, + prefix // + ); + + // + return result; + } + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BULLISH_MOMENTUM_BAR_OBJ; + } + + // +}; + +// +// Bearish Momentum Bar ... +class XCBearishMomentumBarObject : public XCMomentumBarObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param arrow: Integer, Specified Arrow Code ... + * @param momentumBar: XCMomentumBar instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + int arrow, + XCMomentumBar &momentumBar, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = momentumBar.IsValid() && + momentumBar.IsBearish(); + if (!result) + { + return result; + } + + // + result = CreateByMomentum( + chart_id, + window, + arrow, + momentumBar, + prefix // + ); + + // + return result; + } + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BEARISH_MOMENTUM_BAR_OBJ; + } + + // +}; + +// +// Rejection ... +class XCRejectionBarObject : public XCBarArrowObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param rejectionBar: XCRejectionBar instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool CreateByRejection( + long chart_id, + int window, + int arrow, + XCRejectionBar &rejectionBar, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = + // + rejectionBar.IsValid() + // + ; + if (!result) + { + return result; + } + + // + string name = rejectionBar.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + + // + XOHCL bar; + result = rejectionBar.FillBar(bar); + if (!result) + { + return result; + } + + // + ENUM_X_PRICE price = rejectionBar.IsBullish() + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + result = CreateByBar( + chart_id, + name, + window, + arrow, + bar, + price // + ); + + // + if (result) + { + ObjName(name); + } + + // + return result; + } +}; + +// +// Bullish Rejection Bar ... +class XCBullishRejectionBarObject : public XCRejectionBarObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param arrow: Integer, Specified Arrow Code ... + * @param rejectionBar: XCRejectionBar instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + int arrow, + XCRejectionBar &rejectionBar, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = rejectionBar.IsValid() && + rejectionBar.IsBullish(); + if (!result) + { + return result; + } + + // + result = CreateByRejection( + chart_id, + window, + arrow, + rejectionBar, + prefix // + ); + + // + return result; + } + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BULLISH_REJECTION_BAR_OBJ; + } + + // +}; + +// +// Bearish Rejection Bar ... +class XCBearishRejectionBarObject : public XCRejectionBarObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param arrow: Integer, Specified Arrow Code ... + * @param rejectionBar: XCRejectionBar instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + int arrow, + XCRejectionBar &rejectionBar, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = rejectionBar.IsValid() && + rejectionBar.IsBearish(); + if (!result) + { + return result; + } + + // + result = CreateByRejection( + chart_id, + window, + arrow, + rejectionBar, + prefix // + ); + + // + return result; + } + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BEARISH_REJECTION_BAR_OBJ; + } + + // +}; + +// +// XCZoneObject ... +class XCZoneObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param name: String, Specified Object Identifier on Chart ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool CreateByZone( + long chart_id, + string name, + int window, + XCZone &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + bool isValidFrom = zone.IsValidFrom(); + bool isValidBoundary = zone.IsValidBoundary(); + + // + result = + // + IsValid(name) && + isValidFrom && + isValidBoundary + // + ; + if (!result) + { + return result; + } + + // + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + + // + datetime from = zone.From(); + datetime to = NormalizeTime(zone.To()); + + // + double upper = zone.Upper(); + double lower = zone.Lower(); + + // + result = mRect.Create( + chart_id, + name, + window, + from, + upper, + to, + lower // + ); + + // + if (result) + { + ObjName(name); + } + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_ZONE_OBJ; + } + + // + // Setter(s) ... + + /** + * Set Zone Width ... + * + * @param value: Integer ... + */ + void ZoneWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mRect.Width(value); + } + + /** + * Set Zone Color ... + * + * @param value: Color ... + */ + void ZoneColor(color value) + { + mRect.Color(value); + } + + /** + * Set Zone Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void ZoneStyle(ENUM_LINE_STYLE value) + { + mRect.Style(value); + } + + /** + * Set Zone Fill ... + * + * @param value: Boolean ... + */ + void ZoneFill(bool value) + { + mRect.Fill(value); + } + + // + private: + // + CChartObjectRectangle mRect; + + // +}; + +// +// Support Zone ... +class XCSupportZoneObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCSupportZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCSupportZone &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_SUPPORT_ZONE_OBJ; + } +}; + +// +// Resistance Zone ... +class XCResistanceZoneObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCResistanceZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCResistanceZone &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_RESISTANCE_ZONE_OBJ; + } +}; + +// +// Supply Zone ... +class XCSupplyZoneObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCSupplyZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCSupplyZone &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_SUPPLY_ZONE_OBJ; + } +}; + +// +// Demand Zone ... +class XCDemandZoneObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCDemandZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCDemandZone &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_DEMAND_ZONE_OBJ; + } +}; + +// +// Bullish Order Block ... +class XCBullishOrderBlockObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCOrderBlock instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCOrderBlock &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid() && + zone.IsBullish(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BULLISH_ORDERBLOCK_OBJ; + } +}; + +// +// Bearish Order Block ... +class XCBearishOrderBlockObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCOrderBlock instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCOrderBlock &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid() && + zone.IsBearish(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BULLISH_ORDERBLOCK_OBJ; + } +}; + +// +// Bullish Fair Value Gaps ... +class XCBullishFairValueGapObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCOrderBlock instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCFVG &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid() && + zone.IsBullish(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BULLISH_FVG_OBJ; + } +}; + +class XCConsolidationZoneObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XConsolidationZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XConsolidationZone &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + + // + result = mRect.Create( + chart_id, + name, + window, + zone.From(), + zone.upper, + TimeCurrent(), + zone.lower // + ); + + // + if (result) + { + ObjName(name); + } + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_CONSOLIDATION_ZONE_OBJ; + } + + // + // Setter(s) ... + + /** + * Set Zone Width ... + * + * @param value: Integer ... + */ + void ZoneWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mRect.Width(value); + } + + /** + * Set Zone Color ... + * + * @param value: Color ... + */ + void ZoneColor(color value) + { + mRect.Color(value); + } + + /** + * Set Zone Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void ZoneStyle(ENUM_LINE_STYLE value) + { + mRect.Style(value); + } + + /** + * Set Zone Fill ... + * + * @param value: Boolean ... + */ + void ZoneFill(bool value) + { + mRect.Fill(value); + } + + // + private: + // + CChartObjectRectangle mRect; + + // +}; + +// +// Bearish Fair Value Gaps ... +class XCBearishFairValueGapObject : public XCZoneObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCOrderBlock instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCFVG &zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid() && + zone.IsBearish(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + + // + result = CreateByZone( + chart_id, + name, + window, + zone, + prefix // + ); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BEARISH_FVG_OBJ; + } +}; + +// +// Signal ... +class XCSignalObject : public XCBaseObject +{ + // + public: + // + + // + // Constructor ... + void XCSignalObject() + { + } + + // + // Deconstructor ... + void ~XCSignalObject() + { + } + + /** + * Create a Signal Object on Chart ... + * + * @param chart_id: Long ... + * @param name: String ... + * @param window: Integer ... + * @param signal: XSignal instance ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + const int window, + XSignal &signal, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = signal.IsValid(); + if (!result) + { + return result; + } + + // + string name = signal.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + string nameMD5 = ToMD5(name); + + // + int delay = (PeriodSeconds(signal.period) * 2); + datetime time1 = (datetime)((int)signal.time - delay); + datetime time2 = (datetime)((int)signal.time + delay); + + // + // TP ... + string tpName = ToString(X_TP) + "_" + nameMD5; + result = mTPTrend.Create( + chart_id, + tpName, + window, + time1, + signal.tp, + time2, + signal.tp // + ); + if (!result) + { + return result; + } + + // + // SL ... + string slName = ToString(X_SL) + "_" + nameMD5; + result = mSLTrend.Create( + chart_id, + slName, + window, + time1, + signal.sl, + time2, + signal.sl // + ); + if (!result) + { + // + mTPTrend.Delete(); + return result; + } + + // + // TARGET ... + if (signal.target > 0) + { + // + string targetName = ToString(X_TARGET) + "_" + nameMD5; + result = mTargetTrend.Create( + chart_id, + targetName, + window, + time1, + signal.target, + time2, + signal.target // + ); + if (!result) + { + // + mTPTrend.Delete(); + mSLTrend.Delete(); + return result; + } + } + + // + // ENTRY ... + string entrName = ToString(X_ENTRY) + "_" + nameMD5; + result = mEntryTrend.Create( + chart_id, + entrName, + window, + time1, + signal.entry, + time2, + signal.entry // + ); + if (!result) + { + // + mTPTrend.Delete(); + mSLTrend.Delete(); + mTargetTrend.Delete(); + return result; + } + + // + // Set Object Name ... + ObjName(name); + + // + return result; + } + + // + // Setter(s) ... + + // + // TP ... + + /** + * Set TP Width ... + * + * @param value: Integer ... + */ + void TPWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mTPTrend.Width(value); + } + + /** + * Set TP Color ... + * + * @param value: Color ... + */ + void TPColor(color value) + { + mTPTrend.Color(value); + } + + /** + * Set TP Style ... + * + * @param value: ENUM_LINE_STYLE ... + */ + void TPStyle(ENUM_LINE_STYLE value) + { + mTPTrend.Style(value); + } + + // + // SL ... + + /** + * Set SL Width ... + * + * @param value: Integer ... + */ + void SLWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mSLTrend.Width(value); + } + + /** + * Set SL Color ... + * + * @param value: Color ... + */ + void SLColor(color value) + { + mSLTrend.Color(value); + } + + /** + * Set SL Style ... + * + * @param value: ENUM_LINE_STYLE ... + */ + void SLStyle(ENUM_LINE_STYLE value) + { + mSLTrend.Style(value); + } + + // + // TARGET ... + + /** + * Set Target Width ... + * + * @param value: Integer ... + */ + void TargetWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mTargetTrend.Width(value); + } + + /** + * Set Target Color ... + * + * @param value: Color ... + */ + void TargetColor(color value) + { + mTargetTrend.Color(value); + } + + /** + * Set Target Style ... + * + * @param value: ENUM_LINE_STYLE ... + */ + void TargetStyle(ENUM_LINE_STYLE value) + { + mTargetTrend.Style(value); + } + + // + // ENTRY ... + + /** + * Set Entry Width ... + * + * @param value: Integer ... + */ + void EntryWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mEntryTrend.Width(value); + } + + /** + * Set Entry Color ... + * + * @param value: Color ... + */ + void EntryColor(color value) + { + mEntryTrend.Color(value); + } + + /** + * Set Entry Style ... + * + * @param value: ENUM_LINE_STYLE ... + */ + void EntryStyle(ENUM_LINE_STYLE value) + { + mEntryTrend.Style(value); + } + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_SIGNAL_OBJ; + } + + // + private: + // + + // + CChartObjectTrend mTPTrend; + CChartObjectTrend mSLTrend; + CChartObjectTrend mEntryTrend; + CChartObjectTrend mTargetTrend; +}; + +class XCOHCLObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param pivot: XPVPivot instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XOHCL &bar, + datetime to, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = bar.IsValid() && + IsValid(to); + if (!result) + { + return result; + } + + // + string name = bar.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + string nameMD5 = ToMD5(name); + + // + // High Shadow ... + string hShadowName = ToString(X_BAR_H_SHW) + "_" + nameMD5; + + // + result = mHighShadowRect.Create( + chart_id, + hShadowName, + window, + bar.time, + bar.high, + to, + bar.GetUp() // + ); + if (!result) + { + return result; + } + + // + // Body ... + string bodyName = ToString(X_BAR_BDY) + "_" + nameMD5; + + // + result = mBodyRect.Create( + chart_id, + bodyName, + window, + bar.time, + bar.GetUp(), + to, + bar.GetDown() // + ); + if (!result) + { + // + mHighShadowRect.Delete(); + mHighShadowRect.Detach(); + return result; + } + + // + // Low Shadow ... + string lShadowName = ToString(X_BAR_L_SHW) + "_" + nameMD5; + + // + result = mLowShadowRect.Create( + chart_id, + lShadowName, + window, + bar.time, + bar.GetDown(), + to, + bar.low // + ); + if (!result) + { + // + mBodyRect.Delete(); + mBodyRect.Detach(); + mHighShadowRect.Delete(); + mHighShadowRect.Detach(); + return result; + } + + // + if (result) + { + ObjName(name); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Set High Shadow Width ... + * + * @param value: Integer ... + */ + void HighShadowWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mHighShadowRect.Width(value); + } + + /** + * Set High Shadow Color ... + * + * @param value: Color ... + */ + void HighShadowColor(color value) + { + mHighShadowRect.Color(value); + } + + /** + * Set High Shadow Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void HighShadowStyle(ENUM_LINE_STYLE value) + { + mHighShadowRect.Style(value); + } + + /** + * Set High Shadow Fill ... + * + * @param value: Boolean ... + */ + void HighShadowFill(bool value) + { + mHighShadowRect.Fill(value); + } + + /** + * Set Body Width ... + * + * @param value: Integer ... + */ + void BodyWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBodyRect.Width(value); + } + + /** + * Set Body Color ... + * + * @param value: Color ... + */ + void BodyColor(color value) + { + mBodyRect.Color(value); + } + + /** + * Set Body Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BodyStyle(ENUM_LINE_STYLE value) + { + mBodyRect.Style(value); + } + + /** + * Set Body Fill ... + * + * @param value: Boolean ... + */ + void BodyFill(bool value) + { + mBodyRect.Fill(value); + } + + /** + * Set Low Shadow Width ... + * + * @param value: Integer ... + */ + void LowShadowWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mLowShadowRect.Width(value); + } + + /** + * Set Low Shadow Color ... + * + * @param value: Color ... + */ + void LowShadowColor(color value) + { + mLowShadowRect.Color(value); + } + + /** + * Set Low Shadow Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void LowShadowStyle(ENUM_LINE_STYLE value) + { + mLowShadowRect.Style(value); + } + + /** + * Set Low Shadow Fill ... + * + * @param value: Boolean ... + */ + void LowShadowFill(bool value) + { + mLowShadowRect.Fill(value); + } + + void BarSpes( + int width = 1, + color clr = clrNONE, + ENUM_LINE_STYLE style = STYLE_SOLID, + bool fill = false // + ) + { + // + BodyWidth(width); + LowShadowWidth(width); + HighShadowWidth(width); + + // + BodyColor(clr); + LowShadowColor(clr); + HighShadowColor(clr); + + // + BodyStyle(style); + LowShadowStyle(style); + HighShadowStyle(style); + + // + BodyFill(fill); + LowShadowFill(fill); + HighShadowFill(fill); + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_OHCL_OBJ; + } + + // + private: + // + + // + // Props ... + CChartObjectRectangle mHighShadowRect; + CChartObjectRectangle mBodyRect; + CChartObjectRectangle mLowShadowRect; +}; + +class XCBoxObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param pivot: XPVPivot instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + string name, + double upper, + double lower, + datetime from, + datetime to, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = + upper > 0 && + lower > 0 && + to > from && + IsValid(to) && + IsValid(name) && + IsValid(from) && + upper > lower; + if (!result) + { + return result; + } + + // + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + string nameMD5 = ToMD5(name); + + // + result = mRect.Create( + chart_id, + name, + window, + from, + upper, + to, + lower // + ); + if (!result) + { + return result; + } + + // + if (result) + { + ObjName(name); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Set Width ... + * + * @param value: Integer ... + */ + void BoxWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mRect.Width(value); + } + + /** + * Set Color ... + * + * @param value: Color ... + */ + void BoxColor(color value) + { + mRect.Color(value); + } + + /** + * Set Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BoxStyle(ENUM_LINE_STYLE value) + { + mRect.Style(value); + } + + /** + * Set Fill ... + * + * @param value: Boolean ... + */ + void BoxFill(bool value) + { + mRect.Fill(value); + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_BOX_OBJ; + } + + // + private: + // + + // + // Props ... + CChartObjectRectangle mRect; +}; + +class XCRRObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param rr: XRR instance Reference ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XRR &rr, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = rr.IsValid(); + if (!result) + { + return result; + } + + // + string name = rr.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + string nameMD5 = ToMD5(name); + + // + bool isLong = IsLong(rr.type); + + // + double price1 = rr.entry; + double price2 = rr.sl; + + // + datetime time1 = rr.time; + datetime time2 = (datetime)((int)rr.time + 5 * PeriodSeconds(rr.period)); + + // + result = mFibo.Create( + chart_id, + name, + window, + time1, + price1, + time2, + price2 // + ); + if (!result) + { + return result; + } + + // + mRR = rr; + ObjName(name); + + // + int tpsCount = ArraySize(rr.tps); + int levels = tpsCount + 2; + result = mFibo.LevelsCount(levels); + if (!result) + { + return result; + } + + // + // Set Fibo Levels ... + + // + result = mFibo.LevelValue(0, 0); + if (!result) + { + return result; + } + result = mFibo.LevelDescription(0, "SL"); + if (!result) + { + return result; + } + + // + result = mFibo.LevelValue(1, 1.0); + if (!result) + { + return result; + } + result = mFibo.LevelDescription(1, "Entry"); + if (!result) + { + return result; + } + + // + for (int i = 0; i < tpsCount; i++) + { + // + int idx = i + 2; + double level = 1.0 + rr.tps[i]; + string description = "TP " + ToString(rr.tps[i]); + + // + result = mFibo.LevelValue( + idx, + level // + ); + if (!result) + { + break; + } + + // + result = mFibo.LevelDescription( + idx, + description // + ); + if (!result) + { + break; + } + } + if (!result) + { + return result; + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_RR_OBJ; + } + + // + private: + // + + // + // Props ... + XRR mRR; + CChartObjectFibo mFibo; + + // + bool SetSLProps( + int width = 1, + color clr = clrRed, + ENUM_LINE_STYLE style = STYLE_SOLID, + string description = "" // + ) + { + // + bool result = false; + + // + result = SetLevelProps( + 0, + width, + clr, + style, + description // + ); + + // + return result; + } + + // + bool SetEntryProps( + int width = 1, + color clr = clrOrange, + ENUM_LINE_STYLE style = STYLE_SOLID, + string description = "" // + ) + { + // + bool result = false; + + // + result = SetLevelProps( + 0, + width, + clr, + style, + description // + ); + + // + return result; + } + + // + bool SetTPProps( + double tpValue, + int width = 1, + color clr = clrLime, + ENUM_LINE_STYLE style = STYLE_SOLID, + string description = "" // + ) + { + // + bool result = false; + + // + int tpIDX = FindIndex( + tpValue, + mRR.tps // + ); + result = IsValidIndex(tpIDX); + if (!result) + { + return result; + } + + // + tpIDX += 2; + + // + result = SetLevelProps( + tpIDX, + width, + clr, + style, + description // + ); + + // + return result; + } + + // + bool SetLevelProps( + int id, + int width = 1, + color clr = clrYellow, + ENUM_LINE_STYLE style = STYLE_SOLID, + string description = "" // + ) + { + // + bool result = false; + + // + // Color ... + result = mFibo.LevelColor( + id, + clr // + ); + if (!result) + { + return result; + } + + // + // Style ... + result = mFibo.LevelStyle( + id, + style // + ); + if (!result) + { + return result; + } + + // + // Width ... + if (width > 0) + { + // + result = mFibo.LevelWidth( + id, + width // + ); + if (!result) + { + return result; + } + } + + // + // Description ... + if (IsValid(description)) + { + // + result = mFibo.LevelDescription( + id, + description // + ); + if (!result) + { + return result; + } + } + + // + return result; + } +}; + +class XCTrendObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param rr: XRR instance Reference ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XPoint &swings[], + bool useMinAsStart = true, + string prefix = NULL // + ) + { + // + bool result = false; + + // + int count = ArraySize(swings); + result = + count >= 2 && + IsValidSize(count); + if (!result) + { + return result; + } + + // + double min = 0; + datetime minAt = NULL; + + // + double max = 0; + datetime maxAt = NULL; + + // + // Etract Min/Max ... + for (int i = 0; i < count; i++) + { + // + XPoint iPoint = swings[i]; + + // + if (!iPoint.IsValid()) + { + // + iPoint.Clean(); + continue; + } + + // + bool canSetMin = + min == 0 + ? true + : min > iPoint.value; + if (canSetMin) + { + // + minAt = iPoint.at; + min = iPoint.value; + } + + // + bool canSetMax = + max == 0 + ? true + : max < iPoint.value; + if (canSetMax) + { + // + maxAt = iPoint.at; + max = iPoint.value; + } + + // + iPoint.Clean(); + } + + // + double first = + useMinAsStart + ? min + : max; + datetime firstTime = + useMinAsStart + ? minAt + : maxAt; + + // + double second = + useMinAsStart + ? max + : min; + datetime secondTime = + useMinAsStart + ? maxAt + : minAt; + + // + // Validate Points ... + result = + // + first > 0 && + second > 0 && + (useMinAsStart + ? first <= second + : first >= second) && + IsSpecifiedValid(firstTime) && + IsSpecifiedValid(secondTime) + // + ; + if (!result) + { + return result; + } + + // + ENUM_X_DIRECTION dir = + useMinAsStart + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + string name = "XTRND" + ToString(dir) + "_" + ToString(first) + "_" + ToString(second); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + string nameMD5 = ToMD5(name); + + // + result = mTrend.Create( + chart_id, + name, + window, + firstTime, + first, + secondTime, + second // + ); + if (!result) + { + return result; + } + + // + ObjName(name); + + // + return result; + } + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param rr: XRR instance Reference ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XSwingPoint &swings[], + string prefix = NULL // + ) + { + // + bool result = false; + + // + int count = ArraySize(swings); + result = + count >= 2 && + IsValidSize(count); + if (!result) + { + return result; + } + + // + ENUM_X_SWING_TYPE type = swings[0].type; + bool isSwingLows = type == X_SWING_LOW; + + // + double values[]; + int valuesCount = ExtractSwings( + swings, + values // + ); + result = valuesCount == count; + if (!result) + { + return result; + } + + // + int firstIDX = -1; + double first = 0; + datetime firstTime = NULL; + + // + int secondIDX = -1; + double second = 0; + datetime secondTime = NULL; + + // + if (isSwingLows) + { + // + first = GetMin( + values, + firstIDX, + 0, + 0 // + ); + if (IsValidIndex(firstIDX)) + { + // + firstTime = swings[firstIDX].time; + + // + second = FindBiggerThan( + first, + values, + true // + ); + secondIDX = FindIndex( + second, + values // + ); + if (IsValidIndex(secondIDX)) + { + secondTime = swings[secondIDX].time; + } + } + } + else + { + // + first = GetMax( + values, + firstIDX, + 0, + 0 // + ); + if (IsValidIndex(firstIDX)) + { + // + firstTime = swings[firstIDX].time; + + // + second = FindLesserThan( + first, + values, + true // + ); + secondIDX = FindIndex( + second, + values // + ); + if (IsValidIndex(secondIDX)) + { + secondTime = swings[secondIDX].time; + } + } + } + + // + // Validate Points ... + result = + // + IsValidIndex(firstIDX) && + IsValidIndex(secondIDX) && + // + IsSpecifiedValid(firstTime) && + IsSpecifiedValid(secondTime) && + // + (isSwingLows + ? first < second + : first > second) + // + ; + if (!result) + { + return result; + } + + // + string name = ToString(type) + "_" + ToString(first) + "_" + ToString(second); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + string nameMD5 = ToMD5(name); + + // + result = mTrend.Create( + chart_id, + name, + window, + firstTime, + first, + secondTime, + second // + ); + if (!result) + { + return result; + } + + // + ObjName(name); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Set Trend Color ... + * + * @param value: Color ... + */ + void TrendColor(color value) + { + mTrend.Color(value); + } + + void TrendRayLeft(bool value) + { + mTrend.RayLeft(value); + } + + void TrendRayRight(bool value) + { + mTrend.RayRight(value); + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_TREND_OBJ; + } + + // + private: + // + + // + // Props ... + CChartObjectTrend mTrend; +}; + +// +// Zone Ticks ... + +// +// Specify How to Draws Specified Levels ... +struct XTickZoneLevelSpecs +{ + // + double percent; // Max Allowed Percent of Tick Zone ... + + // + // Label Info ... + color labelColor; + string labelFont; + int labelFontSize; + double labelAngel; + + // + // Zone Info ... + bool zoneFill; + int zoneWidth; + color zoneColor; + ENUM_LINE_STYLE zoneStyle; + + // + // Constructor ... + XTickZoneLevelSpecs() + { + Default(); + } + + // + // Tools ... + + /** + * Initialize Drawing Specs ... + * + * @param _percent: Double, Max Allowed Percent ... + * @param _labelColor: Color, Specified Label Color ... + * @param _zoneColoe: Color, Specified Zone Color ... + * @param _zoneFill: Boolean, Specified Fill Zone or not ... + * @param _zoneStyle: ENUM_LINE_STYLE member, Specified Zone Style ... + * @param _labelFontSize: Integer, Specified Label Font Size ... + * @param _labelFont: String, Specified Label Font Name ... + * @param _labelAngel: Double, Specified Label Angel ... + * + * @return ( bool ) + */ + bool Init( + double _percent, + color _labelColor = clrWhite, + color _zoneColor = clrWhite, + bool _zoneFill = false, + ENUM_LINE_STYLE _zoneStyle = STYLE_DOT, + int _zoneWidth = 1, + int _labelFontSize = 12, + string _labelFont = "Arial", + double _labelAngel = 0 // + ) + { + // + bool result = false; + + // + Default(); + + // + result = _percent > 0; + if (!result) + { + return result; + } + + // + percent = _percent; + labelColor = _labelColor; + zoneColor = _zoneColor; + zoneFill = _zoneFill; + zoneStyle = _zoneStyle; + + // + if (_zoneWidth > 0) + { + zoneWidth = _zoneWidth; + } + + // + if (_labelFontSize > 0) + { + labelFontSize = _labelFontSize; + } + + // + if (IsSpecifiedValid(_labelFont)) + { + labelFont = _labelFont; + } + + // + if (_labelAngel >= 0) + { + labelAngel = _labelAngel; + } + + // + result = IsValid(); + + // + return result; + } + + /** + * Set Default Properties ... + */ + void Default() + { + // + percent = 0; + + // + // Label ... + labelAngel = 0; + labelFontSize = 13; + labelFont = "Arial"; + labelColor = clrWhite; + + // + // Zone ... + zoneWidth = 1; + zoneFill = false; + zoneColor = clrWhite; + zoneStyle = STYLE_DOT; + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + percent > 0 && + // + // Zone ... + zoneWidth > 0 && + // + // Label ... + labelFontSize > 0 && + IsSpecifiedValid(labelFont) + // + ; + + // + return result; + } + + // +}; + +class XCTickZoneObject : public XCBaseObject +{ + // + public: + // + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param name: String, Specify Chart Object Identifier ... + * @param from: Datetime ... + * @param to: Datetime ... + * @param zone: XCTickZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + string name, + datetime from, + datetime to, + XCTickZone *zone, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = + IsValid(name) && + zone.IsValid() && + IsValid(to) && + IsValid(from); + if (!result) + { + return result; + } + + // + double points = GetPoints(zone.symbol); + if (points <= 0) + { + points = 1; + } + double distance = 1 * points; + + // + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + + // + string rectName = "TKZ_" + name; + result = mRect.Create( + chart_id, + rectName, + window, + from, + zone.high, + to, + zone.low // + ); + if (!result) + { + return result; + } + + // + int fromToDiff = ((int)to - (int)from); + datetime labelsDate = (datetime)((int)to - (fromToDiff / 5)); + + // + string lblName = "LBLT_" + name; + result = mTLabel.Create( + chart_id, + lblName, + window, + labelsDate, + zone.high - distance // + ); + if (!result) + { + return result; + } + + // + mTLabel.Description("T: " + ToString(zone.percent) + "%"); + + // + string lblVName = "LBLV_" + name; + result = mVLabel.Create( + chart_id, + lblVName, + window, + labelsDate, + zone.low + (2.5 * distance) // + ); + if (!result) + { + return result; + } + + // + mVLabel.Description("V: " + ToString(zone.volumePercent) + "%"); + + // + ObjName(name); + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_TICK_ZONE_OBJ; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Set Zone Width ... + * + * @param value: Integer ... + */ + void ZoneWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mRect.Width(value); + } + + /** + * Set Zone Color ... + * + * @param value: Color ... + */ + void ZoneColor(color value) + { + mRect.Color(value); + } + + /** + * Set Zone Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void ZoneStyle(ENUM_LINE_STYLE value) + { + mRect.Style(value); + } + + /** + * Set Zone Fill ... + * + * @param value: Boolean ... + */ + void ZoneFill(bool value) + { + mRect.Fill(value); + } + + /** + * Set Label Color ... + * + * @param value: Color ... + */ + void LabelColor(color value) + { + // + mTLabel.Color(value); + mVLabel.Color(value); + } + + /** + * Set Label Size ... + * + * @param value: Integer ... + */ + void LabelSize(int value) + { + // + mTLabel.FontSize(value); + mVLabel.FontSize(value); + } + + /** + * Set Label Font ... + * + * @param value: String ... + */ + void LabelFont(string value) + { + // + mTLabel.Font(value); + mVLabel.Font(value); + } + + /** + * Set Label Angle ... + * + * @param value: double ... + */ + void LabelAngle(double value) + { + // + mTLabel.Angle(value); + mVLabel.Angle(value); + } + + // + private: + // + // Props ... + CChartObjectRectangle mRect; + CChartObjectLabel mTLabel; + CChartObjectLabel mVLabel; + + // +}; +class XCTicksZoneObject : public XCBaseObject +{ + // + public: + // + + // + void ~XCTicksZoneObject() + { + mZones.Clear(); + } + + /** + * Creator ... + * + * @param chart_id: Long, Specified Chart ID ... + * @param window: Integer, Specified Chart Window ID ... + * @param zone: XCTicksZone instance ... + * @param prefix: String ... + * + * @return ( bool ) + */ + bool Create( + long chart_id, + int window, + XCTicksZone &zone, + XTickZoneLevelSpecs &specs[], + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string name = zone.GetTag(); + int levels = zone.Levels(); + result = levels > 0; + if (!result) + { + return result; + } + + // + for (int i = 0; i < levels; i++) + { + // + XCTickZone *iZone = zone.GetZone(i); + XCTickZoneObject *iObj; + iObj = new XCTickZoneObject(); + bool isCreated = iObj.Create( + chart_id, + window, + ToString(i) + "_" + name, + zone.From(), + zone.To(), + iZone, + prefix // + ); + if (!isCreated) + { + break; + } + + // + XTickZoneLevelSpecs iSpec; + bool hasSpecs = FindSpecs( + iZone, + iSpec, + specs // + ); + if (hasSpecs) + { + // + // Label ... + iObj.LabelFont(iSpec.labelFont); + iObj.LabelAngle(iSpec.labelAngel); + iObj.LabelColor(iSpec.labelColor); + iObj.LabelSize(iSpec.labelFontSize); + + // + // Zone ... + iObj.ZoneFill(iSpec.zoneFill); + iObj.ZoneColor(iSpec.zoneColor); + iObj.ZoneWidth(iSpec.zoneWidth); + iObj.ZoneStyle(iSpec.zoneStyle); + } + + // + mZones.Add(iObj); + } + + // + if (result) + { + ObjName(name); + } + else + { + mZones.Clear(); + } + + // + return result; + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_XCHARTOBJECTS ) + */ + virtual ENUM_XCHARTOBJECTS Type() + { + return X_TICKS_ZONE_OBJ; + } + + // + // Getter(s) / Setter(s) ... + + // + // Actions ... + + /** + * Destroy Object ... + */ + void Destroy() + { + mZones.Clear(); + } + + /** + * Find Specified TickZone Drawing Specs ... + * + * @param zone: XCTickZone instance, reference to Search For it ... + * @param spec: XTickZoneLevelSpecs instance, reference to Result ... + * @param specs: XTickZoneLevelSpecs instance Collection for Search ... + * + * @return ( bool ) + */ + bool FindSpecs( + XCTickZone *zone, + XTickZoneLevelSpecs &spec, + XTickZoneLevelSpecs &specs[] // + ) + { + // + bool result = false; + + // + int count = ArraySize(specs); + result = + zone.IsValid() && + IsValidSize(count); + if (!result) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + XTickZoneLevelSpecs iSpecs = specs[i]; + + // + bool isSpecValidForZone = + !spec.IsValid() + ? zone.percent <= iSpecs.percent + : zone.percent <= iSpecs.percent && + spec.percent > 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Class Library +// -------------------------------------- +// Name: XCBaseExpert +// 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-trade.class.mq5" + +// +// Definitions ... +string XCBaseExpertToken = "XCBaseEA"; + +// +// Inputs ... + +// +// Implementations ... +class XCBaseExpert : public XCBaseAlert +{ + // + public: + // + + // + XCTrade *mTrader; // Trader of Expert Adviser ... + + // + // Constructur(s) ... + void XCBaseExpert() + { + } + + // + // Deconstructor ... + void ~XCBaseExpert() + { + // + delete mTrader; + + // + ZeroMemory(mTrader); + } + + // + // Getter(s) / Setter(s) ... + + // + // Common ... + + /** + * Get Magic Number ... + * + * @return ( long ) + */ + long MagicNumber() + { + return mMagicNumber; + } + + /** + * Set Magic Number ... + * + * @param value: Long ... + */ + void MagicNumber(long value) + { + // + mMagicNumber = value; + ReConfigure(); + } + + /** + * Get Slippage ... + * + * @return ( int ) + */ + int Slippage() + { + return mSlippage; + } + + /** + * Set Slippage ... + * + * @param value: Integer ... + */ + void Slippage(int value) + { + // + mSlippage = value; + ReConfigure(); + } + + /** + * Get Tag Prefix ... + * + * @return ( string ) + */ + string TagPrefix() + { + return mTagPrefix; + } + + /** + * Set Tag Prefix ... + * + * @param value: String ... + */ + void TagPrefix(string value) + { + // + mTagPrefix = value; + ReConfigure(); + } + + // + // Symbol ... + + /** + * Get Period ... + * + * @return ( ENUM_TIMEFRAMES ) + */ + ENUM_TIMEFRAMES GetPeriod() + { + return mPeriod; + } + + /** + * Set Period ... + * + * @param value: ENUM_TIMEFRAMES member ... + */ + void SetPeriod(ENUM_TIMEFRAMES value) + { + // + mPeriod = value; + ReConfigure(); + } + + /** + * Get Symbol ... + * + * @return ( string ) + */ + string GetSymbol() + { + return mSymbol; + } + + /** + * Set Symbol ... + * + * @param value: String ... + */ + void SetSymbol(string value) + { + // + mSymbol = value; + ReConfigure(); + } + + /** + * Get Multi Symbol is Enable or Not ... + * + * @return ( bool ) + */ + bool MultiSymbol() + { + return mMultiSymbol; + } + + /** + * Set Multi Symbol is Enable or Not ... + * + * @param value: Boolean ... + */ + void MultiSymbol(bool value) + { + // + mMultiSymbol = value; + ReConfigure(); + } + + /** + * Get Multi Provided Symbols ... + * + * @return ( string ) + */ + string Symbols() + { + return mSymbols; + } + + /** + * Set Multi Provided Symbols ... + * + * @param value: String ... + */ + void Symbols(string value) + { + // + mSymbols = value; + ReConfigure(); + } + + // + // Signalling ... + + /** + * Get Force Disable Signalling ... + * + * @return ( bool ) + */ + bool Disabled() + { + return mDisabled; + } + + /** + * Set Force Disable Signalling ... + * + * @param value: Boolean ... + */ + void Disabled(bool value) + { + // + mDisabled = value; + ReConfigure(); + } + + /** + * Get Allow Long Signals ... + * + * @return ( bool ) + */ + bool AllowLong() + { + return mAllowLong; + } + + /** + * Set Allow Long Signals ... + * + * @param value: Boolean ... + */ + void AllowLong(bool value) + { + // + mAllowLong = value; + ReConfigure(); + } + + /** + * Get Allow Short Signalling ... + * + * @return ( bool ) + */ + bool AllowShort() + { + return mAllowShort; + } + + /** + * Set Allow Short Signalling ... + * + * @param value: Boolean ... + */ + void AllowShort(bool value) + { + // + mAllowShort = value; + ReConfigure(); + } + + // + // Reports ... + + /** + * Get Report New Month State ... + * + * @return ( bool ) + */ + bool ReportNewMonths() + { + return mReportNewMonths; + } + + /** + * Set Report New Month State ... + * + * @param value: Boolean ... + */ + void ReportNewMonths(bool value) + { + // + mReportNewMonths = value; + ReConfigure(); + } + + /** + * Get Report New Weeks State ... + * + * @return ( bool ) + */ + bool ReportNewWeeks() + { + return mReportNewWeeks; + } + + /** + * Set Report New Weeks State ... + * + * @param value: Boolean ... + */ + void ReportNewWeeks(bool value) + { + // + mReportNewWeeks = value; + ReConfigure(); + } + + /** + * Get Report New Days State ... + * + * @return ( bool ) + */ + bool ReportNewDays() + { + return mReportNewDays; + } + + /** + * Set Report New Days State ... + * + * @param value: Boolean ... + */ + void ReportNewDays(bool value) + { + // + mReportNewDays = value; + ReConfigure(); + } + + /** + * Get Report New Hours State ... + * + * @return ( bool ) + */ + bool ReportNewHours() + { + return mReportNewHours; + } + + /** + * Set Report New Hours State ... + * + * @param value: Boolean ... + */ + void ReportNewHours(bool value) + { + // + mReportNewHours = value; + ReConfigure(); + } + + // + // Actions ... + + /** + * Handle Expert OnInit Event ... + * + * @return ( bool ) + */ + bool HandleOnInit() + { + // + bool result = false; + + // + string message = ""; + + // + // Validate Input ... + result = ValidateInputs(); + if (!result) + { + // + message = "Invalid Inputs ...."; + + // + Alert(message); + } + + // + // Initial All Requirements ... + result = InitEA(); + if (!result) + { + return result; + } + + // + // Initial All GUI Requirements ... + result = InitGUI(); + if (!result) + { + return result; + } + + // + message = "Initialized Successfully ..."; + Alert(message); + + // + return result; + } + + /** + * Handle Expert OnDeInit Event ... + */ + void HandleOnDeInit() + { + // + // Destroy all GUI Requirements ... + DestroyGUI(); + + // + // Alert De Initialization Succeeded ... + string msg = "De Initialized Successfully ..."; + Alert(msg); + + // + // Destroy all EA Requirements ... + DestroyEA(); + } + + /** + * Handle Expert OnTick Event ... + */ + void HandleOnTick() + { + // + UpdateGUI(); + HandleReportTime(); + HandleStrategiesOnTick(); + HandleStrategiesGuard(); + } + + /** + * Handle Expert OnTrade Event ... + */ + void HandleOnTrade() + { + mTrader.HandleOnTrade(); + } + + /** + * Handle Expert OnTimer Event ... + */ + void HandleOnTimer() + { + } + + /** + * Handle Expert OnChart Event ... + */ + void HandleOnChartEvent( + const int id, + const long &lparam, + const double &dparam, + const string &sparam // + ) + { + } + + // + // Virtual Actions ... + + /** + * Apply Default Configurations ... + */ + virtual void DefaultConfigure() + { + // + // Commons ... + Slippage(10); + TagPrefix(""); + MagicNumber(1694056); + + // + // Symbol ... + SetSymbol(_Symbol); + SetPeriod(_Period); + MultiSymbol(false); + Symbols("EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb"); + + // + // Signalling ... + Disabled(false); + AllowLong(true); + AllowShort(true); + + // + string tag = GetTag(); + + // + // Alert ... + SetAlertPrefix(tag); + SetAlertLogAlerts(true); + SetAlertPushAlerts(true); + SetAlertMailAlerts(false); + SetAlertEnableAlerts(true); + SetAlertTerminalAlerts(false); + + // + // Reports ... + ReportNewDays(true); + ReportNewWeeks(false); + ReportNewHours(false); + ReportNewMonths(false); + } + + /** + * Vaslidate Inputs ... + * + * @return ( virtual bool ) + */ + virtual bool ValidateInputs() + { + // + bool result = false; + + // + string errMessage = ""; + + // + bool isCommonValid = ( + // + mSlippage > 0 && + mMagicNumber > 0 + // + ); + if (!isCommonValid) + { + // + errMessage += "common configurations error;" + "\n"; + } + + // + result = + // + // Common ... + isCommonValid && + // + // Otere ... + true + // + ; + + // + if (!result) + { + // + // Since here Logger not Initiallized, we Use Raw Print Command ... + errMessage = " Errors: \n" + errMessage; + Alert(errMessage); + } + + // + return result; + } + + // + // Initializers and DeInitializers ... + + /** + * Initial EA Requirements ... + * + * @return ( virtual bool ) + */ + virtual bool InitEA() + { + // + bool result = false; + + // + // Initialize Indicator Helpers ... + + // + // Create Trader Instance and Configure it ... + mTrader = new XCTrade( + mSlippage, + mMagicNumber // + ); + + // + return result; + } + + /** + * Destroy Initialized Requirements ... + */ + virtual void DestroyEA() + { + // + delete mTrader; + + // + ZeroMemory(mTrader); + } + + /** + * GUI Initialize if required ... + * + * @return ( virtual bool ) + */ + virtual bool InitGUI() + { + // + bool result = false; + + // + result = true; + + // + return result; + } + + /** + * Update All GUI Contents ... + */ + virtual void UpdateGUI() + { + } + + /** + * Destroy all Initialized GUi Elements ... + */ + virtual void DestroyGUI() + { + } + + // + // Event Handlers ... + + /** + * Calls When a Position's SL Triggered ... + * + * @param deal: XDeal instance ... + */ + virtual void HandleOnStopLossTriggered(const XDeal &deal) + { + HandleReportBalance(); + } + + /** + * Calls When a Position's TP Triggered ... + * + * @param deal: XDeal instance ... + */ + virtual void HandleOnTakeProfitTriggered(const XDeal &deal) + { + HandleReportBalance(); + } + + /** + * Handle Force Close a Position ... + * + * @param ticket: Position Ticket ... + * @param position: XPosition ... + * @param comment: Closing Comment ... + */ + virtual void HandleOnPositionForceClosed( + const ulong ticket, + const XPosition &position, + const string comment // + ) + { + HandleReportBalance(); + } + + /** + * Handle Position Modified ... + * + * @param ticket: ULONG ... + * @param profit: Double ... + * @param comment: String ... + */ + virtual void HandleOnPositionModified( + const ulong ticket, + const double profit, + const string comment // + ) + { + } + + /** + * Handle Position Partially Closed ... + * + * @param ticket: ULONG ... + * @param profit: Double ... + * @param comment: String ... + */ + virtual void HandleOnPositionPartialClosed( + const ulong ticket, + const double profit, + const string comment // + ) + { + } + + /** + * Handle Deals Changed ... + * + * @param count: Integer, Number of Changes ... + */ + virtual void HandleOnDealsChanged(int count) + { + } + + /** + * Handle Orders Changed ... + * + * @param count: Integer, Number of Changes ... + */ + virtual void HandleOnOrdersChanged(int count) + { + } + + /** + * Handle Positions Changed ... + * + * @param count: Integer, Number of Changes ... + */ + virtual void HandleOnPositionsChanged(int count) + { + } + + /** + * Do All Signalling Processing Here ... + */ + virtual void HandleStrategiesOnTick() + { + } + + /** + * Check Strategies for Guards and then Apply Them ... + */ + virtual void HandleStrategiesGuard() + { + } + + // + // Time Handlers ... + + virtual void HandleOnNewMonth() + { + } + + virtual void HandleOnNewWeek() + { + } + + virtual void HandleOnNewDay() + { + } + + virtual void HandleOnNewHour() + { + } + + virtual void ReConfigure() + { + } + + /** + * Generate Identifier Tag ... + * + * @return ( virtual string ) + */ + virtual string GetTag() + { + // + string result = NULL; + + // + string tagPrefix = TagPrefix(); + if (IsValid(tagPrefix)) + { + result = tagPrefix; + } + else + { + result = ""; + } + + // + result = + XCBaseExpertToken + result; + + // + return result; + } + + // + protected: + // + + // + // Props ... + + // + XTimeTracker mTimeTracker; // Time Tracker for Providing Reports ... + + // + // Actions ... + + /** + * Report Account Balance ... + */ + void HandleReportBalance() + { + // + if (!IsRunningOnTestMode()) + { + return; + } + + // + string msg = "Balance: " + ToString(mTrader.mAccount.GetBalance()); + Log(msg); + } + + /** + * Time Reporting based on Inputs ... + */ + void HandleReportTime() + { + // + // Monthly Report .... + if (mTimeTracker.IsNewMonth()) + { + // + HandleOnNewMonth(); + + // + if (mReportNewMonths) + { + // + string msg = "New Month ..."; + + // + Alert(msg); + } + } + + // + // Weekly Report .... + if (mTimeTracker.IsNewWeek()) + { + // + HandleOnNewWeek(); + + // + if (mReportNewWeeks) + { + // + string msg = "New Week ..."; + + // + Alert(msg); + } + } + + // + // Daily Report .... + if (mTimeTracker.IsNewDay()) + { + // + HandleOnNewDay(); + + // + if (mReportNewDays) + { + // + string msg = "New Day ..."; + + // + Alert(msg); + } + } + + // + // Hourly Report .... + if (mTimeTracker.IsNewHour()) + { + // + HandleOnNewHour(); + + // + if (mReportNewHours) + { + // + string msg = "New Hour ..."; + + // + Alert(msg); + } + } + } + + // + private: + // + + // + // Props ... + + // + // Common ... + long mMagicNumber; // Magic Number ... + int mSlippage; // Slippage ... + string mTagPrefix; // Tag Prefix ... + + // + // Symbol ... + ENUM_TIMEFRAMES mPeriod; // Period ... + string mSymbol; // Symbol ... + bool mMultiSymbol; // Multi Symbol is Enable or Not ... + string mSymbols; // Multi Provided Symbols ... + + // + // Signalling ... + bool mDisabled; // Force Disable Signalling ... + bool mAllowLong; // Allow Long Signals ... + bool mAllowShort; // Allow Short Signals ... + + // + // Reports ... + bool mReportNewMonths; // Report New Month ... + bool mReportNewWeeks; // Report New Weeks ... + bool mReportNewDays; // Report New Days ... + bool mReportNewHours; // Report New Hours ... + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Classes/x-saherelm.x-helper.class.ex5 b/BKPS/14031206/Classes/x-saherelm.x-helper.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..d2f8bea30f6700552306570e125d8daa294093a2 GIT binary patch literal 7110 zcmdT_MOYj_(j8oa1b5fL2X}V}76=Rw2p%-J1P1q@gS%_6AcMQR1`X~I9D>82-GBGC zhrMpqS5;l_bst{Uq2=`W5S#$0cmPDeKW*n<_5V8nU?fVUJO+6Kj_h+~7|Pso$iMOb 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version "1.00" +#property strict + +// +// START Definitions ... +// + +// +static uchar _md5_PADDING[64] = + { + 0x80, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, + 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, + 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, + 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, + 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, + 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, + 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, + 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00}; + +// +#define _md5_F(x, y, z) (((x) & (y)) | ((~x) & (z))) +#define _md5_G(x, y, z) (((x) & (z)) | ((y) & (~z))) +#define _md5_H(x, y, z) ((x) ^ (y) ^ (z)) +#define _md5_I(x, y, z) ((y) ^ ((x) | (~z))) +#define _md5_ROTATE_LEFT(x, n) (((x) << (n)) | ((x) >> (32 - (n)))) + +// +#define _md5_FF(a, b, c, d, x, s, ac) \ + { \ + (a) += _md5_F((b), (c), (d)) + (x) + (uint)(ac); \ + (a) = _md5_ROTATE_LEFT((a), (s)); \ + (a) += (b); \ + } + +// +#define _md5_GG(a, b, c, d, x, s, ac) \ + { \ + (a) += _md5_G((b), (c), (d)) + (x) + (uint)(ac); \ + (a) = _md5_ROTATE_LEFT((a), (s)); \ + (a) += (b); \ + } + +// +#define _md5_HH(a, b, c, d, x, s, ac) \ + { \ + (a) += _md5_H((b), (c), (d)) + (x) + (uint)(ac); \ + (a) = _md5_ROTATE_LEFT((a), (s)); \ + (a) += (b); \ + } + +// +#define _md5_II(a, b, c, d, x, s, ac) \ + { \ + (a) += _md5_I((b), (c), (d)) + (x) + (uint)(ac); \ + (a) = _md5_ROTATE_LEFT((a), (s)); \ + (a) += (b); \ + } + +// +#define _md5_INIT_STATE_0 0x67452301 +#define _md5_INIT_STATE_1 0xefcdab89 +#define _md5_INIT_STATE_2 0x98badcfe +#define _md5_INIT_STATE_3 0x10325476 + +// +#define _md5_S11 7 +#define _md5_S12 12 +#define _md5_S13 17 +#define _md5_S14 22 + +// +#define _md5_S21 5 +#define _md5_S22 9 +#define _md5_S23 14 +#define _md5_S24 20 + +// +#define _md5_S31 4 +#define _md5_S32 11 +#define _md5_S33 16 +#define _md5_S34 23 + +// +#define _md5_S41 6 +#define _md5_S42 10 +#define _md5_S43 15 +#define _md5_S44 21 + +// +// END Definitions ... +// + +// +// XCMD5 a library for Hashing ... +class XCMD5 +{ + // + // Public Provides ... + public: + // + // Protected Provides ... + + // + // Constructor ... + XCMD5(void) + { + } + + // + // Deconstructor ... + ~XCMD5(void) + { + } + + // + // Hash Specified Char Array ... + string Hash( + uchar &mSource[], // Specify Char Array to Hash + int mLength = 0 // Specify Length of Char Array which required to hash + ) + { + // + string result = ""; + + // + int sourceCount = ArraySize(mSource); + + // + // Validate Args ... + if ( + sourceCount <= 0 || + (sourceCount > 0 && mLength > sourceCount)) + { + return result; + } + + // + // Normalize Args ... + if (mLength == 0) + { + mLength = sourceCount; + } + + // + // Init MD5 ... + MD5Init(); + + // + // Update Buffer ... + MD5Update(mSource, mLength); + + // + // Calculate Result ... + result = MD5Final(); + + // + return result; + } + + // + // Hash Specified String ... + string Hash( + string mSource // Specified String + ) + { + // + string result = ""; + + // + // Converts String to Char Array ... + uchar bytes[]; + StringToCharArray( + mSource, + bytes, + 0, + StringLen(mSource)); + + // + result = Hash( + bytes, + ArraySize(bytes)); + + // + return result; + } + + protected: + // + // Private Provides ... + private: + // + uint m_lMD5[4]; + uint m_nCount[2]; + uchar m_lpszBuffer[64]; + + // + // Convert Byte to DWord ... + void ByteToDWord(int &out[], uint &in[], uint len) + { + // + uint i = 0; + uint j = 0; + + // + for (; j < len; i++, j += 4) + { + out[i] = (int)in[j] | (int)in[j + 1] << 8 | (int)in[j + 2] << 16 | (int)in[j + 3] << 24; + } + } + + // + // Convert DWord to Byte ... + void DWordToByte(uchar &out[], int &in[], uint len) + { + // + uint i = 0; + uint j = 0; + + // + for (; j < len; i++, j += 4) + { + // + out[j] = (uchar)(in[i] & 0xff); + out[j + 1] = (uchar)((in[i] >> 8) & 0xff); + out[j + 2] = (uchar)((in[i] >> 16) & 0xff); + out[j + 3] = (uchar)((in[i] >> 24) & 0xff); + } + } + + // + // Init MD5 Array ... + void MD5Init() + { + // + ArrayInitialize(m_lpszBuffer, 64); + + // + m_nCount[0] = m_nCount[1] = 0; + m_lMD5[0] = _md5_INIT_STATE_0; + m_lMD5[1] = _md5_INIT_STATE_1; + m_lMD5[2] = _md5_INIT_STATE_2; + m_lMD5[3] = _md5_INIT_STATE_3; + } + + // + // Update MD5 ... + void MD5Update(uchar &inBuf[], uint inLen) + { + // + int i, ii; + int mdi; + + // + uint in[16]; + int i0 = 0; + + // + mdi = (int)((m_nCount[0] >> 3) & 0x3F); + + // + if ((m_nCount[0] + ((uint)inLen << 3)) < m_nCount[0]) + { + m_nCount[1]++; + } + + // + m_nCount[0] += ((uint)inLen << 3); + m_nCount[1] += ((uint)inLen >> 29); + + // + while ((inLen--) > 0) + { + // + m_lpszBuffer[mdi++] = inBuf[i0++]; + if (mdi == 0x40) + { + // + for (i = 0, ii = 0; i < 16; i++, ii += 4) + { + in[i] = (((uint)m_lpszBuffer[ii + 3]) << 24) | (((uint)m_lpszBuffer[ii + 2]) << 16) | (((uint)m_lpszBuffer[ii + 1]) << 8) | ((uint)m_lpszBuffer[ii]); + } + + // + Transform(m_lMD5, in); + + // + mdi = 0; + } + } + } + + // + // Finalize an MD5 Expression ... + string MD5Final() + { + // + uchar bits[8]; + int nIndex; + uint nPadLen; + const int nMD5Size = 16; + uchar lpszMD5[16]; + string temp; + string out = ""; + int i; + + // + DWordToByte(bits, m_nCount, 8); + nIndex = (int)((m_nCount[0] >> 3) & 0x3f); + nPadLen = (nIndex < 56) ? (56 - nIndex) : (120 - nIndex); + MD5Update(_md5_PADDING, nPadLen); + MD5Update(bits, 8); + DWordToByte(lpszMD5, m_lMD5, nMD5Size); + + // + for (i = 0; i < nMD5Size; i++) + { + // + if (lpszMD5[i] == 0) + { + temp = "00"; + } + else if (lpszMD5[i] <= 15) + { + temp = StringFormat("0%x", lpszMD5[i]); + } + else + { + temp = StringFormat("%x", lpszMD5[i]); + } + + // + out += temp; + } + + // + lpszMD5[0] = '\0'; + + // + return (out); + } + + // + // Transform Buffers ... + void Transform(uint &buf[], uint &in[]) + { + // + uint a = buf[0], b = buf[1], c = buf[2], d = buf[3]; + + // + _md5_FF(a, b, c, d, in[0], _md5_S11, 0xD76AA478); + _md5_FF(d, a, b, c, in[1], _md5_S12, 0xE8C7B756); + _md5_FF(c, d, a, b, in[2], _md5_S13, 0x242070DB); + _md5_FF(b, c, d, a, in[3], _md5_S14, 0xC1BDCEEE); + _md5_FF(a, b, c, d, in[4], _md5_S11, 0xF57C0FAF); + _md5_FF(d, a, b, c, in[5], _md5_S12, 0x4787C62A); + _md5_FF(c, d, a, b, in[6], _md5_S13, 0xA8304613); + _md5_FF(b, c, d, a, in[7], _md5_S14, 0xFD469501); + _md5_FF(a, b, c, d, in[8], _md5_S11, 0x698098D8); + _md5_FF(d, a, b, c, in[9], _md5_S12, 0x8B44F7AF); + _md5_FF(c, d, a, b, in[10], _md5_S13, 0xFFFF5BB1); + _md5_FF(b, c, d, a, in[11], _md5_S14, 0x895CD7BE); + _md5_FF(a, b, c, d, in[12], _md5_S11, 0x6B901122); + _md5_FF(d, a, b, c, in[13], _md5_S12, 0xFD987193); + _md5_FF(c, d, a, b, in[14], _md5_S13, 0xA679438E); + _md5_FF(b, c, d, a, in[15], _md5_S14, 0x49B40821); + + // + _md5_GG(a, b, c, d, in[1], _md5_S21, 0xF61E2562); + _md5_GG(d, a, b, c, in[6], _md5_S22, 0xC040B340); + _md5_GG(c, d, a, b, in[11], _md5_S23, 0x265E5A51); + _md5_GG(b, c, d, a, in[0], _md5_S24, 0xE9B6C7AA); + _md5_GG(a, b, c, d, in[5], _md5_S21, 0xD62F105D); + _md5_GG(d, a, b, c, in[10], _md5_S22, 0x02441453); + _md5_GG(c, d, a, b, in[15], _md5_S23, 0xD8A1E681); + _md5_GG(b, c, d, a, in[4], _md5_S24, 0xE7D3FBC8); + _md5_GG(a, b, c, d, in[9], _md5_S21, 0x21E1CDE6); + _md5_GG(d, a, b, c, in[14], _md5_S22, 0xC33707D6); + _md5_GG(c, d, a, b, in[3], _md5_S23, 0xF4D50D87); + _md5_GG(b, c, d, a, in[8], _md5_S24, 0x455A14ED); + _md5_GG(a, b, c, d, in[13], _md5_S21, 0xA9E3E905); + _md5_GG(d, a, b, c, in[2], _md5_S22, 0xFCEFA3F8); + _md5_GG(c, d, a, b, in[7], _md5_S23, 0x676F02D9); + _md5_GG(b, c, d, a, in[12], _md5_S24, 0x8D2A4C8A); + + // + _md5_HH(a, b, c, d, in[5], _md5_S31, 0xFFFA3942); + _md5_HH(d, a, b, c, in[8], _md5_S32, 0x8771F681); + _md5_HH(c, d, a, b, in[11], _md5_S33, 0x6D9D6122); + _md5_HH(b, c, d, a, in[14], _md5_S34, 0xFDE5380C); + _md5_HH(a, b, c, d, in[1], _md5_S31, 0xA4BEEA44); + _md5_HH(d, a, b, c, in[4], _md5_S32, 0x4BDECFA9); + _md5_HH(c, d, a, b, in[7], _md5_S33, 0xF6BB4B60); + _md5_HH(b, c, d, a, in[10], _md5_S34, 0xBEBFBC70); + _md5_HH(a, b, c, d, in[13], _md5_S31, 0x289B7EC6); + _md5_HH(d, a, b, c, in[0], _md5_S32, 0xEAA127FA); + _md5_HH(c, d, a, b, in[3], _md5_S33, 0xD4EF3085); + _md5_HH(b, c, d, a, in[6], _md5_S34, 0x04881D05); + _md5_HH(a, b, c, d, in[9], _md5_S31, 0xD9D4D039); + _md5_HH(d, a, b, c, in[12], _md5_S32, 0xE6DB99E5); + _md5_HH(c, d, a, b, in[15], _md5_S33, 0x1FA27CF8); + _md5_HH(b, c, d, a, in[2], _md5_S34, 0xC4AC5665); + + // + _md5_II(a, b, c, d, in[0], _md5_S41, 0xF4292244); + _md5_II(d, a, b, c, in[7], _md5_S42, 0x432AFF97); + _md5_II(c, d, a, b, in[14], _md5_S43, 0xAB9423A7); + _md5_II(b, c, d, a, in[5], _md5_S44, 0xFC93A039); + _md5_II(a, b, c, d, in[12], _md5_S41, 0x655B59C3); + _md5_II(d, a, b, c, in[3], _md5_S42, 0x8F0CCC92); + _md5_II(c, d, a, b, in[10], _md5_S43, 0xFFEFF47D); + _md5_II(b, c, d, a, in[1], _md5_S44, 0x85845DD1); + _md5_II(a, b, c, d, in[8], _md5_S41, 0x6FA87E4F); + _md5_II(d, a, b, c, in[15], _md5_S42, 0xFE2CE6E0); + _md5_II(c, d, a, b, in[6], _md5_S43, 0xA3014314); + _md5_II(b, c, d, a, in[13], _md5_S44, 0x4E0811A1); + _md5_II(a, b, c, d, in[4], _md5_S41, 0xF7537E82); + _md5_II(d, a, b, c, in[11], _md5_S42, 0xBD3AF235); + _md5_II(c, d, a, b, in[2], _md5_S43, 0x2AD7D2BB); + _md5_II(b, c, d, a, in[9], _md5_S44, 0xEB86D391); + + // + buf[0] += a; + buf[1] += b; + buf[2] += c; + buf[3] += d; + } +}; diff --git a/BKPS/14031206/Classes/x-saherelm.x-poi.class.ex5 b/BKPS/14031206/Classes/x-saherelm.x-poi.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..4a80b61af4592502989799947333a34c95ea1bfb GIT binary patch literal 14730 zcmdVBLzFH~>?Yi{ZQHi(zHQsKefzd;+qP|6Z`-!r{r&#)o!QM|wv(Kyq@GkQl5DDS zQsSEIpiV$gs6b#q{}C|I(f^YFqyPVeY8fonf>qtW8FVy_$<;;kzw!TD=?Mu0^grYO zL}A?i@&zhoaT~NJQUu#Tvp`n#QTI;bj#oE7XNcr6vzR{5y%V3 z8ORFA0>~1`6^ICk1&Hat!3sq8pRNLA^dD;WpIsct7Rc^DL>fr-zghG@%>KXK|6}=o znf}LP*Z(5m0>lHv_#b=xFJ|~}{lEP-`(J)D{1>19w>|woXNehz;lFG%{hy8h7pN4B zrdg4-A}+sH4&#=%k^dIaA?qWGw}mT^% zC*$&IKl=}Z12NBZbpxi+A(Hk5+oqSV=oO$~8HU_mdX4R){j`m%>kEe}!HD8w7syrC z*F0R+TGoPmd`A^Vv&Zk7`nz<~z}eH=#j*1VJd8(m+yu5FWSm$lJuE4Ni5&j)*3d%8 z@BZ}4+1I=jo7iZxj_%|T7!AtAa|w!Ljf(pea1i@qsKRzE*6ck_NHJyGu;ATtY?kfU$Uh;I0IN1zNi!HejYJa{h= 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z>?50T-Y+H-NH+*ZSA;9rOAkHeQ&Q^x-+z)de}OdT40Q`1cAm^dR4sX+fpMR zvVBS|TvzlvTP#j>3poku>0*1_W%;JezU|!_7fh&_Qgtq;*B%e8Ht$1XwbGHln!awuIs1~3M0VEU;AN}gR>Xj=3XN^hI^3$>viS|u;@ z7kh%spsVhXV(9fb>rTWjsnZYhoexdOKj1g!RgD7dNdL#|Q z4QF)ZsCDY{EzHXw>|J|5uDoE~l@hX;`#PzRD65IDbondB+YS1NW>-5;(WgPqLPN*u zFaIVnVWVqV)!_lWl)A%Cj3o#+IQXQgc!i|gYh2!czY@*Shi)va`;DRwBfExnF@xoD G + +// +// Implementation ... + +// +// POI Detector Class ... +class XCPOIDetector : public XCBaseAlert +{ + // + public: + // + XCPOIDrawer *mDrawer; + + // + // Constructors ... + /** + * Create an Instance ... + * + * @param symbol: String ... + * @param period: ENUM_TIMEFRAMES member ... + */ + void XCPOIDetector( + string symbol, + ENUM_TIMEFRAMES period // + ) + { + // + // Attach Required Properties ... + mSymbol = symbol; + mPeriod = period; + + // + // Initialize Bar Tracker ... + mBarTracker.Init( + mSymbol, + mPeriod // + ); + + // + // Create Default Drawer Instance ... + mDrawer = new XCPOIDrawer(); + + // + // Apply Default Configurations ... + Default(); + } + + // + // Deconstructor ... + void ~XCPOIDetector() + { + Destroy(); + } + + // + // Getter(s) / Setter(s) ... + + /** + * Retrieve Detector Symbol ... + * + * @return ( string ) + */ + string GetSymbol() + { + return mSymbol; + } + + /** + * Retrieve Detector Period ... + * + * @return ( ENUM_TIMEFRAMES ) + */ + ENUM_TIMEFRAMES GetPeriod() + { + return mPeriod; + } + + /** + * Get Max Number of POIs which holds ... + * + * @return ( int ) + */ + int MaxNumberOfPOIs() + { + return mMaxNumberOfPOIs; + } + + /** + * Set Max Number of POIs which holds ... + * 0 => Infinity ... + * + * @param value: Integer ... + */ + void MaxNumberOfPOIs(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxNumberOfPOIs = value; + } + + /** + * Get Number of POI(s) which must Find at Initializations ... + * + * @return ( int ) + */ + int MaxNumberOfRequiredPOIs() + { + return mMaxNumberOfRequiredPOIs; + } + + /** + * Set Number of POI(s) which must Find at Initializations ... + * 2 is Default ... + * + * @param value: Integer ... + */ + void MaxNumberOfRequiredPOIs(int value) + { + // + if (value < 2) + { + value = 2; + } + + // + mMaxNumberOfRequiredPOIs = value; + } + + /** + * Check Is Locked or not ... + * + * @return ( bool ) + */ + bool IsLocked() + { + return mLock; + } + + // + // POI(s) Configs ... + + // + // Swings ... + + /** + * Get Swing Verification Range Length ... + * + * @return ( int ) + */ + int SwingRange() + { + return mSwingRange; + } + + /** + * Set Swing Verification Range Length ... + * + * @param value: Integer ... + */ + void SwingRange(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mSwingRange = value; + } + + // + // Momentum Bars ... + + /** + * Get Momentum Bars must Extends Range ... + * + * @return ( int ) + */ + int MomentumBarExtendRange() + { + return mMomentumBarExtendRange; + } + + /** + * Set Momentum Bars must Extends Range ... + * + * @param value: Integer ... + */ + void MomentumBarExtendRange(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMomentumBarExtendRange = value; + } + + /** + * Get Momentum Bars Body Percent ... + * + * @return ( double ) + */ + double MomentumBarBodyPercent() + { + return mMomentumBarBodyPercent; + } + + /** + * Set Momentum Bars Body Percent ... + * + * @param value: Double ... + */ + void MomentumBarBodyPercent(double value) + { + // + if (value < 50) + { + value = 50; + } + + // + mMomentumBarBodyPercent = value; + } + + // + // Rejection Bars ... + + /** + * Get Rejection Bars must Extends Range ... + * + * @return ( int ) + */ + int RejectionBarExtendRange() + { + return mRejectionBarExtendRange; + } + + /** + * Set Rejection Bars must Extends Range ... + * + * @param value: Integer ... + */ + void RejectionBarExtendRange(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mRejectionBarExtendRange = value; + } + + /** + * Get Rejection Bars Shadow Percent ... + * + * @return ( double ) + */ + double RejectionBarShadowPercent() + { + return mRejectionBarShadowPercent; + } + + /** + * Set Rejection Bars Shadow Percent ... + * + * @param value: Double ... + */ + void RejectionBarShadowPercent(double value) + { + // + if (value < 50) + { + value = 50; + } + + // + mRejectionBarShadowPercent = value; + } + + // + // Support and Resistance Zone(s) ... + + /** + * Get Support and Resistance Range for Verification ... + * + * @return ( int ) + */ + int SupportAndResistanceRange() + { + return mSupportAndResistanceRange; + } + + /** + * Set Support and Resistance Range for Verification ... + * + * @param value: Integer ... + */ + void SupportAndResistanceRange(int value) + { + // + if (value < 2) + { + value = 2; + } + + // + mSupportAndResistanceRange = value; + } + + // + // Supply and Demand Zone(s) ... + + /** + * Get Supply and Demand Range Verifications ... + * + * @return ( int ) + */ + int SupplyAndDemandRange() + { + return mSupplyAndDemandRange; + } + + /** + * Set Supply and Demand Range Verifications ... + * + * @param value: Integer ... + */ + void SupplyAndDemandRange(int value) + { + // + if (value < 2) + { + value = 2; + } + + // + mSupplyAndDemandRange = value; + } + + // + // Order Blocks ... + + /** + * Get Order Blocks Detection Bars ... + * + * @return ( int ) + */ + int OrderBlocksSameBars() + { + return mOrderBlocksSameBars; + } + + /** + * Set Order Blocks Detection Bars ... + * + * @param value: Argument 1 + */ + void OrderBlocksSameBars(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mOrderBlocksSameBars = value; + } + + // + // Fair Value Gaps ... + + /** + * Get Fair Value Gaps Detection Same Bars ... + * + * @return ( int ) + */ + int FairValueGapsSameBars() + { + return mFairValueGapsSameBars; + } + + /** + * Set Fair Value Gaps Detection Same Bars ... + * + * @param value: Integer ... + */ + void FairValueGapsSameBars(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mFairValueGapsSameBars = value; + } + + // + // Ticks Zone ... + + /** + * Get Ticks Range Levels ... + * + * @return ( int ) + */ + int TicksRangeZoneLevel() + { + return mTicksRangeZoneLevel; + } + + /** + * Set Ticks Range Levels ... + * + * @param value: Integer ... + */ + void TicksRangeZoneLevel(int value) + { + // + if (value < 2) + { + value = 2; + } + + // + mTicksRangeZoneLevel = value; + } + + /** + * Get Ticks Range Zone Loopback Period ... + * + * @return ( int ) + */ + int TicksRangeZoneRange() + { + return mTicksRangeZoneRange; + } + + /** + * Set Ticks Range Zone Loopback Period ... + * + * @param value: Integer ... + */ + void TicksRangeZoneRange(int value) + { + // + if (value < 7) + { + value = 7; + } + + // + mTicksRangeZoneRange = value; + } + + // + // Actions ... + + /** + * Initialize POI Detector ... + */ + void Init() + { + DetectRequiredPOIs(); + } + + /** + * Update POI(s) ... + * + * @param state: an Array Refrence of ENUM_XPOI_EVENTS members ... + */ + int Update( + ENUM_XPOI_EVENTS &state[] // + ) + { + // + int result = 0; + + // + Clean(state); + + // + // Check Bar Tracker if Waits ... + if (!mBarTracker.IsNewBar()) + { + return result; + } + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + datetime cTime = TimeCurrent(); + + // + XOHCL zBar; + bool isInited = zBar.Init( + symbol, + period, + zIndex // + ); + if (!isInited) + { + return result; + } + + // + XOHCL cBar; + isInited = cBar.Init( + symbol, + period, + cIndex // + ); + if (!isInited) + { + return result; + } + + // + // POI Detecting ... + bool isDetected = false; + + // + // Swings ... + int iSwingRange = SwingRange(); + if (iSwingRange > 0) + { + // + XOHCL swingBar; + isInited = swingBar.Init( + symbol, + period, + zIndex + iSwingRange // + ); + if (isInited) + { + // + // Swing High ... + isDetected = DetectSwingHigh(swingBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_SWING_HIGH_DETECTED; + XCSwing *param; + bool hasItem = GetLastItem( + param, + mSwingHighs // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Swing Low ... + isDetected = DetectSwingLow(swingBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_SWING_LOW_DETECTED; + XCSwing *param; + bool hasItem = GetLastItem( + param, + mSwingLows // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + } + } + + // + // Bullish Momentum Bars ... + isDetected = DetectBullishMomentumBar(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BULLISH_MOMENTUM_BAR_DETECTED; + XCMomentumBar *param; + bool hasItem = GetLastItem( + param, + mBullishMomentumBars // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Bearish Momentum Bars ... + isDetected = DetectBearishMomentumBar(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BEARISH_MOMENTUM_BAR_DETECTED; + XCMomentumBar *param; + bool hasItem = GetLastItem( + param, + mBearishMomentumBars // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Bullish Rejection Bars ... + isDetected = DetectBullishRejectionBar(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BULLISH_REJECTION_BAR_DETECTED; + XCRejectionBar *param; + bool hasItem = GetLastItem( + param, + mBullishRejectionBars // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Bearish Rejection Bars ... + isDetected = DetectBearishRejectionBar(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BEARISH_REJECTION_BAR_DETECTED; + XCRejectionBar *param; + bool hasItem = GetLastItem( + param, + mBearishRejectionBars // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Support and Resistance Zones ... + int supResRange = SupportAndResistanceRange(); + if (supResRange > 0) + { + // + XOHCL supResBar; + isInited = supResBar.Init( + symbol, + period, + zIndex + supResRange // + ); + if (isInited) + { + // + // Support Zones ... + isDetected = DetectSupportZone(supResBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_SUPPORT_ZONE_DETECTED; + XCSupportZone *param; + bool hasItem = GetLastItem( + param, + mSupportZones // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Resistance Zones ... + isDetected = DetectResistanceZone(supResBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_RESISTANCE_ZONE_DETECTED; + XCResistanceZone *param; + bool hasItem = GetLastItem( + param, + mResistanceZones // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + } + } + + // + // Supply And Demand Zones ... + int supDemRange = SupplyAndDemandRange(); + if (supDemRange > 0) + { + // + // Supply Zone ... + isDetected = DetectSupplyZone(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_SUPPLY_ZONE_DETECTED; + XCSupplyZone *param; + bool hasItem = GetLastItem( + param, + mSupplyZones // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Demand Zone ... + isDetected = DetectDemandZone(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_DEMAND_ZONE_DETECTED; + XCDemandZone *param; + bool hasItem = GetLastItem( + param, + mDemandZones // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + } + + // + // Order Blocks ... + int obSameBars = OrderBlocksSameBars(); + if (obSameBars > 0) + { + // + // Bullish Order Block ... + isDetected = DetectBullishOrderBlock(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BULLISH_ORDERBLOCK_DETECTED; + XCOrderBlock *param; + bool hasItem = GetLastItem( + param, + mBullishOrderBlocks // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Bearish Order Block ... + isDetected = DetectBearishOrderBlock(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BEARISH_ORDERBLOCK_DETECTED; + XCOrderBlock *param; + bool hasItem = GetLastItem( + param, + mBearishOrderBlocks // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + } + + // + // Fair Value Gaps ... + int fvgSameBars = FairValueGapsSameBars(); + if (fvgSameBars > 0) + { + // + // Bullish Fair Value Gap ... + isDetected = DetectBullishFairValueGap(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BULLISH_FVG_DETECTED; + XCFVG *param; + bool hasItem = GetLastItem( + param, + mBullishFairValueGaps // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + + // + // Bearish Fair Value Gap ... + isDetected = DetectBearishFairValueGap(cBar); + if (isDetected) + { + // + ENUM_XPOI_EVENTS event = X_BEARISH_FVG_DETECTED; + XCFVG *param; + bool hasItem = GetLastItem( + param, + mBearishFairValueGaps // + ); + if (hasItem) + { + // + NotifyEventListeners( + event, + param // + ); + } + + // + Add( + event, + state // + ); + } + } + + // + // Ticks Range Zone ... + int ticksLevels = TicksRangeZoneLevel(); + int ticksRange = TicksRangeZoneRange(); + if (ticksLevels > 0 && + ticksRange > 0) + { + // + isDetected = DetectTicksZoneRange(cBar); + if (isDetected) + { + } + } + + // + ValidatePOIs(cBar); + + // + CleanupUnusedPOIs(); + + // + mBarTracker.Waits(); + + // + result = ArraySize(state); + + // + return result; + } + + /** + * Destroy Class ... + */ + void Destroy() + { + // + DestroyPOIs(); + DestroySessions(); + DestroyEventListeners(); + + // + delete mDrawer; + delete mTicksZone; + + // + ZeroMemory(mDrawer); + ZeroMemory(mTicksZone); + } + + // + // Retrievers ... + + /** + * Get Current State of POIs ... + * + * @param state: XPOIState instance ... + */ + void GetState( + XPOIState &state // + ) + { + // + state.Clean(); + + // + state.symbol = mSymbol; + state.period = mPeriod; + state.time = TimeCurrent(); + + // + Copy( + mSwingHighs, + state.swingHighs // + ); + + // + Copy( + mSwingLows, + state.swingLows // + ); + + // + Copy( + mBullishMomentumBars, + state.bullishMomentumBars // + ); + + // + Copy( + mBearishMomentumBars, + state.bearishMomentumBars // + ); + + // + Copy( + mBullishRejectionBars, + state.bullishRejectionBars // + ); + + // + Copy( + mBearishRejectionBars, + state.bearishRejectionBars // + ); + + // + Copy( + mSupportZones, + state.supportZones // + ); + + // + Copy( + mResistanceZones, + state.resistanceZones // + ); + + // + Copy( + mSupplyZones, + state.supplyZones // + ); + + // + Copy( + mDemandZones, + state.demandZones // + ); + + // + Copy( + mBullishOrderBlocks, + state.bullishOrderBlocks // + ); + + // + Copy( + mBearishOrderBlocks, + state.bearishOrderBlocks // + ); + + // + Copy( + mBullishFairValueGaps, + state.bullishFairValueGaps // + ); + + // + Copy( + mBearishFairValueGaps, + state.bearishFairValueGaps // + ); + + // + state.ticksZone = mTicksZone; + + // + } + + // + // Event Listeners ... + + /** + * Add Event Listener ... + * + * @param listener: TOnPOIEvent instance ... + */ + void AddEventListener(TOnPOIEvent listener) + { + // + Add( + listener, + mEventListeners // + ); + } + + // + // Destroy ... + + /** + * Destroy Detected POI(s) ... + */ + void DestroyPOIs() + { + // + Clean(mSwingHighs); + Clean(mSwingLows); + + // + Clean(mBullishMomentumBars); + Clean(mBearishMomentumBars); + + // + Clean(mBullishRejectionBars); + Clean(mBearishRejectionBars); + + // + Clean(mSupportZones); + Clean(mResistanceZones); + + // + Clean(mSupplyZones); + Clean(mDemandZones); + + // + Clean(mBullishOrderBlocks); + Clean(mBearishOrderBlocks); + + // + Clean(mBullishFairValueGaps); + Clean(mBearishFairValueGaps); + } + + /** + * Destroy Added Sessions ... + */ + void DestroySessions() + { + } + + /** + * Destroy Rejistered Event Handlers ... + */ + void DestroyEventListeners() + { + Clean(mEventListeners); + } + + // + // Virtual Actions ... + + /** + * Apply Default Configurations ... + */ + virtual void Default() + { + // + // Common ... + + // + MaxNumberOfPOIs(10); + MaxNumberOfRequiredPOIs(2); + + // + SwingRange(2); + + // + MomentumBarExtendRange(2); + MomentumBarBodyPercent(70); + + // + RejectionBarExtendRange(0); + RejectionBarShadowPercent(55); + + // + SupportAndResistanceRange(7); + + // + SupplyAndDemandRange(144); + + // + OrderBlocksSameBars(3); + + // + FairValueGapsSameBars(3); + + // + TicksRangeZoneLevel(10); + TicksRangeZoneRange(144); + } + + // + // Detector Functions ... + + /** + * Detect Swing High ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectSwingHigh(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int range = SwingRange(); + int barIndex = bar.Index(); + result = range > 0 && + barIndex >= range; + if (!result) + { + return result; + } + + // + result = mBarAnalyser.IsSwingHigh( + bar, + range // + ); + if (result) + { + // + XCSwing *swing; + swing = new XCSwing(); + result = swing.Init( + bar, + X_POI_SWING_HIGH // + ); + + // + if (result) + { + // + Add( + swing, + mSwingHighs // + ); + } + } + + // + return result; + } + + /** + * Detect Swing Low ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectSwingLow(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int range = SwingRange(); + int barIndex = bar.Index(); + result = range > 0 && + barIndex >= range; + if (!result) + { + return result; + } + + // + result = mBarAnalyser.IsSwingLow( + bar, + range // + ); + if (result) + { + // + XCSwing *swing; + swing = new XCSwing(); + result = swing.Init( + bar, + X_POI_SWING_LOW // + ); + + // + if (result) + { + // + Add( + swing, + mSwingLows // + ); + } + } + + // + return result; + } + + /** + * Detect Bullish Momentum Bar ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBullishMomentumBar(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + int extendRange = MomentumBarExtendRange(); + double bodyPercent = MomentumBarBodyPercent(); + ENUM_X_DIRECTION dir; + result = mBarAnalyser.IsMomentumBar( + bar, + dir, + extendRange, + bodyPercent // + ); + result = + result && + dir == X_DIRECTION_BULLISH; + if (result) + { + // + XCMomentumBar *momentumBar; + momentumBar = new XCMomentumBar(); + result = momentumBar.Init(bar); + + // + if (result) + { + // + Add( + momentumBar, + mBullishMomentumBars // + ); + } + } + + // + return result; + } + + /** + * Detect Bearish Momentum Bar ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBearishMomentumBar(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + int extendRange = MomentumBarExtendRange(); + double bodyPercent = MomentumBarBodyPercent(); + ENUM_X_DIRECTION dir; + result = mBarAnalyser.IsMomentumBar( + bar, + dir, + extendRange, + bodyPercent // + ); + result = + result && + dir == X_DIRECTION_BEARISH; + if (result) + { + // + XCMomentumBar *momentumBar; + momentumBar = new XCMomentumBar(); + result = momentumBar.Init(bar); + + // + if (result) + { + // + Add( + momentumBar, + mBearishMomentumBars // + ); + } + } + + // + return result; + } + + /** + * Detect Bullish Rejection Bar ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBullishRejectionBar(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + int extendRange = RejectionBarExtendRange(); + double shadowPercent = RejectionBarShadowPercent(); + ENUM_X_DIRECTION dir; + result = mBarAnalyser.IsRejectionBar( + bar, + dir, + extendRange, + shadowPercent // + ); + result = + result && + dir == X_DIRECTION_BULLISH; + if (result) + { + // + XCRejectionBar *rejectionBar; + rejectionBar = new XCRejectionBar(); + result = rejectionBar.Init(bar); + + // + if (result) + { + // + Add( + rejectionBar, + mBullishRejectionBars // + ); + } + } + + // + return result; + } + + /** + * Detect Bearish Rejection Bar ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBearishRejectionBar(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid() && + bar.Index() > 0; + if (!result) + { + return result; + } + + // + int extendRange = RejectionBarExtendRange(); + double shadowPercent = RejectionBarShadowPercent(); + ENUM_X_DIRECTION dir; + result = mBarAnalyser.IsRejectionBar( + bar, + dir, + extendRange, + shadowPercent // + ); + result = + result && + dir == X_DIRECTION_BEARISH; + if (result) + { + // + XCRejectionBar *rejectionBar; + rejectionBar = new XCRejectionBar(); + result = rejectionBar.Init(bar); + + // + if (result) + { + // + Add( + rejectionBar, + mBearishRejectionBars // + ); + } + } + + // + return result; + } + + /** + * Detect Support Zone ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectSupportZone(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int range = SupportAndResistanceRange(); + int barIndex = bar.Index(); + result = range > 0 && + barIndex >= range; + if (!result) + { + return result; + } + + // + result = mBarAnalyser.IsSupport( + bar, + range // + ); + if (result) + { + // + XCSupportZone *support; + support = new XCSupportZone(); + result = support.Init( + bar, + range // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + support.To(cTime); + + // + Add( + support, + mSupportZones // + ); + } + } + + // + return result; + } + + /** + * Detect Resistance Zone ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectResistanceZone(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int range = SupportAndResistanceRange(); + int barIndex = bar.Index(); + result = range > 0 && + barIndex >= range; + if (!result) + { + return result; + } + + // + result = mBarAnalyser.IsResistance( + bar, + range // + ); + if (result) + { + // + XCResistanceZone *resistance; + resistance = new XCResistanceZone(); + result = resistance.Init( + bar, + range // + ); + + // + if (result) + { + // + Add( + resistance, + mResistanceZones // + ); + } + } + + // + return result; + } + + /** + * Detect Supply Zone ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectSupplyZone(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int range = SupplyAndDemandRange(); + result = range > 0; + if (!result) + { + return result; + } + + // + int hhIDX = -1; + double hh = -1; + + // + int llIDX = -1; + double ll = -1; + + // + result = mBarAnalyser + .CalculateLoopbackHLData( + hhIDX, + hh, + llIDX, + ll, + bar, + range // + ); + if (!result) + { + return result; + } + + // + XOHCL supplyBar; + result = supplyBar.Init( + bar.symbol, + bar.period, + hhIDX // + ); + if (result) + { + // + XCSupplyZone *supply; + supply = new XCSupplyZone(); + result = supply.Init( + supplyBar, + range // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + supply.To(cTime); + + // + Add( + supply, + mSupplyZones // + ); + } + } + + // + return result; + } + + /** + * Detect Demand Zone ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectDemandZone(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int range = SupplyAndDemandRange(); + result = range > 0; + if (!result) + { + return result; + } + + // + int hhIDX = -1; + double hh = -1; + + // + int llIDX = -1; + double ll = -1; + + // + result = mBarAnalyser + .CalculateLoopbackHLData( + hhIDX, + hh, + llIDX, + ll, + bar, + range // + ); + if (!result) + { + return result; + } + + // + XOHCL demandBar; + result = demandBar.Init( + bar.symbol, + bar.period, + llIDX // + ); + if (result) + { + // + XCDemandZone *demand; + demand = new XCDemandZone(); + result = demand.Init( + demandBar, + range // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + demand.To(cTime); + + // + Add( + demand, + mDemandZones // + ); + } + } + + // + return result; + } + + /** + * Detect Bullish Order Block ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBullishOrderBlock(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int sameBars = OrderBlocksSameBars(); + result = sameBars > 0; + if (!result) + { + return result; + } + + // + XOHCL obBar; + ENUM_X_DIRECTION dir; + result = mBarAnalyser + .HasOrderBlock( + bar, + obBar, + dir, + sameBars // + ); + result = + result && + dir == X_DIRECTION_BULLISH; + if (!result) + { + return result; + } + + // + if (result) + { + // + XCOrderBlock *ob; + ob = new XCOrderBlock(); + result = ob.Init( + obBar, + dir // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + ob.To(cTime); + + // + Add( + ob, + mBullishOrderBlocks // + ); + } + } + + // + return result; + } + + /** + * Detect Bullish Order Block ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBullishOrderBlock( + XOHCL &bar, + XCOrderBlock *&ob // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int sameBars = OrderBlocksSameBars(); + result = sameBars > 0; + if (!result) + { + return result; + } + + // + XOHCL obBar; + ENUM_X_DIRECTION dir; + result = mBarAnalyser + .HasOrderBlock( + bar, + obBar, + dir, + sameBars // + ); + result = + result && + dir == X_DIRECTION_BULLISH; + if (!result) + { + return result; + } + + // + if (result) + { + // + ob = new XCOrderBlock(); + result = ob.Init( + obBar, + dir // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + ob.To(cTime); + } + } + + // + return result; + } + + /** + * Detect Bearish Order Block ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBearishOrderBlock(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int sameBars = OrderBlocksSameBars(); + result = sameBars > 0; + if (!result) + { + return result; + } + + // + XOHCL obBar; + ENUM_X_DIRECTION dir; + result = mBarAnalyser + .HasOrderBlock( + bar, + obBar, + dir, + sameBars // + ); + result = + result && + dir == X_DIRECTION_BEARISH; + if (!result) + { + return result; + } + + // + if (result) + { + // + XCOrderBlock *ob; + ob = new XCOrderBlock(); + result = ob.Init( + obBar, + dir // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + ob.To(cTime); + + // + Add( + ob, + mBearishOrderBlocks // + ); + } + } + + // + return result; + } + + /** + * Detect Bearish Order Block ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBearishOrderBlock( + XOHCL &bar, + XCOrderBlock *&ob // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int sameBars = OrderBlocksSameBars(); + result = sameBars > 0; + if (!result) + { + return result; + } + + // + XOHCL obBar; + ENUM_X_DIRECTION dir; + result = mBarAnalyser + .HasOrderBlock( + bar, + obBar, + dir, + sameBars // + ); + result = + result && + dir == X_DIRECTION_BEARISH; + if (!result) + { + return result; + } + + // + if (result) + { + // + ob = new XCOrderBlock(); + result = ob.Init( + obBar, + dir // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + ob.To(cTime); + } + } + + // + return result; + } + + /** + * Detect Bullish Fair Value Gap ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBullishFairValueGap(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int sameBars = FairValueGapsSameBars(); + result = sameBars > 0; + if (!result) + { + return result; + } + + // + XOHCL prevBar; + XOHCL nextBar; + ENUM_X_DIRECTION dir; + result = mBarAnalyser + .HasFairValueGap( + bar, + prevBar, + nextBar, + dir, + sameBars // + ); + result = + result && + dir == X_DIRECTION_BULLISH; + if (!result) + { + return result; + } + + // + if (result) + { + // + XCFVG *fvg; + fvg = new XCFVG(); + result = fvg.Init( + prevBar, + nextBar, + dir // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + fvg.To(cTime); + + // + Add( + fvg, + mBullishFairValueGaps // + ); + } + } + + // + return result; + } + + /** + * Detect Bearish Fair Value Gap ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectBearishFairValueGap(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int sameBars = FairValueGapsSameBars(); + result = sameBars > 0; + if (!result) + { + return result; + } + + // + XOHCL prevBar; + XOHCL nextBar; + ENUM_X_DIRECTION dir; + result = mBarAnalyser + .HasFairValueGap( + bar, + prevBar, + nextBar, + dir, + sameBars // + ); + result = + result && + dir == X_DIRECTION_BEARISH; + if (!result) + { + return result; + } + + // + if (result) + { + // + XCFVG *fvg; + fvg = new XCFVG(); + result = fvg.Init( + prevBar, + nextBar, + dir // + ); + + // + if (result) + { + // + datetime cTime = TimeCurrent(); + fvg.To(cTime); + + // + Add( + fvg, + mBearishFairValueGaps // + ); + } + } + + // + return result; + } + + // + protected: + // + + // + // Actions ... + + /** + * Lock ... + */ + void Lock() + { + mLock = true; + } + + /** + * Unlock ... + */ + void Unlock() + { + mLock = false; + } + + /** + * Detect Required POI(s) ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + */ + void DetectRequiredPOIs(int barIndex = 0) + { + // + // Validate Reuired POI(s) ... + int requiredPOIs = MaxNumberOfRequiredPOIs(); + if (requiredPOIs <= 0) + { + return; + } + + // + // Locking Detector ... + Lock(); + + // + // Normalize Bar Index ... + if (barIndex < 0) + { + barIndex = 0; + } + + // + int swingLowsCount = 0; + int swingHighsCount = 0; + + // + int bullishMomentumBarsCount = 0; + int bearishMomentumBarsCount = 0; + + // + int bullishRejectionBarsCount = 0; + int bearishRejectionBarsCount = 0; + + // + int supportZonesCount = 0; + int resistanceZonesCount = 0; + + // + int supplyZonesCount = 0; + int demandZonesCount = 0; + + // + int bullishOrderBlocksCount = 0; + int bearishOrderBlocksCount = 0; + + // + int bullishFairValueGapsCount = 0; + int bearishFairValueGapsCount = 0; + + // + bool canContinue = true; + + // + while (canContinue) + { + // + // Swings ... + int iSwingRange = SwingRange(); + if (iSwingRange > 0) + { + // + // Swing Highs ... + swingHighsCount = DetectRequiredSwingHighs(barIndex); + if (swingHighsCount == requiredPOIs) + { + ArrayReverse(mSwingHighs); + } + + // + // Swing Lows ... + swingLowsCount = DetectRequiredSwingLows(barIndex); + if (swingLowsCount == requiredPOIs) + { + ArrayReverse(mSwingLows); + } + } + + // + bool canLookupMomentumBars = + MomentumBarExtendRange() >= 0 && + MomentumBarBodyPercent() > 0; + if (canLookupMomentumBars) + { + // + // + // Bullish Momentum Bars ... + bullishMomentumBarsCount = DetectRequiredBullishMomentumBars(barIndex); + if (bullishMomentumBarsCount == requiredPOIs) + { + ArrayReverse(mBullishMomentumBars); + } + + // + // Bearish Momentum Bars ... + bearishMomentumBarsCount = DetectRequiredBearishMomentumBars(barIndex); + if (bearishMomentumBarsCount == requiredPOIs) + { + ArrayReverse(mBearishMomentumBars); + } + } + + // + bool canLookupRejectionBars = + RejectionBarExtendRange() >= 0 && + RejectionBarShadowPercent() > 0; + if (canLookupRejectionBars) + { + // + // + // Bullish Rejection Bars ... + bullishRejectionBarsCount = DetectRequiredBullishRejectionBars(barIndex); + if (bullishRejectionBarsCount == requiredPOIs) + { + ArrayReverse(mBullishRejectionBars); + } + + // + // Bearish Rejection Bars ... + bearishRejectionBarsCount = DetectRequiredBearishRejectionBars(barIndex); + if (bearishRejectionBarsCount == requiredPOIs) + { + ArrayReverse(mBearishRejectionBars); + } + } + + // + // Support and Resistance Zones ... + int supResRange = SupportAndResistanceRange(); + if (supResRange > 0) + { + // + // Support Zone(s) ... + supportZonesCount = DetectRequiredSupportZones(barIndex); + if (supportZonesCount == requiredPOIs) + { + ArrayReverse(mSupportZones); + } + + // + // Resistance Zone(s) ... + resistanceZonesCount = DetectRequiredResistanceZones(barIndex); + if (resistanceZonesCount == requiredPOIs) + { + ArrayReverse(mResistanceZones); + } + } + + // + // Supply and Demand Zones ... + int supDemRange = SupplyAndDemandRange(); + if (supDemRange > 0) + { + // + supplyZonesCount = DetectRequiredSupplyZones(barIndex); + if (supplyZonesCount == requiredPOIs) + { + ArrayReverse(mSupplyZones); + } + + // + demandZonesCount = DetectRequiredDemandZones(barIndex); + if (demandZonesCount == requiredPOIs) + { + ArrayReverse(mDemandZones); + } + } + + // + // Oder Blocks ... + int obSameBars = OrderBlocksSameBars(); + if (obSameBars > 0) + { + // + // Bullish Order Blocks ... + bullishOrderBlocksCount = DetectRequiredBullishOrderBlocks(barIndex); + if (bullishOrderBlocksCount == requiredPOIs) + { + ArrayReverse(mBullishOrderBlocks); + } + + // + // Bearish Order Blocks ... + bearishOrderBlocksCount = DetectRequiredBearishOrderBlocks(barIndex); + if (bearishOrderBlocksCount == requiredPOIs) + { + ArrayReverse(mBearishOrderBlocks); + } + } + + // + // Fair Value Gaps ... + int fvgSameBars = FairValueGapsSameBars(); + if (fvgSameBars > 0) + { + // + // Bullish Fair Value Gaps ... + bullishFairValueGapsCount = DetectRequiredBullishFairValueGaps(barIndex); + if (bullishFairValueGapsCount == requiredPOIs) + { + ArrayReverse(mBullishFairValueGaps); + } + + // + // Bearish Fair Value Gaps ... + bearishFairValueGapsCount = DetectRequiredBearishFairValueGaps(barIndex); + if (bearishFairValueGapsCount == requiredPOIs) + { + ArrayReverse(mBearishFairValueGaps); + } + } + + // + // Swings ... + bool canContinueSwingHighs = + iSwingRange > 0 + ? swingHighsCount < requiredPOIs + : false; + bool canContinueSwingLows = + iSwingRange > 0 + ? swingLowsCount < requiredPOIs + : false; + + // + // Support and Resistance Zones ... + bool canContinueSupportZones = + supResRange > 0 + ? supportZonesCount < requiredPOIs + : false; + bool canContinueResistanceZones = + supResRange > 0 + ? resistanceZonesCount < requiredPOIs + : false; + + // + // Supply and Demand Zones ... + bool canContinueSupplyZones = + supDemRange > 0 + ? supplyZonesCount < requiredPOIs + : false; + bool canContinueDemandZones = + supDemRange > 0 + ? demandZonesCount < requiredPOIs + : false; + + // + // Order Blocks ... + bool canContinueBullishOrderBlocks = + obSameBars > 0 + ? bullishOrderBlocksCount < requiredPOIs + : false; + bool canContinueBearishOrderBlocks = + obSameBars > 0 + ? bearishOrderBlocksCount < requiredPOIs + : false; + + // + // Fair Value Gaps ... + bool canContinueBullishFairValueGaps = + fvgSameBars > 0 + ? bullishFairValueGapsCount < requiredPOIs + : false; + bool canContinueBearishFairValueGaps = + fvgSameBars > 0 + ? bearishFairValueGapsCount < requiredPOIs + : false; + + // + // Rejection Bars ... + bool canContinueBullishRejectionBars = + canLookupRejectionBars + ? bullishRejectionBarsCount < requiredPOIs + : false; + bool canContinueBearishRejectionBars = + canLookupRejectionBars + ? bearishRejectionBarsCount < requiredPOIs + : false; + + // + // Momentum Bars ... + bool canContinueBullishMomentumBars = + canLookupMomentumBars + ? bullishMomentumBarsCount < requiredPOIs + : false; + bool canContinueBearishMomentumBars = + canLookupMomentumBars + ? bearishMomentumBarsCount < requiredPOIs + : false; + + // + canContinue = + // + // Swings ... + canContinueSwingHighs || + canContinueSwingLows || + // + // Support and Resistance Zones ... + canContinueSupportZones || + canContinueResistanceZones || + // + // Supply and Demand Zones ... + canContinueSupplyZones || + canContinueDemandZones || + // + // Order Blocks ... + canContinueBullishOrderBlocks || + canContinueBearishOrderBlocks || + // + // Fair Value Gaps ... + canContinueBullishFairValueGaps || + canContinueBearishFairValueGaps || + // + // Rejection Bars ... + canContinueBullishRejectionBars || + canContinueBearishRejectionBars || + // + // Momentum Bars ... + canContinueBullishMomentumBars || + canContinueBearishMomentumBars + // + ; + if (canContinue) + { + barIndex++; + } + } + + // + // Unlocking Detector ... + Unlock(); + } + + /** + * Validate Founded POI(s) ... + * + * @param bar: XOHCL instance ... + */ + void ValidatePOIs(XOHCL &bar) + { + } + + /** + * Cleanup Unused Objects ... + */ + void CleanupUnusedPOIs() + { + // + int maxAllowed = MaxNumberOfPOIs(); + if (!IsValidSize(maxAllowed)) + { + return; + } + + // + int swingHighsCount = ArraySize(mSwingHighs); + int swingLowsCount = ArraySize(mSwingLows); + // int tradingDaysCount = ArraySize(mTradingDays); + // int marketSessionsCount = ArraySize(mMarketSessions); + // int momentumBarsCount = ArraySize(mMomentumBars); + // int rejectionBarsCount = ArraySize(mRejectionBars); + // int supportZonesCount = ArraySize(mSupportZones); + // int resistanceZonesCount = ArraySize(mResistanceZones); + // int supplyZonesCount = ArraySize(mSupplyZones); + // int demandZonesCount = ArraySize(mDemandZones); + // int bullishOBsCount = ArraySize(mBullishOrderBlocks); + // int bearishOBsCount = ArraySize(mBearishOrderBlocks); + // int bullishFVGsCount = ArraySize(mBullishFVGs); + // int bearishFVGsCount = ArraySize(mBearishFVGs); + + // + int from = 0; + int requiredPOIs = MaxNumberOfRequiredPOIs(); + int count = maxAllowed - requiredPOIs; + int to = count - 1; + + // + // Swings ... + + // // + // // Swing Highs ... + // if (swingHighsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mSwingHighs, + // from, + // count // + // ); + // } + + // // + // // Swing Lows ... + // if (swingLowsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mSwingLows, + // from, + // count // + // ); + // } + + // // + // // Trading Days ... + // if (tradingDaysCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mTradingDays, + // from, + // count // + // ); + + // // + // mTradingDayObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Market Sessions ... + // if (marketSessionsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mMarketSessions, + // from, + // count // + // ); + + // // + // mMarketSessionObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Momentum Bars ... + // if (momentumBarsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mMomentumBars, + // from, + // count // + // ); + + // // + // mMomentumBarObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Rejection Bars ... + // if (rejectionBarsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mRejectionBars, + // from, + // count // + // ); + + // // + // mRejectionBarObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Support and Resistance Zones ... + + // // + // // Support Zones ... + // if (supportZonesCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mSupportZones, + // from, + // count // + // ); + + // // + // mSupportZoneObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Resistance Zones ... + // if (resistanceZonesCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mResistanceZones, + // from, + // count // + // ); + + // // + // mResistanceZoneObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Supply and Demand Zones ... + + // // + // // Supply Zones ... + // if (supplyZonesCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mSupplyZones, + // from, + // count // + // ); + + // // + // mSupplyZoneObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Demand Zones ... + // if (demandZonesCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mDemandZones, + // from, + // count // + // ); + + // // + // mDemandZoneObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Order Blocks ... + + // // + // // Bullish Order Blocks ... + // if (bullishOBsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mBullishOrderBlocks, + // from, + // count // + // ); + + // // + // mBullishOrderBlockObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Bearish Order Blocks ... + // if (bearishOBsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mBearishOrderBlocks, + // from, + // count // + // ); + + // // + // mBearishOrderBlockObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Fair Vakue Gaps ... + + // // + // // Bullish FVGs ... + // if (bullishFVGsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mBullishFVGs, + // from, + // count // + // ); + + // // + // mBullishFVGObjects.DeleteRange( + // from, + // to // + // ); + // } + + // // + // // Bearish FVGs ... + // if (bearishFVGsCount >= maxAllowed) + // { + // // + // ArrayRemove( + // mBearishFVGs, + // from, + // count // + // ); + + // // + // mBearishFVGObjects.DeleteRange( + // from, + // to // + // ); + // } + + // + } + + /** + * Notify Event Listeners ... + * + * @param event: ENUM_XPOI_EVENTS member, Specified Occured Event ... + * @param param: XCBasePOI implementation, Specified Event Object ... + */ + void NotifyEventListeners( + ENUM_XPOI_EVENTS event, + XCBasePOI *param // + ) + { + // + int count = ArraySize(mEventListeners); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + mEventListeners[i]( + event, + param // + ); + } + } + + 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); + } + } + + // + private: + // + + // + // Props ... + + // + bool mLock; // Lock State ... + string mSymbol; // Market Symbol ... + ENUM_TIMEFRAMES mPeriod; // Market Period ... + int mMaxNumberOfPOIs; // Max Allowed Number of POI(s) which Can Holds ... + int mMaxNumberOfRequiredPOIs; // Max Allowed Number of POI(s) which Must Find at Initializion Time ... + + // + CArrayObj mDrawnObjects; // Drawn Objects ... + XBarTracker mBarTracker; // Market Bar Tracker ... + XCBarAnalyser mBarAnalyser; // Bar Analyser ... + + // + TOnPOIEvent mEventListeners[]; // Event Listeners ... + + // + // POI Props ... + + // + // XDay ... + + // + // XSession ... + + // + // XSwing ... + int mSwingRange; // Swing Verification Range Length ... + + // + // Swing High ... + + // + XCSwing *mSwingHighs[]; // Holds Founded Swing Highs ... + + /** + * Detect Required Swing Highs ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredSwingHighs(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mSwingHighs); + if (count >= required) + { + // + result = count; + return result; + } + + // + int range = SwingRange(); + if (range < 0 || barIndex < range) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectSwingHigh(bar); + + // + result = ArraySize(mSwingHighs); + + // + return result; + } + + // + // Swing Low ... + + // + XCSwing *mSwingLows[]; // Holds Founded Swing Lows ... + + /** + * Detect Required Swing Lows ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredSwingLows(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mSwingLows); + if (count >= required) + { + // + result = count; + return result; + } + + // + int range = SwingRange(); + if (range < 0 || barIndex < range) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectSwingLow(bar); + + // + result = ArraySize(mSwingLows); + + // + return result; + } + + // + // Momentum Bars ... + int mMomentumBarExtendRange; // Momentum Bars must Extends Range ... + double mMomentumBarBodyPercent; // Momentum Bars Body Percent ... + + // + // Bullish ... + XCMomentumBar *mBullishMomentumBars[]; // Holds Founded Bullish Momentum Bars ... + + /** + * Detect Required Bullish Momentum Bars ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBullishMomentumBars(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBullishMomentumBars); + if (count >= required) + { + // + result = count; + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBullishMomentumBar(bar); + + // + result = ArraySize(mBullishMomentumBars); + + // + return result; + } + + // + // Bearish ... + XCMomentumBar *mBearishMomentumBars[]; // Holds Founded Bearish Momentum Bars ... + + /** + * Detect Required Bearish Momentum Bars ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBearishMomentumBars(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBearishMomentumBars); + if (count >= required) + { + // + result = count; + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBearishMomentumBar(bar); + + // + result = ArraySize(mBearishMomentumBars); + + // + return result; + } + + // + // Rejection Bars ... + int mRejectionBarExtendRange; // Rejection Bars must Extends Range ... + double mRejectionBarShadowPercent; // Rejection Bars Shadow Percent ... + + // + // Bullish ... + XCRejectionBar *mBullishRejectionBars[]; // Holds Founded Bullish Rejection Bars ... + + /** + * Detect Required Bullish Rejection Bars ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBullishRejectionBars(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBullishRejectionBars); + if (count >= required) + { + // + result = count; + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBullishRejectionBar(bar); + + // + result = ArraySize(mBullishRejectionBars); + + // + return result; + } + + // + // Bearish ... + XCRejectionBar *mBearishRejectionBars[]; // Holds Founded Bearish Rejection Bars ... + + /** + * Detect Required Bearish Rejection Bars ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBearishRejectionBars(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBearishRejectionBars); + if (count >= required) + { + // + result = count; + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBearishRejectionBar(bar); + + // + result = ArraySize(mBearishRejectionBars); + + // + return result; + } + + // + // Support and Resistance Zone ... + int mSupportAndResistanceRange; // Support and Resistance Range for Verification ... + + // + // Support Zone(s) ... + XCSupportZone *mSupportZones[]; // Holds Founded Support Zones ... + + /** + * Detect Required Support Zones ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredSupportZones(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mSupportZones); + if (count >= required) + { + // + result = count; + return result; + } + + // + int range = SupportAndResistanceRange(); + if (range < 0 || barIndex < range) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectSupportZone(bar); + + // + result = ArraySize(mSupportZones); + + // + return result; + } + + // + // Resistance Zone(s) ... + XCResistanceZone *mResistanceZones[]; // Holds Founded Resistance Zones ... + + /** + * Detect Required Resistance Zones ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredResistanceZones(int barIndex = 0) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mResistanceZones); + if (count >= required) + { + // + result = count; + return result; + } + + // + int range = SupportAndResistanceRange(); + if (range < 0 || barIndex < range) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectResistanceZone(bar); + + // + result = ArraySize(mResistanceZones); + + // + return result; + } + + // + // Supply and Demand Zones ... + int mSupplyAndDemandRange; // Supply and Demand Range Verifications ... + + // + // Supply Zone(s) ... + XCSupplyZone *mSupplyZones[]; // Holds Founded Supply Zones ... + + /** + * Detect Required Supply Zones ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredSupplyZones(int barIndex) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mSupplyZones); + if (count >= required) + { + // + result = count; + return result; + } + + // + int range = SupplyAndDemandRange(); + if (range < 0) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectSupplyZone(bar); + + // + result = ArraySize(mSupplyZones); + + // + return result; + } + + // + // Demand Zone(s) ... + XCDemandZone *mDemandZones[]; // Holds Founded Demand Zones ... + + /** + * Detect Required Demand Zones ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredDemandZones(int barIndex) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mDemandZones); + if (count >= required) + { + // + result = count; + return result; + } + + // + int range = SupplyAndDemandRange(); + if (range < 0) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectDemandZone(bar); + + // + result = ArraySize(mDemandZones); + + // + return result; + } + + // + // Order Blocks ... + int mOrderBlocksSameBars; // Order Blocks Detection Bars ... + + // + // Bullish OB ... + XCOrderBlock *mBullishOrderBlocks[]; // Holds Founded Bullish Order Blocks ... + + /** + * Detect Required Bullish Order Blocks ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBullishOrderBlocks(int barIndex) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBullishOrderBlocks); + if (count >= required) + { + // + result = count; + return result; + } + + // + int sameBars = OrderBlocksSameBars(); + if (sameBars < 0) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBullishOrderBlock(bar); + + // + result = ArraySize(mBullishOrderBlocks); + + // + return result; + } + + // + // Bearish OB ... + XCOrderBlock *mBearishOrderBlocks[]; // Holds Founded Bearish Order Blocks ... + + /** + * Detect Required Bearish Order Blocks ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBearishOrderBlocks(int barIndex) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBearishOrderBlocks); + if (count >= required) + { + // + result = count; + return result; + } + + // + int sameBars = OrderBlocksSameBars(); + if (sameBars < 0) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBearishOrderBlock(bar); + + // + result = ArraySize(mBearishOrderBlocks); + + // + return result; + } + + // + // Fair Value Gaps ... + int mFairValueGapsSameBars; // Fair Value Gaps Detection Same Bars ... + + // + // Bullish FVG ... + XCFVG *mBullishFairValueGaps[]; // Holds Founded Bullish Fair Value Gaps ... + + /** + * Detect Required Bullish Fair Value Gaps ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBullishFairValueGaps(int barIndex) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBullishFairValueGaps); + if (count >= required) + { + // + result = count; + return result; + } + + // + int sameBars = FairValueGapsSameBars(); + if (sameBars < 0) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBullishFairValueGap(bar); + + // + result = ArraySize(mBullishFairValueGaps); + + // + return result; + } + + // + // Bearish FVG ... + XCFVG *mBearishFairValueGaps[]; // Holds Founded Bearish Fair Value Gaps ... + + /** + * Detect Required Bearish Fair Value Gaps ... + * + * @param barIndex: Integer Start bar index ... + * 0 is Default ... + * + * @return ( int ) + */ + int DetectRequiredBearishFairValueGaps(int barIndex) + { + // + int result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int required = MaxNumberOfRequiredPOIs(); + if (required <= 0) + { + return result; + } + + // + int count = ArraySize(mBearishFairValueGaps); + if (count >= required) + { + // + result = count; + return result; + } + + // + int sameBars = FairValueGapsSameBars(); + if (sameBars < 0) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + barIndex // + ); + if (!isInited) + { + return result; + } + + // + DetectBearishFairValueGap(bar); + + // + result = ArraySize(mBearishFairValueGaps); + + // + return result; + } + + // + // Ticks Range Zones ... + int mTicksRangeZoneLevel; // Ticks Range Levels ... + int mTicksRangeZoneRange; // Ticks Range Zone Loopback Period ... + + // + XCTicksZone *mTicksZone; // Ticks Zone ... + // XCTicksZoneObject *mTicksZoneObject; // Ticks Zone Object ... + + /** + * Detect Ticks Zone Range ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool DetectTicksZoneRange(XOHCL &bar) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + int ticksLevels = TicksRangeZoneLevel(); + int ticksRange = TicksRangeZoneRange(); + result = ticksLevels > 0 && + ticksRange > 0; + if (!result) + { + return result; + } + + // + int startBarIndex = bar.Index() + ticksRange; + XOHCL startBar; + result = startBar.Init( + bar.symbol, + bar.period, + startBarIndex // + ); + if (!result) + { + return 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Description: Provides Point of Interests +// Drawing Tools ... +// +// 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.base.class.mq5" +#include "../Classes/x-saherelm.x-cobject.class.mq5" +#include "../Libraries/x-saherelm.x-poi.extensions.lib.mq5" + +// +// Definitions ... +class XCPOIDrawer : public XCBase +{ + // + public: + // + + // + // Constructor ... + void XCPOIDrawer() + { + // + Default(); + } + + // + // Deconstructor ... + void ~XCPOIDrawer() + { + // + Clean(mTicksZoneSpecs); + } + + // + // Setter Getter (s) ... + + /** + * Get Prefix ... + * + * @return ( string ) + */ + string Prefix() + { + return mPrefix; + } + + /** + * Set Prifx ... + * + * @param value: String ... + */ + void Prefix(string value) + { + mPrefix = value; + } + + /** + * Get Chart ID ... + * + * @return ( long ) + */ + long ChartIdentification() + { + return mChartIdentification; + } + + /** + * Set Chart ID ... + * + * @param value: Long ... + */ + void ChartIdentification(long value) + { + // + if (value < 0) + { + value = 0; + } + + // + mChartIdentification = value; + } + + /** + * Get SubWindow Id ... + * + * @return ( int ) + */ + int SubWindowIdentification() + { + return mSubWindowIdentification; + } + + /** + * Set SubWindow Id ... + * + * @param value: Integer ... + */ + void SubWindowIdentification(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mSubWindowIdentification = value; + } + + // + // XOHCL ... + + /** + * Get Bar Width ... + * + * @return ( int ) + */ + int BarWidth() + { + return mBarWidth; + } + + /** + * Set Bar Width ... + * + * @param value: Integer ... + */ + void BarWidth(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mBarWidth = value; + } + + /** + * Get Bar Bullish Color ... + * + * @return ( color ) + */ + color BarBullishColor() + { + return mBarBullishColor; + } + + /** + * Set Bar Bullish Color ... + * + * @param value: Color ... + */ + void BarBullishColor(color value) + { + mBarBullishColor = value; + } + + /** + * Get Bar Bearish Color ... + * + * @return ( color ) + */ + color BarBearishColor() + { + return mBarBearishColor; + } + + /** + * Set Bar Bearish Color ... + * + * @param value: Color ... + */ + void BarBearishColor(color value) + { + mBarBearishColor = value; + } + + /** + * Get Fill Bar High Shadow State ... + * + * @return ( bool ) + */ + bool BarFillHighShadow() + { + return mBarFillHighShadow; + } + + /** + * Set Fill Bar High Shadow State ... + * + * @param value: Boolean ... + */ + void BarFillHighShadow(bool value) + { + mBarFillHighShadow = value; + } + + /** + * Get Bar High Shadow Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE BarHighShadowStyle() + { + return mBarHighShadowStyle; + } + + /** + * Set Bar High Shadow Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BarHighShadowStyle(ENUM_LINE_STYLE value) + { + mBarHighShadowStyle = value; + } + + /** + * Get Fill Bar Body State ... + * + * @return ( bool ) + */ + bool BarFillBody() + { + return mBarFillBody; + } + + /** + * Set Fill Bar Body State ... + * + * @param value: Boolean ... + */ + void BarFillBody(bool value) + { + mBarFillBody = value; + } + + /** + * Get Bar Body Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE BarBodyStyle() + { + return mBarBodyStyle; + } + + /** + * Set Bar Body Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BarBodyStyle(ENUM_LINE_STYLE value) + { + mBarBodyStyle = value; + } + + /** + * Get Fill Bar Low Show State ... + * + * @return ( bool ) + */ + bool BarFillLowShadow() + { + return mBarFillLowShadow; + } + + /** + * Set Fill Bar Low Show State ... + * + * @param value: Boolean ... + */ + void BarFillLowShadow(bool value) + { + mBarFillLowShadow = value; + } + + /** + * Get Bar Low Shadow Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE BarLowShadowStyle() + { + return mBarLowShadowStyle; + } + + /** + * Set Bar Low Shadow Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BarLowShadowStyle(ENUM_LINE_STYLE value) + { + mBarLowShadowStyle = value; + } + + // + // Swing Low ... + + /** + * Get Swing Low Width ... + * + * @return ( int ) + */ + int SwingLowWidth() + { + return mSwingLowWidth; + } + + /** + * Set Swing Low Width ... + * + * @param value: Integer ... + */ + void SwingLowWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mSwingLowWidth = value; + } + + /** + * Get Swing Low Arrow Code ... + * + * @return ( int ) + */ + int SwingLowArrow() + { + return mSwingLowArrow; + } + + /** + * Set Swing Low Arrow Code ... + * + * @param value: Integer ... + */ + void SwingLowArrow(int value) + { + // + mSwingLowArrow = value; + } + + /** + * Get Swing Low Color ... + * + * @return ( color ) + */ + color SwingLowColor() + { + return mSwingLowColor; + } + + /** + * Set Swing Low Color ... + * + * @param value: Color ... + */ + void SwingLowColor(color value) + { + mSwingLowColor = value; + } + + // + // Swing High ... + + /** + * Get Swing High Width ... + * + * @return ( int ) + */ + int SwingHighWidth() + { + return mSwingHighWidth; + } + + /** + * Set Swing High Width ... + * + * @param value: Integer ... + */ + void SwingHighWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mSwingHighWidth = value; + } + + /** + * Get Swing High Arrow Code ... + * + * @return ( int ) + */ + int SwingHighArrow() + { + return mSwingHighArrow; + } + + /** + * Set Swing High Arrow Code ... + * + * @param value: Integer ... + */ + void SwingHighArrow(int value) + { + // + mSwingHighArrow = value; + } + + /** + * Get Swing High Color ... + * + * @return ( color ) + */ + color SwingHighColor() + { + return mSwingHighColor; + } + + /** + * Set Swing High Color ... + * + * @param value: Color ... + */ + void SwingHighColor(color value) + { + mSwingHighColor = value; + } + + // + // Bullish Momentum Bar ... + + /** + * Get Bullish Momentum Bar Width ... + * + * @return ( int ) + */ + int BullishMomentumBarWidth() + { + return mBullishMomentumBarWidth; + } + + /** + * Set Bullish Momentum Bar Width ... + * + * @param value: Integer ... + */ + void BullishMomentumBarWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBullishMomentumBarWidth = value; + } + + /** + * Get Bullish Momentum Bar Arrow Code ... + * + * @return ( int ) + */ + int BullishMomentumBarArrow() + { + return mBullishMomentumBarArrow; + } + + /** + * Set Bullish Momentum Bar Arrow Code ... + * + * @param value: Integer ... + */ + void BullishMomentumBarArrow(int value) + { + // + mBullishMomentumBarArrow = value; + } + + /** + * Get Bullish Momentum Bar Color ... + * + * @return ( color ) + */ + color BullishMomentumBarColor() + { + return mBullishMomentumBarColor; + } + + /** + * Set Bullish Momentum Bar Color ... + * + * @param value: Color ... + */ + void BullishMomentumBarColor(color value) + { + mBullishMomentumBarColor = value; + } + + // + // Bearish Momentum Bar ... + + /** + * Get Bearish Momentum Bar Width ... + * + * @return ( int ) + */ + int BearishMomentumBarWidth() + { + return mBearishMomentumBarWidth; + } + + /** + * Set Bearish Momentum Bar Width ... + * + * @param value: Integer ... + */ + void BearishMomentumBarWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBearishMomentumBarWidth = value; + } + + /** + * Get Bearish Momentum Bar Arrow Code ... + * + * @return ( int ) + */ + int BearishMomentumBarArrow() + { + return mBearishMomentumBarArrow; + } + + /** + * Set Bearish Momentum Bar Arrow Code ... + * + * @param value: Integer ... + */ + void BearishMomentumBarArrow(int value) + { + // + mBearishMomentumBarArrow = value; + } + + /** + * Get Bearish Momentum Bar Color ... + * + * @return ( color ) + */ + color BearishMomentumBarColor() + { + return mBearishMomentumBarColor; + } + + /** + * Set Bearish Momentum Bar Color ... + * + * @param value: Color ... + */ + void BearishMomentumBarColor(color value) + { + mBearishMomentumBarColor = value; + } + + // + // Bullish Rejection Bar ... + + /** + * Get Bullish Rejection Bar Width ... + * + * @return ( int ) + */ + int BullishRejectionBarWidth() + { + return mBullishRejectionBarWidth; + } + + /** + * Set Bullish Rejection Bar Width ... + * + * @param value: Integer ... + */ + void BullishRejectionBarWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBullishRejectionBarWidth = value; + } + + /** + * Get Bullish Rejection Bar Arrow Code ... + * + * @return ( int ) + */ + int BullishRejectionBarArrow() + { + return mBullishRejectionBarArrow; + } + + /** + * Set Bullish Rejection Bar Arrow Code ... + * + * @param value: Integer ... + */ + void BullishRejectionBarArrow(int value) + { + // + mBullishRejectionBarArrow = value; + } + + /** + * Get Bullish Rejection Bar Color ... + * + * @return ( color ) + */ + color BullishRejectionBarColor() + { + return mBullishRejectionBarColor; + } + + /** + * Set Bullish Rejection Bar Color ... + * + * @param value: Color ... + */ + void BullishRejectionBarColor(color value) + { + mBullishRejectionBarColor = value; + } + + // + // Bearish Rejection Bar ... + + /** + * Get Bearish Rejection Bar Width ... + * + * @return ( int ) + */ + int BearishRejectionBarWidth() + { + return mBearishRejectionBarWidth; + } + + /** + * Set Bearish Rejection Bar Width ... + * + * @param value: Integer ... + */ + void BearishRejectionBarWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBearishRejectionBarWidth = value; + } + + /** + * Get Bearish Rejection Bar Arrow Code ... + * + * @return ( int ) + */ + int BearishRejectionBarArrow() + { + return mBearishRejectionBarArrow; + } + + /** + * Set Bearish Rejection Bar Arrow Code ... + * + * @param value: Integer ... + */ + void BearishRejectionBarArrow(int value) + { + // + mBearishRejectionBarArrow = value; + } + + /** + * Get Bearish Rejection Bar Color ... + * + * @return ( color ) + */ + color BearishRejectionBarColor() + { + return mBearishRejectionBarColor; + } + + /** + * Set Bearish Rejection Bar Color ... + * + * @param value: Color ... + */ + void BearishRejectionBarColor(color value) + { + mBearishRejectionBarColor = value; + } + + // + // Supply Zone ... + + /** + * Get Fill Supply Zone ... + * + * @return ( bool ) + */ + bool SupplyZoneFill() + { + return mSupplyZoneFill; + } + + /** + * Set Fill Supply Zone ... + * + * @param value: Boolean ... + */ + void SupplyZoneFill(bool value) + { + mSupplyZoneFill = value; + } + + /** + * Get Supply Zone Width ... + * + * @return ( int ) + */ + int SupplyZoneWidth() + { + return mSupplyZoneWidth; + } + + /** + * Set Supply Zone Width ... + * + * @param value: Integer ... + */ + void SupplyZoneWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mSupplyZoneWidth = value; + } + + /** + * Get Supply Zone Color ... + * + * @return ( color ) + */ + color SupplyZoneColor() + { + return mSupplyZoneColor; + } + + /** + * Set Supply Zone Color ... + * + * @param value: Color ... + */ + void SupplyZoneColor(color value) + { + mSupplyZoneColor = value; + } + + /** + * Get Supply Zone Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE SupplyZoneStyle() + { + return mSupplyZoneStyle; + } + + /** + * Set Supply Zone Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void SupplyZoneStyle(ENUM_LINE_STYLE value) + { + mSupplyZoneStyle = value; + } + + // + // Demand Zone ... + + /** + * Get Fill Demand Zone ... + * + * @return ( bool ) + */ + bool DemandZoneFill() + { + return mDemandZoneFill; + } + + /** + * Set Fill Demand Zone ... + * + * @param value: Boolean ... + */ + void DemandZoneFill(bool value) + { + mDemandZoneFill = value; + } + + /** + * Get Demand Zone Width ... + * + * @return ( int ) + */ + int DemandZoneWidth() + { + return mDemandZoneWidth; + } + + /** + * Set Demand Zone Width ... + * + * @param value: Integer ... + */ + void DemandZoneWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mDemandZoneWidth = value; + } + + /** + * Get Demand Zone Color ... + * + * @return ( color ) + */ + color DemandZoneColor() + { + return mDemandZoneColor; + } + + /** + * Set Demand Zone Color ... + * + * @param value: Color ... + */ + void DemandZoneColor(color value) + { + mDemandZoneColor = value; + } + + /** + * Get Demand Zone Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE DemandZoneStyle() + { + return mDemandZoneStyle; + } + + /** + * Set Demand Zone Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void DemandZoneStyle(ENUM_LINE_STYLE value) + { + mDemandZoneStyle = value; + } + + // + // Resistance Zone ... + + /** + * Get Fill Resistance Zone ... + * + * @return ( bool ) + */ + bool ResistanceZoneFill() + { + return mResistanceZoneFill; + } + + /** + * Set Fill Resistance Zone ... + * + * @param value: Boolean ... + */ + void ResistanceZoneFill(bool value) + { + mResistanceZoneFill = value; + } + + /** + * Get Resistance Zone Width ... + * + * @return ( int ) + */ + int ResistanceZoneWidth() + { + return mResistanceZoneWidth; + } + + /** + * Set Resistance Zone Width ... + * + * @param value: Integer ... + */ + void ResistanceZoneWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mResistanceZoneWidth = value; + } + + /** + * Get Resistance Zone Color ... + * + * @return ( color ) + */ + color ResistanceZoneColor() + { + return mResistanceZoneColor; + } + + /** + * Set Resistance Zone Color ... + * + * @param value: Color ... + */ + void ResistanceZoneColor(color value) + { + mResistanceZoneColor = value; + } + + /** + * Get Resistance Zone Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE ResistanceZoneStyle() + { + return mResistanceZoneStyle; + } + + /** + * Set Resistance Zone Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void ResistanceZoneStyle(ENUM_LINE_STYLE value) + { + mResistanceZoneStyle = value; + } + + // + // Support Zone ... + + /** + * Get Fill Support Zone ... + * + * @return ( bool ) + */ + bool SupportZoneFill() + { + return mSupportZoneFill; + } + + /** + * Set Fill Support Zone ... + * + * @param value: Boolean ... + */ + void SupportZoneFill(bool value) + { + mSupportZoneFill = value; + } + + /** + * Get Support Zone Width ... + * + * @return ( int ) + */ + int SupportZoneWidth() + { + return mSupportZoneWidth; + } + + /** + * Set Support Zone Width ... + * + * @param value: Integer ... + */ + void SupportZoneWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mSupportZoneWidth = value; + } + + /** + * Get Support Zone Color ... + * + * @return ( color ) + */ + color SupportZoneColor() + { + return mSupportZoneColor; + } + + /** + * Set Support Zone Color ... + * + * @param value: Color ... + */ + void SupportZoneColor(color value) + { + mSupportZoneColor = value; + } + + /** + * Get Support Zone Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE SupportZoneStyle() + { + return mSupportZoneStyle; + } + + /** + * Set Support Zone Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void SupportZoneStyle(ENUM_LINE_STYLE value) + { + mSupportZoneStyle = value; + } + + // + // Bullish Order Block ... + + /** + * Get Fill Bullish Order Block ... + * + * @return ( bool ) + */ + bool BullishOrderBlockFill() + { + return mBullishOrderBlockFill; + } + + /** + * Set Fill Bullish Order Block ... + * + * @param value: Boolean ... + */ + void BullishOrderBlockFill(bool value) + { + mBullishOrderBlockFill = value; + } + + /** + * Get Bullish Order Block Width ... + * + * @return ( int ) + */ + int BullishOrderBlockWidth() + { + return mBullishOrderBlockWidth; + } + + /** + * Set Bullish Order Block Width ... + * + * @param value: Integer ... + */ + void BullishOrderBlockWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBullishOrderBlockWidth = value; + } + + /** + * Get Bullish Order Block Color ... + * + * @return ( color ) + */ + color BullishOrderBlockColor() + { + return mBullishOrderBlockColor; + } + + /** + * Set Bullish Order Block Color ... + * + * @param value: Color ... + */ + void BullishOrderBlockColor(color value) + { + mBullishOrderBlockColor = value; + } + + /** + * Get Bullish Order Block Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE BullishOrderBlockStyle() + { + return mBullishOrderBlockStyle; + } + + /** + * Set Bullish Order Block Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BullishOrderBlockStyle(ENUM_LINE_STYLE value) + { + mBullishOrderBlockStyle = value; + } + + // + // Bearish Order Block ... + + /** + * Get Fill Bearish Order Block ... + * + * @return ( bool ) + */ + bool BearishOrderBlockFill() + { + return mBearishOrderBlockFill; + } + + /** + * Set Fill Bearish Order Block ... + * + * @param value: Boolean ... + */ + void BearishOrderBlockFill(bool value) + { + mBearishOrderBlockFill = value; + } + + /** + * Get Bearish Order Block Width ... + * + * @return ( int ) + */ + int BearishOrderBlockWidth() + { + return mBearishOrderBlockWidth; + } + + /** + * Set Bearish Order Block Width ... + * + * @param value: Integer ... + */ + void BearishOrderBlockWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBearishOrderBlockWidth = value; + } + + /** + * Get Bearish Order Block Color ... + * + * @return ( color ) + */ + color BearishOrderBlockColor() + { + return mBearishOrderBlockColor; + } + + /** + * Set Bearish Order Block Color ... + * + * @param value: Color ... + */ + void BearishOrderBlockColor(color value) + { + mBearishOrderBlockColor = value; + } + + /** + * Get Bearish Order Block Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE BearishOrderBlockStyle() + { + return mBearishOrderBlockStyle; + } + + /** + * Set Bearish Order Block Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BearishOrderBlockStyle(ENUM_LINE_STYLE value) + { + mBearishOrderBlockStyle = value; + } + + // + // Bullish FVG ... + + /** + * Get Fill Bullish FVG ... + * + * @return ( bool ) + */ + bool BullishFVGFill() + { + return mBullishFVGFill; + } + + /** + * Set Fill Bullish FVG ... + * + * @param value: Boolean ... + */ + void BullishFVGFill(bool value) + { + mBullishFVGFill = value; + } + + /** + * Get Bullish FVG Width ... + * + * @return ( int ) + */ + int BullishFVGWidth() + { + return mBullishFVGWidth; + } + + /** + * Set Bullish FVG Width ... + * + * @param value: Integer ... + */ + void BullishFVGWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBullishFVGWidth = value; + } + + /** + * Get Bullish FVG Color ... + * + * @return ( color ) + */ + color BullishFVGColor() + { + return mBullishFVGColor; + } + + /** + * Set Bullish FVG Color ... + * + * @param value: Color ... + */ + void BullishFVGColor(color value) + { + mBullishFVGColor = value; + } + + /** + * Get Bullish FVG Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE BullishFVGStyle() + { + return mBullishFVGStyle; + } + + /** + * Set Bullish FVG Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BullishFVGStyle(ENUM_LINE_STYLE value) + { + mBullishFVGStyle = value; + } + + // + // Bearish FVG ... + + /** + * Get Fill Bearish FVG ... + * + * @return ( bool ) + */ + bool BearishFVGFill() + { + return mBearishFVGFill; + } + + /** + * Set Fill Bearish FVG ... + * + * @param value: Boolean ... + */ + void BearishFVGFill(bool value) + { + mBearishFVGFill = value; + } + + /** + * Get Bearish FVG Width ... + * + * @return ( int ) + */ + int BearishFVGWidth() + { + return mBearishFVGWidth; + } + + /** + * Set Bearish FVG Width ... + * + * @param value: Integer ... + */ + void BearishFVGWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mBearishFVGWidth = value; + } + + /** + * Get Bearish FVG Color ... + * + * @return ( color ) + */ + color BearishFVGColor() + { + return mBearishFVGColor; + } + + /** + * Set Bearish FVG Color ... + * + * @param value: Color ... + */ + void BearishFVGColor(color value) + { + mBearishFVGColor = value; + } + + /** + * Get Bearish FVG Style ... + * + * @return ( ENUM_LINE_STYLE ) + */ + ENUM_LINE_STYLE BearishFVGStyle() + { + return mBearishFVGStyle; + } + + /** + * Set Bearish FVG Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void BearishFVGStyle(ENUM_LINE_STYLE value) + { + mBearishFVGStyle = value; + } + + // + // Virtuals ... + + /** + * Apply Default Configurations ... + */ + virtual void Default() + { + // + // Apply Default Props ... + + // + Prefix(NULL); + ChartIdentification(0); + SubWindowIdentification(0); + + // + BarWidth(1); + BarBearishColor(clrRed); + BarBullishColor(clrLime); + BarFillBody(false); + BarFillHighShadow(false); + BarFillLowShadow(false); + BarBodyStyle(STYLE_DOT); + BarLowShadowStyle(STYLE_DOT); + BarHighShadowStyle(STYLE_DOT); + + // + int arrowWidth = 1; + + // + SwingLowArrow(108); + SwingLowColor(clrAqua); + SwingLowWidth(arrowWidth); + + // + SwingHighArrow(108); + SwingHighWidth(arrowWidth); + SwingHighColor(clrMagenta); + + // + arrowWidth++; + + // + BullishMomentumBarArrow(225); + BullishMomentumBarWidth(arrowWidth); + BullishMomentumBarColor(clrAqua); + + // + BearishMomentumBarArrow(226); + BearishMomentumBarWidth(arrowWidth); + BearishMomentumBarColor(clrMagenta); + + // + arrowWidth++; + + // + BullishRejectionBarArrow(217); + BullishRejectionBarWidth(arrowWidth); + BullishRejectionBarColor(clrAqua); + + // + BearishRejectionBarArrow(218); + BearishRejectionBarWidth(arrowWidth); + BearishRejectionBarColor(clrMagenta); + + // + SupportZoneFill(false); + SupportZoneWidth(1); + SupportZoneStyle(STYLE_DOT); + SupportZoneColor(clrLime); + + // + ResistanceZoneFill(false); + ResistanceZoneWidth(1); + ResistanceZoneStyle(STYLE_DOT); + ResistanceZoneColor(clrRed); + + // + SupplyZoneFill(false); + SupplyZoneWidth(1); + SupplyZoneStyle(STYLE_DOT); + SupplyZoneColor(clrRed); + + // + DemandZoneFill(false); + DemandZoneWidth(1); + DemandZoneStyle(STYLE_DOT); + DemandZoneColor(clrGreen); + + // + BullishOrderBlockFill(false); + BullishOrderBlockWidth(1); + BullishOrderBlockStyle(STYLE_DASHDOT); + BullishOrderBlockColor(clrLime); + + // + BearishOrderBlockFill(false); + BearishOrderBlockWidth(1); + BearishOrderBlockStyle(STYLE_DASHDOT); + BearishOrderBlockColor(clrRed); + + // + BullishFVGFill(false); + BullishFVGWidth(1); + BullishFVGStyle(STYLE_DOT); + BullishFVGColor(clrLime); + + // + BearishFVGFill(false); + BearishFVGWidth(1); + BearishFVGStyle(STYLE_DOT); + BearishFVGColor(clrRed); + + // + // Add Default TickZone Specs ... + bool isSpecsInited = false; + bool fillTickZone = false; + XTickZoneLevelSpecs specs10; + isSpecsInited = specs10.Init( + 10, + clrWhite, + clrWhite, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs10); + } + + // + XTickZoneLevelSpecs specs20; + isSpecsInited = specs20.Init( + 20, + clrOrange, + clrOrange, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs20); + } + + // + XTickZoneLevelSpecs specs30; + isSpecsInited = specs30.Init( + 30, + clrOrange, + clrOrange, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs30); + } + + // + XTickZoneLevelSpecs specs40; + isSpecsInited = specs40.Init( + 40, + clrOrange, + clrOrange, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs40); + } + + // + XTickZoneLevelSpecs specs50; + isSpecsInited = specs50.Init( + 50, + clrYellow, + clrYellow, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs50); + } + + // + XTickZoneLevelSpecs specs60; + isSpecsInited = specs60.Init( + 60, + clrYellow, + clrYellow, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs60); + } + + // + XTickZoneLevelSpecs specs70; + isSpecsInited = specs70.Init( + 70, + clrYellow, + clrYellow, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs70); + } + + // + XTickZoneLevelSpecs specs80; + isSpecsInited = specs80.Init( + 80, + clrRed, + clrRed, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs80); + } + + // + XTickZoneLevelSpecs specs90; + isSpecsInited = specs90.Init( + 90, + clrRed, + clrRed, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs90); + } + + // + XTickZoneLevelSpecs specs100; + isSpecsInited = specs100.Init( + 100, + clrRed, + clrRed, + fillTickZone // + ); + if (isSpecsInited) + { + AddTickZoneLevelSpecs(specs100); + } + + // + } + + // + // Object Creators ... + + // + // Swings ... + + /** + * Create Swing High Object ... + * + * @param swing: XCSwing instance ... + * @param object: XCSwingHighObject pointer ... + * + * @return ( bool ) + */ + bool CreateSwingHigh( + XCSwing &swing, + XCSwingHighObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + swing.IsValid() && + swing.IsSwingHigh(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + int arrow = SwingHighArrow(); + int width = SwingHighWidth(); + color crl = SwingHighColor(); + + // + object = new XCSwingHighObject(); + result = object.Create( + chartID, + window, + arrow, + swing, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ArrowColor(crl); + object.ArrowWidth(width); + object.ArrowAnchor(ANCHOR_BOTTOM); + + // + return result; + } + + /** + * Create Swing Low Object ... + * + * @param swing: XCSwing instance ... + * @param object: XCSwingLowObject pointer ... + * + * @return ( bool ) + */ + bool CreateSwingLow( + XCSwing &swing, + XCSwingLowObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + swing.IsValid() && + swing.IsSwingLow(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + int arrow = SwingLowArrow(); + int width = SwingLowWidth(); + color crl = SwingLowColor(); + + // + object = new XCSwingLowObject(); + result = object.Create( + chartID, + window, + arrow, + swing, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ArrowColor(crl); + object.ArrowWidth(width); + object.ArrowAnchor(ANCHOR_TOP); + + // + return result; + } + + // + // Momentum Bars ... + + /** + * Create Bullish Momentum Bar Object ... + * + * @param momentumBar: XCMomentumBar instance ... + * @param object: XCBullishMomentumObject pointer ... + * + * @return ( bool ) + */ + bool CreateBullishMomentumBar( + XCMomentumBar &momentumBar, + XCBullishMomentumBarObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + momentumBar.IsValid() && + momentumBar.IsBullish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + int arrow = BullishMomentumBarArrow(); + int width = BullishMomentumBarWidth(); + color crl = BullishMomentumBarColor(); + + // + object = new XCBullishMomentumBarObject(); + result = object.Create( + chartID, + window, + arrow, + momentumBar, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ArrowColor(crl); + object.ArrowWidth(width); + object.ArrowAnchor(ANCHOR_TOP); + + // + return result; + } + + /** + * Create Bearish Momentum Bar Object ... + * + * @param momentumBar: XCMomentumBar instance ... + * @param object: XCBearishMomentumObject pointer ... + * + * @return ( bool ) + */ + bool CreateBearishMomentumBar( + XCMomentumBar &momentumBar, + XCBearishMomentumBarObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + momentumBar.IsValid() && + momentumBar.IsBearish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + int arrow = BearishMomentumBarArrow(); + int width = BearishMomentumBarWidth(); + color crl = BearishMomentumBarColor(); + + // + object = new XCBearishMomentumBarObject(); + result = object.Create( + chartID, + window, + arrow, + momentumBar, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ArrowColor(crl); + object.ArrowWidth(width); + object.ArrowAnchor(ANCHOR_BOTTOM); + + // + return result; + } + + // + // Rejection Bars ... + + /** + * Create Bullish Rejection Bar Object ... + * + * @param momentumBar: XCRejectionBar instance ... + * @param object: XCBullishRejectionObject pointer ... + * + * @return ( bool ) + */ + bool CreateBullishRejectionBar( + XCRejectionBar &rejectionBar, + XCBullishRejectionBarObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + rejectionBar.IsValid() && + rejectionBar.IsBullish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + int arrow = BullishRejectionBarArrow(); + int width = BullishRejectionBarWidth(); + color crl = BullishRejectionBarColor(); + + // + object = new XCBullishRejectionBarObject(); + result = object.Create( + chartID, + window, + arrow, + rejectionBar, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ArrowColor(crl); + object.ArrowWidth(width); + object.ArrowAnchor(ANCHOR_TOP); + + // + return result; + } + + /** + * Create Bearish Rejection Bar Object ... + * + * @param rejectionBar: XCRejectionBar instance ... + * @param object: XCBearishRejectionObject pointer ... + * + * @return ( bool ) + */ + bool CreateBearishRejectionBar( + XCRejectionBar &rejectionBar, + XCBearishRejectionBarObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + rejectionBar.IsValid() && + rejectionBar.IsBearish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + int arrow = BearishRejectionBarArrow(); + int width = BearishRejectionBarWidth(); + color crl = BearishRejectionBarColor(); + + // + object = new XCBearishRejectionBarObject(); + result = object.Create( + chartID, + window, + arrow, + rejectionBar, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ArrowColor(crl); + object.ArrowWidth(width); + object.ArrowAnchor(ANCHOR_BOTTOM); + + // + return result; + } + + // + // Support and Resistance ... + + /** + * Create Support Object ... + * + * @param zone: XCSupportZone instance ... + * @param object: XCSupportZoneObject pointer ... + * + * @return ( bool ) + */ + bool CreateSupportZone( + XCSupportZone &zone, + XCSupportZoneObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + zone.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = SupportZoneFill(); + int width = SupportZoneWidth(); + color crl = SupportZoneColor(); + ENUM_LINE_STYLE style = SupportZoneStyle(); + + // + object = new XCSupportZoneObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + /** + * Create Resistance Object ... + * + * @param zone: XCResistanceZone instance ... + * @param object: XCResistanceZoneObject pointer ... + * + * @return ( bool ) + */ + bool CreateResistanceZone( + XCResistanceZone &zone, + XCResistanceZoneObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + zone.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = ResistanceZoneFill(); + int width = ResistanceZoneWidth(); + color crl = ResistanceZoneColor(); + ENUM_LINE_STYLE style = ResistanceZoneStyle(); + + // + object = new XCResistanceZoneObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + // + // Supply and Demand Zones ... + + /** + * Create Supply Object ... + * + * @param zone: XCSupplyZone instance ... + * @param object: XCSupplyZoneObject pointer ... + * + * @return ( bool ) + */ + bool CreateSupplyZone( + XCSupplyZone &zone, + XCSupplyZoneObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + zone.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = SupplyZoneFill(); + int width = SupplyZoneWidth(); + color crl = SupplyZoneColor(); + ENUM_LINE_STYLE style = SupplyZoneStyle(); + + // + object = new XCSupplyZoneObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + /** + * Create Demand Object ... + * + * @param zone: XCDemandZone instance ... + * @param object: XCDemandZoneObject pointer ... + * + * @return ( bool ) + */ + bool CreateDemandZone( + XCDemandZone &zone, + XCDemandZoneObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + zone.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = DemandZoneFill(); + int width = DemandZoneWidth(); + color crl = DemandZoneColor(); + ENUM_LINE_STYLE style = DemandZoneStyle(); + + // + object = new XCDemandZoneObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + // + // Order Blocks ... + + /** + * Create Bullish Order Block Object ... + * + * @param zone: XCOrderBlock instance ... + * @param object: XCBullishOrderBlockObject pointer ... + * + * @return ( bool ) + */ + bool CreateBullishOrderBlock( + XCOrderBlock &zone, + XCBullishOrderBlockObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + zone.IsValid() && + zone.IsBullish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = BullishOrderBlockFill(); + int width = BullishOrderBlockWidth(); + color crl = BullishOrderBlockColor(); + ENUM_LINE_STYLE style = BullishOrderBlockStyle(); + + // + object = new XCBullishOrderBlockObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + /** + * Create Bearish Order Block Object ... + * + * @param zone: XCOrderBlock instance ... + * @param object: XCBearishOrderBlockObject pointer ... + * + * @return ( bool ) + */ + bool CreateBearishOrderBlock( + XCOrderBlock &zone, + XCBearishOrderBlockObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = + zone.IsValid() && + zone.IsBearish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = BearishOrderBlockFill(); + int width = BearishOrderBlockWidth(); + color crl = BearishOrderBlockColor(); + ENUM_LINE_STYLE style = BearishOrderBlockStyle(); + + // + object = new XCBearishOrderBlockObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + bool CreateOrderBlock( + XCOrderBlock &zone, + XCBaseObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + bool isBullish = zone.IsBullish(); + if (isBullish) + { + // + XCBullishOrderBlockObject *iObj; + result = CreateBullishOrderBlock( + zone, + iObj // + ); + if (result) + { + object = (XCBaseObject *)iObj; + } + } + else + { + // + XCBearishOrderBlockObject *iObj; + result = CreateBearishOrderBlock( + zone, + iObj // + ); + if (result) + { + object = (XCBaseObject *)iObj; + } + } + + // + return result; + } + + // + // Fair Value Gaps ... + + /** + * Create Bullish Fair Value Gap Object ... + * + * @param zone: XCFVG instance ... + * @param object: XCBullishOrderBlockObject pointer ... + * + * @return ( bool ) + */ + bool CreateBullishFairValueGap( + XCFVG &zone, + XCBullishFairValueGapObject *&object // + ) + { + // + bool result = false; + + // + result = zone.IsValid() && + zone.IsBullish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = BullishFVGFill(); + int width = BullishFVGWidth(); + color crl = BullishFVGColor(); + ENUM_LINE_STYLE style = BullishFVGStyle(); + + // + object = new XCBullishFairValueGapObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + /** + * Create Bearish Fair Value Gap Object ... + * + * @param zone: XCFVG instance ... + * @param object: XCBearishOrderBlockObject pointer ... + * + * @return ( bool ) + */ + bool CreateBearishFairValueGap( + XCFVG &zone, + XCBearishFairValueGapObject *&object // + ) + { + // + bool result = false; + + // + result = zone.IsValid() && + zone.IsBearish(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + bool fill = BearishFVGFill(); + int width = BearishFVGWidth(); + color crl = BearishFVGColor(); + ENUM_LINE_STYLE style = BearishFVGStyle(); + + // + object = new XCBearishFairValueGapObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.ZoneFill(fill); + object.ZoneColor(crl); + object.ZoneWidth(width); + object.ZoneStyle(style); + + // + return result; + } + + bool CreateFairValueGap( + XCFVG &zone, + XCBaseObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + bool isBullish = zone.IsBullish(); + if (isBullish) + { + // + XCBullishFairValueGapObject *iObj; + result = CreateBullishFairValueGap( + zone, + iObj // + ); + if (result) + { + object = (XCBaseObject *)iObj; + } + } + else + { + // + XCBearishFairValueGapObject *iObj; + result = CreateBearishFairValueGap( + zone, + iObj // + ); + if (result) + { + object = (XCBaseObject *)iObj; + } + } + + // + return result; + } + + // + // Ticks Zone ... + + /** + * Add Tick Zone Draw Specifications ... + * + * @param specs: XTickZoneLevelSpecs instance ... + */ + void AddTickZoneLevelSpecs( + XTickZoneLevelSpecs &specs // + ) + { + // + if (!specs.IsValid()) + { + return; + } + + // + bool isExists = false; + int count = ArraySize(mTicksZoneSpecs); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XTickZoneLevelSpecs iSpec = mTicksZoneSpecs[i]; + + // + isExists = specs.percent == iSpec.percent; + if (isExists) + { + break; + } + } + } + if (isExists) + { + return; + } + + // + AddRef( + specs, + mTicksZoneSpecs // + ); + } + + /** + * Draw Specified Ticker Zone ... + * + * @param zone: XCTicksZone instance Specified Ticker Zone ... + * @param object: XCTicksZoneObject pointer ... + * + * @return ( bool ) + */ + bool CreateTicksZone( + XCTicksZone &zone, + XCTicksZoneObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + object = new XCTicksZoneObject(); + result = object.Create( + chartID, + window, + zone, + mTicksZoneSpecs, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Create Trend Line Object ... + * + * @param swings: XSwingPoint instance Collection ... + * + * @return ( bool ) + */ + bool CreateTrend( + XSwingPoint &swings[], + XCTrendObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = ArraySize(swings) >= 2 && + IsValidSize(ArraySize(swings)); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + object = new XCTrendObject(); + result = object.Create( + chartID, + window, + swings, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + color clrTrend = swings[0].type == X_SWING_LOW + ? SwingLowColor() + : SwingHighColor(); + object.TrendColor(clrTrend); + object.TrendRayRight(true); + + // + return result; + } + + /** + * Create Trend Line Object ... + * + * @param swings: XSwingPoint instance Collection ... + * @param useMinAsStart: Specified Min Value as Start ... + * + * @return ( bool ) + */ + bool CreateTrend( + XPoint &swings[], + XCTrendObject *&object, + bool useMinAsStart = true // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = ArraySize(swings) >= 2 && + IsValidSize(ArraySize(swings)); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + object = new XCTrendObject(); + result = object.Create( + chartID, + window, + swings, + useMinAsStart, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + color clrTrend = useMinAsStart + ? SwingLowColor() + : SwingHighColor(); + object.TrendColor(clrTrend); + object.TrendRayRight(true); + + // + return result; + } + + /** + * Create Consolidation Zone Object ... + * + * @param zone: XConsolidationZone instance Reference ... + * + * @return ( bool ) + */ + bool CreateConsolidationZone( + XConsolidationZone &zone, + XCConsolidationZoneObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = zone.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + color czColor = IsBullish(zone.breakDir) + ? BarBullishColor() + : BarBearishColor(); + + // + object = new XCConsolidationZoneObject(); + result = object.Create( + chartID, + window, + zone, + prefix // + ); + + // + if (result) + { + object.ZoneColor(czColor); + } + + // + return result; + } + + /** + * Create Bar Object ... + * + * @param bar: XOHCL instance Reference ... + * @param object: XCOHCLObject pointer Reference .. + * @param to: Datetime ... + * + * @return ( bool ) + */ + bool CreateBar( + XOHCL &bar, + XCOHCLObject *&object, + datetime to = NULL // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + to = NormalizeTime(to); + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + int width = BarWidth(); + + // + color mBullishColor = BarBullishColor(); + color mBearishColor = BarBearishColor(); + + // + bool fillBody = BarFillBody(); + bool fillHighShadow = BarFillHighShadow(); + bool fillLowShadow = BarFillLowShadow(); + + // + ENUM_LINE_STYLE bodyStyle = BarBodyStyle(); + ENUM_LINE_STYLE highShadowStyle = BarHighShadowStyle(); + ENUM_LINE_STYLE lowShadowStyle = BarLowShadowStyle(); + + // + object = new XCOHCLObject(); + result = object.Create( + chartID, + window, + bar, + to, + prefix // + ); + if (result) + { + // + // Apply Styling ... + + // + object.BodyWidth(width); + object.LowShadowWidth(width); + object.HighShadowWidth(width); + + // + object.BodyStyle(bodyStyle); + object.LowShadowStyle(lowShadowStyle); + object.HighShadowStyle(highShadowStyle); + + // + bool isBullish = bar.IsBullish(); + if (isBullish) + { + // + object.BodyColor(mBullishColor); + object.LowShadowColor(mBullishColor); + object.HighShadowColor(mBullishColor); + } + else + { + // + object.BodyColor(mBearishColor); + object.LowShadowColor(mBearishColor); + object.HighShadowColor(mBearishColor); + } + + // + object.BodyFill(fillBody); + object.HighShadowFill(fillHighShadow); + object.LowShadowFill(fillLowShadow); + } + + // + return result; + } + + /** + * Create Bar Arrow Object ... + * + * @param bar: XOHCL instance Reference ... + * @param priceType: ENUM_X_PRICE member ... + * @param arrow: int, Arrow Code ... + * @param clr: color, Arro Color ... + * @param width: int, Arrow Width ... + * @param anchor: ENUM_ARROW_ANCHOR, anchor of Arrow ... + * @param name: string, name of Arrow ... + * + * @return ( bool ) + */ + bool CreateBarArrow( + XOHCL &bar, + XCBarArrowObject *&object, + ENUM_X_PRICE priceType, + int arrow = 159, + color clr = clrYellow, + int width = 3, + ENUM_ARROW_ANCHOR anchor = ANCHOR_BOTTOM, + string name = NULL // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + string barTag = bar.GetTag(name); + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + color mBullishColor = BarBullishColor(); + color mBearishColor = BarBearishColor(); + + // + prefix = + (IsValid(prefix) + ? prefix + "_" + : prefix) + + barTag; + + // + object = new XCBarArrowObject(); + result = object + .CreateByBar( + chartID, + prefix, + window, + arrow, + bar, + priceType // + ); + if (result) + { + // + object.ArrowColor(clr); + object.ArrowWidth(width); + } + + // + return result; + } + + /** + * Create Specific Box on Chart ... + * + * @param upper: Double ... + * @param lower: Double ... + * @param from: Datetime ... + * @param to: Datetime ... + * @param clr: Color ... + * @param width: Integer ... + * @param fill: Boolean ... + * @param style: ENUM_LINE_STYLE member ... + * + * @return ( bool ) + */ + bool CreateBox( + XCBoxObject *&object, + double upper, + double lower, + datetime from, + datetime to, + color clr = clrYellowGreen, + int width = 1, + bool fill = false, + ENUM_LINE_STYLE style = STYLE_SOLID // + ) + { + // + bool result = false; + + // + object = NULL; + + // + to = NormalizeTime(to); + + // + string dateStr = ToFormatString(from) + "|" + ToFormatString(to); + string dateMD5 = ToMD5(dateStr); + string name = "XBox_" + + ToString(upper) + "_" + + ToString(lower) + "_" + + dateMD5; + + // + result = + upper > 0 && + lower > 0 && + to > from && + IsValid(to) && + IsValid(name) && + IsValid(from) && + upper > lower; + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + object = new XCBoxObject(); + result = object.Create( + chartID, + window, + name, + upper, + lower, + from, + to, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + object.BoxColor(clr); + object.BoxFill(fill); + object.BoxWidth(width); + object.BoxStyle(style); + + // + return result; + } + + /** + * Create Specific Box on Chart ... + * + * @param box: XBoxZone instance Reference ... + * @param clr: Color ... + * @param width: Integer ... + * @param fill: Boolean ... + * @param style: ENUM_LINE_STYLE member ... + * + * @return ( bool ) + */ + bool CreateBox( + XBoxZone &box, + XCBoxObject *&object, + color clr = clrYellowGreen, + int width = 1, + bool fill = false, + ENUM_LINE_STYLE style = STYLE_SOLID // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = box.IsValid(); + if (!result) + { + return result; + } + + // + result = CreateBox( + object, + box.upper, + box.lower, + box.from, + box.to, + clr, + width, + fill, + style // + ); + + // + return result; + } + + /** + * Create Specific Risk Reward (RR) on Chart ... + * + * @param rr: XRR instance Reference ... + * + * @return ( bool ) + */ + bool CreateRR( + XRR &rr, + XCRRObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = rr.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + object = new XCRRObject(); + result = object.Create( + chartID, + window, + rr, + prefix // + ); + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Draw Specified Signal ... + * + * @param signal: XSignal instance ... + */ + bool DrawSignal( + XSignal &signal, + XCSignalObject *&object // + ) + { + // + bool result = false; + + // + object = NULL; + + // + result = signal.IsValid(); + if (!result) + { + return result; + } + + // + string prefix = Prefix(); + long chartID = ChartIdentification(); + int window = SubWindowIdentification(); + + // + object = new XCSignalObject(); + result = object.Create( + chartID, + window, + signal, + prefix // + ); + if (!result) + { + return result; + } + + // + object.TPWidth(1); + object.TPColor(clrGreen); + object.TPWidth(STYLE_DOT); + + // + object.SLWidth(1); + object.SLColor(clrRed); + object.SLWidth(STYLE_DOT); + + // + object.TargetWidth(1); + object.TargetColor(clrLightBlue); + object.TargetWidth(STYLE_DOT); + + // + object.EntryWidth(1); + object.EntryColor(clrYellow); + object.EntryWidth(STYLE_DOT); + + // + return result; + } + + /** + * Draw Specified POI State ... + * + * @param state: XPOIState instance Reference ... + * @param drawnObjects: CArrayObj instance for Holding Drawn Objects ... + * @param drawTicksZone: Boolean ... + * @param ignoreSwingHighs: Boolean ... + * @param ignoreSwingLows: Boolean ... + * @param ignoreSupportZones: Boolean ... + * @param ignoreResistanceZones: Boolean ... + * @param ignoreSupplyZones: Boolean ... + * @param ignoreDemandZones: Boolean ... + * @param ignoreBullishOrderBlocks: Boolean ... + * @param ignoreBearishOrderBlocks: Boolean ... + * @param ignoreBullishFairValueGaps: Boolean ... + * @param ignoreBearishFairValueGaps: Boolean ... + * @param ignoreBullishRejectionBars: Boolean ... + * @param ignoreBearishRejectionBars: Boolean ... + * @param ignoreBullishMomentumBars: Boolean ... + * @param ignoreBearishMomentumBars: Boolean ... + */ + int DrawState( + XPOIState &state, + XCBaseObject *&drawnObjects[], + bool drawTicksZone = false, + bool ignoreSwingHighs = false, + bool ignoreSwingLows = false, + bool ignoreSupportZones = false, + bool ignoreResistanceZones = false, + bool ignoreSupplyZones = false, + bool ignoreDemandZones = false, + bool ignoreBullishOrderBlocks = false, + bool ignoreBearishOrderBlocks = false, + bool ignoreBullishFairValueGaps = false, + bool ignoreBearishFairValueGaps = false, + bool ignoreBullishRejectionBars = false, + bool ignoreBearishRejectionBars = false, + bool ignoreBullishMomentumBars = false, + bool ignoreBearishMomentumBars = false // + ) + { + // + int result = 0; + + // + if (!state.IsValid() || + !state.HasChild()) + { + return result; + } + + // + Clean(drawnObjects); + + // + // SwingHighs ... + if (!ignoreSwingHighs) + { + // + int count = state.CountSwingHighs(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingHighs[i]; + XCSwingHighObject *iObj; + + // + bool isCreated = CreateSwingHigh( + iSwing, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // SwingLows ... + if (!ignoreSwingLows) + { + // + int count = state.CountSwingLows(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingLows[i]; + XCSwingLowObject *iObj; + + // + bool isCreated = CreateSwingLow( + iSwing, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // SupportZones ... + if (!ignoreSupportZones) + { + // + int count = state.CountSupportZones(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = state.supportZones[i]; + XCSupportZoneObject *iObj; + + // + bool isCreated = CreateSupportZone( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // ResistanceZones ... + if (!ignoreResistanceZones) + { + // + int count = state.CountResistanceZones(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = state.resistanceZones[i]; + XCResistanceZoneObject *iObj; + + // + bool isCreated = CreateResistanceZone( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // SupplyZones ... + if (!ignoreSupplyZones) + { + // + int count = state.CountSupplyZones(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupplyZone *iZone = state.supplyZones[i]; + XCSupplyZoneObject *iObj; + + // + bool isCreated = CreateSupplyZone( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // DemandZones ... + if (!ignoreDemandZones) + { + // + int count = state.CountDemandZones(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCDemandZone *iZone = state.demandZones[i]; + XCDemandZoneObject *iObj; + + // + bool isCreated = CreateDemandZone( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BullishOrderBlocks ... + if (!ignoreBullishOrderBlocks) + { + // + int count = state.CountBullishOrderBlocks(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iZone = state.bullishOrderBlocks[i]; + XCBullishOrderBlockObject *iObj; + + // + bool isCreated = CreateBullishOrderBlock( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BearishOrderBlocks ... + if (!ignoreBearishOrderBlocks) + { + // + int count = state.CountBearishOrderBlocks(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iZone = state.bearishOrderBlocks[i]; + XCBearishOrderBlockObject *iObj; + + // + bool isCreated = CreateBearishOrderBlock( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BullishFairValueGaps ... + if (!ignoreBullishFairValueGaps) + { + // + int count = state.CountBullishFairValueGaps(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCFVG *iZone = state.bullishFairValueGaps[i]; + XCBullishFairValueGapObject *iObj; + + // + bool isCreated = CreateBullishFairValueGap( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BearishFairValueGaps ... + if (!ignoreBearishFairValueGaps) + { + // + int count = state.CountBearishFairValueGaps(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCFVG *iZone = state.bearishFairValueGaps[i]; + XCBearishFairValueGapObject *iObj; + + // + bool isCreated = CreateBearishFairValueGap( + iZone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BullishRejectionBars ... + if (!ignoreBullishRejectionBars) + { + // + int count = state.CountBullishRejectionBars(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iBar = state.bullishRejectionBars[i]; + XCBullishRejectionBarObject *iObj; + + // + bool isCreated = CreateBullishRejectionBar( + iBar, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BearishRejectionBars ... + if (!ignoreBearishRejectionBars) + { + // + int count = state.CountBearishRejectionBars(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iBar = state.bearishRejectionBars[i]; + XCBearishRejectionBarObject *iObj; + + // + bool isCreated = CreateBearishRejectionBar( + iBar, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BullishMomentumBars ... + if (!ignoreBullishMomentumBars) + { + // + int count = state.CountBullishMomentumBars(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iBar = state.bullishMomentumBars[i]; + XCBullishMomentumBarObject *iObj; + + // + bool isCreated = CreateBullishMomentumBar( + iBar, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + // BearishMomentumBars ... + if (!ignoreBearishMomentumBars) + { + // + int count = state.CountBearishMomentumBars(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iBar = state.bearishMomentumBars[i]; + XCBearishMomentumBarObject *iObj; + + // + bool isCreated = CreateBearishMomentumBar( + iBar, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + } + } + + // + if (drawTicksZone && state.ticksZone != NULL) + { + // + XCTicksZoneObject *iObj; + bool isCreated = CreateTicksZone( + state.ticksZone, + iObj // + ); + if (isCreated) + { + Add( + (XCBaseObject *)iObj, + drawnObjects // + ); + } + } + + // + result = ArraySize(drawnObjects); + + // + return result; + } + + // + int DrawOrderBlock( + XCOrderBlock *zone, + XCBaseObject *&objects[], + // + bool drawStartedBar = true, + bool drawActivatedBar = true, + bool drawBreakedBar = true, + bool drawWorkedBar = true, + // + int widthStartedBar = 1, + color clrStartedBar = clrYellow, + ENUM_LINE_STYLE styleStartedBar = STYLE_SOLID, + // + int widthActivatedBar = 1, + color clrActivatedBar = clrLime, + ENUM_LINE_STYLE styleActivatedBar = STYLE_SOLID, + // + int widthBreakedBar = 1, + color clrBreakedBar = clrRed, + ENUM_LINE_STYLE styleBreakedBar = STYLE_SOLID, + // + int widthWorkedBar = 1, + color clrWorkedBar = clrAqua, + ENUM_LINE_STYLE styleWorkedBar = STYLE_SOLID + // + ) + { + // + int result = 0; + + // + Clean(objects); + + // + if (zone == NULL || + !zone.IsValid()) + { + return result; + } + + // + ENUM_X_DIRECTION zoneDir = zone.GetDirection(); + + // + // Started Bar ... + XOHCL startedBar; + bool isBodyOut = false; + bool isStarted = zone + .IsStarted( + zoneDir, + startedBar, + isBodyOut // + ); + if (isStarted) + { + // + datetime iBarTo = startedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + startedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthStartedBar); + iBarObj.LowShadowWidth(widthStartedBar); + iBarObj.HighShadowWidth(widthStartedBar); + + // + iBarObj.BodyStyle(styleStartedBar); + iBarObj.LowShadowStyle(styleStartedBar); + iBarObj.HighShadowStyle(styleStartedBar); + + // + iBarObj.BodyColor(clrStartedBar); + iBarObj.LowShadowColor(clrStartedBar); + iBarObj.HighShadowColor(clrStartedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + // Activated Bar ... + XOHCL activatedBar; + bool isBodyIn = false; + bool isActivated = zone + .IsActivated( + zoneDir, + activatedBar, + isBodyIn, + false // Force Body Out Started ... + ); + if (isActivated) + { + // + datetime iBarTo = activatedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + activatedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthActivatedBar); + iBarObj.LowShadowWidth(widthActivatedBar); + iBarObj.HighShadowWidth(widthActivatedBar); + + // + iBarObj.BodyStyle(styleActivatedBar); + iBarObj.LowShadowStyle(styleActivatedBar); + iBarObj.HighShadowStyle(styleActivatedBar); + + // + iBarObj.BodyColor(clrActivatedBar); + iBarObj.LowShadowColor(clrActivatedBar); + iBarObj.HighShadowColor(clrActivatedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + // Breaked Bar ... + XOHCL breakedBar; + isBodyOut = false; + bool isBreaked = zone + .IsBreaked( + zoneDir, + breakedBar, + isBodyOut, + false, // Ignore Start ... + false // Force Body Out Started ... + ); + if (isBreaked) + { + // + datetime iBarTo = breakedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + breakedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthBreakedBar); + iBarObj.LowShadowWidth(widthBreakedBar); + iBarObj.HighShadowWidth(widthBreakedBar); + + // + iBarObj.BodyStyle(styleBreakedBar); + iBarObj.LowShadowStyle(styleBreakedBar); + iBarObj.HighShadowStyle(styleBreakedBar); + + // + iBarObj.BodyColor(clrBreakedBar); + iBarObj.LowShadowColor(clrBreakedBar); + iBarObj.HighShadowColor(clrBreakedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + // Worked Bar ... + XOHCL workedBar; + isBodyOut = false; + bool isWorked = zone + .IsWorked( + zoneDir, + workedBar, + isBodyOut, + false, // Ignore Activation ... + false, // Force Body Out Started ... + false // Force Body In Activated ... + ); + if (isWorked) + { + // + datetime iBarTo = workedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + workedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthWorkedBar); + iBarObj.LowShadowWidth(widthWorkedBar); + iBarObj.HighShadowWidth(widthWorkedBar); + + // + iBarObj.BodyStyle(styleWorkedBar); + iBarObj.LowShadowStyle(styleWorkedBar); + iBarObj.HighShadowStyle(styleWorkedBar); + + // + iBarObj.BodyColor(clrWorkedBar); + iBarObj.LowShadowColor(clrWorkedBar); + iBarObj.HighShadowColor(clrWorkedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + XCBaseObject *iObj; + bool isCreated = CreateOrderBlock( + zone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + objects // + ); + } + + // + result = ArraySize(objects); + + // + return result; + } + + // + int DrawFairValueGap( + XCFVG *zone, + XCBaseObject *&objects[], + // + bool drawStartedBar = true, + bool drawActivatedBar = true, + bool drawBreakedBar = true, + bool drawWorkedBar = true, + // + int widthStartedBar = 1, + color clrStartedBar = clrYellow, + ENUM_LINE_STYLE styleStartedBar = STYLE_SOLID, + // + int widthActivatedBar = 1, + color clrActivatedBar = clrLime, + ENUM_LINE_STYLE styleActivatedBar = STYLE_SOLID, + // + int widthBreakedBar = 1, + color clrBreakedBar = clrRed, + ENUM_LINE_STYLE styleBreakedBar = STYLE_SOLID, + // + int widthWorkedBar = 1, + color clrWorkedBar = clrAqua, + ENUM_LINE_STYLE styleWorkedBar = STYLE_SOLID + // + ) + { + // + int result = 0; + + // + Clean(objects); + + // + if (zone == NULL || + !zone.IsValid()) + { + return result; + } + + // + ENUM_X_DIRECTION zoneDir = zone.GetDirection(); + + // + // Started Bar ... + XOHCL startedBar; + bool isBodyOut = false; + bool isStarted = zone + .IsStarted( + zoneDir, + startedBar, + isBodyOut // + ); + if (isStarted) + { + // + datetime iBarTo = startedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + startedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthStartedBar); + iBarObj.LowShadowWidth(widthStartedBar); + iBarObj.HighShadowWidth(widthStartedBar); + + // + iBarObj.BodyStyle(styleStartedBar); + iBarObj.LowShadowStyle(styleStartedBar); + iBarObj.HighShadowStyle(styleStartedBar); + + // + iBarObj.BodyColor(clrStartedBar); + iBarObj.LowShadowColor(clrStartedBar); + iBarObj.HighShadowColor(clrStartedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + // Activated Bar ... + XOHCL activatedBar; + bool isBodyIn = false; + bool isActivated = zone + .IsActivated( + zoneDir, + activatedBar, + isBodyIn, + false // Force Body Out Started ... + ); + if (isActivated) + { + // + datetime iBarTo = activatedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + activatedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthActivatedBar); + iBarObj.LowShadowWidth(widthActivatedBar); + iBarObj.HighShadowWidth(widthActivatedBar); + + // + iBarObj.BodyStyle(styleActivatedBar); + iBarObj.LowShadowStyle(styleActivatedBar); + iBarObj.HighShadowStyle(styleActivatedBar); + + // + iBarObj.BodyColor(clrActivatedBar); + iBarObj.LowShadowColor(clrActivatedBar); + iBarObj.HighShadowColor(clrActivatedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + // Breaked Bar ... + XOHCL breakedBar; + isBodyOut = false; + bool isBreaked = zone + .IsBreaked( + zoneDir, + breakedBar, + isBodyOut, + false, // Ignore Start ... + false // Force Body Out Started ... + ); + if (isBreaked) + { + // + datetime iBarTo = breakedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + breakedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthBreakedBar); + iBarObj.LowShadowWidth(widthBreakedBar); + iBarObj.HighShadowWidth(widthBreakedBar); + + // + iBarObj.BodyStyle(styleBreakedBar); + iBarObj.LowShadowStyle(styleBreakedBar); + iBarObj.HighShadowStyle(styleBreakedBar); + + // + iBarObj.BodyColor(clrBreakedBar); + iBarObj.LowShadowColor(clrBreakedBar); + iBarObj.HighShadowColor(clrBreakedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + // Worked Bar ... + XOHCL workedBar; + isBodyOut = false; + bool isWorked = zone + .IsWorked( + zoneDir, + workedBar, + isBodyOut, + false, // Ignore Activation ... + false, // Force Body Out Started ... + false // Force Body In Activated ... + ); + if (isWorked) + { + // + datetime iBarTo = workedBar.NextAt(); + + // + XCOHCLObject *iBarObj; + bool isCreated = CreateBar( + workedBar, + iBarObj, + iBarTo // + ); + if (isCreated) + { + // + iBarObj.BodyWidth(widthWorkedBar); + iBarObj.LowShadowWidth(widthWorkedBar); + iBarObj.HighShadowWidth(widthWorkedBar); + + // + iBarObj.BodyStyle(styleWorkedBar); + iBarObj.LowShadowStyle(styleWorkedBar); + iBarObj.HighShadowStyle(styleWorkedBar); + + // + iBarObj.BodyColor(clrWorkedBar); + iBarObj.LowShadowColor(clrWorkedBar); + iBarObj.HighShadowColor(clrWorkedBar); + + // + Add( + (XCBaseObject *)iBarObj, + objects // + ); + } + } + + // + XCBaseObject *iObj; + bool isCreated = CreateFairValueGap( + zone, + iObj // + ); + if (isCreated) + { + // + Add( + (XCBaseObject *)iObj, + objects // + ); + } + + // + result = ArraySize(objects); + + // + return result; + } + + // + int DrawOBFVG( + // + XOBFVG &item, + XCBaseObject *&objects[], + // + bool drawOrderBlock = true, + bool drawFairValueGap = true, + bool drawSupplyZones = true, + bool drawDemandZones = true, + bool drawSupportZones = true, + bool drawResistanceZones = true, + // + bool drawOBStartedBar = true, + bool drawOBActivatedBar = true, + bool drawOBBreakedBar = true, + bool drawOBWorkedBar = true, + // + bool drawFVGStartedBar = true, + bool drawFVGActivatedBar = true, + bool drawFVGBreakedBar = true, + bool drawFVGWorkedBar = true, + // + // Order Block Specs ... + // + int widthOBStartedBar = 1, + color clrOBStartedBar = clrYellow, + ENUM_LINE_STYLE styleOBStartedBar = STYLE_SOLID, + // + int widthOBActivatedBar = 1, + color clrOBActivatedBar = clrLime, + ENUM_LINE_STYLE styleOBActivatedBar = STYLE_SOLID, + // + int widthOBBreakedBar = 1, + color clrOBBreakedBar = clrRed, + ENUM_LINE_STYLE styleOBBreakedBar = STYLE_SOLID, + // + int widthOBWorkedBar = 1, + color clrOBWorkedBar = clrAqua, + ENUM_LINE_STYLE styleOBWorkedBar = STYLE_SOLID, + // + // Fair Value Gap Specs ... + // + int widthFVGStartedBar = 1, + color clrFVGStartedBar = clrYellow, + ENUM_LINE_STYLE styleFVGStartedBar = STYLE_SOLID, + // + int widthFVGActivatedBar = 1, + color clrFVGActivatedBar = clrLime, + ENUM_LINE_STYLE styleFVGActivatedBar = STYLE_SOLID, + // + int widthFVGBreakedBar = 1, + color clrFVGBreakedBar = clrRed, + ENUM_LINE_STYLE styleFVGBreakedBar = STYLE_SOLID, + // + int widthFVGWorkedBar = 1, + color clrFVGWorkedBar = clrAqua, + ENUM_LINE_STYLE styleFVGWorkedBar = STYLE_SOLID + // + ) + { + // + int result = 0; + + // + Clean(objects); + + // + bool isValid = item.IsValid(); + if (!isValid) + { + return result; + } + + // + int count = 0; + bool has = false; + bool isCreated = false; + XCBaseObject *tmpObjects[]; + + // + // Order Block ... + has = item.HasOB(); + if (has && + drawOrderBlock) + { + // + Clean(tmpObjects); + count = DrawOrderBlock( + item.ob, + tmpObjects, + drawOBStartedBar, + drawOBActivatedBar, + drawOBBreakedBar, + drawOBWorkedBar, + widthOBStartedBar, + clrOBStartedBar, + styleOBStartedBar, + widthOBActivatedBar, + clrOBActivatedBar, + styleOBActivatedBar, + widthOBBreakedBar, + clrOBBreakedBar, + styleOBBreakedBar, + widthOBWorkedBar, + clrOBWorkedBar, + styleOBWorkedBar // + ); + has = IsValidSize(count); + if (has) + { + // + Copy( + tmpObjects, + objects, + false // + ); + } + } + + // + // Fair Value Gap ... + has = item.HasFVG(); + if (has && + drawFairValueGap) + { + // + Clean(tmpObjects); + count = DrawFairValueGap( + item.fvg, + tmpObjects, + drawFVGStartedBar, + drawFVGActivatedBar, + drawFVGBreakedBar, + drawFVGWorkedBar, + widthFVGStartedBar, + clrFVGStartedBar, + styleFVGStartedBar, + widthFVGActivatedBar, + clrFVGActivatedBar, + styleFVGActivatedBar, + widthFVGBreakedBar, + clrFVGBreakedBar, + styleFVGBreakedBar, + widthFVGWorkedBar, + clrFVGWorkedBar, + styleFVGWorkedBar // + ); + has = IsValidSize(count); + if (has) + { + // + Copy( + tmpObjects, + objects, + false // + ); + } + } + + // + // Supply Zones ... + has = item.HasSupplyZones(); + if (has && + drawSupplyZones) + { + // + Clean(tmpObjects); + count = item.CountSupplyZones(); + for (int i = 0; i < count; i++) + { + // + XCSupplyZoneObject *iZoneObj; + has = CreateSupplyZone( + item.supplyZones[i], + iZoneObj // + ); + if (has) + { + // + Add( + (XCBaseObject *)iZoneObj, + tmpObjects // + ); + } + } + + // + count = ArraySize(tmpObjects); + has = IsValidSize(count); + if (has) + { + // + Copy( + tmpObjects, + objects, + false // + ); + } + } + + // + // Demand Zones ... + has = item.HasDemandZones(); + if (has && + drawDemandZones) + { + // + Clean(tmpObjects); + count = item.CountDemandZones(); + for (int i = 0; i < count; i++) + { + // + XCDemandZoneObject *iZoneObj; + has = CreateDemandZone( + item.demandZones[i], + iZoneObj // + ); + if (has) + { + // + Add( + (XCBaseObject *)iZoneObj, + tmpObjects // + ); + } + } + + // + count = ArraySize(tmpObjects); + has = IsValidSize(count); + if (has) + { + // + Copy( + tmpObjects, + objects, + false // + ); + } + } + + // + // Support Zones ... + has = item.HasSupportZones(); + if (has && + drawSupportZones) + { + // + Clean(tmpObjects); + count = item.CountSupportZones(); + for (int i = 0; i < count; i++) + { + // + XCSupportZoneObject *iZoneObj; + has = CreateSupportZone( + item.supportZones[i], + iZoneObj // + ); + if (has) + { + // + Add( + (XCBaseObject *)iZoneObj, + tmpObjects // + ); + } + } + + // + count = ArraySize(tmpObjects); + has = IsValidSize(count); + if (has) + { + // + Copy( + tmpObjects, + objects, + false // + ); + } + } + + // + // Resistance Zones ... + has = item.HasResistanceZones(); + if (has && + drawResistanceZones) + { + // + Clean(tmpObjects); + count = item.CountResistanceZones(); + for (int i = 0; i < count; i++) + { + // + XCResistanceZoneObject *iZoneObj; + has = CreateResistanceZone( + item.resistanceZones[i], + iZoneObj // + ); + if (has) + { + // + Add( + (XCBaseObject *)iZoneObj, + tmpObjects // + ); + } + } + + // + count = ArraySize(tmpObjects); + has = IsValidSize(count); + if (has) + { + // + Copy( + tmpObjects, + objects, + false // + ); + } + } + + // + Clean(tmpObjects); + + // + result = ArraySize(objects); + + // + return result; + } + + // + protected: + // + + // + private: + // + + // + // Props ... + + // + string mPrefix; // Prefix of Created Objects ... + long mChartIdentification; // Chart Id ... + int mSubWindowIdentification; // Sub Window ... + + // + // XOHCL ... + int mBarWidth; // Bar Width ... + color mBarBullishColor; // Bar Bullish Color ... + color mBarBearishColor; // Bar Bearish Color ... + bool mBarFillHighShadow; // Fill Bar High Shadow ... + ENUM_LINE_STYLE mBarHighShadowStyle; // Bar High Shadow Style ... + bool mBarFillBody; // Fill Bar Body ... + ENUM_LINE_STYLE mBarBodyStyle; // Bar Body Style ... + bool mBarFillLowShadow; // Fill Bar Low Show ... + ENUM_LINE_STYLE mBarLowShadowStyle; // Bar Low Shadow Style ... + + // + // Swing Low ... + int mSwingLowWidth; // Swing Low Width ... + int mSwingLowArrow; // Swing Low Arrow Code ... + color mSwingLowColor; // Swing Low Color ... + + // + // Swing High ... + int mSwingHighWidth; // Swing High Width ... + int mSwingHighArrow; // Swing High Arrow Code ... + color mSwingHighColor; // Swing High Color ... + + // + // Bullish Momentum Bar ... + int mBullishMomentumBarWidth; // Bullish Momentum Bar Width ... + int mBullishMomentumBarArrow; // Bullish Momentum Bar Arrow Code ... + color mBullishMomentumBarColor; // Bullish Momentum Bar Color ... + + // + // Bearish Momentum Bar ... + int mBearishMomentumBarWidth; // Bearish Momentum Bar Width ... + int mBearishMomentumBarArrow; // Bearish Momentum Bar Arrow Code ... + color mBearishMomentumBarColor; // Bearish Momentum Bar Color ... + + // + // Bullish Rejection Bar ... + int mBullishRejectionBarWidth; // Bullish Rejection Bar High Width ... + int mBullishRejectionBarArrow; // Bullish Rejection Bar High Arrow Code ... + color mBullishRejectionBarColor; // Bullish Rejection Bar High Color ... + + // + // Bearish Rejection Bar ... + int mBearishRejectionBarWidth; // Bearish Rejection Bar Width ... + int mBearishRejectionBarArrow; // Bearish Rejection Bar Arrow Code ... + color mBearishRejectionBarColor; // Bearish Rejection Bar Color ... + + // + // Supply Zone ... + bool mSupplyZoneFill; // Fill Supply Zone ... + int mSupplyZoneWidth; // Supply Zone Width ... + color mSupplyZoneColor; // Supply Zone Color ... + ENUM_LINE_STYLE mSupplyZoneStyle; // Supply Zone Style ... + + // + // Demand Zone ... + bool mDemandZoneFill; // Fill Demand Zone ... + int mDemandZoneWidth; // Demand Zone Width ... + color mDemandZoneColor; // Demand Zone Color ... + ENUM_LINE_STYLE mDemandZoneStyle; // Demand Zone Style ... + + // + // Resistance Zone ... + bool mResistanceZoneFill; // Fill Resistance Zone ... + int mResistanceZoneWidth; // Resistance Zone Width ... + color mResistanceZoneColor; // Resistance Zone Color ... + ENUM_LINE_STYLE mResistanceZoneStyle; // Resistance Zone Style ... + + // + // Support Zone ... + bool mSupportZoneFill; // Fill Support Zone ... + int mSupportZoneWidth; // Support Zone Width ... + color mSupportZoneColor; // Support Zone Color ... + ENUM_LINE_STYLE mSupportZoneStyle; // Support Zone Style ... + + // + // Bullish Order Block ... + bool mBullishOrderBlockFill; // Fill Bullish Order Block ... + int mBullishOrderBlockWidth; // Bullish Order Block Width ... + color mBullishOrderBlockColor; // Bullish Order Block Color ... + ENUM_LINE_STYLE mBullishOrderBlockStyle; // Bullish Order Block Style ... + + // + // Bearish Order Block ... + bool mBearishOrderBlockFill; // Fill Bearish Order Block ... + int mBearishOrderBlockWidth; // Bearish Order Block Width ... + color mBearishOrderBlockColor; // Bearish Order Block Color ... + ENUM_LINE_STYLE mBearishOrderBlockStyle; // Bearish Order Block Style ... + + // + // Bullish FVG ... + bool mBullishFVGFill; // Fill Bullish FVG ... + int mBullishFVGWidth; // Bullish FVG Width ... + color mBullishFVGColor; // Bullish FVG Color ... + ENUM_LINE_STYLE mBullishFVGStyle; // Bullish FVG Style ... + + // + // Bearish FVG ... + bool mBearishFVGFill; // Fill Bearish FVG ... + int mBearishFVGWidth; // Bearish FVG Width ... + color mBearishFVGColor; // Bearish FVG Color ... + ENUM_LINE_STYLE mBearishFVGStyle; // Bearish FVG Style ... + + // + // Ticks Zone ... + XTickZoneLevelSpecs mTicksZoneSpecs[]; // Zone Draw Specifications ... + + // +}; \ No newline at end of file diff --git a/BKPS/14031206/Classes/x-saherelm.x-trade.class.ex5 b/BKPS/14031206/Classes/x-saherelm.x-trade.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..c26d0e0f638412fe3371b0766f593715eebaefe5 GIT binary patch literal 11862 zcmdUULzE^!lkHcwZQJOwZKJEYY}>YNb=kIU+qP}j>wn&v-7IE15hpVuZ)7fR#3mzC z^!G0idjKQ~02J^~fB=X8W&h*&ccOYDw@Z(PjZ6Ttg)Kde2kk~AJwVM9ttT4b9USOB#Dd}VOZg0#yFZ!v8Rvf4lz^`M)gxVeIrT z1C9VL0K-3Z{V%2exBhS5#{b2e{$GCnZ!`U$tHcDL|5t6s|2g=-KuLgb9J{dqT;sks zKj%iB~DS z&~QhXkO^NqvEN|28!%x>}o+NDPr^f%?l{q zDKKe@W0tUyAe%KVT*ig|;vCqw8Ws^KrTC!TbSRi8LkMm$3tR9|SSMgRy#SbAHU%I~ zwsXKB&7tL?mMnaf3jxraFee&@BOOZ~nGRnasWe|E8$#8zu{U~DmPD^b*Eivu^@ljl zT;}FYQ{Qt*`{Sk@c*O4IuJ()0>i{B->J;HUG$n{uDyYZQg;)>o(HD)wV(87n5&+$Z 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+/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// ---------------------------------------------- +// Name: XSCTrade +// Description: provides all Trade requirements ... +// +// +// 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.base.class.mq5" +#include "../Classes/x-saherelm.x-account.class.mq5" +#include "../Classes/x-saherelm.x-alert.class.mq5" +#include "../Libraries/x-saherelm.x-trade.lib.mq5" + +// +// Definitions ... + +// +// Overrides ... + +// +// XCTrade Base Class ... +class XCTradeBase : public CTrade +{ + public: + // + // Modify Specific Position, by Specific Comment ... + bool PositionModify( + const string symbol, // Symbol + const double sl, // Stop Loss + const double tp, // Take Profit + const string comment = "" // Comment For Modify + ) + { + // + // check stopped + if (IsStopped(__FUNCTION__)) + { + return (false); + } + + // + // check position existence + if (!SelectPosition(symbol)) + { + return (false); + } + + // + // clean + ClearStructures(); + + // + // setting request + m_request.action = TRADE_ACTION_SLTP; + m_request.symbol = symbol; + m_request.magic = m_magic; + m_request.sl = sl; + m_request.tp = tp; + m_request.position = PositionGetInteger(POSITION_TICKET); + + // + // Specified Comment ... + if (StringLen(comment) > 0) + { + m_request.comment = comment; + } + + // + // action and return the result + return (OrderSend(m_request, m_result)); + } + bool PositionModify( + const ulong ticket, // Position Ticket + const double sl, // Stop Loss + const double tp, // Take Profit + const string comment = "" // Comment For Modify + ) + { + // + // check stopped + if (IsStopped(__FUNCTION__)) + { + return (false); + } + + // + // check position existence + if (!PositionSelectByTicket(ticket)) + { + return (false); + } + + // + // clean + ClearStructures(); + + // + // setting request + m_request.action = TRADE_ACTION_SLTP; + m_request.position = ticket; + m_request.symbol = PositionGetString(POSITION_SYMBOL); + m_request.magic = m_magic; + m_request.sl = sl; + m_request.tp = tp; + + // + // Specified Comment ... + if (StringLen(comment) > 0) + { + m_request.comment = comment; + } + + // + // action and return the result + return (OrderSend(m_request, m_result)); + } + + // + // Close Specific Position, by Specific Comment ... + bool PositionClose( + const string symbol, // Symbol + const ulong deviation, // Deviation + const string comment = "" // Comment For Close + ) + { + // + bool partial_close = false; + int retry_count = 10; + uint retcode = TRADE_RETCODE_REJECT; + + // + // check stopped + if (IsStopped(__FUNCTION__)) + { + return (false); + } + + // + // clean + ClearStructures(); + + // + // check filling + if (!FillingCheck(symbol)) + { + return (false); + } + + // + do + { + // + // check + if (SelectPosition(symbol)) + { + // + if ((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) + { + // + // prepare request for close BUY position + m_request.type = ORDER_TYPE_SELL; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_BID); + } + else + { + // + // prepare request for close SELL position + m_request.type = ORDER_TYPE_BUY; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_ASK); + } + } + else + { + // + // position not found + m_result.retcode = retcode; + return (false); + } + + // + // setting request + m_request.action = TRADE_ACTION_DEAL; + m_request.symbol = symbol; + m_request.volume = PositionGetDouble(POSITION_VOLUME); + m_request.magic = m_magic; + m_request.deviation = (deviation == ULONG_MAX) ? m_deviation : deviation; + m_request.position = PositionGetInteger(POSITION_TICKET); + + // + // Specify Comment ... + m_request.comment = comment; + + // + // check volume + double max_volume = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX); + if (m_request.volume > max_volume) + { + // + m_request.volume = max_volume; + partial_close = true; + } + else + { + partial_close = false; + } + + // + // hedging? just send order + if (IsHedging()) + { + return (OrderSend(m_request, m_result)); + } + + // + // order send + if (!OrderSend(m_request, m_result)) + { + // + if (--retry_count != 0) + { + continue; + } + + // + if (retcode == TRADE_RETCODE_DONE_PARTIAL) + { + m_result.retcode = retcode; + } + + // + return (false); + } + + // + //--- WARNING. If position volume exceeds the maximum volume allowed for deal, + //--- and when the asynchronous trade mode is on, for safety reasons, position is closed not completely, + //--- but partially. It is decreased by the maximum volume allowed for deal. + if (m_async_mode) + { + break; + } + + // + retcode = TRADE_RETCODE_DONE_PARTIAL; + if (partial_close) + { + Sleep(1000); + } + } while (partial_close); + + // + // succeed + return (true); + } + bool PositionClose( + const ulong ticket, // Position Ticket + const ulong deviation, // Deviation + const string comment = "" // Comment For Close + ) + { + // + // check stopped + if (IsStopped(__FUNCTION__)) + { + return (false); + } + + // + // check position existence + if (!PositionSelectByTicket(ticket)) + { + return (false); + } + + // + string symbol = PositionGetString(POSITION_SYMBOL); + + // + // clean + ClearStructures(); + + // + // check filling + if (!FillingCheck(symbol)) + { + return (false); + } + + // + // check + if ((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) + { + // + // prepare request for close BUY position + m_request.type = ORDER_TYPE_SELL; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_BID); + } + else + { + // + // prepare request for close SELL position + m_request.type = ORDER_TYPE_BUY; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_ASK); + } + + // + // setting request + m_request.action = TRADE_ACTION_DEAL; + m_request.position = ticket; + m_request.symbol = symbol; + m_request.volume = PositionGetDouble(POSITION_VOLUME); + m_request.magic = m_magic; + m_request.deviation = (deviation == ULONG_MAX) ? m_deviation : deviation; + + // + // Specify Comment ... + m_request.comment = comment; + + // + // close position + return (OrderSend(m_request, m_result)); + } + + // + // Partial Close Specific Position, by Specific Comment ... + bool PositionClosePartial( + const string symbol, // Symbol + const double volume, // Partial Closing Volume + const ulong deviation, // Deviation + const string comment = "" // Comment For Close + ) + { + // + uint retcode = TRADE_RETCODE_REJECT; + + // + // check stopped + if (IsStopped(__FUNCTION__)) + { + return (false); + } + + // + // for hedging mode only + if (!IsHedging()) + { + return (false); + } + + // + // clean + ClearStructures(); + + // + // check filling + if (!FillingCheck(symbol)) + { + return (false); + } + + // + // check + if (SelectPosition(symbol)) + { + // + if ((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) + { + // + // prepare request for close BUY position + m_request.type = ORDER_TYPE_SELL; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_BID); + } + else + { + // + // prepare request for close SELL position + m_request.type = ORDER_TYPE_BUY; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_ASK); + } + } + else + { + // + // position not found + m_result.retcode = retcode; + return (false); + } + + // + // check volume + double position_volume = PositionGetDouble(POSITION_VOLUME); + if (position_volume > volume) + { + position_volume = volume; + } + + // + // setting request + m_request.action = TRADE_ACTION_DEAL; + m_request.symbol = symbol; + m_request.volume = position_volume; + m_request.magic = m_magic; + m_request.deviation = (deviation == ULONG_MAX) ? m_deviation : deviation; + m_request.position = PositionGetInteger(POSITION_TICKET); + + // + // Specifieng Comment ... + m_request.comment = comment; + + // + // hedging? just send order + return (OrderSend(m_request, m_result)); + } + bool PositionClosePartial( + const ulong ticket, // Position Ticket + const double volume, // Partial Closing Volume + const ulong deviation, // Deviation + const string comment = "" // Comment For Close + ) + { + // + // check stopped + if (IsStopped(__FUNCTION__)) + { + return (false); + } + + // + // for hedging mode only + if (!IsHedging()) + { + return (false); + } + + // + // check position existence + if (!PositionSelectByTicket(ticket)) + { + return (false); + } + + // + string symbol = PositionGetString(POSITION_SYMBOL); + + // + // clean + ClearStructures(); + + // + // check filling + if (!FillingCheck(symbol)) + { + return (false); + } + + // + // check + if ((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) + { + // + // prepare request for close BUY position + m_request.type = ORDER_TYPE_SELL; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_BID); + } + else + { + // + // prepare request for close SELL position + m_request.type = ORDER_TYPE_BUY; + m_request.price = SymbolInfoDouble(symbol, SYMBOL_ASK); + } + + // + // check volume + double position_volume = PositionGetDouble(POSITION_VOLUME); + if (position_volume > volume) + { + position_volume = volume; + } + + // + // setting request + m_request.action = TRADE_ACTION_DEAL; + m_request.position = ticket; + m_request.symbol = symbol; + m_request.volume = position_volume; + m_request.magic = m_magic; + m_request.deviation = (deviation == ULONG_MAX) ? m_deviation : deviation; + + // + // Specifieng Comment ... + m_request.comment = comment; + + // + // close position + return (OrderSend(m_request, m_result)); + } +}; + +// +// Implementation ... + +// +// a Class For Manage Trades and Handle Trading Actions ... +class XCTrade : public XCBase +{ + // + // Public ... + public: + // + // Props ... + XCAccount *mAccount; // Account Info Provider + + // + // Constructors ... + void XCTrade( + int slippage, // Specify Slippage + ulong magicNumber, // Specify Magic Number + double maxAllowedSpread = 0, // Max Allowed Spred for Opening Trades + int maxAllowedPositions = 0, // Max Allowed Positions + double maxAllowedDrawdownFactor = 0 // Max Allowed Drawdown Factor + ) + { + // + // Setting Props ... + mSlippage = slippage; + mMagicNumber = magicNumber; + + // + mMaxAllowedSpread = maxAllowedSpread; + mMaxAllowedPositions = maxAllowedPositions; + mMaxAllowedDrawdownFactor = maxAllowedDrawdownFactor; + + // + mAccount = new XCAccount(); + + // + // Instance Base Trader Class ... + mTrader = new XCTradeBase(); + + // + // Configuring Base Trader Class ... + mTrader.SetAsyncMode(false); + mTrader.SetDeviationInPoints(mSlippage); + mTrader.SetExpertMagicNumber(mMagicNumber); + + // + // Setting Log Level ... + mTrader.LogLevel(LOG_LEVEL_ERRORS); + + // + // OnTrade Context ... + + // + mDaysForRead = 1; + mScanStarted = false; + + // + // Reset On Trade Counter ... + ResetOnTradeContext(); + + // + // Init On Trade Context ... + InitOnTradeContext(); + } + + // + // Deconstructor ... + ~XCTrade() + { + // + // Remove Pointer ... + delete mTrader; + delete mAccount; + + // + ZeroMemory(mTrader); + ZeroMemory(mAccount); + + // + Clean(mOnModifyEventHandlers); + Clean(mStopLossEventHandlers); + Clean(mTakeProfitEventHandlers); + Clean(mOnForceCloseEventHandlers); + Clean(mDealsChangedEventHandlers); + Clean(mOrdersChangedEventHandlers); + Clean(mOnPartialCloseEventHandlers); + Clean(mPositionsChangedEventHandlers); + Clean(mTradeStateChangedEventHandlers); + } + + // + // Props ... + + // + // Retrieve Slippage ... + int GetSlippage() + { + return mSlippage; + } + + // + // Retrieve Magic Number ... + ulong GetMagicNumber() + { + return mMagicNumber; + } + + // + double GetMaxAllowedSpread() + { + return mMaxAllowedSpread; + } + + // + int GetMaxAllowedPositions() + { + return mMaxAllowedPositions; + } + + // + void SetMaxAllowedPositions(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedPositions = value; + } + + // + double GetMaxAllowedDrawdownFactor() + { + return mMaxAllowedDrawdownFactor; + } + + // + // Add Event Listeners ... + + // + void AddOnModifyPositionEventHandler(TOnModify handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mOnModifyEventHandlers + // + ); + } + + // + void AddOnForceClosePositionEventHandler(TOnForceClose handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mOnForceCloseEventHandlers + // + ); + } + + // + void AddOnPartialClosePositionEventHandler(TOnPartialClose handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mOnPartialCloseEventHandlers + // + ); + } + + // + // Add New Deals Changed Event Handler ... + void AddOnTradeStateChangedEventHandler(TOnTradeStateChanged handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mTradeStateChangedEventHandlers + // + ); + } + + // + // Add New Deals Changed Event Handler ... + void AddOnDealsChangedEventHandler(TOnDealsChanged handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mDealsChangedEventHandlers + // + ); + } + + // + // Add New Orders Changed Event Handler ... + void AddOnOrdersChangedEventHandler(TOnOrdersChanged handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mOrdersChangedEventHandlers + // + ); + } + + // + // Add New Positions Changed Event Handler ... + void AddOnPositionsChangedEventHandler(TOnPositionsChanged handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mPositionsChangedEventHandlers + // + ); + } + + // + // Add New Stop Loss Event Handler ... + void AddOnStopLossEventHandler(TOnStopLoss handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mStopLossEventHandlers + // + ); + } + + // + // Add New Stop Loss Event Handler ... + void AddOnTakeProfitEventHandler(TOnTakeProfit handler) + { + // + if (handler == NULL) + { + return; + } + + // + Add( + handler, + mTakeProfitEventHandlers + // + ); + } + + // + // Functions ... + + // + // Handlers ... + + // + // Process On Trade Requirement ... + // this Only Used when we Have to Proccess OnTrade Event in EA(s) ... + void HandleOnTradeEvent( + XOnTradeHandlerState &result // Hold's Result + ) + { + // + result.Clean(); + + // + if (mScanStarted) + { + // + ProcessOnTradeContext(result); + } + else + { + // + // Init Trade Context ... + InitOnTradeContext(); + + // + return; + } + + // + // Here we Can Check the Start ... + bool isValid = + // + result.IsValid() && + // + !result.hasNewDeal && + !result.hasNewOrder && + !result.hasNewPosition && + !result.hasNewHistoryOrder + // + ; + if (!isValid) + { + return; + } + + // + // State ... + + // + // Notfy Trade State Changed Event ... + NotifyTradeStateChangeEvent(result); + + // + // Deals ... + if (result.hasNewDeal) + { + // + // Notfy Deals Changed Event ... + NotifyDealsChangeEvent(result.newDeals); + + // + // Retrieve Last Deal ... + XDeal deals[]; + int dealsCount = GetDeals(deals); + if (dealsCount > 0) + { + // + XDeal lastDeal = deals[0]; + + // + if (lastDeal.reason == DEAL_REASON_TP) + { + NotifyTakeProfitEvent(lastDeal); + } + else if (lastDeal.reason == DEAL_REASON_SL) + { + NotifyStopLossEvent(lastDeal); + } + } + } + + // + // Orders ... + if (result.hasNewOrder || result.hasNewHistoryOrder) + { + // + // Notfy Orders Changed Event ... + NotifyOrdersChangeEvent(result.newOrders + result.newHistoryOrders); + } + + // + // Positions ... + if (result.hasNewPosition) + { + // + // Notfy Positions Changed Event ... + NotifyPositionsChangeEvent(result.newPositions); + } + } + + // + // This Must be Called Every time OnTrade Event Happening ... + // this Used for Implementing Custom Senarios ... + XOnTradeHandlerState HandleOnTrade() + { + // + // Handle OnTrade Event ... + XOnTradeHandlerState state; + HandleOnTradeEvent(state); + if ( + !state.hasNewDeal && + !state.hasNewOrder && + !state.hasNewPosition && + !state.hasNewHistoryOrder) + { + return state; + } + + // + // State ... + + // + // Notfy Trade State Changed Event ... + NotifyTradeStateChangeEvent(state); + + // + // DEALS ... + if (state.hasNewDeal) + { + // + // Notfy Deals Changed Event ... + NotifyDealsChangeEvent(state.newDeals); + + // + // Retrieve Last Deal ... + XDeal deals[]; + GetDeals(deals); + int dealsCount = ArraySize(deals); + if (dealsCount > 0) + { + // + XDeal lastDeal = deals[0]; + + // + if (lastDeal.reason == DEAL_REASON_TP) + { + NotifyTakeProfitEvent(lastDeal); + } + else if (lastDeal.reason == DEAL_REASON_SL) + { + NotifyStopLossEvent(lastDeal); + } + } + } + + // + // ORDERS ... + if (state.hasNewOrder || state.hasNewHistoryOrder) + { + // + // Notfy Orders Changed Event ... + NotifyOrdersChangeEvent(state.newOrders + state.newHistoryOrders); + } + + // + // POSITIONS ... + if (state.hasNewPosition) + { + // + // Notfy Positions Changed Event ... + NotifyPositionsChangeEvent(state.newPositions); + } + + // + return state; + } + + // + // Trade Actions ... + + // + // Main ... + + // + // Policies ... + + // + // Check Acocunt Balance is Allow new Trades or not ... + bool CheckEquityForTrade() + { + // + bool result = false; + + // + if (mMaxAllowedDrawdownFactor <= 0) + { + // + result = true; + return result; + } + + // + double equity = mAccount.GetEquity(); + double balance = mAccount.GetBalance(); + + // + double selectedBalance = MathMax(equity, balance) - MathMin(equity, balance); + + // + double maxAllowedBalanceDrawDown = GetMaxAllowedEquity(); + + // + result = equity > balance || + (equity <= balance && + selectedBalance <= maxAllowedBalanceDrawDown); + + // + return result; + } + + // + // Check Max Allowed Positions Policy for Trade ... + bool CheckPositionsForTrade() + { + // + bool result = false; + + // + if (mMaxAllowedPositions <= 0) + { + // + result = true; + return result; + } + + // + XPosition positions[]; + int positionsCount = GetPositions(positions); + if (positionsCount <= 0) + { + // + result = true; + return result; + } + + // + result = positionsCount < mMaxAllowedPositions; + + // + return result; + } + + // + // Check Spread is Ok for Executing Specific Signal ... + bool CheckSpreadForSignalExecution(XSignal &mSignal) + { + // + bool result = false; + + // + bool isSpreadCheckEnable = mMaxAllowedSpread > 0; + if (!isSpreadCheckEnable) + { + result = true; + } + else + { + // + // Retrieve Signal Spread ... + double spread = GetSpread(mSignal.symbol); + result = spread <= mMaxAllowedSpread; + } + + // + return result; + } + + // + // Check Account Policy ... + bool CheckAccountPolicy( + XSignal &mSignal, // For Executing Signal + ENUM_X_SIGNAL_EXECUTION_RESULT &state // State Holder + ) + { + // + bool result = false; + + // + // Check Positions For Trade ... + result = CheckPositionsForTrade(); + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED; + return result; + } + + // + // Check Equity For Trade ... + result = CheckEquityForTrade(); + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_NO_EQUITY; + return result; + } + + // + // Check Spread for Trade ... + result = CheckSpreadForSignalExecution(mSignal); + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_SPREAD; + return result; + } + + // + return result; + } + + // + // Execute a Signal ... + bool ExecuteSignal( + XSignal &mSignal, // Signal + ENUM_X_SIGNAL_EXECUTION_RESULT &state, // Result + ENUM_ORDER_TYPE_TIME lifetime = ORDER_TIME_GTC, // Order LifeTime + datetime expiration = NULL, // order expiration time + bool checkPolicies = true // Check Account Policies + ) + { + // + bool result = false; + state = X_SIGNAL_EXECUTION_UNKNOWN; + + // + double currentEntry = GetEntry( + mSignal.symbol, + mSignal.type + // + ); + bool isLong = IsLong(mSignal.type); + + // + if (!mSignal.IsValid()) + { + // + state = X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS; + return result; + } + + // + // Prepare Signal Comment ... + string mSComment = mSignal.GenerateComment(); + if (!Contains(mSComment, mSignal.comment)) + { + mSignal.comment += mSComment; + } + + // + // Handle Market Execution ... + if (mSignal.mode == X_ORDER_MODE_MARKET) + { + // + // Do Apply Policies here ... + bool hasPolicy = !checkPolicies + ? true + : CheckAccountPolicy(mSignal, state); + if (!hasPolicy) + { + result = false; + } + else + { + // + if (isLong) + { + // + result = Buy( + mSignal.symbol, + mSignal.period, + mSignal.volume, + mSignal.entry, + mSignal.sl, + mSignal.tp, + mSignal.comment + // + ); + } + else + { + // + result = Sell( + mSignal.symbol, + mSignal.period, + mSignal.volume, + mSignal.entry, + mSignal.sl, + mSignal.tp, + mSignal.comment + // + ); + } + } + } + // + // Handle Stop Execution ... + else if (mSignal.mode == X_ORDER_MODE_STOP) + { + + // + // Check Conditions ... + + // + // Check Price ... + result = isLong + ? mSignal.entry > currentEntry + : mSignal.entry < currentEntry; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR; + return result; + } + + // + // Execute Order ... + if (isLong) + { + // + result = BuyStop( + mSignal.symbol, + mSignal.period, + mSignal.volume, + mSignal.entry, + mSignal.sl, + mSignal.tp, + lifetime, + expiration, + mSignal.comment + // + ); + } + else + { + // + result = SellStop( + mSignal.symbol, + mSignal.period, + mSignal.volume, + mSignal.entry, + mSignal.sl, + mSignal.tp, + lifetime, + expiration, + mSignal.comment + // + ); + } + } + // + // Handle Limit Execution ... + else if (mSignal.mode == X_ORDER_MODE_LIMIT) + { + // + // Check Conditions ... + + // + // Check Price ... + result = isLong + ? mSignal.entry < currentEntry + : mSignal.entry > currentEntry; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR; + return result; + } + + // + // Execute Order ... + if (isLong) + { + // + result = BuyLimit( + mSignal.symbol, + mSignal.period, + mSignal.volume, + mSignal.entry, + mSignal.sl, + mSignal.tp, + lifetime, + expiration, + mSignal.comment + // + ); + } + else + { + // + result = SellLimit( + mSignal.symbol, + mSignal.period, + mSignal.volume, + mSignal.entry, + mSignal.sl, + mSignal.tp, + lifetime, + expiration, + mSignal.comment + // + ); + } + } + + // + // Handle Ticket ... + if (result) + { + // + state = X_SIGNAL_EXECUTION_SUCCEED; + + // + ulong ticket; + if (mSignal.mode == X_ORDER_MODE_MARKET) + { + ticket = GetLastOpenPositionTicket(); + } + else + { + ticket = GetLastPlacedOrderTicket(); + } + + // + mSignal.positionId = ticket; + + // + // Handle Store XPositionInfo ... + if (mSignal.mode == X_ORDER_MODE_MARKET) + { + // + // TODO: Implement this ... + } + + // + // Handle Executing Support Signals ... + int supportsCount = ArraySize(mSignal.supports); + if (supportsCount > 0) + { + // + int executed = 0; + for (int i = 0; i < supportsCount; i++) + { + // + XSignal iSupport = mSignal.supports[i]; + + // + int supIndex = i + 1; + string iComment = GenerateSupportTag(ticket); + iSupport.comment = iComment; + + // + bool isExecuted = ExecuteSignal( + iSupport, + state, + lifetime, + expiration + // + ); + if (isExecuted) + { + executed++; + } + } + + // + result = executed == supportsCount; + } + } + + // + return result; + } + + // + // Execute a Collection Of Signals ... + int ExecuteSignals( + XSignal &signals[], // Collection of Signal for Execution + ENUM_X_SIGNAL_EXECUTION_RESULT &states[], // Signal Execution Result + ENUM_ORDER_TYPE_TIME lifetime = ORDER_TIME_GTC, // Order LifeTime + datetime expiration = NULL, // order expiration time + bool checkPolicies = true // Check Account Policies + ) + { + // + int result = 0; + + // + Clean(states); + + // + int signalsCount = ArraySize(signals); + if (signalsCount <= 0) + { + return result; + } + + // + ArrayResize(states, signalsCount); + ArrayInitialize(states, X_SIGNAL_EXECUTION_UNKNOWN); + for (int i = 0; i < signalsCount; i++) + { + // + bool isExecuted = ExecuteSignal( + signals[i], + states[i], + lifetime, + expiration, + checkPolicies + // + ); + + // + if (isExecuted) + { + result++; + } + } + + // + return result; + } + + // + int ExecuteSpecifiedSignals( + XSignal &signals[], // Collection of Signal for Execution + XSignal ¬Executeds[], // Not Executed Signal + ENUM_X_SIGNAL_EXECUTION_RESULT &states[], // Signal Execution Result + ENUM_ORDER_TYPE_TIME lifetime = ORDER_TIME_GTC, // Order LifeTime + datetime expiration = NULL, // order expiration time + bool checkPolicies = true // Check Account Policies + ) + { + // + int result = 0; + + // + Clean(states); + Clean(notExecuteds); + + // + int signalsCount = ArraySize(signals); + if (signalsCount <= 0) + { + return result; + } + + // + ArrayResize(states, signalsCount); + ArrayInitialize(states, X_SIGNAL_EXECUTION_UNKNOWN); + for (int i = 0; i < signalsCount; i++) + { + // + bool isExecuted = ExecuteSignal( + signals[i], + states[i], + lifetime, + expiration + // + ); + + // + if (isExecuted) + { + result++; + } + else + { + // + AddRef( + signals[i], + notExecuteds // + ); + } + } + + // + return result; + } + + // + // Regular Trade Actions ... + + // + // Buy ... + + // + // Force Open a Buy/Long Position ... + bool Buy( + string symbol, // Specified Symbol + ENUM_TIMEFRAMES period, // Specified Trade's Period + double volume, // position volume + double price, // execution price + double sl = 0, // stop loss price + double tp = 0, // take profit price + string comment = NULL // comment + ) + { + // + bool result = false; + + // + ENUM_TIMEFRAMES mPeriod = ExtractPeriod(comment); + if (!IsValid(comment) || + !IsValid(mPeriod)) + { + // + string mPeriodStr = GeneratePeriodTag(period); + + // + comment += mPeriodStr; + } + + // + result = mTrader.Buy( + volume, + symbol, + price, + sl, + tp, + comment + // + ); + + // + return result; + } + + // + // Send BUY LIMIT order ... + bool BuyLimit( + string symbol, // Specified Symbol + ENUM_TIMEFRAMES period, // Specified Trade's Period + double volume, // order volume + double price, // order price + double sl = 0.0, // stop loss price + double tp = 0.0, // take profit price + ENUM_ORDER_TYPE_TIME typeTime = ORDER_TIME_GTC, // order lifetime + datetime expiration = 0, // order expiration time + string comment = NULL // comment + ) + { + // + bool result = false; + + // + ENUM_TIMEFRAMES mPeriod = ExtractPeriod(comment); + if (!IsValid(comment) || + !IsValid(mPeriod)) + { + // + string mPeriodStr = GeneratePeriodTag(period); + + // + comment += mPeriodStr; + } + + // + result = mTrader.BuyLimit( + volume, + price, + symbol, + sl, + tp, + typeTime, + expiration, + comment + // + ); + + // + return result; + } + + // + // Send BUY STOP order ... + bool BuyStop( + string symbol, // Specified Symbol + ENUM_TIMEFRAMES period, // Specified Trade's Period + double volume, // order volume + double price, // order price + double sl = 0.0, // stop loss price + double tp = 0.0, // take profit price + ENUM_ORDER_TYPE_TIME typeTime = ORDER_TIME_GTC, // order lifetime + datetime expiration = 0, // order expiration time + string comment = NULL // comment + ) + { + // + bool result = false; + + // + ENUM_TIMEFRAMES mPeriod = ExtractPeriod(comment); + if (!IsValid(comment) || + !IsValid(mPeriod)) + { + // + string mPeriodStr = GeneratePeriodTag(period); + + // + comment += mPeriodStr; + } + + // + result = mTrader.BuyStop( + volume, + price, + symbol, + sl, + tp, + typeTime, + expiration, + comment + // + ); + + // + return result; + } + + // + // Sell ... + + // + // Force Open a Sell/Short Position ... + bool Sell( + string symbol, // Specified Symbol + ENUM_TIMEFRAMES period, // Specified Trade's Period + double volume, // position volume + double price, // execution price + double sl = 0, // stop loss price + double tp = 0, // take profit price + string comment = NULL // comment + ) + { + // + bool result = false; + + // + ENUM_TIMEFRAMES mPeriod = ExtractPeriod(comment); + if (!IsValid(comment) || + !IsValid(mPeriod)) + { + // + string mPeriodStr = GeneratePeriodTag(period); + + // + comment += mPeriodStr; + } + + // + result = mTrader.Sell( + volume, + symbol, + price, + sl, + tp, + comment + // + ); + + // + return result; + } + + // + // Send SELL LIMIT order ... + bool SellLimit( + string symbol, // Specified Symbol + ENUM_TIMEFRAMES period, // Specified Trade's Period + double volume, // order volume + double price, // order price + double sl = 0.0, // stop loss price + double tp = 0.0, // take profit price + ENUM_ORDER_TYPE_TIME typeTime = ORDER_TIME_GTC, // order lifetime + datetime expiration = 0, // order expiration time + string comment = NULL // comment + ) + { + // + bool result = false; + + // + ENUM_TIMEFRAMES mPeriod = ExtractPeriod(comment); + if (!IsValid(comment) || + !IsValid(mPeriod)) + { + // + string mPeriodStr = GeneratePeriodTag(period); + + // + comment += mPeriodStr; + } + + // + result = mTrader.SellLimit( + volume, + price, + symbol, + sl, + tp, + typeTime, + expiration, + comment + // + ); + + // + return result; + } + + // + // Send SELL STOP order ... + bool SellStop( + string symbol, // Specified Symbol + ENUM_TIMEFRAMES period, // Specified Trade's Period + double volume, // order volume + double price, // order price + double sl = 0.0, // stop loss price + double tp = 0.0, // take profit price + ENUM_ORDER_TYPE_TIME typeTime = ORDER_TIME_GTC, // order lifetime + datetime expiration = 0, // order expiration time + string comment = NULL // comment + ) + { + // + bool result = false; + + // + ENUM_TIMEFRAMES mPeriod = ExtractPeriod(comment); + if (!IsValid(comment) || + !IsValid(mPeriod)) + { + // + string mPeriodStr = GeneratePeriodTag(period); + + // + comment += mPeriodStr; + } + + // + result = mTrader.SellStop( + volume, + price, + symbol, + sl, + tp, + typeTime, + expiration, + comment + // + ); + + // + return result; + } + + // + // Check a Position is Exists Open or not ... + bool IsOpen( + ulong ticket // Specified Position Ticket + ) + { + // + bool result = false; + + // + result = mPositionInfo + .SelectByTicket(ticket); + + // + return result; + } + + // + // Modify Position ... + bool Modify( + const ulong ticket, // position ticket + double sl = 0, // stop loss price + double tp = 0, // take profit + string comment = NULL // comment + ) + { + // + bool result = false; + + // + // Validate Args ... + XPosition position; + result = + GetPosition( + ticket, + position // + ) && + (tp >= 0 || sl >= 0); + if (!result) + { + return result; + } + + // + // Use Position Comment when there isn't new One ... + if (!IsValid(comment) == 0) + { + // + // if there isn't provided Comment + // Use Position Comment for default ... + comment = "Modify " + GetPositionComment(ticket); + } + + // + result = mTrader.PositionModify( + ticket, + sl, + tp, + comment + // + ); + if (result) + { + // + NotifyModifyEvent( + ticket, + position.profit, + comment // + ); + } + + // + return result; + } + + // + // Close Position By Ticket ... + bool Close( + ulong ticket, // Position Ticket + string comment = NULL // Close Position By Specific Comment + ) + { + // + bool result = false; + + // + // Check Position Open ... + XPosition position; + result = GetPosition( + ticket, + position // + ); + if (!result) + { + return result; + } + + // + // Use Default Position Comment if it's Not Provided ... + if (!IsValid(comment)) + { + comment = "Close " + GetPositionComment(ticket); + } + + // + // Close Position By Specific Comment ... + result = mTrader.PositionClose( + ticket, + mSlippage, + comment + // + ); + if (result) + { + // + NotifyForceCloseEvent( + ticket, + position, + comment // + ); + } + + // + return result; + } + + // + // Close Specified Positions ... + int Close( + string comment = NULL, // Close Position By Specific Comment + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_X_POSITION_TYPES type = NULL, // Long (Buy) or Short (Sell) + bool filterByMagic = true // Get Only Self Open Positions + ) + { + // + int result = 0; + + // + XPosition positions[]; + int positionsCount = GetPositions( + positions, + symbol, + provider, + period, + type, + filterByMagic); + if (positionsCount <= 0) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + bool isClosed = Close( + iPosition.ticket, + comment + // + ); + if (isClosed) + { + result++; + } + } + + // + return result; + } + + // + // Close a Collection of Positions ... + int Close( + XPosition &positions[], // Collection of Positions + string comment // Close Comment + ) + { + // + int result = 0; + + // + int positionsCount = ArraySize(positions); + if (positionsCount <= 0) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + bool isClosed = Close( + iPosition.ticket, + comment + // + ); + if (isClosed) + { + result++; + } + } + + // + return result; + } + + // + // Close Partial By Ticket ... + bool ClosePartial( + ulong ticket, // Position Ticket + double volume, // Volume Size for Partial Closing + string comment = NULL // Close Position By Specific Comment + ) + { + // + bool result = false; + + // + XPosition position; + result = GetPosition( + ticket, + position // + ); + if (!result) + { + return result; + } + + // + // Use Default Partial Close Comment ... + if (!IsValid(comment)) + { + // + comment += "PClose " + GetPositionComment(ticket); + } + + // + result = mTrader.PositionClosePartial( + ticket, + volume, + mSlippage, + comment + // + ); + if (result) + { + // + NotifyPartialCloseEvent( + ticket, + position.profit, + comment // + ); + } + + // + return result; + } + + // + // Cancel Specific Order ... + bool CancelOrder(ulong ticket) + { + return mTrader + .OrderDelete(ticket); + } + + // + // Cancel Specific Orders ... + int CancelOrders( + XOrder &orders[] // Specified Orders ... + ) + { + // + int result = 0; + + // + int ordersCount = ArraySize(orders); + if (ordersCount <= 0) + { + return result; + } + + // + for (int i = 0; i < ordersCount; i++) + { + // + XOrder iOrder = orders[i]; + + // + bool isDeleted = mTrader + .OrderDelete(iOrder.ticket); + if (isDeleted && !result) + { + result++; + } + } + + // + return result; + } + + // + // Extractors ... + + // + // Positions ... + + // + // Calculate Positions Profit ... + double Profit( + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_X_POSITION_TYPES type = NULL, // Long (Buy) or Short (Sell) + bool filterByMagic = true // Get Only Self Open Positions + ) + { + // + double result = 0; + + // + // Retrieve Positions ... + XPosition positions[]; + int positionsCount = GetPositions( + positions, + symbol, + provider, + period, + type, + filterByMagic + // + ); + if (positionsCount <= 0) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + result += positions[i].profit; + } + + // + return result; + } + + // + // Retrieve Specific Position by Index ... + bool GetPosition( + int index, // Specified Index + XPosition &result // Hold's Result + ) + { + // + bool isInited = result + .ByIndex(index); + + // + return isInited; + } + + // + // Retrieve Specific Position by Ticket ... + bool GetPosition( + ulong ticket, // Specified Ticket + XPosition &result // Hold's Result + ) + { + // + bool isInited = result + .ByTicket(ticket); + + // + return isInited; + } + + // + double GetPositionCommission( + ulong ticket // Specified Ticket + ) + { + // + double result = 0; + + // + XPosition position; + bool hasPosition = GetPosition( + ticket, + position // + ); + if (!hasPosition) + { + return result; + } + + // + XDeal deals[]; + int dealsCount = GetDeals( + deals, + position.symbol, + position.provider, + position.period, + NULL, + DEAL_ENTRY_IN // + ); + if (IsValidSize(dealsCount)) + { + // + for (int i = 0; i < dealsCount; i++) + { + // + XDeal iDeal = deals[i]; + if (iDeal.positionId == ticket) + { + // + result = iDeal.commission; + break; + } + } + } + + // + return result; + } + + // + // Retrieve Positions ... + int GetPositions( + XPosition &result[], // Hold's Result + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_X_POSITION_TYPES type = NULL, // Long (Buy) or Short (Sell) + bool filterByMagic = true, // Get Only Self Open Positions + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + int before = ArraySize(result); + + // + if (forceClean) + { + Clean(result); + } + + // + // Count Positions ... + int itemsCount = PositionsTotal(); + if (itemsCount <= 0) + { + return mResult; + } + + // + // Loop Through all Positions ... + for (int i = itemsCount - 1; i >= 0; i--) + { + // + XPosition iItem; + bool isLoaded = iItem.ByIndex(i); + if (!isLoaded) + { + continue; + } + + // + // Now we have to Check Given Filters ... + bool isFiltersPassed = + iItem.IsFiltersPassed( + symbol, + provider, + period, + type, + mMagicNumber, + filterByMagic + // + ); + if (!isFiltersPassed) + { + continue; + } + + // + // Add Filtered Item into Result ... + AddRef( + iItem, + result + // + ); + } + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; + } + + // + void GetPositions( + XPosition &longs[], // Hold's Longs Result + XPosition &shorts[], // Hold's Shorts Result + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + bool filterByMagic = true, // Get Only Self Open Positions + bool forceClean = true // Clean Result Array + ) + { + // + // Retrieve Long Positions ... + GetPositions( + longs, + symbol, + provider, + period, + X_POSITION_TYPE_LONG, + filterByMagic, + forceClean // + ); + + // + // Retrieve Short Positions ... + GetPositions( + shorts, + symbol, + provider, + period, + X_POSITION_TYPE_SHORT, + filterByMagic, + forceClean // + ); + } + + // + // Select In Profit Positions ... + int GetInProfitPositions( + XPosition &result[], // Hold's Result + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_X_POSITION_TYPES type = NULL, // Long (Buy) or Short (Sell) + ENUM_X_POSITION_SELECT_METHODS method = NULL, // Selection Method + bool filterByMagic = true, // Get Only Self Open Positions + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + int before = ArraySize(result); + + // + if (forceClean) + { + Clean(result); + } + + // + XPosition positions[]; + int positionsCount = GetPositions( + positions, + symbol, + provider, + period, + type, + filterByMagic, + forceClean); + if (positionsCount <= 0) + { + return mResult; + } + + // + XPosition min; + XPosition max; + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (iPosition.profit <= 0) + { + continue; + } + + // + // Calculate Min and Max ... + + // + // Min ... + if (!min.IsValid() || min.profit <= 0 || min.profit > iPosition.profit) + { + min = iPosition; + } + + // + // Max ... + if (!max.IsValid() || max.profit <= 0 || max.profit < iPosition.profit) + { + max = iPosition; + } + + // + bool isSelectionMethodFilterPassed = + // + (method == NULL || + method == X_POSITION_SELECT_ALL) + ? true + : false; + // + ; + if (!isSelectionMethodFilterPassed) + { + continue; + } + + // + AddRef( + iPosition, + result + // + ); + } + + // + if (min.IsValid() && + (method == X_POSITION_SELECT_MIN || + method == X_POSITION_SELECT_BOTH)) + { + // + AddRef( + min, + result + // + ); + } + + // + if (max.IsValid() && + (method == X_POSITION_SELECT_MAX || + method == X_POSITION_SELECT_BOTH)) + { + // + AddRef( + max, + result + // + ); + } + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; + } + + // + // Select In Drawdown Positions ... + int GetInDrawdownPositions( + XPosition &result[], // Hold's Result + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_X_POSITION_TYPES type = NULL, // Long (Buy) or Short (Sell) + ENUM_X_POSITION_SELECT_METHODS method = NULL, // Selection Method + bool filterByMagic = true, // Get Only Self Open Positions + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + int before = ArraySize(result); + + // + if (forceClean) + { + Clean(result); + } + + // + XPosition positions[]; + int positionsCount = GetPositions( + positions, + symbol, + provider, + period, + type, + filterByMagic, + forceClean); + if (positionsCount <= 0) + { + return mResult; + } + + // + XPosition min; + XPosition max; + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (iPosition.profit >= 0) + { + continue; + } + + // + // Calculate Min and Max ... + + // + // Min ... + if (!min.IsValid() || min.profit <= 0 || min.profit > iPosition.profit) + { + min = iPosition; + } + + // + // Max ... + if (!max.IsValid() || max.profit <= 0 || max.profit < iPosition.profit) + { + max = iPosition; + } + + // + bool isSelectionMethodFilterPassed = + // + (method == NULL || + method == X_POSITION_SELECT_ALL) + ? true + : false; + // + ; + if (!isSelectionMethodFilterPassed) + { + continue; + } + + // + AddRef( + iPosition, + result + // + ); + } + + // + if (min.IsValid() && + (method == X_POSITION_SELECT_MIN || + method == X_POSITION_SELECT_BOTH)) + { + // + AddRef( + min, + result + // + ); + } + + // + if (max.IsValid() && + (method == X_POSITION_SELECT_MAX || + method == X_POSITION_SELECT_BOTH)) + { + // + AddRef( + max, + result + // + ); + } + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; + } + + // + // Orders ... + + // + // Retrieve Specific Order by Index ... + bool GetOrder( + int index, // Specified Index + XOrder &result // Hold's Result + ) + { + // + return result + .ByIndex(index); + } + + // + // Retrieve Specific Positions Orders ... + int GetOrders( + ulong ticket, // Positions Ticket + XOrder &result[], // Hold's Result + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + // Select History by Specified Ticket ... + bool isHistorySelected = HistorySelectByPosition(ticket); + if (!isHistorySelected) + { + return mResult; + } + + // + int ordersCount = HistoryOrdersTotal(); + if (ordersCount <= 0) + { + return mResult; + } + + // + int before = ArraySize(result); + + // + if (forceClean) + { + Clean(result); + } + + // + for (int i = 0; i < ordersCount; i++) + { + // + XOrder iOrder; + bool isLoaded = iOrder.HistoryByIndex(i); + if (!isLoaded) + { + continue; + } + + // + bool isTicketFilterPassed = + // + iOrder.ticket = ticket + // + ; + if (!isTicketFilterPassed) + { + continue; + } + + // + AddRef( + iOrder, + result + // + ); + } + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; + } + + // + // Retrieve All Orders ... + int GetOrders( + XOrder &result[], // Hold's Result + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_X_POSITION_TYPES type = NULL, // Long (Buy) or Short (Sell) + ENUM_ORDER_STATE state = NULL, // Order State + bool filterByMagic = true, // Get Only Self Open Positions + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + int before = ArraySize(result); + + // + if (forceClean) + { + Clean(result); + } + + // + // Count Positions ... + int itemsCount = OrdersTotal(); + if (itemsCount <= 0) + { + return mResult; + } + + // + // Loop Through all Positions ... + for (int i = itemsCount - 1; i >= 0; i--) + { + // + XOrder iItem; + bool isLoaded = iItem.ByIndex(i); + if (!isLoaded) + { + continue; + } + + // + // Now we have to Check Given Filters ... + bool isFiltersPassed = + iItem.IsFiltersPassed( + symbol, + provider, + period, + type, + state, + mMagicNumber, + filterByMagic + // + ); + if (!isFiltersPassed) + { + continue; + } + + // + // Add Filtered Item into Result ... + AddRef( + iItem, + result + // + ); + } + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; + } + + // + // Retrieve Historical Orders ... + int GetOrders( + XOrder &result[], // Hold's Result + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_X_POSITION_TYPES type = NULL, // Long (Buy) or Short (Sell) + ENUM_ORDER_STATE state = NULL, // Order State + datetime startDate = NULL, // Specify Start Date + datetime endDate = NULL, // Specify End Date + bool filterByMagic = true, // Get Only Self Open Positions + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + endDate = NormalizeTime(endDate); + + // + if (!IsValid(startDate)) + { + startDate = endDate - PeriodSeconds(PERIOD_D1); + } + + // + bool isHistorySelected = HistorySelect( + startDate, + endDate); + if (!isHistorySelected) + { + return mResult; + } + + // + int before = ArraySize(result); + + // + if (forceClean) + { + Clean(result); + } + + // + // Count Positions ... + int itemsCount = OrdersTotal(); + if (itemsCount <= 0) + { + return mResult; + } + + // + // Loop Through all Positions ... + for (int i = itemsCount - 1; i >= 0; i--) + { + // + XOrder iItem; + bool isLoaded = iItem.HistoryByIndex(i); + if (!isLoaded) + { + continue; + } + + // + // Now we have to Check Given Filters ... + bool isFiltersPassed = + iItem.IsFiltersPassed( + symbol, + provider, + period, + type, + state, + mMagicNumber, + filterByMagic + // + ); + if (!isFiltersPassed) + { + continue; + } + + // + // Add Filtered Item into Result ... + AddRef( + iItem, + result + // + ); + } + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; + } + + // + // Deals ... + + // + // Retrieve Specific Deal by Index ... + bool GetDeal( + int index, // Specified Index + XDeal &result // Hold's Result + ) + { + // + return result + .ByIndex(index); + } + + // + bool GetLastDeal( + XDeal &result // Hold's Result + ) + { + // + bool mResult = false; + + // + mResult = HistorySelect(0, TimeCurrent()); + if (!mResult) + { + return mResult; + } + + // + int lastDealIndex = HistoryDealsTotal() - 1; + + // + mResult = GetDeal( + lastDealIndex, + result // + ); + + // + return mResult; + } + + // + // Retrieve Specified Deal's History ... + int GetDealsHistory( + XDeal &deal, // Specified Deal + XOrder &history[], // Deals History + bool forceClean = true // Clean Result Array + ) + { + // + int result = 0; + + // + if (!deal.IsValid()) + { + return result; + } + + // + result = GetOrders( + deal.positionId, + history, + forceClean); + + // + return result; + } + + // + // Retrieve All Deals ... + int GetDeals( + XDeal &result[], // Hold's Result + string symbol = NULL, // Trading Symbol + string provider = NULL, // Signal Provider + ENUM_TIMEFRAMES period = NULL, // Trading Period + ENUM_DEAL_TYPE type = NULL, // Deal Type + ENUM_DEAL_ENTRY entry = NULL, // Deal Entry + ENUM_DEAL_REASON reason = NULL, // Deal Reason + datetime startDate = NULL, // Specify Start Date + datetime endDate = NULL, // Specify End Date + bool filterByMagic = true, // Get Only Self Open Positions + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + endDate = NormalizeTime(endDate); + + // + if (!IsValid(startDate)) + { + startDate = endDate - PeriodSeconds(PERIOD_D1); + } + + // + bool isHistorySelected = HistorySelect( + startDate, + endDate); + if (!isHistorySelected) + { + return mResult; + } + + // + int before = ArraySize(result); + + // + if (forceClean) + { + Clean(result); + } + + // + // Count Positions ... + int itemsCount = HistoryDealsTotal(); + if (itemsCount <= 0) + { + return mResult; + } + + // + // Loop Through all Positions ... + for (int i = itemsCount - 1; i >= 0; i--) + { + // + XDeal iItem; + bool isLoaded = iItem.ByIndex(i); + if (!isLoaded) + { + continue; + } + + // + // Now we have to Check Given Filters ... + bool isFiltersPassed = + iItem.IsFiltersPassed( + symbol, + provider, + period, + type, + entry, + reason, + mMagicNumber, + filterByMagic + // + ); + if (!isFiltersPassed) + { + continue; + } + + // + // Add Filtered Item into Result ... + AddRef( + iItem, + result + // + ); + } + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; + } + + // + // Support Functions ... + + // + // Check a Position has Support or not ... + bool HasSupport( + ulong ticket, + bool forceOpen = true // + ) + { + // + bool result = false; + + // + result = ticket > 0; + if (!result) + { + return result; + } + + // + if (forceOpen) + { + // + result = IsOpen(ticket); + if (!result) + { + return result; + } + } + + // + XPosition positions[]; + int positionsCount = GetPositions(positions); + result = IsValidSize(positionsCount); + if (!result) + { + return result; + } + + // + // Extract Support Positions ... + XPosition supports[]; + int supportsCount = ExtractSupports( + positions, + supports // + ); + result = IsValidSize(supportsCount); + if (!result) + { + return result; + } + + // + // Loop Through Supports ... + for (int i = 0; i < supportsCount; i++) + { + // + XPosition iSupport = supports[i]; + + // + ulong supportedTicket = ExtractSupportedTicket(iSupport.comment); + ulong eqmSupportedTicket = ExtractEQMSupportedTicket(iSupport.comment); + + // + result = + // + (supportedTicket > 0 && ticket == supportedTicket) + // + || + // + (eqmSupportedTicket > 0 && ticket == eqmSupportedTicket) + // + ; + if (result) + { + break; + } + } + + // + return result; + } + + // + // Retrieve Specific Position's Supports ... + int GetSupports( + ulong ticket, + XPosition &dest[], // Result ... + bool forceOpen = true // + ) + { + // + int result = 0; + + // + Clean(dest); + + // + bool hasSupport = HasSupport( + ticket, + forceOpen // + ); + if (!hasSupport) + { + return result; + } + + // + XPosition positions[]; + int positionsCount = GetPositions(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + // Extract Support Positions ... + XPosition supports[]; + int supportsCount = ExtractSupports( + positions, + supports // + ); + if (!IsValidSize(supportsCount)) + { + return result; + } + + // + // Loop Through Supports ... + for (int i = 0; i < supportsCount; i++) + { + // + XPosition iSupport = supports[i]; + + // + ulong supportedTicket = ExtractSupportedTicket(iSupport.comment); + ulong eqmSupportedTicket = ExtractEQMSupportedTicket(iSupport.comment); + + // + bool isOwn = + // + (supportedTicket > 0 && ticket == supportedTicket) + // + || + // + (eqmSupportedTicket > 0 && ticket == eqmSupportedTicket) + // + ; + if (isOwn) + { + // + AddRef( + iSupport, + dest // + ); + } + } + + // + result = ArraySize(dest); + + // + return result; + } + + // + // Retrieve Specific Position's Supports ... + int GetSupports( + ulong ticket, + XOrder &dest[], // Result ... + bool forceOpen = true // + ) + { + // + int result = 0; + + // + Clean(dest); + + // + bool hasSupport = HasSupport( + ticket, + forceOpen // + ); + if (!hasSupport) + { + return result; + } + + // + XOrder orders[]; + int ordersCount = GetOrders( + orders, + NULL, // All Symbols ... + NULL, // All Providers ... + NULL, // All Periods ... + X_POSITION_TYPE_ALL, // All Types ... + ORDER_STATE_PLACED, // Untriggere Orders ... + true // + ); + if (!IsValidSize(ordersCount)) + { + return result; + } + + // + // Extract Support Positions ... + XOrder supports[]; + int supportsCount = ExtractSupports( + orders, + supports // + ); + if (!IsValidSize(supportsCount)) + { + return result; + } + + // + // Loop Through Supports ... + for (int i = 0; i < supportsCount; i++) + { + // + XOrder iSupport = supports[i]; + + // + ulong supportedTicket = ExtractSupportedTicket(iSupport.comment); + ulong eqmSupportedTicket = ExtractEQMSupportedTicket(iSupport.comment); + + // + bool isOwn = + // + (supportedTicket > 0 && ticket == supportedTicket) + // + || + // + (eqmSupportedTicket > 0 && ticket == eqmSupportedTicket) + // + ; + if (isOwn) + { + // + AddRef( + iSupport, + dest // + ); + } + } + + // + result = ArraySize(dest); + + // + return result; + } + + // + // Tools ... + + // + // Retrieve Last Open Position Ticket ... + ulong GetLastOpenPositionTicket() + { + // + ulong result = 0; + + int positionsCount = PositionsTotal(); + if (positionsCount <= 0) + { + return result; + } + + // + result = PositionGetTicket(PositionsTotal() - 1); + + // + return result; + } + + // + // Retrieve Last Placed Order Ticket ... + ulong GetLastPlacedOrderTicket() + { + // + ulong result = 0; + + int ordersCount = OrdersTotal(); + if (ordersCount <= 0) + { + return result; + } + + // + if (mOrderInfo.SelectByIndex(ordersCount - 1)) + { + result = mOrderInfo.Ticket(); + } + + // + return result; + } + + // + // Prepare Dynamic Volume ... + double GetDynamicVolume( + string _symbol, + double _balanceFactor, + double _volumeStep // + ) + { + // + double result = 0; + + // + // Validate Inputs ... + if (!IsValid(_symbol) || + _volumeStep <= 0 || + _balanceFactor <= 0) + { + return result; + } + + // + // Retrieve Account Balance ... + double balance = mAccount.GetBalance(); + + // + double bStep = balance / _balanceFactor; + bStep = MathFloor(bStep); + if (bStep == 0) + { + bStep = 1; + } + + // + result = bStep * _volumeStep; + + // + result = NormalizeVolume( + result, + _symbol // + ); + + // + return result; + } + + // + // Protected ... + protected: + // + // Props ... + + // + // Event Listener Notifiers ... + + // + // State ... + void NotifyTradeStateChangeEvent(const XOnTradeHandlerState &state) + { + // + int count = ArraySize(mTradeStateChangedEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnTradeStateChanged iHandler = mTradeStateChangedEventHandlers[i]; + iHandler(state); + } + } + + // + // Deals ... + void NotifyDealsChangeEvent(int changes) + { + // + int count = ArraySize(mDealsChangedEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnDealsChanged iHandler = mDealsChangedEventHandlers[i]; + iHandler(changes); + } + } + + // + // Orders ... + void NotifyOrdersChangeEvent(int changes) + { + // + int count = ArraySize(mOrdersChangedEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnOrdersChanged iHandler = mOrdersChangedEventHandlers[i]; + iHandler(changes); + } + } + + // + // Positions ... + void NotifyPositionsChangeEvent(int changes) + { + // + int count = ArraySize(mPositionsChangedEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnPositionsChanged iHandler = mPositionsChangedEventHandlers[i]; + iHandler(changes); + } + } + + // + // StopLoss ... + void NotifyStopLossEvent(const XDeal &deal) + { + // + int count = ArraySize(mStopLossEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnStopLoss iHandler = mStopLossEventHandlers[i]; + iHandler(deal); + } + } + + // + // Take Profit ... + void NotifyTakeProfitEvent(const XDeal &deal) + { + // + int count = ArraySize(mTakeProfitEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnTakeProfit iHandler = mTakeProfitEventHandlers[i]; + iHandler(deal); + } + } + + // + void NotifyModifyEvent( + ulong ticket, + double profit, + string comment // + ) + { + // + int count = ArraySize(mOnModifyEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnModify iHandler = mOnModifyEventHandlers[i]; + iHandler( + ticket, + profit, + comment // + ); + } + } + + // + void NotifyForceCloseEvent( + ulong ticket, + XPosition &position, + string comment // + ) + { + // + int count = ArraySize(mOnForceCloseEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnForceClose iHandler = mOnForceCloseEventHandlers[i]; + iHandler( + ticket, + position, + comment // + ); + } + } + + // + void NotifyPartialCloseEvent( + ulong ticket, + double profit, + string comment // + ) + { + // + int count = ArraySize(mOnPartialCloseEventHandlers); + if (count <= 0) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + TOnModify iHandler = mOnPartialCloseEventHandlers[i]; + iHandler( + ticket, + profit, + comment // + ); + } + } + + // + // Tools ... + + // + // Retrieve Specified Position Comment ... + string GetPositionComment(ulong ticket) + { + // + string result = NULL; + + // + if (!IsOpen(ticket)) + { + return result; + } + + // + XPosition position; + bool isLoaded = position.ByTicket(ticket); + if (!isLoaded) + { + return result; + } + + // + result = position.comment; + + // + return result; + } + + // + ENUM_TIMEFRAMES GetDealPeriod(XDeal &deal) + { + // + ENUM_TIMEFRAMES result = NULL; + + // + XOrder orders[]; + int ordersCount = GetDealsHistory( + deal, + orders); + if (!ordersCount) + { + return result; + } + + // + for (int i = 0; i < ordersCount; i++) + { + // + XOrder iOrder = orders[i]; + + // + if (IsValid(iOrder.comment)) + { + // + ENUM_TIMEFRAMES iPeriod = ExtractPeriod(iOrder.comment); + if (IsValid(iPeriod)) + { + result = iPeriod; + break; + } + } + } + + // + return result; + } + + // + double GetMaxAllowedEquity() + { + // + double equity = mAccount.GetEquity(); + double balance = mAccount.GetBalance(); + + // + double balanceForFactor = MathAbs(equity - balance); + if (balanceForFactor <= 0) + { + balanceForFactor = balance; + } + else + { + balanceForFactor = equity; + } + + // + double result = balanceForFactor * mMaxAllowedDrawdownFactor; + + // + return result; + } + + // + // Private ... + private: + // + // Props ... + + // + int mSlippage; // Slippage ... + ulong mMagicNumber; // Magic Number (Unique Identifier) ... + + // + double mMaxAllowedSpread; // Max Allowed Spred for Opening Trades + int mMaxAllowedPositions; // Max Allowed Same Positions + double mMaxAllowedDrawdownFactor; // Max Allowed Drawdown Factor + + // + XCTradeBase *mTrader; // Base CTrade Manipulated Instance ... + + // + CDealInfo mDealInfo; // Deals Info ... + COrderInfo mOrderInfo; // Order Info ... + CPositionInfo mPositionInfo; // Positions Info + CHistoryOrderInfo mHistoryOrderInfo; // History Orders Info ... + + // + // Position Info Collector ... + + // + // Tools ... + + // + // OnTrade Event Handlers Section ... + + // + // Props ... + + // + int mDaysForRead; // Reading Dates for Trade History Checker ... + datetime mEndDate; // End Date for Trade history Checking ... + datetime mStartDate; // Start Date for Trade history Checking ... ... + int mOrdersCount; // Number of Active orders ... + int mPositionsCount; // Number of Open positions ... + int mDealsCount; // Number of Deals in the Trade History Checking ... + int mHistoryOrdersCount; // Number of Orders in the Trade History Checking ... + bool mScanStarted; // a Flag of counter relevance ... + + // + // Event Listeners ... + + // + // Deals Changed Event Handlers ... + TOnDealsChanged mDealsChangedEventHandlers[]; + + // + // Orders Changed Event Handlers ... + TOnOrdersChanged mOrdersChangedEventHandlers[]; + + // + // Positions Changed Event Handlers ... + TOnPositionsChanged mPositionsChangedEventHandlers[]; + + // + // Trade State Changed Event Handlers ... + TOnTradeStateChanged mTradeStateChangedEventHandlers[]; + + // + TOnModify mOnModifyEventHandlers[]; + TOnForceClose mOnForceCloseEventHandlers[]; + TOnPartialClose mOnPartialCloseEventHandlers[]; + + // + // TPSL ... + TOnStopLoss mStopLossEventHandlers[]; + TOnTakeProfit mTakeProfitEventHandlers[]; + + // + // Reset On Trade Scanner Context ... + void ResetOnTradeContext() + { + // + mEndDate = TimeCurrent(); + mStartDate = mEndDate - (mDaysForRead * PeriodSeconds(PERIOD_D1)); + } + + // + // Initial Context Of Trade Scanner ... + void InitOnTradeContext() + { + // + ResetLastError(); + + // + mOrdersCount = OrdersTotal(); + mPositionsCount = PositionsTotal(); + + // + // load history ... + bool selected = HistorySelect(mStartDate, mEndDate); + if (!selected) + { + return; + } + + // + // get the current value ... + mDealsCount = HistoryDealsTotal(); + mHistoryOrdersCount = HistoryOrdersTotal(); + + // + mScanStarted = true; + } + + // + // Check Statrt Date In Trade History ... + void CheckStartDateInTradeHistory() + { + // + // initial interval, if we were to start working right now .. + datetime currStart = TimeCurrent() - (mDaysForRead * PeriodSeconds(PERIOD_D1)); + + // + // make sure that the start limit of the trade history has not gone + // more than 1 day over the intended date ... + if (currStart - mStartDate > PeriodSeconds(PERIOD_D1)) + { + // + // correct the start date of history to be loaded in the cache ... + mStartDate = currStart; + + // + // now reload the trade history for the updated interval ... + HistorySelect(mStartDate, mEndDate); + + // + // correct the deal and order counters in history for further comparison + mHistoryOrdersCount = HistoryOrdersTotal(); + mDealsCount = HistoryDealsTotal(); + } + } + + // + // Process On Trade Context ... + void ProcessOnTradeContext( + XOnTradeHandlerState &result // Hold's Result + ) + { + // + mEndDate = TimeCurrent(); + + // + ResetLastError(); + + // + // download trading history from the specified interval to the program cache ... + bool selected = HistorySelect(mStartDate, mEndDate); + if (!selected) + { + return; + } + + // + // get the current values ... + int currOrders = OrdersTotal(); + int currPositions = PositionsTotal(); + int currDeals = HistoryDealsTotal(); + int currHistoryOrders = HistoryOrdersTotal(); + + // + // Orders ... + // check if the number of active orders has been changed ... + if (currOrders != mOrdersCount) + { + // + // number of active orders has been changed ... + result.hasNewOrder = true; + result.newOrders = currOrders - mOrdersCount; + + // + // update the value ... + mOrdersCount = currOrders; + } + + // + // Positions ... + // changes in the number of open positions ... + if (currPositions != mPositionsCount) + { + // + // number of open positions has been changed ... + result.hasNewPosition = true; + result.newPositions = currPositions - mPositionsCount; + + // + // update the value ... + mPositionsCount = currPositions; + } + + // + // Deals ... + // changes in the number of deals in the trade history cache ... + if (currDeals != mDealsCount) + { + // + // number of deals in the trade history cache has been changed ... + result.hasNewDeal = true; + result.newDeals = currDeals - mDealsCount; + + // + // update the value ... + mDealsCount = currDeals; + } + + // + // History Orders ... + // changes in the number of history orders in the trade history cache ... + if (currHistoryOrders != mHistoryOrdersCount) + { + // + // number of history orders in the trade history cache has been changed ... + result.hasNewHistoryOrder = true; + result.newHistoryOrders = currHistoryOrders - mHistoryOrdersCount; + + // + // update the value ... + mHistoryOrdersCount = currHistoryOrders; + } + + // + // checking if it is necessary to change the limits of the trade history to be requested in cache ... + CheckStartDateInTradeHistory(); + } +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/Test.ex5 b/BKPS/14031206/Documents/BKP/Test.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..d70d86dfbebf2831ea2dbb5b2144acca279e6158 GIT binary patch literal 8276 zcmdURRa6|nwq-Xi!QI^V-qoMup zz<=vK;Q@gEBmjW$-xvTu0%j4ThL{kWhgeM=z^27{E19ki(aYfc0<#9YC*D94tYl3; z|JrK#pN$d#2Y@5M3*Zc}23P{D0Ina;N7Za zuoa0jeM-<@nydXy%vSLt3yyl7Kx1teuWTaYeV$xEtIQJb8agFbjOc5N@KQN4pu z!CKTOCx_Cl`@9{~{Dz<4d}v*thZl}mkn`M@#Bz*gLXC$9ZO7g5mdh2Gktl9p8TX@# zf#dz3S}*Fho7DUL_X#skLeH?xN2|})0q!6MawR+CSNIVCtqD72iRl{ZhHWJs02CyGBj<gy4c*C43hqI%UwmzBrhRn$pZ?Q*Bkwc8{mxv7;fYc~hb3T<|t8 z$kly-#pF3jbyyGv?e&(--nS(%QgQHG6gZ$v2d+lqtTo)KHs_jIPHq;SH(=u9=#^P7 z(=c&+oBdm@2cDr^%mXZOvHqn_;I?PwbY)c~#fzb-WosvL^B05w*!DLyz-h!T;~Lh2 zzj2{;ksrvVakS%l zI#uuLayFx7wDeU=*KqU=#>&d5?KB`y?ehg%q-_f$kNU0&IE4x*7_us6q5QCB8>`0t zwIS(d#Kd%hTLv&Ip0!-vXy$xSq)H+Of|cYq(evz@vK zK6VhI~EA>~;Crb8VCbt4UC^u)6BSi;~h#ki)5P2SpHRA>s3_ zG~G>!9o!yMaO7tNNcuS)HYh5Xp3He=YGdW+{(k!8AB?_9lI=N<#=pe1@L$@%Dsr7A zO;MUb3zjn*l_8&?t-gxCF~6Y}cIa8w8s{_rnCDD@Yc>PTONp7K(ivtsqG)vreIS%} zW{{sxg!8UQ>AEVjv^&hCOM&JZ(ADGTLcUx<8Qs=YnazK^gvO|)oXWS1p?33P_Z%%d zG*7EHd3Hcf3DzUJoT|p<{%NpU3I~Mx4T&&`6LGTlV^*~$f8&jDfqT4i&1oDB!SjxqP%m4$$KtM zAE$_+#hZBT-R=%86qi&9M~amXfklM*^y3%9Lqipi{QD$NvoN+!H#F?5`w*Mo_iTXr z>u&SVsl4i?;m(gDe9GC%Gq9SRIyrLBMgDv+2xBg(8U&6TK1Fx#VC|^ic~(g+)hM>NxQm#|+}){- z!M)T{YMz{NJl1hQg>VLrJ|>UY(?$mHJK-<_M9{n!JI8zrT{~cj=h}vfK|L!?t8!aHf%JV1hh%@RIC2OaF%dH~8 zM7%}Gft0;=CDKqYimF4jSoM^`CwEoGb(%#jFMDLQ&XRCBiWhZnO*jvnyNT z{Y{=Ip$Y9bZK*N=hn-TF>UG_oaE7-MS0BZ0GJZ?dL=t86%=o$%K4r!qdpZ(qDG>6z zJF>`hJdmgfOZ&MAsV?Vp)wP8v964AzUcBUL=g^JdYvWq>$$KH#^y^uJ>ho^Q#g9{! zPEI)pPB$qo6y|Y+3K?s^hAcWbV z_!BeN(|fDPg4EYmnT3~Wm_UjR)0e8a`&mz3kDlf){8Q|HztbNp*k^}h5GoRdpi>>b z^Y4z}Y_Io<2qFk-`E=Oiogul-ZvD1TDvdnkuh@jn7E217t56vD$4IOHXSqw9j(RB4 zS=QlqL|QYP|5b4JxLwrmF7Ha@q-1h~epWz*JsW zmRtuEx*)$oxQ>gT1`U1@0W8pgC&)#pE_tX>TqJeY25MWmQrf=p`*SXQJ*iEu*Q9>N zEIqRlR%C7N+HMy*lFYndN6Dx(cT8TOb9FOs?Tm!QBECyBaBvz%!3+``*R(wdJBf|i z%pK#BZLbgS-6(0O>uSHy)5k~17G)DIXV7DQWdWpHZXs?6_o`>+dyq?3n?C+|BEVQ7 zaHIXki^-VYUh$K0Zl~cfp{vALh_mEH+!DKuql4wmZtNAfj0YZc z5VK8P3=&I>^T}af7I&p#Z1~but`kpA1nrAm)!D zdVC_#GdbGK{@i!>M32Y-Vj~I(x4-dXX|ll3!MTGK&86*6*v8>W6b#sl4eaBqTP5ms zhD_A8h0(cI-~A&rMx$YYnwap1BXUs-7^qL4H+p~<7+b~WV?~MEq4|}|)$PgZW&$em z;PLG$M~a>sYe(Q`42q@}{3>~#MFG#8qwZNjy8~{4Uf%K#v?p|1r*(7MOXk1*t{(5L z%KmGs(Jc7(1Wxex+Ruje^>Bd=O=(~@VV6xK-lLJkdJNwp>DB_31Z>`}_V-|0WV?#| zndbzGQ8?BrMBRiEyE7{cUZM;#CfO+}OvNoJle_xfo;UmlU7YV(!d&WMzFIp~7@wI9 zs`l9D&nSjD8oGCghayBMgcZKF_@bbOZ7qJwP!%3F<<_1F!#4sAtTD)9ss8F>SQe$I z!qEAr8^1&?2J34RB8x&WGx(<*lVMQuYc!BEtv5CO&94Vbw91UJ%b=pc3*<2(JW zsrac!Dl9ru#UjR>jw@X55>2dOZARo>AI5Y3DlHXoy%dgIfzs5BOR@pwNzcQRvNNfF zk*&$6bIq6FZGF2ZAzm^W{rQ+Zww%#y2o_%#8ZM;YKU6y$& ziOt7%)yT@gnB%$5HKhOx=BN+Tm@3u!Iv=d;?VKv()V=UR<{%n}p~y83&EHr$mT;{o z@N6BTM;gb9Yn{KTdm>Rv3dQ5XD@xZ<85~VWoQi&@e7Fvi8D?xSZp~dHeUE4;wY`x} z<{nY@<1~YadgRPvhk=%CdKxV%X;Rdl z>hu_7a?>TRW7@qO{VBd)9`0-VpzdEarc(EyBRaia_hH?zz_Ws%i^0Qd7$`-!pPuM~ zF3k=KscP_4=)^GWb6~q^Yr>E*&4*|Vvb?2l22>>OZp1RXQ}sK?=oW>^D$ukxwb2|1 z(bS$8zBTLlR5!`M#U|9~%Ue7&HY=AKKLXL;DspIL3J)&4iJcFnrko86|6X$vuYXTm zoQTrq$Bsbf(Ffuc+s|G=NbF0mQ)_m-4_A&4j`uBJ0FI5kpn|kZ8-In@jTVSv<2E-r zH!@ePJ0x){IA3M8hKVV}Exy%+k>PLk1*_CoE$LlOF1xoVZSe%VMc#Lb>drnCXLXa= z$~YxkH;?2(Q>7mryKd(8fv!2mofU{zps#d3<$0#K=_%3ui1kt03FPy|ga6LW4sqd! z$0`wtu~WPmnXT09Kd+F8Q1@XL+)LoW)1J!?Dx-cLW^Wme>v4g44~M% z1rSV5A>b(_D;W^M7o#M7N{?P6;3KJkT4@f$T6SUA>;9?D=RZ>sgKf%0Cwk6vhJP30 z77*|81-fbchC#+%=O*+>PL${fmx4klQ}p|^)erAa`!>O>Nnc*2Wn~VTVj@(qsu+Yx zQ{P-7rEI41-1Y809XEr%7Hn7<7cn8D87{C&?HB`sO%Be>hfw{9z#pTb#Ow$ zjBSOPZ==aqshHV>cIz*Hia!>0SDt<&E=>*n^&Q+a;WJ4`wO&waL>PPrQguA0>jA^3 zYxy0()k`VNs%v8k6Jv_=w1D&1ERt`MkIn4x=bBD^U)@mB-ft#_lf&4GPndL?`bcay z_2AWu6Gue-t10g;vl*l^>A>W_Bn}jMblgVxtj@7d_5?bM@Cve8-V^424X?o8rvvJ+ z&1}rTYD+W25^;bX*5^$lPJzA`L0C+|F0bGqQWI0@qN#pwvpEdNY@+MUp}0k%+S$r@ zsb=->+l=>%gZ4xH(8SgJ{crm5Qbb*3e$7lz!2r&C_$frBO4#3fx1zgxm=3l69=x(J z)Ca`(hba-0`+-{;J;rsT9_q&ogGIXv-ZwYVLiti27MnP?^1A+8)9c~;qbB~t=6RZb zCh}7025UJCKt>1?&}E)O9ICuu$%{5}Bt@Upw6Eb`t0(f5UPn<^oclz$#vxz3Yg&(BMWqeuXK?Zdj$i$3?RCfrS`N-qczn>)oO5Ep`&P# z>45sExZ%7w7aY8m$T_suYV2(0?B!qb^@7vtH7@nUqzi?Vzw2i&c(CvmpVZeDh{ROx ze`IrTc#wKv0e=qf>$G0VZi~;(3mYGC`ygG}I4`~uYqsS6;LuzVk>!-4(qFoTu0^Ph zm?xmqoP~nILlrI*7ocb1I6!Ded$G;>YTIL|jr#pfPyaX?Ul_il*XhY>(km`Lzf&f; 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X_DIRECTION_BULLISH + : IsValid(lastBearishTrend) && + lastBearishTrend > lastBullishTrend + ? X_DIRECTION_BEARISH + : X_DIRECTION_NONE; + bool hasTrend = HasDirection(trend); + bool hasBullishTrend = hasTrend && + IsBullish(trend); + bool hasBearishTrend = hasTrend && + IsBearish(trend); + + // + // Order Block ... + has = hasBullishTrend; + if (has) + { + } + has = hasBearishTrend; + if (has) + { + } + + // + // Fair Value Gap ... + has = hasBullishTrend; + if (has) + { + } + has = hasBearishTrend; + if (has) + { + } + + // + // Supply Zone ... + has = hasBearishTrend; + if (has) + { + } + + // + // Resistance Zone ... + has = hasBearishTrend; + if (has) + { + } + + // + // Demand Zone ... + has = hasBullishTrend; + if (has) + { + } + + // + // Support Zone ... + has = hasBullishTrend; + if (has) + { + } + + // + // Draw Inside Zones ... + + // + if (hasInsideOB) + { + // + XCBaseObject *iObj; + bool isCreated = mXWZPOIDrawer + .CreateOrderBlock( + insideOB, + iObj // + ); + // + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + + // + if (hasInsideFVG) + { + // + XCBaseObject *iObj; + bool isCreated = mXWZPOIDrawer + .CreateFairValueGap( + insideFVG, + iObj // + ); + // + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + + // + if (hasInsideSupply) + { + // + XCSupplyZoneObject *iObj; + bool isCreated = mXWZPOIDrawer + .CreateSupplyZone( + insideSupply, + iObj // + ); + // + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + + // + if (hasInsideDemand) + { + // + XCDemandZoneObject *iObj; + bool isCreated = mXWZPOIDrawer + .CreateDemandZone( + insideDemand, + iObj // + ); + // + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + + // + if (hasInsideSupport) + { + // + XCSupportZoneObject *iObj; + bool isCreated = mXWZPOIDrawer + .CreateSupportZone( + insideSupport, + iObj // + ); + // + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + + // + if (hasInsideResistance) + { + // + XCResistanceZoneObject *iObj; + bool isCreated = mXWZPOIDrawer + .CreateResistanceZone( + insideResistnce, + iObj // + ); + // + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } diff --git a/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class copy 2.mq5 b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class copy 2.mq5 new file mode 100644 index 0000000..a604caf --- /dev/null +++ b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class copy 2.mq5 @@ -0,0 +1,2725 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "./x-121.smc.xwz.signal.lib.mq5" + +// +// Definition ... +class XCX121SMCXWZSignalDetector : public XCBase +{ + // + public: + // + // Props ... + X121SMCStrategyXWZSignalConditions mConditions; + X121SMCStrategyXWZSignalConditions mConditionsCollection[]; + + // + // Constructor(s) ... + XCX121SMCXWZSignalDetector() + { + Init(); + } + + // + // Deconstructor ... + ~XCX121SMCXWZSignalDetector() + { + DeInit(); + } + + // + // + // + + // + // Detect Setup Conditions ... + bool DetectSignalSetup( + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + // Validate Cycle Helpers ... + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + mConditions.symbol = symbol; + mConditions.period = period; + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + double target = 0; + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // Setup Conditions ... + + // + // Check Working Zone ... + bool hasWorkingZone = mConditions.HasWorkingZone(); + if (!hasWorkingZone) + { + // + hasWorkingZone = mConditions.ExtractWorkingZone( + visionState, + consolidationState, + analyseState, + zIndex // + ); + } + + // + result = hasWorkingZone; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + mConditions.UpdateTo(cTime); + + // + // Check Working Zone still Alive ... + ENUM_X_DIRECTION destroyedDir = X_DIRECTION_NONE; + bool isWorkingZoneDestroyed = mConditions + .IsWorkingZoneDestroyed( + destroyedDir, + zIndex, + decisionState.period // + ); + if (isWorkingZoneDestroyed) + { + RemoveWorkingZoneDraws(); + } + + // + result = !isWorkingZoneDestroyed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + // Detecting Trend ... + ENUM_X_DIRECTION trend; + bool hasTrend = mConditions.DetectTrend( + trend, + period // + ); + bool hasBullishTrend = hasTrend && + IsBullish(trend); + bool hasBearishTrend = hasTrend && + IsBearish(trend); + result = hasTrend; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + bool hasStartZone = mConditions.DetectStartZones( + trend, + consolidationState, + analyseState, + decisionState, + decisionCycleHelper // + ); + + // + mConditions.UpdateTo(cTime); + + // + // Detect Condition Priority ... + ENUM_X121SMC_XWZ_PRIORITY bullishPriority; + ENUM_X121SMC_XWZ_PRIORITY bearishPriority; + mConditions.DetectPriority( + bullishPriority, + bearishPriority // + ); + + // + bool canLookupLong = bullishPriority != X121SMC_XWZ_PRIORITY_NONE && + bullishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool canLookupShort = bearishPriority != X121SMC_XWZ_PRIORITY_NONE && + bearishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool isPriorityPassed = + hasBullishTrend + ? canLookupLong + : hasBearishTrend + ? canLookupShort + : false; + + // + // Here we are Make sure we have Correct: + // - WorkSpace ... + // - Trend ... + // - What we looking for: Long or Short ... + // - Priority ... + + // + double pivot = 0; + double point = 0; + ENUM_X_DIRECTION conditionsDir = X_DIRECTION_NONE; + + // + // Detect Start Zone Conditions ... + bool hasConditions = mConditions + .HasConditions( + pivot, + point, + conditionsDir, + decisionState, + zIndex, + decisionState.period // + ); + result = hasConditions; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + return result; + } + + // + isBullish = IsBullish(conditionsDir); + isBearish = IsBearish(conditionsDir); + + // + double reward; + double amountPercent; + ENUM_X121SMC_XWZ_PRIORITY priority = + isBullish + ? bullishPriority + : bearishPriority; + bool hasRewardAmount = CalculateRiskReward( + priority, + reward, + amountPercent // + ); + + // + // Apply Traget ... + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + target = + isBullish + ? mConditions.workingZone.quarter2 + : mConditions.workingZone.quarter2; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + target = + isBullish + ? mConditions.workingZone.quarter1 + : mConditions.workingZone.quarter3; + break; + + // + default: + target = 0; + break; + } + + // + bool hasLastBullishConsolidationZone = false; + bool hasLastBearishConsolidationZone = false; + bool hasPrevBullishConsolidationZone = false; + bool hasPrevBearishConsolidationZone = false; + XConsolidationZone lastBullishConsolidationZone; + XConsolidationZone lastBearishConsolidationZone; + XConsolidationZone prevBullishConsolidationZone; + XConsolidationZone prevBearishConsolidationZone; + bool isLastBullishConsolidationZoneInsidePivot = false; + bool isPrevBullishConsolidationZoneInsidePivot = false; + bool isLastBearishConsolidationZoneInsidePivot = false; + bool isPrevBearishConsolidationZoneInsidePivot = false; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + if (hasConsolidationZones) + { + // + int cZCount = 0; + XConsolidationZone tmp[]; + + // + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBullishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBullishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBearishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBearishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + + // + hasLastBullishConsolidationZone = lastBullishConsolidationZone.IsValid(); + hasLastBearishConsolidationZone = lastBearishConsolidationZone.IsValid(); + hasPrevBullishConsolidationZone = prevBullishConsolidationZone.IsValid(); + hasPrevBearishConsolidationZone = prevBearishConsolidationZone.IsValid(); + + // + isLastBullishConsolidationZoneInsidePivot = + // + hasLastBullishConsolidationZone && + (lastBullishConsolidationZone.lower < point && + lastBullishConsolidationZone.upper > pivot) + // + ; + isPrevBullishConsolidationZoneInsidePivot = + // + hasPrevBullishConsolidationZone && + (prevBullishConsolidationZone.lower < point && + prevBullishConsolidationZone.upper > pivot) + // + ; + + // + isLastBearishConsolidationZoneInsidePivot = + // + hasLastBearishConsolidationZone && + (lastBearishConsolidationZone.upper > point && + lastBearishConsolidationZone.lower < pivot) + // + ; + isPrevBearishConsolidationZoneInsidePivot = + // + hasPrevBearishConsolidationZone && + (prevBearishConsolidationZone.upper > point && + prevBearishConsolidationZone.lower < pivot) + // + ; + } + + // + bool isConsolidationZonePassed = + isBullish + // + ? (point > 0 && + pivot > 0 && + pivot < point && + hasPrevBullishConsolidationZone && + point > prevBullishConsolidationZone.upper && + (isLastBullishConsolidationZoneInsidePivot || + isPrevBullishConsolidationZoneInsidePivot)) + : (point > 0 && + pivot > 0 && + pivot > point && + hasPrevBearishConsolidationZone && + point < prevBearishConsolidationZone.lower && + (isLastBearishConsolidationZoneInsidePivot || + isPrevBearishConsolidationZoneInsidePivot)) + // + ; + + // + result = hasConditions && + hasRewardAmount && + isPriorityPassed && + trend == conditionsDir; // && + // isConsolidationZonePassed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + mConditions.pivot = pivot; + mConditions.point = point; + mConditions.reward = reward; + mConditions.target = target; + mConditions.setupTime = cTime; + mConditions.priority = priority; + mConditions.dir = conditionsDir; + mConditions.amountPercent = amountPercent; + + // + mConditions.UpdateTo(cTime); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + return result; + } + + // + // Detect Trigger Conditions ... + bool DetectSignalTrigger( + // + X121SMCStrategyXWZSignalConditions &conditions, + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + int maxAllowedSetupAge = 60 + // + ) + { + // + bool result = false; + + // + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + result = conditions.IsSetuped(); + if (!result) + { + return result; + } + + // + datetime setupTime = conditions.setupTime; + ENUM_X_DIRECTION setupDir = conditions.dir; + + // + bool isBullish = IsBullish(setupDir); + bool isBearish = IsBearish(setupDir); + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + XOHCL zBar; + result = decisionCycleHelper.GetBar( + zBar, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = decisionCycleHelper.GetBar( + cBar, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = decisionCycleHelper.GetBar( + pBar, + pIndex // + ); + if (!result) + { + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + int swingLoopback = 9; + double ll = cBar.FindLowest(swingLoopback, MODE_LOW); + double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); + double llDown = cBar.FindLowesttDown(swingLoopback); + double hhUp = cBar.FindHighestUp(swingLoopback); + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + + // + // Trigger Conditions ... + + // + double point = conditions.point; + bool isPointBreaked = IsBarBreak( + point, + setupDir, + cBar // + ); + + // + // Summary ... + + // + isBullish = + // + isBullish && + isPointBreaked && + cBar.IsBullish() + // + ; + + // + isBearish = + // + isBearish && + isPointBreaked && + cBar.IsBearish() + // + ; + + // + result = isBullish || + isBearish; + if (!result) + { + // + // Cleanup Setup Conditions ... + int setupAge = conditions.GetSetupAge(); + if (IsValidSize(setupAge) && + IsValidSize(maxAllowedSetupAge) && + setupAge >= maxAllowedSetupAge) + { + conditions.Clean(); + } + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Nearest Pivot Point ... + + // + double entry = GetEntry( + conditions.symbol, + setupDir // + ); + + // + // Manipulate SL Based on Consolidation Zones ... + + // + double sls[]; + Add( + conditions.pivot, + sls // + ); + + // + // TODO: Add Consolidation Zone for SLs ... + + // + double iAtr = decisionXConditions.atrBuffer[1]; + iAtr *= 2; + + // + double slsMin = GetMin(sls); + double slsMax = GetMax(sls); + + // + double sl = isBullish + ? slsMin - iAtr + : slsMax + iAtr; + double risk = MathAbs(entry - sl); + + // + // Filling Conditions Props ... + conditions.sl = sl; + conditions.triggerTime = cTime; + conditions.type = isBullish + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Guards ... + bool DetectGuards( + // + X121SMCGuard &guards[], + const XPosition &positions[], + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + Clean(guards); + + // + bool isCycleHelpersValid = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + + // + result = isCycleHelpersValid; + if (!result) + { + return result; + } + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + string symbol = decisionCycleHelper.GetSymbol(); + ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod(); + string provider = ToString(X_121_SMC_PROVIDER_XWZ); + + // + XPosition ownPositions[]; + XPosition ownLongPositions[]; + XPosition ownShortPositions[]; + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + bool isOwn = iPosition + .IsFiltersPassed( + symbol, + provider, + NULL, + X_POSITION_TYPE_ALL, + iPosition.magic // + ); + if (isOwn) + { + // + AddRef( + iPosition, + ownPositions // + ); + + // + bool isLong = IsLong(positions[i].type); + if (isLong) + { + // + AddRef( + iPosition, + ownLongPositions // + ); + } + else + { + // + AddRef( + iPosition, + ownShortPositions // + ); + } + } + } + + // + count = ArraySize(ownPositions); + + // + int longsCount = ArraySize(ownLongPositions); + bool hasLongs = IsValidSize(longsCount); + + // + int shortsCount = ArraySize(ownShortPositions); + bool hasShorts = IsValidSize(shortsCount); + + // + result = IsValidSize(count); + if (!result) + { + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + return result; + } + + // + // + // + + // + // Get Global and Common Guards ... + + // + ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = { + X_121_SMC_GUARD_ACTION_TRAIL_STOP // + }; + result = DetectX121SMCGuards( + provider, + guards, + positions, + decisionCycleHelper, + analyseCycleHelper, + consolidationCycleHelper, + visionCycleHelper, + // + ignoreGuards + // + ); + + // + // + // + + // + // Get Custom Implemented Guards ... + + // + // Here we Are Sure there is Positions to Guard ... + // based on Current Provider ... + + // + // Detect Required Data for Analyse Market to Guard Positions ... + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + // + result = HasChild(guards); + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + // + zBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + symbol, + period, + pIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL ppBar; + result = ppBar.Init( + symbol, + period, + ppIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + result = HasChild(guards); + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // + // + + // + // Detect Consolidation Zone ... + + // + XBoxZone lastBullishBox; + XBoxZone prevLastBullishBox; + bool hasLastBullishBox = false; + bool hasPrevLastBullishBox = false; + XConsolidationZone lastBullishZone; + bool isLastBullishAbovePrev = false; + bool isLastBullishBelowPrev = false; + XConsolidationZone prevLastBullishZone; + + // + XBoxZone lastBearishBox; + XBoxZone prevLastBearishBox; + bool hasLastBearishBox = false; + bool hasPrevLastBearishBox = false; + XConsolidationZone lastBearishZone; + bool isLastBearishAbovePrev = false; + bool isLastBearishBelowPrev = false; + XConsolidationZone prevLastBearishZone; + + // + int bullishConsolidationZonesCount = 0; + int bearishConsolidationZonesCount = 0; + bool hasBullishConsolidationZones = false; + bool hasBearishConsolidationZones = false; + XConsolidationZone bullishConsolidationZones[]; + XConsolidationZone bearishConsolidationZones[]; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones(); + if (hasConsolidationZones) + { + // + bullishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + bullishConsolidationZones // + ); + hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount); + + // + bearishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + bearishConsolidationZones // + ); + hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount); + + // + // + // + + // + if (hasBullishConsolidationZones && + bullishConsolidationZonesCount >= 2) + { + // + lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1]; + prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2]; + + // + hasLastBullishBox = ToBox( + lastBullishBox, + lastBullishZone // + ); + hasPrevLastBullishBox = ToBox( + prevLastBullishBox, + prevLastBullishZone // + ); + + // + isLastBullishAbovePrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxAbove( + lastBullishBox, + prevLastBullishBox // + ); + + // + isLastBullishBelowPrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxBelow( + lastBullishBox, + prevLastBullishBox // + ); + } + + // + if (hasBearishConsolidationZones && + bearishConsolidationZonesCount >= 2) + { + // + lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1]; + prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2]; + + // + hasLastBearishBox = ToBox( + lastBearishBox, + lastBearishZone // + ); + hasPrevLastBearishBox = ToBox( + prevLastBearishBox, + prevLastBearishZone // + ); + + // + isLastBearishAbovePrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxAbove( + lastBearishBox, + prevLastBearishBox // + ); + + // + isLastBearishBelowPrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxBelow( + lastBearishBox, + prevLastBearishBox // + ); + } + + // + } + + // + // Detect High Probability Swings ... + bool isSwingLow = + // + cBar.low > pBar.low && + ppBar.low > pBar.low && + // + zBar.low > pBar.low + // + ; + bool isSwingHigh = + // + cBar.high < pBar.high && + ppBar.high < pBar.high && + // + zBar.high < pBar.high + // + ; + bool isStrongSwingLow = + pBar.IsBullish() && + pBar.GetLowShadow() >= pBar.GetBody() * 2; + bool isStrongSwingHigh = + pBar.IsBearish() && + pBar.GetHighShadow() >= pBar.GetBody() * 2; + + // + bool isStrongSwingLowAboveLastBullishBox = + isStrongSwingLow && + hasLastBullishBox && + pBar.low > lastBullishBox.upper; + + // + bool isStrongSwingHighBelowLastBearishBox = + isStrongSwingHigh && + hasLastBearishBox && + pBar.high < lastBearishBox.lower; + + // + // Here We Have all Requirements for Guarding Positions ... + + // + // Available Guards: + // X_121_SMC_GUARD_ACTION_NONE + // X_121_SMC_GUARD_ACTION_CLOSE + // X_121_SMC_GUARD_ACTION_CLOSE_ALL + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE + // X_121_SMC_GUARD_ACTION_TRAIL_STOP + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET + // X_121_SMC_GUARD_ACTION_HEDGE + + // + // X_121_SMC_GUARD_ACTION_CLOSE: + // Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_ALL: + // Close All Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: + // Close All Long Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: + // Close All Short Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: + // Partial Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_STOP: + // Trail Stop Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: + // Trail Target Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_HEDGE: + // Hedge all Positions on Specified Conditions ... + + // + // Cleanup Collections ... + + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + decisionConditions.Clean(); + consolidationState.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishBox.Clean(); + lastBearishBox.Clean(); + lastBullishZone.Clean(); + lastBearishZone.Clean(); + prevLastBullishBox.Clean(); + prevLastBearishBox.Clean(); + prevLastBullishZone.Clean(); + prevLastBearishZone.Clean(); + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; + } + + // + // + // + + // + // Add Conditions to Conditions Collection ... + int AddConditionsIfNotExists( + int maxAllowed = 10 // + ) + { + // + int result = 0; + + // + bool isSetuped = IsValid(mConditions.setupTime) && + HasDirection(mConditions.dir); + if (!isSetuped) + { + return result; + } + + // + int count = ArraySize(mConditionsCollection); + if (IsValidSize(count)) + { + // + // Copy Original Items ... + X121SMCStrategyXWZSignalConditions tmpItems[]; + Copy( + mConditionsCollection, + tmpItems // + ); + + // + // Prese Item Data ... + bool isBullish = IsBullish(mConditions.dir); + + // + for (int i = 0; i < count; i++) + { + // + X121SMCStrategyXWZSignalConditions iItem = tmpItems[i]; + + // + bool canRemove = mConditions.dir == iItem.dir && + mConditions.pivot == iItem.pivot; + if (canRemove) + { + // + ArrayRemove( + mConditionsCollection, + i, + 1 // + ); + } + } + + // + Clean(tmpItems); + } + + // + AddRef( + mConditions, + mConditionsCollection // + ); + + // + // Remove Olds ... + CleanupArray( + mConditionsCollection, + maxAllowed // + ); + + // + result = ArraySize(mConditionsCollection); + + // + return result; + } + + // + // Draw Functions ... + // + + // + void RemoveDraws() + { + mObjects.Clear(); + } + + // + void RemoveWorkingZoneDraws() + { + mWorkingZoneObjects.Clear(); + } + + // + void DrawOrderBlock( + XCOrderBlock *ob, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (ob == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateOrderBlock( + ob, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = ob.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + ob.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawFairValueGap( + XCFVG *fvg, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (fvg == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = fvg.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateFairValueGap( + fvg, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = fvg.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + fvg.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawWorkingZone( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + bool hasWorkingZone = conditions.HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + string prefix = "WKZ_" + conditions.workingZone.symbol + ToString(conditions.workingZone.period) + "_"; + string tag = prefix + ToString(conditions.workingZone.upper) + "_" + ToString(conditions.workingZone.lower); + string suffix = ToMD5(tag); + + // + string upperName = prefix + "_Upper_" + suffix; + string lowerName = prefix + "_Lower_" + suffix; + string zoneUpperName = prefix + "_ZoneUpper_" + suffix; + string zoneLowerName = prefix + "_ZoneLower_" + suffix; + + // + string q1Name = prefix + "_Q1_" + suffix; + string q2Name = prefix + "_Q2_" + suffix; + string q3Name = prefix + "_Q3_" + suffix; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + bool isCreated = false; + + // + // Check For Trend Approced ... + bool isTrendApproved = conditions.HasOrderBlock() && + conditions.HasFairValueGap(); + if (isTrendApproved) + { + // + DrawOrderBlock( + conditions.orderBlock, + drawer, + true // + ); + + // + DrawFairValueGap( + conditions.fairValueGap, + drawer, + true // + ); + } + + // + XCSupplyZoneObject *iSupObj; + isCreated = drawer.CreateSupplyZone( + conditions.supplyZone, + iSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iSupObj); + } + + // + XCDemandZoneObject *iDemObj; + isCreated = drawer.CreateDemandZone( + conditions.demandZone, + iDemObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iDemObj); + } + + // + // Lower ... + CChartObjectTrend *lowerHLine; + lowerHLine = new CChartObjectTrend(); + isCreated = lowerHLine.Create( + chartID, + lowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.lower, + conditions.workingZone.to, + conditions.workingZone.lower // + ); + if (isCreated) + { + // + lowerHLine.Color(clrLime); + mWorkingZoneObjects.Add(lowerHLine); + } + + // + CChartObjectTrend *upperHLine; + upperHLine = new CChartObjectTrend(); + isCreated = upperHLine.Create( + chartID, + upperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.upper, + conditions.workingZone.to, + conditions.workingZone.upper // + ); + if (isCreated) + { + // + upperHLine.Color(clrLime); + mWorkingZoneObjects.Add(upperHLine); + } + + // + CChartObjectTrend *zoneLowerHLine; + zoneLowerHLine = new CChartObjectTrend(); + isCreated = zoneLowerHLine.Create( + chartID, + zoneLowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneLower, + conditions.workingZone.to, + conditions.workingZone.zoneLower // + ); + if (isCreated) + { + // + zoneLowerHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneLowerHLine); + } + + // + CChartObjectTrend *zoneUpperHLine; + zoneUpperHLine = new CChartObjectTrend(); + isCreated = zoneUpperHLine.Create( + chartID, + zoneUpperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneUpper, + conditions.workingZone.to, + conditions.workingZone.zoneUpper // + ); + if (isCreated) + { + // + zoneUpperHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneUpperHLine); + } + + // + CChartObjectTrend *quarter1HLine; + quarter1HLine = new CChartObjectTrend(); + isCreated = quarter1HLine.Create( + chartID, + q1Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter1, + conditions.workingZone.to, + conditions.workingZone.quarter1 // + ); + if (isCreated) + { + // + quarter1HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter1HLine); + } + + // + CChartObjectTrend *quarter2HLine; + quarter2HLine = new CChartObjectTrend(); + isCreated = quarter2HLine.Create( + chartID, + q2Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter2, + conditions.workingZone.to, + conditions.workingZone.quarter2 // + ); + if (isCreated) + { + // + quarter2HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter2HLine); + } + + // + CChartObjectTrend *quarter3HLine; + quarter3HLine = new CChartObjectTrend(); + isCreated = quarter3HLine.Create( + chartID, + q3Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter3, + conditions.workingZone.to, + conditions.workingZone.quarter3 // + ); + if (isCreated) + { + // + quarter3HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter3HLine); + } + + // + } + + // + void DrawConditions( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer, + bool forceClean = false // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + if (forceClean) + { + mObjects.Clear(); + } + + // + bool isCreated = false; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + + // + // Start Zones ... + bool hasStartZones = conditions.HasStartZones(); + if (hasStartZones) + { + // + int count = conditions.CountStartZones(); + for (int i = 0; i < count; i++) + { + // + bool isBullish = conditions.startZones[i].IsBullish(); + + // + bool hasOB = conditions.startZones[i].HasOB(); + if (hasOB) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateOrderBlock( + // conditions.startZones[i].ob, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawOrderBlock( + conditions.startZones[i].ob, + drawer // + ); + } + + // + bool hasFVG = conditions.startZones[i].HasFVG(); + if (hasFVG) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateFairValueGap( + // conditions.startZones[i].fvg, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawFairValueGap( + conditions.startZones[i].fvg, + drawer // + ); + } + + // // + // bool hasSupply = conditions.startZones[i].HasSupply(); + // if (hasSupply) + // { + // // + // XCSupplyZoneObject *iObj; + // isCreated = drawer.CreateSupplyZone( + // conditions.startZones[i].supply, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasDemand = conditions.startZones[i].HasDemand(); + // if (hasDemand) + // { + // // + // XCDemandZoneObject *iObj; + // isCreated = drawer.CreateDemandZone( + // conditions.startZones[i].demand, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasSupport = conditions.startZones[i].HasSupport(); + // if (hasSupport) + // { + // // + // XCSupportZoneObject *iObj; + // isCreated = drawer.CreateSupportZone( + // conditions.startZones[i].support, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasResistance = conditions.startZones[i].HasResistance(); + // if (hasResistance) + // { + // // + // XCResistanceZoneObject *iObj; + // isCreated = drawer.CreateResistanceZone( + // conditions.startZones[i].resistance, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // + // + // + + // + string bName = ""; + int arrowCode = 0; + string bSuffix = ""; + color arrowColor = clrNONE; + ENUM_X_PRICE bPrice = X_PRICE_CLOSE; + + // + bool hasSwingBar = conditions.startZones[i].swingBar.IsValid(); + if (hasSwingBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].swingBar.GetTag()); + bName = + (isBullish + ? "SWING_LOW" + : "SWING_HIGH") + + "_" + bSuffix; + arrowCode = 159; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].swingBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasBreakerBar = conditions.startZones[i].breakerBar.IsValid(); + if (hasBreakerBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].breakerBar.GetTag()); + bName = + (isBullish + ? "BULL_BREAKER" + : "BEAR_BREAKER") + + "_" + bSuffix; + arrowCode = + isBullish + ? 71 + : 72; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].breakerBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasMomentumBar = conditions.startZones[i].momentumBar.IsValid(); + if (hasMomentumBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].momentumBar.GetTag()); + bName = + (isBullish + ? "BULL_MOMENTUM" + : "BEAR_MOMENTUM") + + "_" + bSuffix; + arrowCode = + isBullish + ? 233 + : 234; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].momentumBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasRejectionBar = conditions.startZones[i].rejectionBar.IsValid(); + if (hasRejectionBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].rejectionBar.GetTag()); + bName = + (isBullish + ? "BULL_REJECTION" + : "BEAR_REJECTION") + + "_" + bSuffix; + arrowCode = + isBullish + ? 241 + : 242; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].rejectionBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasAppliedBox = conditions.startZones[i].appliedBox.IsValid(); + if (hasAppliedBox) + { + // + arrowColor = + IsBullish(conditions.startZones[i].appliedBox.dir) + ? bullishColor + : bearishColor; + + // + XCBoxObject *iObj; + isCreated = drawer.CreateBox( + conditions.startZones[i].appliedBox, + iObj // + ); + + // + if (isCreated) + { + // + iObj.BoxWidth(2); + iObj.BoxColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + } + } + } + + // + protected: + // + + // + private: + // + // Props ... + CArrayObj mObjects; + CArrayObj mWorkingZoneObjects; + + /** + * Initialize ... + */ + void Init() + { + } + + /** + * DeInitialize ... + */ + void DeInit() + { + // + RemoveDraws(); + mConditions.Clean(); + RemoveWorkingZoneDraws(); + Clean(mConditionsCollection); + } + + // + // Helpers ... + + // + bool CalculateRiskReward( + ENUM_X121SMC_XWZ_PRIORITY priority, + double &reward, + double &amountPercent // + ) + { + // + bool result = false; + + // + reward = 0; + amountPercent = 0; + + // + result = priority != X121SMC_XWZ_PRIORITY_NONE; + if (!result) + { + return result; + } + + // + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + reward = 6; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + reward = 4; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + reward = 3; + amountPercent = 1.5; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + reward = 2; + amountPercent = 1; + break; + + // + case X121SMC_XWZ_PRIORITY_WEAK: + // + reward = 1; + amountPercent = 0.5; + break; + } + + // + result = + // + reward > 0 && + amountPercent > 0 + // + ; + + // + return result; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class copy.mq5 b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class copy.mq5 new file mode 100644 index 0000000..485360b --- /dev/null +++ b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class copy.mq5 @@ -0,0 +1,2725 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "./x-121.smc.xwz.signal.lib.mq5" + +// +// Definition ... +class XCX121SMCXWZSignalDetector : public XCBase +{ + // + public: + // + // Props ... + X121SMCStrategyXWZSignalConditions mConditions; + X121SMCStrategyXWZSignalConditions mConditionsCollection[]; + + // + // Constructor(s) ... + XCX121SMCXWZSignalDetector() + { + Init(); + } + + // + // Deconstructor ... + ~XCX121SMCXWZSignalDetector() + { + DeInit(); + } + + // + // + // + + // + // Detect Setup Conditions ... + bool DetectSignalSetup( + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + // Validate Cycle Helpers ... + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + mConditions.symbol = symbol; + mConditions.period = period; + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + double target = 0; + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // Setup Conditions ... + + // + // Check Working Zone ... + bool hasWorkingZone = mConditions.HasWorkingZone(); + if (!hasWorkingZone) + { + // + hasWorkingZone = mConditions.ExtractWorkingZone( + visionState, + consolidationState, + analyseState, + zIndex // + ); + } + + // + result = hasWorkingZone; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + mConditions.UpdateTo(cTime); + + // + // Check Working Zone still Alive ... + ENUM_X_DIRECTION destroyedDir = X_DIRECTION_NONE; + bool isWorkingZoneDestroyed = mConditions + .IsWorkingZoneDestroyed( + destroyedDir, + zIndex, + decisionState.period // + ); + if (isWorkingZoneDestroyed) + { + RemoveWorkingZoneDraws(); + } + + // + result = !isWorkingZoneDestroyed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + // Detecting Trend ... + ENUM_X_DIRECTION trend; + bool hasTrend = mConditions.DetectTrend( + trend, + period // + ); + bool hasBullishTrend = hasTrend && + IsBullish(trend); + bool hasBearishTrend = hasTrend && + IsBearish(trend); + result = hasTrend; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + bool hasStartZone = mConditions.DetectStartZones( + trend, + analyseState, + analyseState, + decisionState, + decisionCycleHelper // + ); + + // + mConditions.UpdateTo(cTime); + + // + // Detect Condition Priority ... + ENUM_X121SMC_XWZ_PRIORITY bullishPriority; + ENUM_X121SMC_XWZ_PRIORITY bearishPriority; + mConditions.DetectPriority( + bullishPriority, + bearishPriority // + ); + + // + bool canLookupLong = bullishPriority != X121SMC_XWZ_PRIORITY_NONE && + bullishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool canLookupShort = bearishPriority != X121SMC_XWZ_PRIORITY_NONE && + bearishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool isPriorityPassed = + hasBullishTrend + ? canLookupLong + : hasBearishTrend + ? canLookupShort + : false; + + // + // Here we are Make sure we have Correct: + // - WorkSpace ... + // - Trend ... + // - What we looking for: Long or Short ... + // - Priority ... + + // + double pivot = 0; + double point = 0; + ENUM_X_DIRECTION conditionsDir = X_DIRECTION_NONE; + + // + // Detect Start Zone Conditions ... + bool hasConditions = mConditions + .HasConditions( + pivot, + point, + conditionsDir, + decisionState, + zIndex, + decisionState.period // + ); + result = hasConditions; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + return result; + } + + // + isBullish = IsBullish(conditionsDir); + isBearish = IsBearish(conditionsDir); + + // + double reward; + double amountPercent; + ENUM_X121SMC_XWZ_PRIORITY priority = + isBullish + ? bullishPriority + : bearishPriority; + bool hasRewardAmount = CalculateRiskReward( + priority, + reward, + amountPercent // + ); + + // + // Apply Traget ... + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + target = + isBullish + ? mConditions.workingZone.quarter2 + : mConditions.workingZone.quarter2; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + target = + isBullish + ? mConditions.workingZone.quarter1 + : mConditions.workingZone.quarter3; + break; + + // + default: + target = 0; + break; + } + + // + bool hasLastBullishConsolidationZone = false; + bool hasLastBearishConsolidationZone = false; + bool hasPrevBullishConsolidationZone = false; + bool hasPrevBearishConsolidationZone = false; + XConsolidationZone lastBullishConsolidationZone; + XConsolidationZone lastBearishConsolidationZone; + XConsolidationZone prevBullishConsolidationZone; + XConsolidationZone prevBearishConsolidationZone; + bool isLastBullishConsolidationZoneInsidePivot = false; + bool isPrevBullishConsolidationZoneInsidePivot = false; + bool isLastBearishConsolidationZoneInsidePivot = false; + bool isPrevBearishConsolidationZoneInsidePivot = false; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + if (hasConsolidationZones) + { + // + int cZCount = 0; + XConsolidationZone tmp[]; + + // + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBullishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBullishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBearishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBearishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + + // + hasLastBullishConsolidationZone = lastBullishConsolidationZone.IsValid(); + hasLastBearishConsolidationZone = lastBearishConsolidationZone.IsValid(); + hasPrevBullishConsolidationZone = prevBullishConsolidationZone.IsValid(); + hasPrevBearishConsolidationZone = prevBearishConsolidationZone.IsValid(); + + // + isLastBullishConsolidationZoneInsidePivot = + // + hasLastBullishConsolidationZone && + (lastBullishConsolidationZone.lower < point && + lastBullishConsolidationZone.upper > pivot) + // + ; + isPrevBullishConsolidationZoneInsidePivot = + // + hasPrevBullishConsolidationZone && + (prevBullishConsolidationZone.lower < point && + prevBullishConsolidationZone.upper > pivot) + // + ; + + // + isLastBearishConsolidationZoneInsidePivot = + // + hasLastBearishConsolidationZone && + (lastBearishConsolidationZone.upper > point && + lastBearishConsolidationZone.lower < pivot) + // + ; + isPrevBearishConsolidationZoneInsidePivot = + // + hasPrevBearishConsolidationZone && + (prevBearishConsolidationZone.upper > point && + prevBearishConsolidationZone.lower < pivot) + // + ; + } + + // + bool isConsolidationZonePassed = + isBullish + // + ? (point > 0 && + pivot > 0 && + pivot < point && + hasPrevBullishConsolidationZone && + point > prevBullishConsolidationZone.upper && + (isLastBullishConsolidationZoneInsidePivot || + isPrevBullishConsolidationZoneInsidePivot)) + : (point > 0 && + pivot > 0 && + pivot > point && + hasPrevBearishConsolidationZone && + point < prevBearishConsolidationZone.lower && + (isLastBearishConsolidationZoneInsidePivot || + isPrevBearishConsolidationZoneInsidePivot)) + // + ; + + // + result = hasConditions && + hasRewardAmount && + isPriorityPassed && + trend == conditionsDir; // && + // isConsolidationZonePassed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + mConditions.pivot = pivot; + mConditions.point = point; + mConditions.reward = reward; + mConditions.target = target; + mConditions.setupTime = cTime; + mConditions.priority = priority; + mConditions.dir = conditionsDir; + mConditions.amountPercent = amountPercent; + + // + mConditions.UpdateTo(cTime); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + return result; + } + + // + // Detect Trigger Conditions ... + bool DetectSignalTrigger( + // + X121SMCStrategyXWZSignalConditions &conditions, + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + int maxAllowedSetupAge = 30 + // + ) + { + // + bool result = false; + + // + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + result = conditions.IsSetuped(); + if (!result) + { + return result; + } + + // + datetime setupTime = conditions.setupTime; + ENUM_X_DIRECTION setupDir = conditions.dir; + + // + bool isBullish = IsBullish(setupDir); + bool isBearish = IsBearish(setupDir); + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + XOHCL zBar; + result = decisionCycleHelper.GetBar( + zBar, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = decisionCycleHelper.GetBar( + cBar, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = decisionCycleHelper.GetBar( + pBar, + pIndex // + ); + if (!result) + { + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + int swingLoopback = 9; + double ll = cBar.FindLowest(swingLoopback, MODE_LOW); + double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); + double llDown = cBar.FindLowesttDown(swingLoopback); + double hhUp = cBar.FindHighestUp(swingLoopback); + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + + // + // Trigger Conditions ... + + // + double point = conditions.point; + bool isPointBreaked = IsBarBreak( + point, + setupDir, + cBar // + ); + + // + // Summary ... + + // + isBullish = + // + isBullish && + isPointBreaked && + cBar.IsBullish() + // + ; + + // + isBearish = + // + isBearish && + isPointBreaked && + cBar.IsBearish() + // + ; + + // + result = isBullish || + isBearish; + if (!result) + { + // + // Cleanup Setup Conditions ... + int setupAge = conditions.GetSetupAge(); + if (IsValidSize(setupAge) && + IsValidSize(maxAllowedSetupAge) && + setupAge >= maxAllowedSetupAge) + { + conditions.Clean(); + } + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Nearest Pivot Point ... + + // + double entry = GetEntry( + conditions.symbol, + setupDir // + ); + + // + // Manipulate SL Based on Consolidation Zones ... + + // + double sls[]; + Add( + conditions.pivot, + sls // + ); + + // + // TODO: Add Consolidation Zone for SLs ... + + // + double iAtr = decisionXConditions.atrBuffer[1]; + iAtr *= 2; + + // + double slsMin = GetMin(sls); + double slsMax = GetMax(sls); + + // + double sl = isBullish + ? slsMin - iAtr + : slsMax + iAtr; + double risk = MathAbs(entry - sl); + + // + // Filling Conditions Props ... + conditions.sl = sl; + conditions.triggerTime = cTime; + conditions.type = isBullish + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Guards ... + bool DetectGuards( + // + X121SMCGuard &guards[], + const XPosition &positions[], + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + Clean(guards); + + // + bool isCycleHelpersValid = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + + // + result = isCycleHelpersValid; + if (!result) + { + return result; + } + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + string symbol = decisionCycleHelper.GetSymbol(); + ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod(); + string provider = ToString(X_121_SMC_PROVIDER_XWZ); + + // + XPosition ownPositions[]; + XPosition ownLongPositions[]; + XPosition ownShortPositions[]; + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + bool isOwn = iPosition + .IsFiltersPassed( + symbol, + provider, + NULL, + X_POSITION_TYPE_ALL, + iPosition.magic // + ); + if (isOwn) + { + // + AddRef( + iPosition, + ownPositions // + ); + + // + bool isLong = IsLong(positions[i].type); + if (isLong) + { + // + AddRef( + iPosition, + ownLongPositions // + ); + } + else + { + // + AddRef( + iPosition, + ownShortPositions // + ); + } + } + } + + // + count = ArraySize(ownPositions); + + // + int longsCount = ArraySize(ownLongPositions); + bool hasLongs = IsValidSize(longsCount); + + // + int shortsCount = ArraySize(ownShortPositions); + bool hasShorts = IsValidSize(shortsCount); + + // + result = IsValidSize(count); + if (!result) + { + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + return result; + } + + // + // + // + + // + // Get Global and Common Guards ... + + // + ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = { + X_121_SMC_GUARD_ACTION_TRAIL_STOP // + }; + result = DetectX121SMCGuards( + provider, + guards, + positions, + decisionCycleHelper, + analyseCycleHelper, + consolidationCycleHelper, + visionCycleHelper, + // + ignoreGuards + // + ); + + // + // + // + + // + // Get Custom Implemented Guards ... + + // + // Here we Are Sure there is Positions to Guard ... + // based on Current Provider ... + + // + // Detect Required Data for Analyse Market to Guard Positions ... + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + // + result = HasChild(guards); + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + // + zBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + symbol, + period, + pIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL ppBar; + result = ppBar.Init( + symbol, + period, + ppIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + result = HasChild(guards); + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // + // + + // + // Detect Consolidation Zone ... + + // + XBoxZone lastBullishBox; + XBoxZone prevLastBullishBox; + bool hasLastBullishBox = false; + bool hasPrevLastBullishBox = false; + XConsolidationZone lastBullishZone; + bool isLastBullishAbovePrev = false; + bool isLastBullishBelowPrev = false; + XConsolidationZone prevLastBullishZone; + + // + XBoxZone lastBearishBox; + XBoxZone prevLastBearishBox; + bool hasLastBearishBox = false; + bool hasPrevLastBearishBox = false; + XConsolidationZone lastBearishZone; + bool isLastBearishAbovePrev = false; + bool isLastBearishBelowPrev = false; + XConsolidationZone prevLastBearishZone; + + // + int bullishConsolidationZonesCount = 0; + int bearishConsolidationZonesCount = 0; + bool hasBullishConsolidationZones = false; + bool hasBearishConsolidationZones = false; + XConsolidationZone bullishConsolidationZones[]; + XConsolidationZone bearishConsolidationZones[]; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones(); + if (hasConsolidationZones) + { + // + bullishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + bullishConsolidationZones // + ); + hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount); + + // + bearishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + bearishConsolidationZones // + ); + hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount); + + // + // + // + + // + if (hasBullishConsolidationZones && + bullishConsolidationZonesCount >= 2) + { + // + lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1]; + prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2]; + + // + hasLastBullishBox = ToBox( + lastBullishBox, + lastBullishZone // + ); + hasPrevLastBullishBox = ToBox( + prevLastBullishBox, + prevLastBullishZone // + ); + + // + isLastBullishAbovePrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxAbove( + lastBullishBox, + prevLastBullishBox // + ); + + // + isLastBullishBelowPrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxBelow( + lastBullishBox, + prevLastBullishBox // + ); + } + + // + if (hasBearishConsolidationZones && + bearishConsolidationZonesCount >= 2) + { + // + lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1]; + prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2]; + + // + hasLastBearishBox = ToBox( + lastBearishBox, + lastBearishZone // + ); + hasPrevLastBearishBox = ToBox( + prevLastBearishBox, + prevLastBearishZone // + ); + + // + isLastBearishAbovePrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxAbove( + lastBearishBox, + prevLastBearishBox // + ); + + // + isLastBearishBelowPrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxBelow( + lastBearishBox, + prevLastBearishBox // + ); + } + + // + } + + // + // Detect High Probability Swings ... + bool isSwingLow = + // + cBar.low > pBar.low && + ppBar.low > pBar.low && + // + zBar.low > pBar.low + // + ; + bool isSwingHigh = + // + cBar.high < pBar.high && + ppBar.high < pBar.high && + // + zBar.high < pBar.high + // + ; + bool isStrongSwingLow = + pBar.IsBullish() && + pBar.GetLowShadow() >= pBar.GetBody() * 2; + bool isStrongSwingHigh = + pBar.IsBearish() && + pBar.GetHighShadow() >= pBar.GetBody() * 2; + + // + bool isStrongSwingLowAboveLastBullishBox = + isStrongSwingLow && + hasLastBullishBox && + pBar.low > lastBullishBox.upper; + + // + bool isStrongSwingHighBelowLastBearishBox = + isStrongSwingHigh && + hasLastBearishBox && + pBar.high < lastBearishBox.lower; + + // + // Here We Have all Requirements for Guarding Positions ... + + // + // Available Guards: + // X_121_SMC_GUARD_ACTION_NONE + // X_121_SMC_GUARD_ACTION_CLOSE + // X_121_SMC_GUARD_ACTION_CLOSE_ALL + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE + // X_121_SMC_GUARD_ACTION_TRAIL_STOP + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET + // X_121_SMC_GUARD_ACTION_HEDGE + + // + // X_121_SMC_GUARD_ACTION_CLOSE: + // Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_ALL: + // Close All Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: + // Close All Long Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: + // Close All Short Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: + // Partial Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_STOP: + // Trail Stop Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: + // Trail Target Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_HEDGE: + // Hedge all Positions on Specified Conditions ... + + // + // Cleanup Collections ... + + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + decisionConditions.Clean(); + consolidationState.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishBox.Clean(); + lastBearishBox.Clean(); + lastBullishZone.Clean(); + lastBearishZone.Clean(); + prevLastBullishBox.Clean(); + prevLastBearishBox.Clean(); + prevLastBullishZone.Clean(); + prevLastBearishZone.Clean(); + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; + } + + // + // + // + + // + // Add Conditions to Conditions Collection ... + int AddConditionsIfNotExists( + int maxAllowed = 10 // + ) + { + // + int result = 0; + + // + bool isSetuped = IsValid(mConditions.setupTime) && + HasDirection(mConditions.dir); + if (!isSetuped) + { + return result; + } + + // + int count = ArraySize(mConditionsCollection); + if (IsValidSize(count)) + { + // + // Copy Original Items ... + X121SMCStrategyXWZSignalConditions tmpItems[]; + Copy( + mConditionsCollection, + tmpItems // + ); + + // + // Prese Item Data ... + bool isBullish = IsBullish(mConditions.dir); + + // + for (int i = 0; i < count; i++) + { + // + X121SMCStrategyXWZSignalConditions iItem = tmpItems[i]; + + // + bool canRemove = mConditions.dir == iItem.dir && + mConditions.pivot == iItem.pivot; + if (canRemove) + { + // + ArrayRemove( + mConditionsCollection, + i, + 1 // + ); + } + } + + // + Clean(tmpItems); + } + + // + AddRef( + mConditions, + mConditionsCollection // + ); + + // + // Remove Olds ... + CleanupArray( + mConditionsCollection, + maxAllowed // + ); + + // + result = ArraySize(mConditionsCollection); + + // + return result; + } + + // + // Draw Functions ... + // + + // + void RemoveDraws() + { + mObjects.Clear(); + } + + // + void RemoveWorkingZoneDraws() + { + mWorkingZoneObjects.Clear(); + } + + // + void DrawOrderBlock( + XCOrderBlock *ob, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (ob == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateOrderBlock( + ob, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = ob.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + ob.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawFairValueGap( + XCFVG *fvg, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (fvg == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = fvg.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateFairValueGap( + fvg, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = fvg.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + fvg.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawWorkingZone( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + bool hasWorkingZone = conditions.HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + string prefix = "WKZ_" + conditions.workingZone.symbol + ToString(conditions.workingZone.period) + "_"; + string tag = prefix + ToString(conditions.workingZone.upper) + "_" + ToString(conditions.workingZone.lower); + string suffix = ToMD5(tag); + + // + string upperName = prefix + "_Upper_" + suffix; + string lowerName = prefix + "_Lower_" + suffix; + string zoneUpperName = prefix + "_ZoneUpper_" + suffix; + string zoneLowerName = prefix + "_ZoneLower_" + suffix; + + // + string q1Name = prefix + "_Q1_" + suffix; + string q2Name = prefix + "_Q2_" + suffix; + string q3Name = prefix + "_Q3_" + suffix; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + bool isCreated = false; + + // + // Check For Trend Approced ... + bool isTrendApproved = conditions.HasOrderBlock() && + conditions.HasFairValueGap(); + if (isTrendApproved) + { + // + DrawOrderBlock( + conditions.orderBlock, + drawer, + true // + ); + + // + DrawFairValueGap( + conditions.fairValueGap, + drawer, + true // + ); + } + + // + XCSupplyZoneObject *iSupObj; + isCreated = drawer.CreateSupplyZone( + conditions.supplyZone, + iSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iSupObj); + } + + // + XCDemandZoneObject *iDemObj; + isCreated = drawer.CreateDemandZone( + conditions.demandZone, + iDemObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iDemObj); + } + + // + // Lower ... + CChartObjectTrend *lowerHLine; + lowerHLine = new CChartObjectTrend(); + isCreated = lowerHLine.Create( + chartID, + lowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.lower, + conditions.workingZone.to, + conditions.workingZone.lower // + ); + if (isCreated) + { + // + lowerHLine.Color(clrLime); + mWorkingZoneObjects.Add(lowerHLine); + } + + // + CChartObjectTrend *upperHLine; + upperHLine = new CChartObjectTrend(); + isCreated = upperHLine.Create( + chartID, + upperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.upper, + conditions.workingZone.to, + conditions.workingZone.upper // + ); + if (isCreated) + { + // + upperHLine.Color(clrLime); + mWorkingZoneObjects.Add(upperHLine); + } + + // + CChartObjectTrend *zoneLowerHLine; + zoneLowerHLine = new CChartObjectTrend(); + isCreated = zoneLowerHLine.Create( + chartID, + zoneLowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneLower, + conditions.workingZone.to, + conditions.workingZone.zoneLower // + ); + if (isCreated) + { + // + zoneLowerHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneLowerHLine); + } + + // + CChartObjectTrend *zoneUpperHLine; + zoneUpperHLine = new CChartObjectTrend(); + isCreated = zoneUpperHLine.Create( + chartID, + zoneUpperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneUpper, + conditions.workingZone.to, + conditions.workingZone.zoneUpper // + ); + if (isCreated) + { + // + zoneUpperHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneUpperHLine); + } + + // + CChartObjectTrend *quarter1HLine; + quarter1HLine = new CChartObjectTrend(); + isCreated = quarter1HLine.Create( + chartID, + q1Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter1, + conditions.workingZone.to, + conditions.workingZone.quarter1 // + ); + if (isCreated) + { + // + quarter1HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter1HLine); + } + + // + CChartObjectTrend *quarter2HLine; + quarter2HLine = new CChartObjectTrend(); + isCreated = quarter2HLine.Create( + chartID, + q2Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter2, + conditions.workingZone.to, + conditions.workingZone.quarter2 // + ); + if (isCreated) + { + // + quarter2HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter2HLine); + } + + // + CChartObjectTrend *quarter3HLine; + quarter3HLine = new CChartObjectTrend(); + isCreated = quarter3HLine.Create( + chartID, + q3Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter3, + conditions.workingZone.to, + conditions.workingZone.quarter3 // + ); + if (isCreated) + { + // + quarter3HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter3HLine); + } + + // + } + + // + void DrawConditions( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer, + bool forceClean = false // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + if (forceClean) + { + mObjects.Clear(); + } + + // + bool isCreated = false; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + + // + // Start Zones ... + bool hasStartZones = conditions.HasStartZones(); + if (hasStartZones) + { + // + int count = conditions.CountStartZones(); + for (int i = 0; i < count; i++) + { + // + bool isBullish = conditions.startZones[i].IsBullish(); + + // + bool hasOB = conditions.startZones[i].HasOB(); + if (hasOB) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateOrderBlock( + // conditions.startZones[i].ob, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawOrderBlock( + conditions.startZones[i].ob, + drawer // + ); + } + + // + bool hasFVG = conditions.startZones[i].HasFVG(); + if (hasFVG) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateFairValueGap( + // conditions.startZones[i].fvg, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawFairValueGap( + conditions.startZones[i].fvg, + drawer // + ); + } + + // // + // bool hasSupply = conditions.startZones[i].HasSupply(); + // if (hasSupply) + // { + // // + // XCSupplyZoneObject *iObj; + // isCreated = drawer.CreateSupplyZone( + // conditions.startZones[i].supply, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasDemand = conditions.startZones[i].HasDemand(); + // if (hasDemand) + // { + // // + // XCDemandZoneObject *iObj; + // isCreated = drawer.CreateDemandZone( + // conditions.startZones[i].demand, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasSupport = conditions.startZones[i].HasSupport(); + // if (hasSupport) + // { + // // + // XCSupportZoneObject *iObj; + // isCreated = drawer.CreateSupportZone( + // conditions.startZones[i].support, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasResistance = conditions.startZones[i].HasResistance(); + // if (hasResistance) + // { + // // + // XCResistanceZoneObject *iObj; + // isCreated = drawer.CreateResistanceZone( + // conditions.startZones[i].resistance, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // + // + // + + // + string bName = ""; + int arrowCode = 0; + string bSuffix = ""; + color arrowColor = clrNONE; + ENUM_X_PRICE bPrice = X_PRICE_CLOSE; + + // + bool hasSwingBar = conditions.startZones[i].swingBar.IsValid(); + if (hasSwingBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].swingBar.GetTag()); + bName = + (isBullish + ? "SWING_LOW" + : "SWING_HIGH") + + "_" + bSuffix; + arrowCode = 159; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].swingBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasBreakerBar = conditions.startZones[i].breakerBar.IsValid(); + if (hasBreakerBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].breakerBar.GetTag()); + bName = + (isBullish + ? "BULL_BREAKER" + : "BEAR_BREAKER") + + "_" + bSuffix; + arrowCode = + isBullish + ? 71 + : 72; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].breakerBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasMomentumBar = conditions.startZones[i].momentumBar.IsValid(); + if (hasMomentumBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].momentumBar.GetTag()); + bName = + (isBullish + ? "BULL_MOMENTUM" + : "BEAR_MOMENTUM") + + "_" + bSuffix; + arrowCode = + isBullish + ? 233 + : 234; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].momentumBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasRejectionBar = conditions.startZones[i].rejectionBar.IsValid(); + if (hasRejectionBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].rejectionBar.GetTag()); + bName = + (isBullish + ? "BULL_REJECTION" + : "BEAR_REJECTION") + + "_" + bSuffix; + arrowCode = + isBullish + ? 241 + : 242; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].rejectionBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasAppliedBox = conditions.startZones[i].appliedBox.IsValid(); + if (hasAppliedBox) + { + // + arrowColor = + IsBullish(conditions.startZones[i].appliedBox.dir) + ? bullishColor + : bearishColor; + + // + XCBoxObject *iObj; + isCreated = drawer.CreateBox( + conditions.startZones[i].appliedBox, + iObj // + ); + + // + if (isCreated) + { + // + iObj.BoxWidth(2); + iObj.BoxColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + } + } + } + + // + protected: + // + + // + private: + // + // Props ... + CArrayObj mObjects; + CArrayObj mWorkingZoneObjects; + + /** + * Initialize ... + */ + void Init() + { + } + + /** + * DeInitialize ... + */ + void DeInit() + { + // + RemoveDraws(); + mConditions.Clean(); + RemoveWorkingZoneDraws(); + Clean(mConditionsCollection); + } + + // + // Helpers ... + + // + bool CalculateRiskReward( + ENUM_X121SMC_XWZ_PRIORITY priority, + double &reward, + double &amountPercent // + ) + { + // + bool result = false; + + // + reward = 0; + amountPercent = 0; + + // + result = priority != X121SMC_XWZ_PRIORITY_NONE; + if (!result) + { + return result; + } + + // + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + reward = 6; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + reward = 4; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + reward = 3; + amountPercent = 1.5; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + reward = 2; + amountPercent = 1; + break; + + // + case X121SMC_XWZ_PRIORITY_WEAK: + // + reward = 1; + amountPercent = 0.5; + break; + } + + // + result = + // + reward > 0 && + amountPercent > 0 + // + ; + + // + return result; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class.mq5 b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class.mq5 new file mode 100644 index 0000000..24a476f --- /dev/null +++ b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.class.mq5 @@ -0,0 +1,2725 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "./x-121.smc.xwz.signal.lib.mq5" + +// +// Definition ... +class XCX121SMCXWZSignalDetector : public XCBase +{ + // + public: + // + // Props ... + X121SMCStrategyXWZSignalConditions mConditions; + X121SMCStrategyXWZSignalConditions mConditionsCollection[]; + + // + // Constructor(s) ... + XCX121SMCXWZSignalDetector() + { + Init(); + } + + // + // Deconstructor ... + ~XCX121SMCXWZSignalDetector() + { + DeInit(); + } + + // + // + // + + // + // Detect Setup Conditions ... + bool DetectSignalSetup( + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + // Validate Cycle Helpers ... + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + mConditions.symbol = symbol; + mConditions.period = period; + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + double target = 0; + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // Setup Conditions ... + + // + // Check Working Zone ... + bool hasWorkingZone = mConditions.HasWorkingZone(); + if (!hasWorkingZone) + { + // + hasWorkingZone = mConditions.ExtractWorkingZone( + visionState, + consolidationState, + analyseState, + zIndex // + ); + } + + // + result = hasWorkingZone; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + mConditions.UpdateTo(cTime); + + // + // Check Working Zone still Alive ... + ENUM_X_DIRECTION destroyedDir = X_DIRECTION_NONE; + bool isWorkingZoneDestroyed = mConditions + .IsWorkingZoneDestroyed( + destroyedDir, + zIndex, + decisionState.period // + ); + if (isWorkingZoneDestroyed) + { + RemoveWorkingZoneDraws(); + } + + // + result = !isWorkingZoneDestroyed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + // Detecting Trend ... + ENUM_X_DIRECTION trend; + bool hasTrend = mConditions.DetectTrend( + trend, + period // + ); + bool hasBullishTrend = hasTrend && + IsBullish(trend); + bool hasBearishTrend = hasTrend && + IsBearish(trend); + result = hasTrend; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + // bool hasStartZone = mConditions.DetectStartZones( + // trend, + // consolidationState, + // analyseState, + // decisionState, + // decisionCycleHelper // + // ); + + // + mConditions.UpdateTo(cTime); + + // + // Detect Condition Priority ... + ENUM_X121SMC_XWZ_PRIORITY bullishPriority; + ENUM_X121SMC_XWZ_PRIORITY bearishPriority; + mConditions.DetectPriority( + bullishPriority, + bearishPriority // + ); + + // + bool canLookupLong = bullishPriority != X121SMC_XWZ_PRIORITY_NONE && + bullishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool canLookupShort = bearishPriority != X121SMC_XWZ_PRIORITY_NONE && + bearishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool isPriorityPassed = + hasBullishTrend + ? canLookupLong + : hasBearishTrend + ? canLookupShort + : false; + + // + // Here we are Make sure we have Correct: + // - WorkSpace ... + // - Trend ... + // - What we looking for: Long or Short ... + // - Priority ... + + // + double pivot = 0; + double point = 0; + ENUM_X_DIRECTION conditionsDir = X_DIRECTION_NONE; + + // + // Detect Start Zone Conditions ... + bool hasConditions = mConditions + .HasConditions( + pivot, + point, + conditionsDir, + decisionState, + zIndex, + decisionState.period // + ); + result = hasConditions; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + return result; + } + + // + isBullish = IsBullish(conditionsDir); + isBearish = IsBearish(conditionsDir); + + // + double reward; + double amountPercent; + ENUM_X121SMC_XWZ_PRIORITY priority = + isBullish + ? bullishPriority + : bearishPriority; + bool hasRewardAmount = CalculateRiskReward( + priority, + reward, + amountPercent // + ); + + // + // Apply Traget ... + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + target = + isBullish + ? mConditions.workingZone.quarter2 + : mConditions.workingZone.quarter2; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + target = + isBullish + ? mConditions.workingZone.quarter1 + : mConditions.workingZone.quarter3; + break; + + // + default: + target = 0; + break; + } + + // + bool hasLastBullishConsolidationZone = false; + bool hasLastBearishConsolidationZone = false; + bool hasPrevBullishConsolidationZone = false; + bool hasPrevBearishConsolidationZone = false; + XConsolidationZone lastBullishConsolidationZone; + XConsolidationZone lastBearishConsolidationZone; + XConsolidationZone prevBullishConsolidationZone; + XConsolidationZone prevBearishConsolidationZone; + bool isLastBullishConsolidationZoneInsidePivot = false; + bool isPrevBullishConsolidationZoneInsidePivot = false; + bool isLastBearishConsolidationZoneInsidePivot = false; + bool isPrevBearishConsolidationZoneInsidePivot = false; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + if (hasConsolidationZones) + { + // + int cZCount = 0; + XConsolidationZone tmp[]; + + // + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBullishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBullishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBearishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBearishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + + // + hasLastBullishConsolidationZone = lastBullishConsolidationZone.IsValid(); + hasLastBearishConsolidationZone = lastBearishConsolidationZone.IsValid(); + hasPrevBullishConsolidationZone = prevBullishConsolidationZone.IsValid(); + hasPrevBearishConsolidationZone = prevBearishConsolidationZone.IsValid(); + + // + isLastBullishConsolidationZoneInsidePivot = + // + hasLastBullishConsolidationZone && + (lastBullishConsolidationZone.lower < point && + lastBullishConsolidationZone.upper > pivot) + // + ; + isPrevBullishConsolidationZoneInsidePivot = + // + hasPrevBullishConsolidationZone && + (prevBullishConsolidationZone.lower < point && + prevBullishConsolidationZone.upper > pivot) + // + ; + + // + isLastBearishConsolidationZoneInsidePivot = + // + hasLastBearishConsolidationZone && + (lastBearishConsolidationZone.upper > point && + lastBearishConsolidationZone.lower < pivot) + // + ; + isPrevBearishConsolidationZoneInsidePivot = + // + hasPrevBearishConsolidationZone && + (prevBearishConsolidationZone.upper > point && + prevBearishConsolidationZone.lower < pivot) + // + ; + } + + // + bool isConsolidationZonePassed = + isBullish + // + ? (point > 0 && + pivot > 0 && + pivot < point && + hasPrevBullishConsolidationZone && + point > prevBullishConsolidationZone.upper && + (isLastBullishConsolidationZoneInsidePivot || + isPrevBullishConsolidationZoneInsidePivot)) + : (point > 0 && + pivot > 0 && + pivot > point && + hasPrevBearishConsolidationZone && + point < prevBearishConsolidationZone.lower && + (isLastBearishConsolidationZoneInsidePivot || + isPrevBearishConsolidationZoneInsidePivot)) + // + ; + + // + result = hasConditions && + hasRewardAmount && + isPriorityPassed && + trend == conditionsDir; // && + // isConsolidationZonePassed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + mConditions.pivot = pivot; + mConditions.point = point; + mConditions.reward = reward; + mConditions.target = target; + mConditions.setupTime = cTime; + mConditions.priority = priority; + mConditions.dir = conditionsDir; + mConditions.amountPercent = amountPercent; + + // + mConditions.UpdateTo(cTime); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + return result; + } + + // + // Detect Trigger Conditions ... + bool DetectSignalTrigger( + // + X121SMCStrategyXWZSignalConditions &conditions, + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + int maxAllowedSetupAge = 30 + // + ) + { + // + bool result = false; + + // + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + result = conditions.IsSetuped(); + if (!result) + { + return result; + } + + // + datetime setupTime = conditions.setupTime; + ENUM_X_DIRECTION setupDir = conditions.dir; + + // + bool isBullish = IsBullish(setupDir); + bool isBearish = IsBearish(setupDir); + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + XOHCL zBar; + result = decisionCycleHelper.GetBar( + zBar, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = decisionCycleHelper.GetBar( + cBar, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = decisionCycleHelper.GetBar( + pBar, + pIndex // + ); + if (!result) + { + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + int swingLoopback = 9; + double ll = cBar.FindLowest(swingLoopback, MODE_LOW); + double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); + double llDown = cBar.FindLowesttDown(swingLoopback); + double hhUp = cBar.FindHighestUp(swingLoopback); + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + + // + // Trigger Conditions ... + + // + double point = conditions.point; + bool isPointBreaked = IsBarBreak( + point, + setupDir, + cBar // + ); + + // + // Summary ... + + // + isBullish = + // + isBullish && + isPointBreaked && + cBar.IsBullish() + // + ; + + // + isBearish = + // + isBearish && + isPointBreaked && + cBar.IsBearish() + // + ; + + // + result = isBullish || + isBearish; + if (!result) + { + // + // Cleanup Setup Conditions ... + int setupAge = conditions.GetSetupAge(); + if (IsValidSize(setupAge) && + IsValidSize(maxAllowedSetupAge) && + setupAge >= maxAllowedSetupAge) + { + conditions.Clean(); + } + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Nearest Pivot Point ... + + // + double entry = GetEntry( + conditions.symbol, + setupDir // + ); + + // + // Manipulate SL Based on Consolidation Zones ... + + // + double sls[]; + Add( + conditions.pivot, + sls // + ); + + // + // TODO: Add Consolidation Zone for SLs ... + + // + double iAtr = decisionXConditions.atrBuffer[1]; + iAtr *= 2; + + // + double slsMin = GetMin(sls); + double slsMax = GetMax(sls); + + // + double sl = isBullish + ? slsMin - iAtr + : slsMax + iAtr; + double risk = MathAbs(entry - sl); + + // + // Filling Conditions Props ... + conditions.sl = sl; + conditions.triggerTime = cTime; + conditions.type = isBullish + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Guards ... + bool DetectGuards( + // + X121SMCGuard &guards[], + const XPosition &positions[], + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + Clean(guards); + + // + bool isCycleHelpersValid = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + + // + result = isCycleHelpersValid; + if (!result) + { + return result; + } + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + string symbol = decisionCycleHelper.GetSymbol(); + ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod(); + string provider = ToString(X_121_SMC_PROVIDER_XWZ); + + // + XPosition ownPositions[]; + XPosition ownLongPositions[]; + XPosition ownShortPositions[]; + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + bool isOwn = iPosition + .IsFiltersPassed( + symbol, + provider, + NULL, + X_POSITION_TYPE_ALL, + iPosition.magic // + ); + if (isOwn) + { + // + AddRef( + iPosition, + ownPositions // + ); + + // + bool isLong = IsLong(positions[i].type); + if (isLong) + { + // + AddRef( + iPosition, + ownLongPositions // + ); + } + else + { + // + AddRef( + iPosition, + ownShortPositions // + ); + } + } + } + + // + count = ArraySize(ownPositions); + + // + int longsCount = ArraySize(ownLongPositions); + bool hasLongs = IsValidSize(longsCount); + + // + int shortsCount = ArraySize(ownShortPositions); + bool hasShorts = IsValidSize(shortsCount); + + // + result = IsValidSize(count); + if (!result) + { + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + return result; + } + + // + // + // + + // + // Get Global and Common Guards ... + + // + ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = { + X_121_SMC_GUARD_ACTION_TRAIL_STOP // + }; + result = DetectX121SMCGuards( + provider, + guards, + positions, + decisionCycleHelper, + analyseCycleHelper, + consolidationCycleHelper, + visionCycleHelper, + // + ignoreGuards + // + ); + + // + // + // + + // + // Get Custom Implemented Guards ... + + // + // Here we Are Sure there is Positions to Guard ... + // based on Current Provider ... + + // + // Detect Required Data for Analyse Market to Guard Positions ... + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + // + result = HasChild(guards); + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + // + zBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + symbol, + period, + pIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL ppBar; + result = ppBar.Init( + symbol, + period, + ppIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + result = HasChild(guards); + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // + // + + // + // Detect Consolidation Zone ... + + // + XBoxZone lastBullishBox; + XBoxZone prevLastBullishBox; + bool hasLastBullishBox = false; + bool hasPrevLastBullishBox = false; + XConsolidationZone lastBullishZone; + bool isLastBullishAbovePrev = false; + bool isLastBullishBelowPrev = false; + XConsolidationZone prevLastBullishZone; + + // + XBoxZone lastBearishBox; + XBoxZone prevLastBearishBox; + bool hasLastBearishBox = false; + bool hasPrevLastBearishBox = false; + XConsolidationZone lastBearishZone; + bool isLastBearishAbovePrev = false; + bool isLastBearishBelowPrev = false; + XConsolidationZone prevLastBearishZone; + + // + int bullishConsolidationZonesCount = 0; + int bearishConsolidationZonesCount = 0; + bool hasBullishConsolidationZones = false; + bool hasBearishConsolidationZones = false; + XConsolidationZone bullishConsolidationZones[]; + XConsolidationZone bearishConsolidationZones[]; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones(); + if (hasConsolidationZones) + { + // + bullishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + bullishConsolidationZones // + ); + hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount); + + // + bearishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + bearishConsolidationZones // + ); + hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount); + + // + // + // + + // + if (hasBullishConsolidationZones && + bullishConsolidationZonesCount >= 2) + { + // + lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1]; + prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2]; + + // + hasLastBullishBox = ToBox( + lastBullishBox, + lastBullishZone // + ); + hasPrevLastBullishBox = ToBox( + prevLastBullishBox, + prevLastBullishZone // + ); + + // + isLastBullishAbovePrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxAbove( + lastBullishBox, + prevLastBullishBox // + ); + + // + isLastBullishBelowPrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxBelow( + lastBullishBox, + prevLastBullishBox // + ); + } + + // + if (hasBearishConsolidationZones && + bearishConsolidationZonesCount >= 2) + { + // + lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1]; + prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2]; + + // + hasLastBearishBox = ToBox( + lastBearishBox, + lastBearishZone // + ); + hasPrevLastBearishBox = ToBox( + prevLastBearishBox, + prevLastBearishZone // + ); + + // + isLastBearishAbovePrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxAbove( + lastBearishBox, + prevLastBearishBox // + ); + + // + isLastBearishBelowPrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxBelow( + lastBearishBox, + prevLastBearishBox // + ); + } + + // + } + + // + // Detect High Probability Swings ... + bool isSwingLow = + // + cBar.low > pBar.low && + ppBar.low > pBar.low && + // + zBar.low > pBar.low + // + ; + bool isSwingHigh = + // + cBar.high < pBar.high && + ppBar.high < pBar.high && + // + zBar.high < pBar.high + // + ; + bool isStrongSwingLow = + pBar.IsBullish() && + pBar.GetLowShadow() >= pBar.GetBody() * 2; + bool isStrongSwingHigh = + pBar.IsBearish() && + pBar.GetHighShadow() >= pBar.GetBody() * 2; + + // + bool isStrongSwingLowAboveLastBullishBox = + isStrongSwingLow && + hasLastBullishBox && + pBar.low > lastBullishBox.upper; + + // + bool isStrongSwingHighBelowLastBearishBox = + isStrongSwingHigh && + hasLastBearishBox && + pBar.high < lastBearishBox.lower; + + // + // Here We Have all Requirements for Guarding Positions ... + + // + // Available Guards: + // X_121_SMC_GUARD_ACTION_NONE + // X_121_SMC_GUARD_ACTION_CLOSE + // X_121_SMC_GUARD_ACTION_CLOSE_ALL + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE + // X_121_SMC_GUARD_ACTION_TRAIL_STOP + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET + // X_121_SMC_GUARD_ACTION_HEDGE + + // + // X_121_SMC_GUARD_ACTION_CLOSE: + // Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_ALL: + // Close All Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: + // Close All Long Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: + // Close All Short Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: + // Partial Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_STOP: + // Trail Stop Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: + // Trail Target Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_HEDGE: + // Hedge all Positions on Specified Conditions ... + + // + // Cleanup Collections ... + + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + decisionConditions.Clean(); + consolidationState.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishBox.Clean(); + lastBearishBox.Clean(); + lastBullishZone.Clean(); + lastBearishZone.Clean(); + prevLastBullishBox.Clean(); + prevLastBearishBox.Clean(); + prevLastBullishZone.Clean(); + prevLastBearishZone.Clean(); + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; + } + + // + // + // + + // + // Add Conditions to Conditions Collection ... + int AddConditionsIfNotExists( + int maxAllowed = 10 // + ) + { + // + int result = 0; + + // + bool isSetuped = IsValid(mConditions.setupTime) && + HasDirection(mConditions.dir); + if (!isSetuped) + { + return result; + } + + // + int count = ArraySize(mConditionsCollection); + if (IsValidSize(count)) + { + // + // Copy Original Items ... + X121SMCStrategyXWZSignalConditions tmpItems[]; + Copy( + mConditionsCollection, + tmpItems // + ); + + // + // Prese Item Data ... + bool isBullish = IsBullish(mConditions.dir); + + // + for (int i = 0; i < count; i++) + { + // + X121SMCStrategyXWZSignalConditions iItem = tmpItems[i]; + + // + bool canRemove = mConditions.dir == iItem.dir && + mConditions.pivot == iItem.pivot; + if (canRemove) + { + // + ArrayRemove( + mConditionsCollection, + i, + 1 // + ); + } + } + + // + Clean(tmpItems); + } + + // + AddRef( + mConditions, + mConditionsCollection // + ); + + // + // Remove Olds ... + CleanupArray( + mConditionsCollection, + maxAllowed // + ); + + // + result = ArraySize(mConditionsCollection); + + // + return result; + } + + // + // Draw Functions ... + // + + // + void RemoveDraws() + { + mObjects.Clear(); + } + + // + void RemoveWorkingZoneDraws() + { + mWorkingZoneObjects.Clear(); + } + + // + void DrawOrderBlock( + XCOrderBlock *ob, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (ob == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateOrderBlock( + ob, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = ob.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + ob.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawFairValueGap( + XCFVG *fvg, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (fvg == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = fvg.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateFairValueGap( + fvg, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = fvg.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + fvg.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawWorkingZone( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + bool hasWorkingZone = conditions.HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + string prefix = "WKZ_" + conditions.workingZone.symbol + ToString(conditions.workingZone.period) + "_"; + string tag = prefix + ToString(conditions.workingZone.upper) + "_" + ToString(conditions.workingZone.lower); + string suffix = ToMD5(tag); + + // + string upperName = prefix + "_Upper_" + suffix; + string lowerName = prefix + "_Lower_" + suffix; + string zoneUpperName = prefix + "_ZoneUpper_" + suffix; + string zoneLowerName = prefix + "_ZoneLower_" + suffix; + + // + string q1Name = prefix + "_Q1_" + suffix; + string q2Name = prefix + "_Q2_" + suffix; + string q3Name = prefix + "_Q3_" + suffix; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + bool isCreated = false; + + // + // Check For Trend Approced ... + bool isTrendApproved = conditions.HasOrderBlock() && + conditions.HasFairValueGap(); + if (isTrendApproved) + { + // + DrawOrderBlock( + conditions.orderBlock, + drawer, + true // + ); + + // + DrawFairValueGap( + conditions.fairValueGap, + drawer, + true // + ); + } + + // + XCSupplyZoneObject *iSupObj; + isCreated = drawer.CreateSupplyZone( + conditions.supplyZone, + iSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iSupObj); + } + + // + XCDemandZoneObject *iDemObj; + isCreated = drawer.CreateDemandZone( + conditions.demandZone, + iDemObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iDemObj); + } + + // + // Lower ... + CChartObjectTrend *lowerHLine; + lowerHLine = new CChartObjectTrend(); + isCreated = lowerHLine.Create( + chartID, + lowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.lower, + conditions.workingZone.to, + conditions.workingZone.lower // + ); + if (isCreated) + { + // + lowerHLine.Color(clrLime); + mWorkingZoneObjects.Add(lowerHLine); + } + + // + CChartObjectTrend *upperHLine; + upperHLine = new CChartObjectTrend(); + isCreated = upperHLine.Create( + chartID, + upperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.upper, + conditions.workingZone.to, + conditions.workingZone.upper // + ); + if (isCreated) + { + // + upperHLine.Color(clrLime); + mWorkingZoneObjects.Add(upperHLine); + } + + // + CChartObjectTrend *zoneLowerHLine; + zoneLowerHLine = new CChartObjectTrend(); + isCreated = zoneLowerHLine.Create( + chartID, + zoneLowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneLower, + conditions.workingZone.to, + conditions.workingZone.zoneLower // + ); + if (isCreated) + { + // + zoneLowerHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneLowerHLine); + } + + // + CChartObjectTrend *zoneUpperHLine; + zoneUpperHLine = new CChartObjectTrend(); + isCreated = zoneUpperHLine.Create( + chartID, + zoneUpperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneUpper, + conditions.workingZone.to, + conditions.workingZone.zoneUpper // + ); + if (isCreated) + { + // + zoneUpperHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneUpperHLine); + } + + // + CChartObjectTrend *quarter1HLine; + quarter1HLine = new CChartObjectTrend(); + isCreated = quarter1HLine.Create( + chartID, + q1Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter1, + conditions.workingZone.to, + conditions.workingZone.quarter1 // + ); + if (isCreated) + { + // + quarter1HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter1HLine); + } + + // + CChartObjectTrend *quarter2HLine; + quarter2HLine = new CChartObjectTrend(); + isCreated = quarter2HLine.Create( + chartID, + q2Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter2, + conditions.workingZone.to, + conditions.workingZone.quarter2 // + ); + if (isCreated) + { + // + quarter2HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter2HLine); + } + + // + CChartObjectTrend *quarter3HLine; + quarter3HLine = new CChartObjectTrend(); + isCreated = quarter3HLine.Create( + chartID, + q3Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter3, + conditions.workingZone.to, + conditions.workingZone.quarter3 // + ); + if (isCreated) + { + // + quarter3HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter3HLine); + } + + // + } + + // + void DrawConditions( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer, + bool forceClean = false // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + if (forceClean) + { + mObjects.Clear(); + } + + // + bool isCreated = false; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + + // + // Start Zones ... + bool hasStartZones = conditions.HasStartZones(); + if (hasStartZones) + { + // + int count = conditions.CountStartZones(); + for (int i = 0; i < count; i++) + { + // + bool isBullish = conditions.startZones[i].IsBullish(); + + // + bool hasOB = conditions.startZones[i].HasOB(); + if (hasOB) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateOrderBlock( + // conditions.startZones[i].ob, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawOrderBlock( + conditions.startZones[i].ob, + drawer // + ); + } + + // + bool hasFVG = conditions.startZones[i].HasFVG(); + if (hasFVG) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateFairValueGap( + // conditions.startZones[i].fvg, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawFairValueGap( + conditions.startZones[i].fvg, + drawer // + ); + } + + // // + // bool hasSupply = conditions.startZones[i].HasSupply(); + // if (hasSupply) + // { + // // + // XCSupplyZoneObject *iObj; + // isCreated = drawer.CreateSupplyZone( + // conditions.startZones[i].supply, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasDemand = conditions.startZones[i].HasDemand(); + // if (hasDemand) + // { + // // + // XCDemandZoneObject *iObj; + // isCreated = drawer.CreateDemandZone( + // conditions.startZones[i].demand, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasSupport = conditions.startZones[i].HasSupport(); + // if (hasSupport) + // { + // // + // XCSupportZoneObject *iObj; + // isCreated = drawer.CreateSupportZone( + // conditions.startZones[i].support, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // // + // bool hasResistance = conditions.startZones[i].HasResistance(); + // if (hasResistance) + // { + // // + // XCResistanceZoneObject *iObj; + // isCreated = drawer.CreateResistanceZone( + // conditions.startZones[i].resistance, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + // } + + // + // + // + + // + string bName = ""; + int arrowCode = 0; + string bSuffix = ""; + color arrowColor = clrNONE; + ENUM_X_PRICE bPrice = X_PRICE_CLOSE; + + // + bool hasSwingBar = conditions.startZones[i].swingBar.IsValid(); + if (hasSwingBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].swingBar.GetTag()); + bName = + (isBullish + ? "SWING_LOW" + : "SWING_HIGH") + + "_" + bSuffix; + arrowCode = 159; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].swingBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasBreakerBar = conditions.startZones[i].breakerBar.IsValid(); + if (hasBreakerBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].breakerBar.GetTag()); + bName = + (isBullish + ? "BULL_BREAKER" + : "BEAR_BREAKER") + + "_" + bSuffix; + arrowCode = + isBullish + ? 71 + : 72; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].breakerBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasMomentumBar = conditions.startZones[i].momentumBar.IsValid(); + if (hasMomentumBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].momentumBar.GetTag()); + bName = + (isBullish + ? "BULL_MOMENTUM" + : "BEAR_MOMENTUM") + + "_" + bSuffix; + arrowCode = + isBullish + ? 233 + : 234; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].momentumBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasRejectionBar = conditions.startZones[i].rejectionBar.IsValid(); + if (hasRejectionBar) + { + // + bSuffix = ToMD5(conditions.startZones[i].rejectionBar.GetTag()); + bName = + (isBullish + ? "BULL_REJECTION" + : "BEAR_REJECTION") + + "_" + bSuffix; + arrowCode = + isBullish + ? 241 + : 242; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZones[i].rejectionBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasAppliedBox = conditions.startZones[i].appliedBox.IsValid(); + if (hasAppliedBox) + { + // + arrowColor = + IsBullish(conditions.startZones[i].appliedBox.dir) + ? bullishColor + : bearishColor; + + // + XCBoxObject *iObj; + isCreated = drawer.CreateBox( + conditions.startZones[i].appliedBox, + iObj // + ); + + // + if (isCreated) + { + // + iObj.BoxWidth(2); + iObj.BoxColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + } + } + } + + // + protected: + // + + // + private: + // + // Props ... + CArrayObj mObjects; + CArrayObj mWorkingZoneObjects; + + /** + * Initialize ... + */ + void Init() + { + } + + /** + * DeInitialize ... + */ + void DeInit() + { + // + RemoveDraws(); + mConditions.Clean(); + RemoveWorkingZoneDraws(); + Clean(mConditionsCollection); + } + + // + // Helpers ... + + // + bool CalculateRiskReward( + ENUM_X121SMC_XWZ_PRIORITY priority, + double &reward, + double &amountPercent // + ) + { + // + bool result = false; + + // + reward = 0; + amountPercent = 0; + + // + result = priority != X121SMC_XWZ_PRIORITY_NONE; + if (!result) + { + return result; + } + + // + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + reward = 6; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + reward = 4; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + reward = 3; + amountPercent = 1.5; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + reward = 2; + amountPercent = 1; + break; + + // + case X121SMC_XWZ_PRIORITY_WEAK: + // + reward = 1; + amountPercent = 0.5; + break; + } + + // + result = + // + reward > 0 && + amountPercent > 0 + // + ; + + // + return result; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib copy 2.mq5 b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib copy 2.mq5 new file mode 100644 index 0000000..9a7025d --- /dev/null +++ b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib copy 2.mq5 @@ -0,0 +1,3749 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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 "../../Libraries/x-trade.lib" +#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" + +// +enum ENUM_X121SMC_XWZ_PRIORITY +{ + X121SMC_XWZ_PRIORITY_NONE, + X121SMC_XWZ_PRIORITY_WEAK, + X121SMC_XWZ_PRIORITY_LOW, + X121SMC_XWZ_PRIORITY_REGULAR, + X121SMC_XWZ_PRIORITY_HIGH, + X121SMC_XWZ_PRIORITY_STRONG_HIGH, +}; + +// +struct X121SMCXWZZone +{ + // + // Props ... + XCFVG *fvg; + XCOrderBlock *ob; + XCSupplyZone *supply; + XCDemandZone *demand; + XCSupportZone *support; + XCResistanceZone *resistance; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + // Constructor ... + X121SMCXWZZone() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + ZeroMemory(ob); + ZeroMemory(fvg); + ZeroMemory(supply); + ZeroMemory(demand); + ZeroMemory(support); + ZeroMemory(resistance); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + bool IsValid() + { + // + return HasOB() && + HasFVG() && + HasDirection(); + } + + // + bool AsBox(XBoxZone &box) + { + // + bool result = false; + + // + box.Clean(); + + // + result = IsValid() && + HasDirection(); + if (!result) + { + return result; + } + + // + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + ob // + ); + result = hasOBBox; + if (!result) + { + // + box.Clean(); + obBox.Clean(); + return result; + } + + // + box = obBox; + + // + obBox.Clean(); + + // + bool hasOB = HasOB(); + bool hasFVG = HasFVG(); + bool hasSupply = HasSupply(); + bool hasDemand = HasDemand(); + bool hasSupport = HasSupport(); + bool hasResistance = HasResistance(); + + // + // OB Compared since box used obBox ... + + // + if (hasFVG) + { + // + if (fvg.Upper() > box.upper) + { + box.upper = fvg.Upper(); + } + + // + if (fvg.Lower() < box.lower) + { + box.lower = fvg.Lower(); + } + } + + // + result = box.IsValid(); + + // + return result; + } + + // + bool HasOB() + { + return ob != NULL && + ob.IsValid(); + } + + // + bool HasFVG() + { + return fvg != NULL && + fvg.IsValid(); + } + + // + bool HasSupply() + { + return supply != NULL && + supply.IsValid(); + } + + // + bool HasDemand() + { + return demand != NULL && + demand.IsValid(); + } + + // + bool HasSupport() + { + return support != NULL && + support.IsValid(); + } + + // + bool HasResistance() + { + return resistance != NULL && + resistance.IsValid(); + } + + // + bool IsBullish() + { + // + return HasOB() && + ob.IsBullish() && + HasFVG() && + fvg.IsBullish(); + } + + // + bool IsBearish() + { + // + return HasOB() && + ob.IsBearish() && + HasFVG() && + fvg.IsBearish(); + } + + // + bool HasDirection() + { + return IsBullish() || + IsBearish(); + } + + // + bool ValidateZone( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = IsValid() && + HasDirection(); + if (!result) + { + return result; + } + + // + string symbol = ob.GetSymbol(); + if (forPeriod == NULL) + { + forPeriod = ob.GetPeriod(); + } + ENUM_X_DIRECTION forDir = GetDirection(); + + // + XOHCL cBar; + result = cBar.Init( + symbol, + forPeriod, + barIndex + 1 // + ); + if (!result) + { + // + cBar.Clean(); + return result; + } + + // + bool isBreaked = + IsBullish(forDir) + ? cBar.close < ob.Lower() || + cBar.close < fvg.Lower() + : cBar.close > ob.Upper() || + cBar.close > fvg.Upper(); + result = !isBreaked; + + // + cBar.Clean(); + + // + return result; + } + + // + ENUM_X_DIRECTION GetDirection() + { + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + bool hasDirection = HasDirection(); + if (!hasDirection) + { + return result; + } + + // + bool isBullish = IsBullish(); + + // + result = + isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + // + bool IsPriceInside( + XBoxZone &box, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL, + bool forceOB = false, + bool forceFVG = false // + ) + { + // + bool result = false; + + // + box.Clean(); + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = IsValid() && + HasOB() && + HasFVG() && + HasDirection(); + if (!result) + { + return result; + } + + // + string symbol = ob.GetSymbol(); + if (forPeriod == NULL) + { + forPeriod = ob.GetPeriod(); + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + bool isBullish = IsBullish(forDir); + + // + // Check Start Bars ... + + // + XOHCL obStartedBar; + ENUM_X_DIRECTION obStartedDir; + bool isOBStarted = ob.IsStarted( + forDir, + obStartedBar, + obStartedDir // + ); + result = isOBStarted; + if (!result) + { + return result; + } + + // + XOHCL fvgStartedBar; + ENUM_X_DIRECTION fvgStartedDir; + bool isFVGStarted = fvg.IsStarted( + forDir, + fvgStartedBar, + fvgStartedDir // + ); + result = isFVGStarted; + if (!result) + { + return result; + } + + // + // Retrieve Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + bool isPriceInsideOB = X121SMCXWZCheckPriceInside( + zBar, + cBar, + ob.Upper(), + ob.Lower() // + ); + + // + // isBullish + // ? ( + // // + // pBar.close > ob.Upper() && + // cBar.low <= ob.Upper() && + // cBar.close <= ob.Upper() && + // zBar.open <= ob.Upper() + // // + // ) + // : ( + // // + // pBar.close < ob.Lower() && + // cBar.high >= ob.Lower() && + // cBar.close >= ob.Lower() && + // zBar.open >= ob.Lower() + // // + // ); + + // + bool isPriceInsideFVG = X121SMCXWZCheckPriceInside( + zBar, + cBar, + fvg.Upper(), + fvg.Lower() // + ); + + // + // isBullish + // ? ( + // // + // pBar.close > fvg.Upper() && + // cBar.low <= fvg.Upper() && + // cBar.close <= fvg.Upper() && + // zBar.open <= fvg.Upper() + // // + // ) + // : ( + // // + // pBar.close < fvg.Lower() && + // cBar.high >= fvg.Lower() && + // cBar.close >= fvg.Lower() && + // zBar.open >= fvg.Lower() + // // + // ); + + // + if ((forceOB && forceFVG) || + (!forceOB && !forceFVG)) + { + // + result = + isPriceInsideOB || + isPriceInsideFVG; + } + else if (forceOB) + { + result = isPriceInsideOB; + } + else if (forceFVG) + { + result = isPriceInsideFVG; + } + + // + if (result) + { + // + if (isPriceInsideOB && !isPriceInsideFVG) + { + // + result = ToBox( + box, + ob // + ); + } + else if (isPriceInsideFVG && !isPriceInsideOB) + { + // + result = ToBox( + box, + fvg // + ); + } + else if (isPriceInsideOB && isPriceInsideFVG) + { + result = AsBox(box); + } + } + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + bool HasInsideConditions( + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + XBoxZone zoneBox; + bool hasBox = AsBox(zoneBox); + + // + result = hasBox && + IsValid() && + HasDirection() && + state.IsValid() && + state.HasChild(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = zoneBox.symbol; + if (!IsValid(forPeriod)) + { + forPeriod = zoneBox.period; + } + datetime cTime = iTime( + symbol, + forPeriod, + barIndex // + ); + + // + ENUM_X_DIRECTION forDir = zoneBox.dir; + bool isBullish = IsBullish(forDir); + + // + int count = 0; + bool has = false; + + // + XBoxZone supResBoxes[]; + int supresBoxesCount = 0; + bool hasSupResBoxes = false; + + // + has = state.HasSupportZones(); + if (has) + { + // + count = state.CountSupportZones(); + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = state.supportZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + zoneBox // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + ZeroMemory(iZone); + } + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + has = state.HasResistanceZones(); + if (has) + { + // + count = state.CountResistanceZones(); + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = state.resistanceZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + zoneBox // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + ZeroMemory(iZone); + } + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + result = hasSupResBoxes; + if (!result) + { + // + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + for (int i = 0; i < supresBoxesCount; i++) + { + // + XBoxZone iBox = supResBoxes[i]; + + // + bool hasBoxConditions = HasBoxConitions( + iBox, + state, + barIndex, + forPeriod // + ); + if (hasBoxConditions) + { + // + appliedBox = iBox; + result = true; + iBox.Clean(); + break; + } + + // + iBox.Clean(); + } + + // + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + Clean(supResBoxes); + + // + return result; + } + + // + bool HasBoxConitions( + XBoxZone &box, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = box.IsValid() && + IsValid() && + HasDirection(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = box.symbol; + if (forPeriod == NULL) + { + forPeriod = box.period; + } + ENUM_X_DIRECTION forDir = box.dir; + bool isBullish = IsBullish(forDir); + + // + // Detect Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + zBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + double fiboPressureLevel = GetFiboLevelValue(X_FIBO_LEVEL_382); + + // + double fiboUpDown = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BEARISH // + ); + double fiboDownUp = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BULLISH // + ); + + // + bool hasFiboToUpPressure = + fiboDownUp > 0 && + fiboDownUp <= pBar.GetDown(); + bool hasFiboToDownPressure = + fiboUpDown > 0 && + fiboUpDown >= pBar.GetUp(); + + // + double appliedPrice = + isBullish + ? box.upper + : box.lower; + + // + // Check Swing Low ... + bool isSwingLow = + // + pBar.low < ppBar.low && + pBar.low < cBar.low && + zBar.open > pBar.low && + // + appliedPrice > pBar.low && + appliedPrice < pBar.GetDown() + // + ; + bool isPressuredSwingLow = + isSwingLow && + hasFiboToUpPressure; + bool isPressuredStrongSwingLow = + pBar.IsBullish() && + isPressuredSwingLow; + + // + bool isSwingHigh = + // + pBar.high > ppBar.high && + pBar.high > cBar.high && + zBar.open < pBar.high && + // + appliedPrice < pBar.high && + appliedPrice > pBar.GetUp() + // + ; + bool isPressuredSwingHigh = + isSwingHigh && + hasFiboToDownPressure; + bool isPressuredStrongSwingHigh = + pBar.IsBearish() && + isPressuredSwingHigh; + + // + bool hasValidSwing = + isBullish + ? isSwingLow + : isSwingHigh; + bool hasValidPressuredSwing = + isBullish + ? isPressuredSwingLow + : isPressuredSwingHigh; + bool hasValidPressuredStrongSwing = + isBullish + ? isPressuredStrongSwingLow + : isPressuredStrongSwingHigh; + if (hasValidSwing) + { + swingBar = pBar; + } + if (hasValidPressuredSwing) + { + swingBar = pBar; + } + if (hasValidPressuredStrongSwing) + { + swingBar = pBar; + } + + // + bool isCBarBreaked = IsBarBreak( + appliedPrice, + forDir, + cBar // + ); + if (isCBarBreaked) + { + breakerBar = cBar; + } + bool isPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarBreaked && isPBarBreaked) + { + breakerBar = pBar; + } + else + { + isPBarBreaked = false; + } + bool isPPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarBreaked && + !isPBarBreaked && + isPPBarBreaked) + { + breakerBar = ppBar; + } + else + { + isPPBarBreaked = false; + } + bool isBoxBreaked = isCBarBreaked || + isPBarBreaked || + isPPBarBreaked; + + // + bool isCBarRejected = IsBarReject( + appliedPrice, + forDir, + cBar // + ); + if (isCBarRejected) + { + rejectionBar = cBar; + } + bool isPBarRejected = IsBarReject( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarRejected && isPBarRejected) + { + rejectionBar = pBar; + } + else + { + isPBarRejected = false; + } + bool isPPBarRejected = IsBarReject( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarRejected && + !isPBarRejected && + isPPBarRejected) + { + rejectionBar = ppBar; + } + else + { + isPPBarRejected = false; + } + bool isBoxRejected = isCBarRejected || + isPBarRejected || + isPPBarRejected; + + // + result = + // + isBoxBreaked || + isBoxRejected || + hasValidPressuredSwing + // + ; + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + else + { + appliedBox = box; + } + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + return result; + } + + // +}; + +// +struct X121SMCXWZWorkingZone +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double upper; + double lower; + + // + double zoneUpper; + double zoneLower; + + // + double quarter1; + double quarter2; + double quarter3; + + // + datetime to; + datetime from; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + X121SMCXWZWorkingZone() + { + Clean(); + } + + // + void Clean() + { + // + upper = 0; + lower = 0; + quarter1 = 0; + quarter2 = 0; + quarter3 = 0; + zoneLower = 0; + zoneUpper = 0; + + // + from = NULL; + symbol = NULL; + period = NULL; + + // + CleanConditionBars(); + + // + ZeroMemory(this); + } + + // + void CleanConditionBars() + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = + lower > 0 && + upper > 0 && + quarter1 > 0 && + quarter2 > 0 && + quarter3 > 0 && + upper > lower && + zoneLower > 0 && + zoneUpper > 0 && + IsValid(from) && + IsValid(symbol) && + IsValid(period) && + zoneUpper > upper && + zoneLower < lower; + + // + return result; + } + + // + bool IsDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + return result; + } + + // + bool isUpperBreaked = + bar.high > zoneUpper && + bar.close > zoneUpper; + + // + bool isLowerBreaked = + bar.low < zoneLower && + bar.close < zoneLower; + + // + result = isUpperBreaked || + isLowerBreaked; + if (result) + { + // + destroyedDir = + isUpperBreaked + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + // +}; + +// +// Definitions ... +struct X121SMCStrategyXWZSignalConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + double target; + double reward; + double amountPercent; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + double pivot; + double point; + + // + ENUM_X121SMC_XWZ_PRIORITY priority; + + // + // Working Zone ... + XCFVG *fairValueGap; + XCOrderBlock *orderBlock; + XCSupplyZone *supplyZone; + XCDemandZone *demandZone; + X121SMCXWZWorkingZone workingZone; + + // + // X121SMCXWZZone startZone; + X121SMCXWZZone startZones[]; + + // + // Constructor ... + X121SMCStrategyXWZSignalConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + target = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + + // + ExtensionClean(); + + // + ZeroMemory(this); + } + + /** + * Check Condition is Setting Up ... + * + * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... + * + * @return ( bool ) + */ + bool IsSetuped() + { + // + bool result = false; + + // + result = IsValid(setupTime) && + HasDirection(dir); + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Calculate Setup Age ... + * + * @return ( int ) + */ + int GetSetupAge() + { + // + int result = 0; + + // + if (!IsSetuped()) + { + return result; + } + + // + result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); + + // + return result; + } + + /** + * Detect How we Can Trigger Signal ... + * + * @return ( bool ) + */ + bool CanTrigger() + { + // + bool result = false; + + // + result = + // + sl > 0 && + IsValid(symbol) && + IsValid(period) && + IsValid(triggerTime) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + // + // Extensions ... + + /** + * Clean Additional Properties ... + */ + void ExtensionClean() + { + // + pivot = 0; + point = 0; + + // + target = 0; + reward = 0; + amountPercent = 0; + + // + ZeroMemory(supplyZone); + + // + ZeroMemory(demandZone); + + // + ZeroMemory(orderBlock); + + // + ZeroMemory(fairValueGap); + + // + // startZone.Clean(); + Clean(startZones); + + // + workingZone.Clean(); + } + + // + // + // + + // + bool HasWorkingZone() + { + return workingZone.IsValid(); + } + + // + bool HasOrderBlock() + { + return orderBlock != NULL && + orderBlock.IsValid(); + } + + // + bool HasFairValueGap() + { + return fairValueGap != NULL && + fairValueGap.IsValid(); + } + + // + bool HasSupplyZone() + { + return supplyZone != NULL && + supplyZone.IsValid(); + } + + // + bool HasDemandZone() + { + return demandZone != NULL && + demandZone.IsValid(); + } + + // + bool HasStartZones() + { + return HasChild(startZones); + } + + // + int CountStartZones() + { + return ArraySize(startZones); + } + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); + + // + bool hasSupplyZone = HasSupplyZone(); + if (hasSupplyZone) + { + supplyZone.To(value); + } + + // + bool hasDemandZone = HasDemandZone(); + if (hasDemandZone) + { + demandZone.To(value); + } + + // + bool hasOrderBlock = HasOrderBlock(); + if (hasOrderBlock) + { + orderBlock.To(value); + } + + // + bool hasFairValueGap = HasFairValueGap(); + if (hasFairValueGap) + { + fairValueGap.To(value); + } + + // + // Working Zone ... + bool hasWorkingZone = HasWorkingZone(); + if (hasWorkingZone) + { + workingZone.to = value; + } + + // + // Start Zone ... + bool hasStartZones = HasStartZones(); + if (hasStartZones) + { + // + int count = CountStartZones(); + for (int i = 0; i < count; i++) + { + // + bool hasOB = startZones[i].HasOB(); + if (hasOB) + { + startZones[i].ob.To(value); + } + + // + bool hasFVG = startZones[i].HasFVG(); + if (hasFVG) + { + startZones[i].fvg.To(value); + } + + // + bool hasSupply = startZones[i].HasSupply(); + if (hasSupply) + { + startZones[i].supply.To(value); + } + + // + bool hasDemand = startZones[i].HasDemand(); + if (hasDemand) + { + startZones[i].demand.To(value); + } + + // + bool hasSupport = startZones[i].HasSupport(); + if (hasSupport) + { + startZones[i].support.To(value); + } + + // + bool hasResistance = startZones[i].HasResistance(); + if (hasResistance) + { + startZones[i].resistance.To(value); + } + } + } + } + + // + // + // + + // + // Working Zone is an Area which + // we decide to trade inside it ... + bool ExtractWorkingZone( + XPOIState &htfState, + XPOIState &mtfState, + XPOIState &stfState, + int barIndex = 0 // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + int zIndex = barIndex; + + // + result = !HasWorkingZone(); + if (!result) + { + return result; + } + + // + result = IsValid(symbol) && + IsValid(period); + if (!result) + { + // + Clean(); + return result; + } + + // + datetime cTime = iTime( + symbol, + period, + zIndex // + ); + + // + result = + // + htfState.IsValid() && + htfState.HasChild() && + htfState.HasSupplyZones() && + htfState.HasDemandZones() && + // + mtfState.IsValid() && + mtfState.HasChild() && + mtfState.HasSupplyZones() && + mtfState.HasDemandZones() && + // + stfState.IsValid() && + stfState.HasChild() + // + ; + if (!result) + { + return result; + } + + // + // Retrieve Highest Supply Zone ... + int hSupplyIDX = GetHighest(htfState.supplyZones); + int lDemandIDX = GetLowest(htfState.demandZones); + + // + result = + // + IsValidIndex(hSupplyIDX) && + IsValidIndex(lDemandIDX) + // + ; + if (!result) + { + return result; + } + + // + supplyZone = htfState.supplyZones[hSupplyIDX]; + demandZone = htfState.demandZones[lDemandIDX]; + + // + result = + // + supplyZone != NULL && + demandZone != NULL && + supplyZone.IsValid() && + demandZone.IsValid() + // + ; + if (!result) + { + // + Clean(); + return result; + } + + // + // Check Validation of Supply and Demand Zones ... + lDemandIDX = GetLowest(mtfState.demandZones); + hSupplyIDX = GetHighest(mtfState.supplyZones); + result = IsValidIndex(lDemandIDX) && + IsValidIndex(hSupplyIDX); + if (!result) + { + // + Clean(); + return result; + } + + // + // Validate Supply and Demand ... + bool isMTFHSupplyInside = + IsInside( + mtfState.supplyZones[hSupplyIDX], + supplyZone); + bool isMTFLDemandInside = + IsInside( + mtfState.demandZones[lDemandIDX], + demandZone // + ); + if (isMTFHSupplyInside && + !isMTFLDemandInside) + { + demandZone = mtfState.demandZones[lDemandIDX]; + } + else if (!isMTFHSupplyInside && + isMTFLDemandInside) + { + supplyZone = mtfState.supplyZones[hSupplyIDX]; + } + else if (isMTFHSupplyInside && + isMTFLDemandInside) + { + // + supplyZone = mtfState.supplyZones[hSupplyIDX]; + demandZone = mtfState.demandZones[lDemandIDX]; + } + + // + // Check Zones Validation ... + bool hasTrend = + supplyZone != NULL && + supplyZone.IsValid() && + demandZone != NULL && + demandZone.IsValid(); + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + datetime from = MathMax( + supplyZone.From(), + demandZone.From()); + + // + int fromIndex = iBarShift( + symbol, + period, + from // + ); + + // + // Detect Trend ... + ENUM_X_DIRECTION trend = X_DIRECTION_NONE; + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = zIndex; i < fromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + period, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + hasTrend = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (hasTrend) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + // Check Trend ... + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + bool hasBullishTrend = IsBullish(trend); + bool hasBearishTrend = IsBearish(trend); + + // + // Find Order Block and FVG for Trend Approve ... + + // + bool isBullishTrendApproved = false; + bool isBearishTrendApproved = false; + + // + // Now We Have to Detect at least One OrderBlock with FVG ... + // for Trend Approvement ... + bool hasOrderBlock = HasOrderBlock(); + bool hasFairValueGap = HasFairValueGap(); + if (!hasOrderBlock && + !hasFairValueGap) + { + // + int count = 0; + bool has = false; + + // + XCFVG *fvg = NULL; + XCOrderBlock *ob = NULL; + + // + has = mtfState.HasBullishOrderBlocks(); + count = mtfState.CountBullishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bullishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > demandZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + demandZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBullishFairValueGaps(); + count = stfState.CountBullishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bullishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBullishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + + // + if (!isBullishTrendApproved) + { + // + has = mtfState.HasBearishOrderBlocks(); + count = mtfState.CountBearishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bearishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > supplyZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + supplyZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBearishFairValueGaps(); + count = stfState.CountBearishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bearishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBearishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + } + } + + // + // Check Trend Approved ... + bool isTrendApproved = + hasOrderBlock && + hasFairValueGap && + (isBullishTrendApproved || + isBearishTrendApproved); + result = isTrendApproved; + if (!result) + { + // + Clean(); + return result; + } + + // + // Prepare Working Zone ... + workingZone.symbol = symbol; + workingZone.period = period; + + // + workingZone.upper = supplyZone.Lower(); + workingZone.zoneUpper = supplyZone.Upper(); + + // + workingZone.lower = demandZone.Upper(); + workingZone.zoneLower = demandZone.Lower(); + + // + workingZone.from = from; + + // + double upper = workingZone.upper; + double range = + workingZone.upper - workingZone.lower; + double ranegPercent = range / 100; + double quarterValue = ranegPercent * 25; + + // + workingZone.quarter1 = upper - (quarterValue * 1); + workingZone.quarter2 = upper - (quarterValue * 2); + workingZone.quarter3 = upper - (quarterValue * 3); + + // + result = workingZone.IsValid(); + if (!result) + { + Clean(); + } + + // + return result; + } + + // + bool IsWorkingZoneDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = workingZone.IsValid(); + if (!result) + { + return result; + } + + // + result = workingZone.IsDestroyed( + destroyedDir, + barIndex, + forPeriod // + ); + + // + return result; + } + + // + bool DetectTrend( + ENUM_X_DIRECTION &trend, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + trend = X_DIRECTION_NONE; + + // + result = HasWorkingZone(); + if (!result) + { + return result; + } + + // + int FromIndex = iBarShift( + symbol, + forPeriod, + workingZone.from // + ); + + // + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = barIndex; i < FromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + forPeriod, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + result = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (result) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + return result; + } + + // + bool DetectStartZones( + ENUM_X_DIRECTION forDir, + XPOIState &obState, + XPOIState &fvgState, + XPOIState &otherState, + XC121SMCCycleHelper *cycleHelper // + ) + { + // + bool result = false; + + // + result = obState.IsValid() && + obState.HasChild() && + fvgState.IsValid() && + fvgState.HasChild() && + otherState.IsValid() && + otherState.HasChild() && + HasDirection(forDir); + if (!result) + { + return result; + } + + // + bool isBullish = IsBullish(forDir); + + // + int idx = -1; + int count = 0; + int has = false; + + // + X121SMCXWZZone startZone; + X121SMCXWZZone lastStartZone; + bool hasLastStartZone = HasStartZones(); + if (hasLastStartZone) + { + // + int startZonesCount = CountStartZones(); + lastStartZone = startZones[startZonesCount - 1]; + } + + // + if (isBullish) + { + // + has = obState.HasBullishOrderBlocks(); + if (has) + { + // + count = obState.CountBullishOrderBlocks(); + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = obState.bullishOrderBlocks[i]; + + // + bool isFromPassed = + !hasLastStartZone + ? true + : iOB.From() > lastStartZone.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(iOB); + continue; + } + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + continue; + } + + // + XOHCL activatedBar; + ENUM_X_DIRECTION activatedDir; + bool isActivated = iOB.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + XOHCL breakedBar; + ENUM_X_DIRECTION breakedDir; + bool isBreaked = iOB.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + bool isPlacePassed = + !IsInsideDiff( + iOB, + demandZone // + ) && + (!hasLastStartZone + ? workingZone.IsValid() && + HasOrderBlock() && + forDir == orderBlock.GetDirection() + ? IsAbove( + iOB, + orderBlock, + true // Ignore Inside ... + ) + : true + : lastStartZone.HasOB() && + IsAbove( + iOB, + lastStartZone.ob, + true // Ignore Inside ... + )); + if (!isPlacePassed) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Attache OB ... + startZone.ob = iOB; + + // + // Now we Have to Find Specified FVG ... + has = fvgState.HasBullishFairValueGaps(); + if (has) + { + // + int jCount = fvgState.CountBullishFairValueGaps(); + for (int j = 0; j < jCount; j++) + { + // + XCFVG *jFVG = fvgState.bullishFairValueGaps[j]; + + // + startedBar.Clean(); + startedDir = X_DIRECTION_NONE; + isStarted = jFVG.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + continue; + } + + // + activatedBar.Clean(); + activatedDir = X_DIRECTION_NONE; + isActivated = jFVG.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + breakedBar.Clean(); + breakedDir = X_DIRECTION_NONE; + bool isBreaked = jFVG.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + isPlacePassed = + // + !IsInsideDiff( + jFVG, + demandZone // + ) && + IsAboveDiff( + jFVG, + iOB, + true // Ignore Inside ... + ) + // + ; + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + } + + // + startZone.fvg = jFVG; + } + } + + // + startedBar.Clean(); + activatedBar.Clean(); + } + } + } + else + { + // + has = obState.HasBearishOrderBlocks(); + if (has) + { + // + count = obState.CountBearishOrderBlocks(); + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = obState.bearishOrderBlocks[i]; + + // + bool isFromPassed = + !hasLastStartZone + ? true + : iOB.From() > lastStartZone.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(iOB); + continue; + } + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + continue; + } + + // + XOHCL activatedBar; + ENUM_X_DIRECTION activatedDir; + bool isActivated = iOB.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + XOHCL breakedBar; + ENUM_X_DIRECTION breakedDir; + bool isBreaked = iOB.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + bool isPlacePassed = + !IsInsideDiff( + iOB, + supplyZone // + ) && + (!hasLastStartZone + ? workingZone.IsValid() && + HasOrderBlock() && + forDir == orderBlock.GetDirection() + ? IsBelow( + iOB, + orderBlock, + true // Ignore Inside ... + ) + : true + : lastStartZone.HasOB() && + IsBelow( + iOB, + lastStartZone.ob, + true // Ignore Inside ... + )); + if (!isPlacePassed) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Attache OB ... + startZone.ob = iOB; + + // + // Now we Have to Find Specified FVG ... + has = fvgState.HasBearishFairValueGaps(); + if (has) + { + // + int jCount = fvgState.CountBearishFairValueGaps(); + for (int j = 0; j < jCount; j++) + { + // + XCFVG *jFVG = fvgState.bearishFairValueGaps[j]; + + // + startedBar.Clean(); + startedDir = X_DIRECTION_NONE; + isStarted = jFVG.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + continue; + } + + // + activatedBar.Clean(); + activatedDir = X_DIRECTION_NONE; + isActivated = jFVG.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + breakedBar.Clean(); + breakedDir = X_DIRECTION_NONE; + bool isBreaked = jFVG.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + isPlacePassed = + // + !IsInsideDiff( + jFVG, + supplyZone // + ) && + IsBelowDiff( + jFVG, + iOB, + true // Ignore Inside ... + ) + // + ; + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + } + + // + startZone.fvg = jFVG; + } + } + + // + startedBar.Clean(); + activatedBar.Clean(); + } + } + } + + // + bool hasOBFVG = startZone.HasOB() && + startZone.HasFVG(); + result = hasOBFVG; + if (!result) + { + // + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + XBoxZone startBox; + bool hasStartBox = startZone.AsBox(startBox); + result = hasStartBox; + if (!result) + { + // + startBox.Clean(); + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + // Detect Other Zones Inside Box ... + XBoxZone tmpBoxes[]; + + // + // Supply Zones ... + has = otherState.HasSupplyZones(); + if (has) + { + // + count = ToBox( + otherState.supplyZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.supply = otherState.supplyZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Demand Zones ... + Clean(tmpBoxes); + has = otherState.HasDemandZones(); + if (has) + { + // + count = ToBox( + otherState.demandZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.demand = otherState.demandZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Support Zones ... + Clean(tmpBoxes); + has = otherState.HasSupportZones(); + if (has) + { + // + count = ToBox( + otherState.supportZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.support = otherState.supportZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Resistance Zones ... + Clean(tmpBoxes); + has = otherState.HasResistanceZones(); + if (has) + { + // + count = ToBox( + otherState.resistanceZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.resistance = otherState.resistanceZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + result = startZone.IsValid() && + startZone.HasDirection(); + if (result) + { + // + AddRef( + startZone, + startZones // + ); + } + + // + Clean(tmpBoxes); + startBox.Clean(); + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + void ValidateStartZones( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool has = HasStartZones(); + if (!has) + { + return; + } + + // + X121SMCXWZZone tmpZones[]; + int count = CountStartZones(); + Copy( + startZones, + tmpZones // + ); + for (int i = 0; i < count; i++) + { + // + bool isValid = tmpZones[i].ValidateZone( + barIndex, + forPeriod // + ); + if (!isValid) + { + // + ArrayRemove( + startZones, + i, + 1 // + ); + } + } + + // + Clean(tmpZones); + } + + // + void DetectPriority( + ENUM_X121SMC_XWZ_PRIORITY &bullish, + ENUM_X121SMC_XWZ_PRIORITY &bearish, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + bool hasWorkingZone = HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + XOHCL zBar; + bool isInited = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!isInited) + { + // + zBar.Clean(); + return; + } + + // + XOHCL cBar; + isInited = zBar.GetPreviousBar(cBar); + if (!isInited) + { + // + zBar.Clean(); + cBar.Clean(); + return; + } + + // + // ZoneUpper, Upper ... + if (cBar.low > workingZone.upper && + cBar.high < workingZone.zoneUpper && + zBar.low > workingZone.upper && + zBar.high < workingZone.zoneUpper) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + } + // + // Upper, Quarter1 ... + else if (cBar.low > workingZone.quarter1 && + cBar.high < workingZone.upper && + zBar.low > workingZone.quarter1 && + zBar.high < workingZone.upper) + { + // + bullish = X121SMC_XWZ_PRIORITY_WEAK; + bearish = X121SMC_XWZ_PRIORITY_HIGH; + } + // + // Quarter1, Quarter2 ... + else if (cBar.low > workingZone.quarter2 && + cBar.high < workingZone.quarter1 && + zBar.low > workingZone.quarter2 && + zBar.high < workingZone.quarter1) + { + // + bullish = X121SMC_XWZ_PRIORITY_LOW; + bearish = X121SMC_XWZ_PRIORITY_REGULAR; + } + // + // Quarter2, Quarter3 ... + else if (cBar.low > workingZone.quarter3 && + cBar.high < workingZone.quarter2 && + zBar.low > workingZone.quarter3 && + zBar.high < workingZone.quarter2) + { + // + bullish = X121SMC_XWZ_PRIORITY_REGULAR; + bearish = X121SMC_XWZ_PRIORITY_LOW; + } + // + // Quarter3, Lower ... + else if (cBar.low > workingZone.lower && + cBar.high < workingZone.quarter3 && + zBar.low > workingZone.lower && + zBar.high < workingZone.quarter3) + { + // + bullish = X121SMC_XWZ_PRIORITY_HIGH; + bearish = X121SMC_XWZ_PRIORITY_WEAK; + } + // + // Lower, ZoneLower ... + else if (cBar.low > workingZone.zoneLower && + cBar.high < workingZone.lower && + zBar.low > workingZone.zoneLower && + zBar.high < workingZone.lower) + { + // + bullish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + bearish = X121SMC_XWZ_PRIORITY_NONE; + } + + // + zBar.Clean(); + cBar.Clean(); + } + + // + bool HasConditions( + double &_pivot, + double &_point, + ENUM_X_DIRECTION &conditionsDir, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + _pivot = 0; + _point = 0; + conditionsDir = X_DIRECTION_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + result = + // + IsValid(symbol) && + IsValid(period) && + state.IsValid() && + HasWorkingZone() && + state.HasChild() + // + ; + if (!result) + { + return result; + } + + // + result = false; + + // + ValidateStartZones( + barIndex, + forPeriod // + ); + + // + // Detect Conditions Based On Start Zones ... + bool hasStartZones = HasStartZones(); + if (hasStartZones) + { + // + int selectedIndex = -1; + int count = CountStartZones(); + for (int i = 0; i < count; i++) + { + // + X121SMCXWZZone iStartZone = startZones[i]; + + // + XBoxZone selectedBox; + bool hasConditions = false; + bool isBullish = iStartZone.IsBullish(); + + // + // Conditions Inside Box ... + bool isPriceInside = iStartZone.IsPriceInside( + selectedBox, + barIndex, + forPeriod, + false, + false // + ); + if (isPriceInside) + { + // + // hasConditions = iStartZone.HasInsideConditions( + // state, + // barIndex, + // period // + // ); + + // + hasConditions = true; + + // + if (hasConditions) + { + // + _pivot = + // + isBullish + ? selectedBox.lower + : selectedBox.upper + // + ; + + // + _point = + // + isBullish + ? selectedBox.upper + : selectedBox.lower + // + ; + + // + conditionsDir = selectedBox.dir; + result = hasConditions; + iStartZone.Clean(); + break; + } + } + + // // + // // Order Block Rejection Conditions ... + // bool hasOBBox = ToBox( + // selectedBox, + // iStartZone.ob // + // ); + // if (hasOBBox && + // !hasConditions) + // { + // // + // hasConditions = iStartZone.HasBoxConitions( + // selectedBox, + // state, + // barIndex, + // forPeriod // + // ); + + // // + // if (hasConditions) + // { + // // + // _pivot = + // // + // isBullish + // ? selectedBox.lower + // : selectedBox.upper + // // + // ; + + // // + // _point = + // // + // isBullish + // ? selectedBox.upper + // : selectedBox.lower + // // + // ; + + // // + // conditionsDir = selectedBox.dir; + // result = hasConditions; + // iStartZone.Clean(); + // break; + // } + // } + + // // + // // Fair Value Gap Rejection Conditions ... + // bool hasFVGBox = ToBox( + // selectedBox, + // iStartZone.fvg // + // ); + // if (hasFVGBox) + // { + // // + // hasConditions = iStartZone.HasBoxConitions( + // selectedBox, + // state, + // barIndex, + // forPeriod // + // ); + + // // + // if (hasConditions) + // { + // // + // _pivot = + // // + // isBullish + // ? selectedBox.lower + // : selectedBox.upper + // // + // ; + + // // + // _point = + // // + // isBullish + // ? selectedBox.upper + // : selectedBox.lower + // // + // ; + + // // + // conditionsDir = selectedBox.dir; + // result = hasConditions; + // iStartZone.Clean(); + // break; + // } + // } + + // + iStartZone.Clean(); + } + + // + if (result && + IsValidIndex(selectedIndex)) + { + // + ArrayRemove( + startZones, + selectedIndex, + 1 // + ); + } + } + + // + // Detect Conditions Based On Working Zones ... + if (!result) + { + // + // Detect Result Based On WorkingZone ... + } + + // + if (!result) + { + // + _point = 0; + _pivot = 0; + conditionsDir = X_DIRECTION_NONE; + + // + return result; + } + + // + return result; + } + + // +}; + +// +bool X121SMCXWZCheckPriceInside( + XOHCL &zBar, + XOHCL &cBar, + double upper, + double lower // +) +{ + // + bool result = false; + + // + result = zBar.IsValid() && + cBar.IsValid() && + upper > 0 && + lower > 0 && + upper > lower && + zBar.time > cBar.time; + if (!result) + { + return result; + } + + // + result = + // + zBar.high < upper && + cBar.high < upper && + // + zBar.low > lower && + cBar.low > lower + // + ; + + // + return result; +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib copy.mq5 b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib copy.mq5 new file mode 100644 index 0000000..9a7025d --- /dev/null +++ b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib copy.mq5 @@ -0,0 +1,3749 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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 "../../Libraries/x-trade.lib" +#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" + +// +enum ENUM_X121SMC_XWZ_PRIORITY +{ + X121SMC_XWZ_PRIORITY_NONE, + X121SMC_XWZ_PRIORITY_WEAK, + X121SMC_XWZ_PRIORITY_LOW, + X121SMC_XWZ_PRIORITY_REGULAR, + X121SMC_XWZ_PRIORITY_HIGH, + X121SMC_XWZ_PRIORITY_STRONG_HIGH, +}; + +// +struct X121SMCXWZZone +{ + // + // Props ... + XCFVG *fvg; + XCOrderBlock *ob; + XCSupplyZone *supply; + XCDemandZone *demand; + XCSupportZone *support; + XCResistanceZone *resistance; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + // Constructor ... + X121SMCXWZZone() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + ZeroMemory(ob); + ZeroMemory(fvg); + ZeroMemory(supply); + ZeroMemory(demand); + ZeroMemory(support); + ZeroMemory(resistance); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + bool IsValid() + { + // + return HasOB() && + HasFVG() && + HasDirection(); + } + + // + bool AsBox(XBoxZone &box) + { + // + bool result = false; + + // + box.Clean(); + + // + result = IsValid() && + HasDirection(); + if (!result) + { + return result; + } + + // + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + ob // + ); + result = hasOBBox; + if (!result) + { + // + box.Clean(); + obBox.Clean(); + return result; + } + + // + box = obBox; + + // + obBox.Clean(); + + // + bool hasOB = HasOB(); + bool hasFVG = HasFVG(); + bool hasSupply = HasSupply(); + bool hasDemand = HasDemand(); + bool hasSupport = HasSupport(); + bool hasResistance = HasResistance(); + + // + // OB Compared since box used obBox ... + + // + if (hasFVG) + { + // + if (fvg.Upper() > box.upper) + { + box.upper = fvg.Upper(); + } + + // + if (fvg.Lower() < box.lower) + { + box.lower = fvg.Lower(); + } + } + + // + result = box.IsValid(); + + // + return result; + } + + // + bool HasOB() + { + return ob != NULL && + ob.IsValid(); + } + + // + bool HasFVG() + { + return fvg != NULL && + fvg.IsValid(); + } + + // + bool HasSupply() + { + return supply != NULL && + supply.IsValid(); + } + + // + bool HasDemand() + { + return demand != NULL && + demand.IsValid(); + } + + // + bool HasSupport() + { + return support != NULL && + support.IsValid(); + } + + // + bool HasResistance() + { + return resistance != NULL && + resistance.IsValid(); + } + + // + bool IsBullish() + { + // + return HasOB() && + ob.IsBullish() && + HasFVG() && + fvg.IsBullish(); + } + + // + bool IsBearish() + { + // + return HasOB() && + ob.IsBearish() && + HasFVG() && + fvg.IsBearish(); + } + + // + bool HasDirection() + { + return IsBullish() || + IsBearish(); + } + + // + bool ValidateZone( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = IsValid() && + HasDirection(); + if (!result) + { + return result; + } + + // + string symbol = ob.GetSymbol(); + if (forPeriod == NULL) + { + forPeriod = ob.GetPeriod(); + } + ENUM_X_DIRECTION forDir = GetDirection(); + + // + XOHCL cBar; + result = cBar.Init( + symbol, + forPeriod, + barIndex + 1 // + ); + if (!result) + { + // + cBar.Clean(); + return result; + } + + // + bool isBreaked = + IsBullish(forDir) + ? cBar.close < ob.Lower() || + cBar.close < fvg.Lower() + : cBar.close > ob.Upper() || + cBar.close > fvg.Upper(); + result = !isBreaked; + + // + cBar.Clean(); + + // + return result; + } + + // + ENUM_X_DIRECTION GetDirection() + { + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + bool hasDirection = HasDirection(); + if (!hasDirection) + { + return result; + } + + // + bool isBullish = IsBullish(); + + // + result = + isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + // + bool IsPriceInside( + XBoxZone &box, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL, + bool forceOB = false, + bool forceFVG = false // + ) + { + // + bool result = false; + + // + box.Clean(); + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = IsValid() && + HasOB() && + HasFVG() && + HasDirection(); + if (!result) + { + return result; + } + + // + string symbol = ob.GetSymbol(); + if (forPeriod == NULL) + { + forPeriod = ob.GetPeriod(); + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + bool isBullish = IsBullish(forDir); + + // + // Check Start Bars ... + + // + XOHCL obStartedBar; + ENUM_X_DIRECTION obStartedDir; + bool isOBStarted = ob.IsStarted( + forDir, + obStartedBar, + obStartedDir // + ); + result = isOBStarted; + if (!result) + { + return result; + } + + // + XOHCL fvgStartedBar; + ENUM_X_DIRECTION fvgStartedDir; + bool isFVGStarted = fvg.IsStarted( + forDir, + fvgStartedBar, + fvgStartedDir // + ); + result = isFVGStarted; + if (!result) + { + return result; + } + + // + // Retrieve Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + bool isPriceInsideOB = X121SMCXWZCheckPriceInside( + zBar, + cBar, + ob.Upper(), + ob.Lower() // + ); + + // + // isBullish + // ? ( + // // + // pBar.close > ob.Upper() && + // cBar.low <= ob.Upper() && + // cBar.close <= ob.Upper() && + // zBar.open <= ob.Upper() + // // + // ) + // : ( + // // + // pBar.close < ob.Lower() && + // cBar.high >= ob.Lower() && + // cBar.close >= ob.Lower() && + // zBar.open >= ob.Lower() + // // + // ); + + // + bool isPriceInsideFVG = X121SMCXWZCheckPriceInside( + zBar, + cBar, + fvg.Upper(), + fvg.Lower() // + ); + + // + // isBullish + // ? ( + // // + // pBar.close > fvg.Upper() && + // cBar.low <= fvg.Upper() && + // cBar.close <= fvg.Upper() && + // zBar.open <= fvg.Upper() + // // + // ) + // : ( + // // + // pBar.close < fvg.Lower() && + // cBar.high >= fvg.Lower() && + // cBar.close >= fvg.Lower() && + // zBar.open >= fvg.Lower() + // // + // ); + + // + if ((forceOB && forceFVG) || + (!forceOB && !forceFVG)) + { + // + result = + isPriceInsideOB || + isPriceInsideFVG; + } + else if (forceOB) + { + result = isPriceInsideOB; + } + else if (forceFVG) + { + result = isPriceInsideFVG; + } + + // + if (result) + { + // + if (isPriceInsideOB && !isPriceInsideFVG) + { + // + result = ToBox( + box, + ob // + ); + } + else if (isPriceInsideFVG && !isPriceInsideOB) + { + // + result = ToBox( + box, + fvg // + ); + } + else if (isPriceInsideOB && isPriceInsideFVG) + { + result = AsBox(box); + } + } + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + bool HasInsideConditions( + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + XBoxZone zoneBox; + bool hasBox = AsBox(zoneBox); + + // + result = hasBox && + IsValid() && + HasDirection() && + state.IsValid() && + state.HasChild(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = zoneBox.symbol; + if (!IsValid(forPeriod)) + { + forPeriod = zoneBox.period; + } + datetime cTime = iTime( + symbol, + forPeriod, + barIndex // + ); + + // + ENUM_X_DIRECTION forDir = zoneBox.dir; + bool isBullish = IsBullish(forDir); + + // + int count = 0; + bool has = false; + + // + XBoxZone supResBoxes[]; + int supresBoxesCount = 0; + bool hasSupResBoxes = false; + + // + has = state.HasSupportZones(); + if (has) + { + // + count = state.CountSupportZones(); + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = state.supportZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + zoneBox // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + ZeroMemory(iZone); + } + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + has = state.HasResistanceZones(); + if (has) + { + // + count = state.CountResistanceZones(); + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = state.resistanceZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + zoneBox // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + ZeroMemory(iZone); + } + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + result = hasSupResBoxes; + if (!result) + { + // + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + for (int i = 0; i < supresBoxesCount; i++) + { + // + XBoxZone iBox = supResBoxes[i]; + + // + bool hasBoxConditions = HasBoxConitions( + iBox, + state, + barIndex, + forPeriod // + ); + if (hasBoxConditions) + { + // + appliedBox = iBox; + result = true; + iBox.Clean(); + break; + } + + // + iBox.Clean(); + } + + // + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + Clean(supResBoxes); + + // + return result; + } + + // + bool HasBoxConitions( + XBoxZone &box, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = box.IsValid() && + IsValid() && + HasDirection(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = box.symbol; + if (forPeriod == NULL) + { + forPeriod = box.period; + } + ENUM_X_DIRECTION forDir = box.dir; + bool isBullish = IsBullish(forDir); + + // + // Detect Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + zBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + double fiboPressureLevel = GetFiboLevelValue(X_FIBO_LEVEL_382); + + // + double fiboUpDown = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BEARISH // + ); + double fiboDownUp = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BULLISH // + ); + + // + bool hasFiboToUpPressure = + fiboDownUp > 0 && + fiboDownUp <= pBar.GetDown(); + bool hasFiboToDownPressure = + fiboUpDown > 0 && + fiboUpDown >= pBar.GetUp(); + + // + double appliedPrice = + isBullish + ? box.upper + : box.lower; + + // + // Check Swing Low ... + bool isSwingLow = + // + pBar.low < ppBar.low && + pBar.low < cBar.low && + zBar.open > pBar.low && + // + appliedPrice > pBar.low && + appliedPrice < pBar.GetDown() + // + ; + bool isPressuredSwingLow = + isSwingLow && + hasFiboToUpPressure; + bool isPressuredStrongSwingLow = + pBar.IsBullish() && + isPressuredSwingLow; + + // + bool isSwingHigh = + // + pBar.high > ppBar.high && + pBar.high > cBar.high && + zBar.open < pBar.high && + // + appliedPrice < pBar.high && + appliedPrice > pBar.GetUp() + // + ; + bool isPressuredSwingHigh = + isSwingHigh && + hasFiboToDownPressure; + bool isPressuredStrongSwingHigh = + pBar.IsBearish() && + isPressuredSwingHigh; + + // + bool hasValidSwing = + isBullish + ? isSwingLow + : isSwingHigh; + bool hasValidPressuredSwing = + isBullish + ? isPressuredSwingLow + : isPressuredSwingHigh; + bool hasValidPressuredStrongSwing = + isBullish + ? isPressuredStrongSwingLow + : isPressuredStrongSwingHigh; + if (hasValidSwing) + { + swingBar = pBar; + } + if (hasValidPressuredSwing) + { + swingBar = pBar; + } + if (hasValidPressuredStrongSwing) + { + swingBar = pBar; + } + + // + bool isCBarBreaked = IsBarBreak( + appliedPrice, + forDir, + cBar // + ); + if (isCBarBreaked) + { + breakerBar = cBar; + } + bool isPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarBreaked && isPBarBreaked) + { + breakerBar = pBar; + } + else + { + isPBarBreaked = false; + } + bool isPPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarBreaked && + !isPBarBreaked && + isPPBarBreaked) + { + breakerBar = ppBar; + } + else + { + isPPBarBreaked = false; + } + bool isBoxBreaked = isCBarBreaked || + isPBarBreaked || + isPPBarBreaked; + + // + bool isCBarRejected = IsBarReject( + appliedPrice, + forDir, + cBar // + ); + if (isCBarRejected) + { + rejectionBar = cBar; + } + bool isPBarRejected = IsBarReject( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarRejected && isPBarRejected) + { + rejectionBar = pBar; + } + else + { + isPBarRejected = false; + } + bool isPPBarRejected = IsBarReject( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarRejected && + !isPBarRejected && + isPPBarRejected) + { + rejectionBar = ppBar; + } + else + { + isPPBarRejected = false; + } + bool isBoxRejected = isCBarRejected || + isPBarRejected || + isPPBarRejected; + + // + result = + // + isBoxBreaked || + isBoxRejected || + hasValidPressuredSwing + // + ; + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + else + { + appliedBox = box; + } + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + return result; + } + + // +}; + +// +struct X121SMCXWZWorkingZone +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double upper; + double lower; + + // + double zoneUpper; + double zoneLower; + + // + double quarter1; + double quarter2; + double quarter3; + + // + datetime to; + datetime from; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + X121SMCXWZWorkingZone() + { + Clean(); + } + + // + void Clean() + { + // + upper = 0; + lower = 0; + quarter1 = 0; + quarter2 = 0; + quarter3 = 0; + zoneLower = 0; + zoneUpper = 0; + + // + from = NULL; + symbol = NULL; + period = NULL; + + // + CleanConditionBars(); + + // + ZeroMemory(this); + } + + // + void CleanConditionBars() + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = + lower > 0 && + upper > 0 && + quarter1 > 0 && + quarter2 > 0 && + quarter3 > 0 && + upper > lower && + zoneLower > 0 && + zoneUpper > 0 && + IsValid(from) && + IsValid(symbol) && + IsValid(period) && + zoneUpper > upper && + zoneLower < lower; + + // + return result; + } + + // + bool IsDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + return result; + } + + // + bool isUpperBreaked = + bar.high > zoneUpper && + bar.close > zoneUpper; + + // + bool isLowerBreaked = + bar.low < zoneLower && + bar.close < zoneLower; + + // + result = isUpperBreaked || + isLowerBreaked; + if (result) + { + // + destroyedDir = + isUpperBreaked + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + // +}; + +// +// Definitions ... +struct X121SMCStrategyXWZSignalConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + double target; + double reward; + double amountPercent; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + double pivot; + double point; + + // + ENUM_X121SMC_XWZ_PRIORITY priority; + + // + // Working Zone ... + XCFVG *fairValueGap; + XCOrderBlock *orderBlock; + XCSupplyZone *supplyZone; + XCDemandZone *demandZone; + X121SMCXWZWorkingZone workingZone; + + // + // X121SMCXWZZone startZone; + X121SMCXWZZone startZones[]; + + // + // Constructor ... + X121SMCStrategyXWZSignalConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + target = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + + // + ExtensionClean(); + + // + ZeroMemory(this); + } + + /** + * Check Condition is Setting Up ... + * + * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... + * + * @return ( bool ) + */ + bool IsSetuped() + { + // + bool result = false; + + // + result = IsValid(setupTime) && + HasDirection(dir); + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Calculate Setup Age ... + * + * @return ( int ) + */ + int GetSetupAge() + { + // + int result = 0; + + // + if (!IsSetuped()) + { + return result; + } + + // + result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); + + // + return result; + } + + /** + * Detect How we Can Trigger Signal ... + * + * @return ( bool ) + */ + bool CanTrigger() + { + // + bool result = false; + + // + result = + // + sl > 0 && + IsValid(symbol) && + IsValid(period) && + IsValid(triggerTime) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + // + // Extensions ... + + /** + * Clean Additional Properties ... + */ + void ExtensionClean() + { + // + pivot = 0; + point = 0; + + // + target = 0; + reward = 0; + amountPercent = 0; + + // + ZeroMemory(supplyZone); + + // + ZeroMemory(demandZone); + + // + ZeroMemory(orderBlock); + + // + ZeroMemory(fairValueGap); + + // + // startZone.Clean(); + Clean(startZones); + + // + workingZone.Clean(); + } + + // + // + // + + // + bool HasWorkingZone() + { + return workingZone.IsValid(); + } + + // + bool HasOrderBlock() + { + return orderBlock != NULL && + orderBlock.IsValid(); + } + + // + bool HasFairValueGap() + { + return fairValueGap != NULL && + fairValueGap.IsValid(); + } + + // + bool HasSupplyZone() + { + return supplyZone != NULL && + supplyZone.IsValid(); + } + + // + bool HasDemandZone() + { + return demandZone != NULL && + demandZone.IsValid(); + } + + // + bool HasStartZones() + { + return HasChild(startZones); + } + + // + int CountStartZones() + { + return ArraySize(startZones); + } + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); + + // + bool hasSupplyZone = HasSupplyZone(); + if (hasSupplyZone) + { + supplyZone.To(value); + } + + // + bool hasDemandZone = HasDemandZone(); + if (hasDemandZone) + { + demandZone.To(value); + } + + // + bool hasOrderBlock = HasOrderBlock(); + if (hasOrderBlock) + { + orderBlock.To(value); + } + + // + bool hasFairValueGap = HasFairValueGap(); + if (hasFairValueGap) + { + fairValueGap.To(value); + } + + // + // Working Zone ... + bool hasWorkingZone = HasWorkingZone(); + if (hasWorkingZone) + { + workingZone.to = value; + } + + // + // Start Zone ... + bool hasStartZones = HasStartZones(); + if (hasStartZones) + { + // + int count = CountStartZones(); + for (int i = 0; i < count; i++) + { + // + bool hasOB = startZones[i].HasOB(); + if (hasOB) + { + startZones[i].ob.To(value); + } + + // + bool hasFVG = startZones[i].HasFVG(); + if (hasFVG) + { + startZones[i].fvg.To(value); + } + + // + bool hasSupply = startZones[i].HasSupply(); + if (hasSupply) + { + startZones[i].supply.To(value); + } + + // + bool hasDemand = startZones[i].HasDemand(); + if (hasDemand) + { + startZones[i].demand.To(value); + } + + // + bool hasSupport = startZones[i].HasSupport(); + if (hasSupport) + { + startZones[i].support.To(value); + } + + // + bool hasResistance = startZones[i].HasResistance(); + if (hasResistance) + { + startZones[i].resistance.To(value); + } + } + } + } + + // + // + // + + // + // Working Zone is an Area which + // we decide to trade inside it ... + bool ExtractWorkingZone( + XPOIState &htfState, + XPOIState &mtfState, + XPOIState &stfState, + int barIndex = 0 // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + int zIndex = barIndex; + + // + result = !HasWorkingZone(); + if (!result) + { + return result; + } + + // + result = IsValid(symbol) && + IsValid(period); + if (!result) + { + // + Clean(); + return result; + } + + // + datetime cTime = iTime( + symbol, + period, + zIndex // + ); + + // + result = + // + htfState.IsValid() && + htfState.HasChild() && + htfState.HasSupplyZones() && + htfState.HasDemandZones() && + // + mtfState.IsValid() && + mtfState.HasChild() && + mtfState.HasSupplyZones() && + mtfState.HasDemandZones() && + // + stfState.IsValid() && + stfState.HasChild() + // + ; + if (!result) + { + return result; + } + + // + // Retrieve Highest Supply Zone ... + int hSupplyIDX = GetHighest(htfState.supplyZones); + int lDemandIDX = GetLowest(htfState.demandZones); + + // + result = + // + IsValidIndex(hSupplyIDX) && + IsValidIndex(lDemandIDX) + // + ; + if (!result) + { + return result; + } + + // + supplyZone = htfState.supplyZones[hSupplyIDX]; + demandZone = htfState.demandZones[lDemandIDX]; + + // + result = + // + supplyZone != NULL && + demandZone != NULL && + supplyZone.IsValid() && + demandZone.IsValid() + // + ; + if (!result) + { + // + Clean(); + return result; + } + + // + // Check Validation of Supply and Demand Zones ... + lDemandIDX = GetLowest(mtfState.demandZones); + hSupplyIDX = GetHighest(mtfState.supplyZones); + result = IsValidIndex(lDemandIDX) && + IsValidIndex(hSupplyIDX); + if (!result) + { + // + Clean(); + return result; + } + + // + // Validate Supply and Demand ... + bool isMTFHSupplyInside = + IsInside( + mtfState.supplyZones[hSupplyIDX], + supplyZone); + bool isMTFLDemandInside = + IsInside( + mtfState.demandZones[lDemandIDX], + demandZone // + ); + if (isMTFHSupplyInside && + !isMTFLDemandInside) + { + demandZone = mtfState.demandZones[lDemandIDX]; + } + else if (!isMTFHSupplyInside && + isMTFLDemandInside) + { + supplyZone = mtfState.supplyZones[hSupplyIDX]; + } + else if (isMTFHSupplyInside && + isMTFLDemandInside) + { + // + supplyZone = mtfState.supplyZones[hSupplyIDX]; + demandZone = mtfState.demandZones[lDemandIDX]; + } + + // + // Check Zones Validation ... + bool hasTrend = + supplyZone != NULL && + supplyZone.IsValid() && + demandZone != NULL && + demandZone.IsValid(); + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + datetime from = MathMax( + supplyZone.From(), + demandZone.From()); + + // + int fromIndex = iBarShift( + symbol, + period, + from // + ); + + // + // Detect Trend ... + ENUM_X_DIRECTION trend = X_DIRECTION_NONE; + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = zIndex; i < fromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + period, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + hasTrend = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (hasTrend) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + // Check Trend ... + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + bool hasBullishTrend = IsBullish(trend); + bool hasBearishTrend = IsBearish(trend); + + // + // Find Order Block and FVG for Trend Approve ... + + // + bool isBullishTrendApproved = false; + bool isBearishTrendApproved = false; + + // + // Now We Have to Detect at least One OrderBlock with FVG ... + // for Trend Approvement ... + bool hasOrderBlock = HasOrderBlock(); + bool hasFairValueGap = HasFairValueGap(); + if (!hasOrderBlock && + !hasFairValueGap) + { + // + int count = 0; + bool has = false; + + // + XCFVG *fvg = NULL; + XCOrderBlock *ob = NULL; + + // + has = mtfState.HasBullishOrderBlocks(); + count = mtfState.CountBullishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bullishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > demandZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + demandZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBullishFairValueGaps(); + count = stfState.CountBullishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bullishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBullishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + + // + if (!isBullishTrendApproved) + { + // + has = mtfState.HasBearishOrderBlocks(); + count = mtfState.CountBearishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bearishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > supplyZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + supplyZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBearishFairValueGaps(); + count = stfState.CountBearishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bearishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBearishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + } + } + + // + // Check Trend Approved ... + bool isTrendApproved = + hasOrderBlock && + hasFairValueGap && + (isBullishTrendApproved || + isBearishTrendApproved); + result = isTrendApproved; + if (!result) + { + // + Clean(); + return result; + } + + // + // Prepare Working Zone ... + workingZone.symbol = symbol; + workingZone.period = period; + + // + workingZone.upper = supplyZone.Lower(); + workingZone.zoneUpper = supplyZone.Upper(); + + // + workingZone.lower = demandZone.Upper(); + workingZone.zoneLower = demandZone.Lower(); + + // + workingZone.from = from; + + // + double upper = workingZone.upper; + double range = + workingZone.upper - workingZone.lower; + double ranegPercent = range / 100; + double quarterValue = ranegPercent * 25; + + // + workingZone.quarter1 = upper - (quarterValue * 1); + workingZone.quarter2 = upper - (quarterValue * 2); + workingZone.quarter3 = upper - (quarterValue * 3); + + // + result = workingZone.IsValid(); + if (!result) + { + Clean(); + } + + // + return result; + } + + // + bool IsWorkingZoneDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = workingZone.IsValid(); + if (!result) + { + return result; + } + + // + result = workingZone.IsDestroyed( + destroyedDir, + barIndex, + forPeriod // + ); + + // + return result; + } + + // + bool DetectTrend( + ENUM_X_DIRECTION &trend, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + trend = X_DIRECTION_NONE; + + // + result = HasWorkingZone(); + if (!result) + { + return result; + } + + // + int FromIndex = iBarShift( + symbol, + forPeriod, + workingZone.from // + ); + + // + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = barIndex; i < FromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + forPeriod, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + result = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (result) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + return result; + } + + // + bool DetectStartZones( + ENUM_X_DIRECTION forDir, + XPOIState &obState, + XPOIState &fvgState, + XPOIState &otherState, + XC121SMCCycleHelper *cycleHelper // + ) + { + // + bool result = false; + + // + result = obState.IsValid() && + obState.HasChild() && + fvgState.IsValid() && + fvgState.HasChild() && + otherState.IsValid() && + otherState.HasChild() && + HasDirection(forDir); + if (!result) + { + return result; + } + + // + bool isBullish = IsBullish(forDir); + + // + int idx = -1; + int count = 0; + int has = false; + + // + X121SMCXWZZone startZone; + X121SMCXWZZone lastStartZone; + bool hasLastStartZone = HasStartZones(); + if (hasLastStartZone) + { + // + int startZonesCount = CountStartZones(); + lastStartZone = startZones[startZonesCount - 1]; + } + + // + if (isBullish) + { + // + has = obState.HasBullishOrderBlocks(); + if (has) + { + // + count = obState.CountBullishOrderBlocks(); + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = obState.bullishOrderBlocks[i]; + + // + bool isFromPassed = + !hasLastStartZone + ? true + : iOB.From() > lastStartZone.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(iOB); + continue; + } + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + continue; + } + + // + XOHCL activatedBar; + ENUM_X_DIRECTION activatedDir; + bool isActivated = iOB.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + XOHCL breakedBar; + ENUM_X_DIRECTION breakedDir; + bool isBreaked = iOB.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + bool isPlacePassed = + !IsInsideDiff( + iOB, + demandZone // + ) && + (!hasLastStartZone + ? workingZone.IsValid() && + HasOrderBlock() && + forDir == orderBlock.GetDirection() + ? IsAbove( + iOB, + orderBlock, + true // Ignore Inside ... + ) + : true + : lastStartZone.HasOB() && + IsAbove( + iOB, + lastStartZone.ob, + true // Ignore Inside ... + )); + if (!isPlacePassed) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Attache OB ... + startZone.ob = iOB; + + // + // Now we Have to Find Specified FVG ... + has = fvgState.HasBullishFairValueGaps(); + if (has) + { + // + int jCount = fvgState.CountBullishFairValueGaps(); + for (int j = 0; j < jCount; j++) + { + // + XCFVG *jFVG = fvgState.bullishFairValueGaps[j]; + + // + startedBar.Clean(); + startedDir = X_DIRECTION_NONE; + isStarted = jFVG.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + continue; + } + + // + activatedBar.Clean(); + activatedDir = X_DIRECTION_NONE; + isActivated = jFVG.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + breakedBar.Clean(); + breakedDir = X_DIRECTION_NONE; + bool isBreaked = jFVG.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + isPlacePassed = + // + !IsInsideDiff( + jFVG, + demandZone // + ) && + IsAboveDiff( + jFVG, + iOB, + true // Ignore Inside ... + ) + // + ; + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + } + + // + startZone.fvg = jFVG; + } + } + + // + startedBar.Clean(); + activatedBar.Clean(); + } + } + } + else + { + // + has = obState.HasBearishOrderBlocks(); + if (has) + { + // + count = obState.CountBearishOrderBlocks(); + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = obState.bearishOrderBlocks[i]; + + // + bool isFromPassed = + !hasLastStartZone + ? true + : iOB.From() > lastStartZone.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(iOB); + continue; + } + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + continue; + } + + // + XOHCL activatedBar; + ENUM_X_DIRECTION activatedDir; + bool isActivated = iOB.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + XOHCL breakedBar; + ENUM_X_DIRECTION breakedDir; + bool isBreaked = iOB.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + bool isPlacePassed = + !IsInsideDiff( + iOB, + supplyZone // + ) && + (!hasLastStartZone + ? workingZone.IsValid() && + HasOrderBlock() && + forDir == orderBlock.GetDirection() + ? IsBelow( + iOB, + orderBlock, + true // Ignore Inside ... + ) + : true + : lastStartZone.HasOB() && + IsBelow( + iOB, + lastStartZone.ob, + true // Ignore Inside ... + )); + if (!isPlacePassed) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Attache OB ... + startZone.ob = iOB; + + // + // Now we Have to Find Specified FVG ... + has = fvgState.HasBearishFairValueGaps(); + if (has) + { + // + int jCount = fvgState.CountBearishFairValueGaps(); + for (int j = 0; j < jCount; j++) + { + // + XCFVG *jFVG = fvgState.bearishFairValueGaps[j]; + + // + startedBar.Clean(); + startedDir = X_DIRECTION_NONE; + isStarted = jFVG.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + continue; + } + + // + activatedBar.Clean(); + activatedDir = X_DIRECTION_NONE; + isActivated = jFVG.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Validate Zone Iverse Breake ... + breakedBar.Clean(); + breakedDir = X_DIRECTION_NONE; + bool isBreaked = jFVG.IsBreaked( + Opposit(forDir), + breakedBar, + breakedDir, + true // Ignore Activation ... + ); + if (isBreaked) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + breakedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + isPlacePassed = + // + !IsInsideDiff( + jFVG, + supplyZone // + ) && + IsBelowDiff( + jFVG, + iOB, + true // Ignore Inside ... + ) + // + ; + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + } + + // + startZone.fvg = jFVG; + } + } + + // + startedBar.Clean(); + activatedBar.Clean(); + } + } + } + + // + bool hasOBFVG = startZone.HasOB() && + startZone.HasFVG(); + result = hasOBFVG; + if (!result) + { + // + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + XBoxZone startBox; + bool hasStartBox = startZone.AsBox(startBox); + result = hasStartBox; + if (!result) + { + // + startBox.Clean(); + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + // Detect Other Zones Inside Box ... + XBoxZone tmpBoxes[]; + + // + // Supply Zones ... + has = otherState.HasSupplyZones(); + if (has) + { + // + count = ToBox( + otherState.supplyZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.supply = otherState.supplyZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Demand Zones ... + Clean(tmpBoxes); + has = otherState.HasDemandZones(); + if (has) + { + // + count = ToBox( + otherState.demandZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.demand = otherState.demandZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Support Zones ... + Clean(tmpBoxes); + has = otherState.HasSupportZones(); + if (has) + { + // + count = ToBox( + otherState.supportZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.support = otherState.supportZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Resistance Zones ... + Clean(tmpBoxes); + has = otherState.HasResistanceZones(); + if (has) + { + // + count = ToBox( + otherState.resistanceZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.resistance = otherState.resistanceZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + result = startZone.IsValid() && + startZone.HasDirection(); + if (result) + { + // + AddRef( + startZone, + startZones // + ); + } + + // + Clean(tmpBoxes); + startBox.Clean(); + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + void ValidateStartZones( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool has = HasStartZones(); + if (!has) + { + return; + } + + // + X121SMCXWZZone tmpZones[]; + int count = CountStartZones(); + Copy( + startZones, + tmpZones // + ); + for (int i = 0; i < count; i++) + { + // + bool isValid = tmpZones[i].ValidateZone( + barIndex, + forPeriod // + ); + if (!isValid) + { + // + ArrayRemove( + startZones, + i, + 1 // + ); + } + } + + // + Clean(tmpZones); + } + + // + void DetectPriority( + ENUM_X121SMC_XWZ_PRIORITY &bullish, + ENUM_X121SMC_XWZ_PRIORITY &bearish, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + bool hasWorkingZone = HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + XOHCL zBar; + bool isInited = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!isInited) + { + // + zBar.Clean(); + return; + } + + // + XOHCL cBar; + isInited = zBar.GetPreviousBar(cBar); + if (!isInited) + { + // + zBar.Clean(); + cBar.Clean(); + return; + } + + // + // ZoneUpper, Upper ... + if (cBar.low > workingZone.upper && + cBar.high < workingZone.zoneUpper && + zBar.low > workingZone.upper && + zBar.high < workingZone.zoneUpper) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + } + // + // Upper, Quarter1 ... + else if (cBar.low > workingZone.quarter1 && + cBar.high < workingZone.upper && + zBar.low > workingZone.quarter1 && + zBar.high < workingZone.upper) + { + // + bullish = X121SMC_XWZ_PRIORITY_WEAK; + bearish = X121SMC_XWZ_PRIORITY_HIGH; + } + // + // Quarter1, Quarter2 ... + else if (cBar.low > workingZone.quarter2 && + cBar.high < workingZone.quarter1 && + zBar.low > workingZone.quarter2 && + zBar.high < workingZone.quarter1) + { + // + bullish = X121SMC_XWZ_PRIORITY_LOW; + bearish = X121SMC_XWZ_PRIORITY_REGULAR; + } + // + // Quarter2, Quarter3 ... + else if (cBar.low > workingZone.quarter3 && + cBar.high < workingZone.quarter2 && + zBar.low > workingZone.quarter3 && + zBar.high < workingZone.quarter2) + { + // + bullish = X121SMC_XWZ_PRIORITY_REGULAR; + bearish = X121SMC_XWZ_PRIORITY_LOW; + } + // + // Quarter3, Lower ... + else if (cBar.low > workingZone.lower && + cBar.high < workingZone.quarter3 && + zBar.low > workingZone.lower && + zBar.high < workingZone.quarter3) + { + // + bullish = X121SMC_XWZ_PRIORITY_HIGH; + bearish = X121SMC_XWZ_PRIORITY_WEAK; + } + // + // Lower, ZoneLower ... + else if (cBar.low > workingZone.zoneLower && + cBar.high < workingZone.lower && + zBar.low > workingZone.zoneLower && + zBar.high < workingZone.lower) + { + // + bullish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + bearish = X121SMC_XWZ_PRIORITY_NONE; + } + + // + zBar.Clean(); + cBar.Clean(); + } + + // + bool HasConditions( + double &_pivot, + double &_point, + ENUM_X_DIRECTION &conditionsDir, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + _pivot = 0; + _point = 0; + conditionsDir = X_DIRECTION_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + result = + // + IsValid(symbol) && + IsValid(period) && + state.IsValid() && + HasWorkingZone() && + state.HasChild() + // + ; + if (!result) + { + return result; + } + + // + result = false; + + // + ValidateStartZones( + barIndex, + forPeriod // + ); + + // + // Detect Conditions Based On Start Zones ... + bool hasStartZones = HasStartZones(); + if (hasStartZones) + { + // + int selectedIndex = -1; + int count = CountStartZones(); + for (int i = 0; i < count; i++) + { + // + X121SMCXWZZone iStartZone = startZones[i]; + + // + XBoxZone selectedBox; + bool hasConditions = false; + bool isBullish = iStartZone.IsBullish(); + + // + // Conditions Inside Box ... + bool isPriceInside = iStartZone.IsPriceInside( + selectedBox, + barIndex, + forPeriod, + false, + false // + ); + if (isPriceInside) + { + // + // hasConditions = iStartZone.HasInsideConditions( + // state, + // barIndex, + // period // + // ); + + // + hasConditions = true; + + // + if (hasConditions) + { + // + _pivot = + // + isBullish + ? selectedBox.lower + : selectedBox.upper + // + ; + + // + _point = + // + isBullish + ? selectedBox.upper + : selectedBox.lower + // + ; + + // + conditionsDir = selectedBox.dir; + result = hasConditions; + iStartZone.Clean(); + break; + } + } + + // // + // // Order Block Rejection Conditions ... + // bool hasOBBox = ToBox( + // selectedBox, + // iStartZone.ob // + // ); + // if (hasOBBox && + // !hasConditions) + // { + // // + // hasConditions = iStartZone.HasBoxConitions( + // selectedBox, + // state, + // barIndex, + // forPeriod // + // ); + + // // + // if (hasConditions) + // { + // // + // _pivot = + // // + // isBullish + // ? selectedBox.lower + // : selectedBox.upper + // // + // ; + + // // + // _point = + // // + // isBullish + // ? selectedBox.upper + // : selectedBox.lower + // // + // ; + + // // + // conditionsDir = selectedBox.dir; + // result = hasConditions; + // iStartZone.Clean(); + // break; + // } + // } + + // // + // // Fair Value Gap Rejection Conditions ... + // bool hasFVGBox = ToBox( + // selectedBox, + // iStartZone.fvg // + // ); + // if (hasFVGBox) + // { + // // + // hasConditions = iStartZone.HasBoxConitions( + // selectedBox, + // state, + // barIndex, + // forPeriod // + // ); + + // // + // if (hasConditions) + // { + // // + // _pivot = + // // + // isBullish + // ? selectedBox.lower + // : selectedBox.upper + // // + // ; + + // // + // _point = + // // + // isBullish + // ? selectedBox.upper + // : selectedBox.lower + // // + // ; + + // // + // conditionsDir = selectedBox.dir; + // result = hasConditions; + // iStartZone.Clean(); + // break; + // } + // } + + // + iStartZone.Clean(); + } + + // + if (result && + IsValidIndex(selectedIndex)) + { + // + ArrayRemove( + startZones, + selectedIndex, + 1 // + ); + } + } + + // + // Detect Conditions Based On Working Zones ... + if (!result) + { + // + // Detect Result Based On WorkingZone ... + } + + // + if (!result) + { + // + _point = 0; + _pivot = 0; + conditionsDir = X_DIRECTION_NONE; + + // + return result; + } + + // + return result; + } + + // +}; + +// +bool X121SMCXWZCheckPriceInside( + XOHCL &zBar, + XOHCL &cBar, + double upper, + double lower // +) +{ + // + bool result = false; + + // + result = zBar.IsValid() && + cBar.IsValid() && + upper > 0 && + lower > 0 && + upper > lower && + zBar.time > cBar.time; + if (!result) + { + return result; + } + + // + result = + // + zBar.high < upper && + cBar.high < upper && + // + zBar.low > lower && + cBar.low > lower + // + ; + + // + return result; +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib.mq5 b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib.mq5 new file mode 100644 index 0000000..ac6f042 --- /dev/null +++ b/BKPS/14031206/Documents/BKP/x-121.smc.xwz.signal.lib.mq5 @@ -0,0 +1,3560 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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 "../../Libraries/x-trade.lib" +#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" + +// +enum ENUM_X121SMC_XWZ_PRIORITY +{ + X121SMC_XWZ_PRIORITY_NONE, + X121SMC_XWZ_PRIORITY_WEAK, + X121SMC_XWZ_PRIORITY_LOW, + X121SMC_XWZ_PRIORITY_REGULAR, + X121SMC_XWZ_PRIORITY_HIGH, + X121SMC_XWZ_PRIORITY_STRONG_HIGH, +}; + +// +struct X121SMCXWZZone +{ + // + // Props ... + XCFVG *fvg; + XCOrderBlock *ob; + XCSupplyZone *supply; + XCDemandZone *demand; + XCSupportZone *support; + XCResistanceZone *resistance; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + // Constructor ... + X121SMCXWZZone() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + ZeroMemory(ob); + ZeroMemory(fvg); + ZeroMemory(supply); + ZeroMemory(demand); + ZeroMemory(support); + ZeroMemory(resistance); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + bool IsValid() + { + // + return HasOB() && + HasFVG() && + HasDirection(); + } + + // + bool AsBox(XBoxZone &box) + { + // + bool result = false; + + // + box.Clean(); + + // + result = IsValid() && + HasDirection(); + if (!result) + { + return result; + } + + // + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + ob // + ); + result = hasOBBox; + if (!result) + { + // + box.Clean(); + obBox.Clean(); + return result; + } + + // + box = obBox; + + // + obBox.Clean(); + + // + bool hasOB = HasOB(); + bool hasFVG = HasFVG(); + bool hasSupply = HasSupply(); + bool hasDemand = HasDemand(); + bool hasSupport = HasSupport(); + bool hasResistance = HasResistance(); + + // + // OB Compared since box used obBox ... + + // + if (hasFVG) + { + // + if (fvg.Upper() > box.upper) + { + box.upper = fvg.Upper(); + } + + // + if (fvg.Lower() < box.lower) + { + box.lower = fvg.Lower(); + } + } + + // + result = box.IsValid(); + + // + return result; + } + + // + bool HasOB() + { + return ob != NULL && + ob.IsValid(); + } + + // + bool HasFVG() + { + return fvg != NULL && + fvg.IsValid(); + } + + // + bool HasSupply() + { + return supply != NULL && + supply.IsValid(); + } + + // + bool HasDemand() + { + return demand != NULL && + demand.IsValid(); + } + + // + bool HasSupport() + { + return support != NULL && + support.IsValid(); + } + + // + bool HasResistance() + { + return resistance != NULL && + resistance.IsValid(); + } + + // + bool IsBullish() + { + // + return HasOB() && + ob.IsBullish() && + HasFVG() && + fvg.IsBullish(); + } + + // + bool IsBearish() + { + // + return HasOB() && + ob.IsBearish() && + HasFVG() && + fvg.IsBearish(); + } + + // + bool HasDirection() + { + return IsBullish() || + IsBearish(); + } + + // + ENUM_X_DIRECTION GetDirection() + { + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + bool hasDirection = HasDirection(); + if (!hasDirection) + { + return result; + } + + // + bool isBullish = IsBullish(); + + // + result = + isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + // + bool IsPriceInside( + XBoxZone &box, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL, + bool forceOB = false, + bool forceFVG = false // + ) + { + // + bool result = false; + + // + box.Clean(); + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = IsValid() && + HasOB() && + HasFVG() && + HasDirection(); + if (!result) + { + return result; + } + + // + string symbol = ob.GetSymbol(); + if (forPeriod == NULL) + { + forPeriod = ob.GetPeriod(); + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + bool isBullish = IsBullish(forDir); + + // + // Check Start Bars ... + + // + XOHCL obStartedBar; + ENUM_X_DIRECTION obStartedDir; + bool isOBStarted = ob.IsStarted( + forDir, + obStartedBar, + obStartedDir // + ); + result = isOBStarted; + if (!result) + { + return result; + } + + // + XOHCL fvgStartedBar; + ENUM_X_DIRECTION fvgStartedDir; + bool isFVGStarted = fvg.IsStarted( + forDir, + fvgStartedBar, + fvgStartedDir // + ); + result = isFVGStarted; + if (!result) + { + return result; + } + + // + // Retrieve Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + bool isPriceInsideOB = X121SMCXWZCheckPriceInside( + zBar, + cBar, + ob.Upper(), + ob.Lower() // + ); + + // + // isBullish + // ? ( + // // + // pBar.close > ob.Upper() && + // cBar.low <= ob.Upper() && + // cBar.close <= ob.Upper() && + // zBar.open <= ob.Upper() + // // + // ) + // : ( + // // + // pBar.close < ob.Lower() && + // cBar.high >= ob.Lower() && + // cBar.close >= ob.Lower() && + // zBar.open >= ob.Lower() + // // + // ); + + // + bool isPriceInsideFVG = X121SMCXWZCheckPriceInside( + zBar, + cBar, + fvg.Upper(), + fvg.Lower() // + ); + + // + // isBullish + // ? ( + // // + // pBar.close > fvg.Upper() && + // cBar.low <= fvg.Upper() && + // cBar.close <= fvg.Upper() && + // zBar.open <= fvg.Upper() + // // + // ) + // : ( + // // + // pBar.close < fvg.Lower() && + // cBar.high >= fvg.Lower() && + // cBar.close >= fvg.Lower() && + // zBar.open >= fvg.Lower() + // // + // ); + + // + if ((forceOB && forceFVG) || + (!forceOB && !forceFVG)) + { + // + result = + isPriceInsideOB || + isPriceInsideFVG; + } + else if (forceOB) + { + result = isPriceInsideOB; + } + else if (forceFVG) + { + result = isPriceInsideFVG; + } + + // + if (result) + { + // + if (isPriceInsideOB && !isPriceInsideFVG) + { + // + result = ToBox( + box, + ob // + ); + } + else if (isPriceInsideFVG && !isPriceInsideOB) + { + // + result = ToBox( + box, + fvg // + ); + } + else if (isPriceInsideOB && isPriceInsideFVG) + { + result = AsBox(box); + } + } + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + bool HasInsideConditions( + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + XBoxZone zoneBox; + bool hasBox = AsBox(zoneBox); + + // + result = hasBox && + IsValid() && + HasDirection() && + state.IsValid() && + state.HasChild(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = zoneBox.symbol; + if (!IsValid(forPeriod)) + { + forPeriod = zoneBox.period; + } + datetime cTime = iTime( + symbol, + forPeriod, + barIndex // + ); + + // + ENUM_X_DIRECTION forDir = zoneBox.dir; + bool isBullish = IsBullish(forDir); + + // + int count = 0; + bool has = false; + + // + XBoxZone supResBoxes[]; + int supresBoxesCount = 0; + bool hasSupResBoxes = false; + + // + has = state.HasSupportZones(); + if (has) + { + // + count = state.CountSupportZones(); + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = state.supportZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + zoneBox // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + ZeroMemory(iZone); + } + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + has = state.HasResistanceZones(); + if (has) + { + // + count = state.CountResistanceZones(); + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = state.resistanceZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + zoneBox // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + ZeroMemory(iZone); + } + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + result = hasSupResBoxes; + if (!result) + { + // + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + for (int i = 0; i < supresBoxesCount; i++) + { + // + XBoxZone iBox = supResBoxes[i]; + + // + bool hasBoxConditions = HasBoxConitions( + iBox, + state, + barIndex, + forPeriod // + ); + if (hasBoxConditions) + { + // + appliedBox = iBox; + result = true; + iBox.Clean(); + break; + } + + // + iBox.Clean(); + } + + // + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + Clean(supResBoxes); + + // + return result; + } + + // + bool HasBoxConitions( + XBoxZone &box, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = box.IsValid() && + IsValid() && + HasDirection(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = box.symbol; + if (forPeriod == NULL) + { + forPeriod = box.period; + } + ENUM_X_DIRECTION forDir = box.dir; + bool isBullish = IsBullish(forDir); + + // + // Detect Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + zBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + double fiboPressureLevel = GetFiboLevelValue(X_FIBO_LEVEL_382); + + // + double fiboUpDown = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BEARISH // + ); + double fiboDownUp = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BULLISH // + ); + + // + bool hasFiboToUpPressure = + fiboDownUp > 0 && + fiboDownUp <= pBar.GetDown(); + bool hasFiboToDownPressure = + fiboUpDown > 0 && + fiboUpDown >= pBar.GetUp(); + + // + double appliedPrice = + isBullish + ? box.upper + : box.lower; + + // + // Check Swing Low ... + bool isSwingLow = + // + pBar.low < ppBar.low && + pBar.low < cBar.low && + zBar.open > pBar.low && + // + appliedPrice > pBar.low && + appliedPrice < pBar.GetDown() + // + ; + bool isPressuredSwingLow = + isSwingLow && + hasFiboToUpPressure; + bool isPressuredStrongSwingLow = + pBar.IsBullish() && + isPressuredSwingLow; + + // + bool isSwingHigh = + // + pBar.high > ppBar.high && + pBar.high > cBar.high && + zBar.open < pBar.high && + // + appliedPrice < pBar.high && + appliedPrice > pBar.GetUp() + // + ; + bool isPressuredSwingHigh = + isSwingHigh && + hasFiboToDownPressure; + bool isPressuredStrongSwingHigh = + pBar.IsBearish() && + isPressuredSwingHigh; + + // + bool hasValidSwing = + isBullish + ? isSwingLow + : isSwingHigh; + bool hasValidPressuredSwing = + isBullish + ? isPressuredSwingLow + : isPressuredSwingHigh; + bool hasValidPressuredStrongSwing = + isBullish + ? isPressuredStrongSwingLow + : isPressuredStrongSwingHigh; + if (hasValidSwing) + { + swingBar = pBar; + } + if (hasValidPressuredSwing) + { + swingBar = pBar; + } + if (hasValidPressuredStrongSwing) + { + swingBar = pBar; + } + + // + bool isCBarBreaked = IsBarBreak( + appliedPrice, + forDir, + cBar // + ); + if (isCBarBreaked) + { + breakerBar = cBar; + } + bool isPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarBreaked && isPBarBreaked) + { + breakerBar = pBar; + } + else + { + isPBarBreaked = false; + } + bool isPPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarBreaked && + !isPBarBreaked && + isPPBarBreaked) + { + breakerBar = ppBar; + } + else + { + isPPBarBreaked = false; + } + bool isBoxBreaked = isCBarBreaked || + isPBarBreaked || + isPPBarBreaked; + + // + bool isCBarRejected = IsBarReject( + appliedPrice, + forDir, + cBar // + ); + if (isCBarRejected) + { + rejectionBar = cBar; + } + bool isPBarRejected = IsBarReject( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarRejected && isPBarRejected) + { + rejectionBar = pBar; + } + else + { + isPBarRejected = false; + } + bool isPPBarRejected = IsBarReject( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarRejected && + !isPBarRejected && + isPPBarRejected) + { + rejectionBar = ppBar; + } + else + { + isPPBarRejected = false; + } + bool isBoxRejected = isCBarRejected || + isPBarRejected || + isPPBarRejected; + + // + result = + // + isBoxBreaked || + isBoxRejected || + hasValidPressuredSwing + // + ; + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + else + { + appliedBox = box; + } + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + return result; + } + + // +}; + +// +struct X121SMCXWZWorkingZone +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double upper; + double lower; + + // + double zoneUpper; + double zoneLower; + + // + double quarter1; + double quarter2; + double quarter3; + + // + datetime to; + datetime from; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + X121SMCXWZWorkingZone() + { + Clean(); + } + + // + void Clean() + { + // + upper = 0; + lower = 0; + quarter1 = 0; + quarter2 = 0; + quarter3 = 0; + zoneLower = 0; + zoneUpper = 0; + + // + from = NULL; + symbol = NULL; + period = NULL; + + // + CleanConditionBars(); + + // + ZeroMemory(this); + } + + // + void CleanConditionBars() + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = + lower > 0 && + upper > 0 && + quarter1 > 0 && + quarter2 > 0 && + quarter3 > 0 && + upper > lower && + zoneLower > 0 && + zoneUpper > 0 && + IsValid(from) && + IsValid(symbol) && + IsValid(period) && + zoneUpper > upper && + zoneLower < lower; + + // + return result; + } + + // + bool IsDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + return result; + } + + // + bool isUpperBreaked = + bar.high > zoneUpper && + bar.close > zoneUpper; + + // + bool isLowerBreaked = + bar.low < zoneLower && + bar.close < zoneLower; + + // + result = isUpperBreaked || + isLowerBreaked; + if (result) + { + // + destroyedDir = + isUpperBreaked + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + // +}; + +// +// Definitions ... +struct X121SMCStrategyXWZSignalConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + double target; + double reward; + double amountPercent; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + double pivot; + double point; + + // + ENUM_X121SMC_XWZ_PRIORITY priority; + + // + // Working Zone ... + XCFVG *fairValueGap; + XCOrderBlock *orderBlock; + XCSupplyZone *supplyZone; + XCDemandZone *demandZone; + X121SMCXWZWorkingZone workingZone; + + // + // X121SMCXWZZone startZone; + X121SMCXWZZone startZones[]; + + // + // Constructor ... + X121SMCStrategyXWZSignalConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + target = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + + // + ExtensionClean(); + + // + ZeroMemory(this); + } + + /** + * Check Condition is Setting Up ... + * + * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... + * + * @return ( bool ) + */ + bool IsSetuped() + { + // + bool result = false; + + // + result = IsValid(setupTime) && + HasDirection(dir); + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Calculate Setup Age ... + * + * @return ( int ) + */ + int GetSetupAge() + { + // + int result = 0; + + // + if (!IsSetuped()) + { + return result; + } + + // + result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); + + // + return result; + } + + /** + * Detect How we Can Trigger Signal ... + * + * @return ( bool ) + */ + bool CanTrigger() + { + // + bool result = false; + + // + result = + // + sl > 0 && + IsValid(symbol) && + IsValid(period) && + IsValid(triggerTime) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + // + // Extensions ... + + /** + * Clean Additional Properties ... + */ + void ExtensionClean() + { + // + pivot = 0; + point = 0; + + // + target = 0; + reward = 0; + amountPercent = 0; + + // + ZeroMemory(supplyZone); + + // + ZeroMemory(demandZone); + + // + ZeroMemory(orderBlock); + + // + ZeroMemory(fairValueGap); + + // + // startZone.Clean(); + Clean(startZones); + + // + workingZone.Clean(); + } + + // + // + // + + // + bool HasWorkingZone() + { + return workingZone.IsValid(); + } + + // + bool HasOrderBlock() + { + return orderBlock != NULL && + orderBlock.IsValid(); + } + + // + bool HasFairValueGap() + { + return fairValueGap != NULL && + fairValueGap.IsValid(); + } + + // + bool HasSupplyZone() + { + return supplyZone != NULL && + supplyZone.IsValid(); + } + + // + bool HasDemandZone() + { + return demandZone != NULL && + demandZone.IsValid(); + } + + // + bool HasStartZones() + { + return HasChild(startZones); + } + + // + int CountStartZones() + { + return ArraySize(startZones); + } + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); + + // + bool hasSupplyZone = HasSupplyZone(); + if (hasSupplyZone) + { + supplyZone.To(value); + } + + // + bool hasDemandZone = HasDemandZone(); + if (hasDemandZone) + { + demandZone.To(value); + } + + // + bool hasOrderBlock = HasOrderBlock(); + if (hasOrderBlock) + { + orderBlock.To(value); + } + + // + bool hasFairValueGap = HasFairValueGap(); + if (hasFairValueGap) + { + fairValueGap.To(value); + } + + // + // Working Zone ... + bool hasWorkingZone = HasWorkingZone(); + if (hasWorkingZone) + { + workingZone.to = value; + } + + // + // Start Zone ... + bool hasStartZones = HasStartZones(); + if (hasStartZones) + { + // + int count = CountStartZones(); + for (int i = 0; i < count; i++) + { + // + bool hasOB = startZones[i].HasOB(); + if (hasOB) + { + startZones[i].ob.To(value); + } + + // + bool hasFVG = startZones[i].HasFVG(); + if (hasFVG) + { + startZones[i].fvg.To(value); + } + + // + bool hasSupply = startZones[i].HasSupply(); + if (hasSupply) + { + startZones[i].supply.To(value); + } + + // + bool hasDemand = startZones[i].HasDemand(); + if (hasDemand) + { + startZones[i].demand.To(value); + } + + // + bool hasSupport = startZones[i].HasSupport(); + if (hasSupport) + { + startZones[i].support.To(value); + } + + // + bool hasResistance = startZones[i].HasResistance(); + if (hasResistance) + { + startZones[i].resistance.To(value); + } + } + } + } + + // + // + // + + // + // Working Zone is an Area which + // we decide to trade inside it ... + bool ExtractWorkingZone( + XPOIState &htfState, + XPOIState &mtfState, + XPOIState &stfState, + int barIndex = 0 // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + int zIndex = barIndex; + + // + result = !HasWorkingZone(); + if (!result) + { + return result; + } + + // + result = IsValid(symbol) && + IsValid(period); + if (!result) + { + // + Clean(); + return result; + } + + // + datetime cTime = iTime( + symbol, + period, + zIndex // + ); + + // + result = + // + htfState.IsValid() && + htfState.HasChild() && + htfState.HasSupplyZones() && + htfState.HasDemandZones() && + // + mtfState.IsValid() && + mtfState.HasChild() && + mtfState.HasSupplyZones() && + mtfState.HasDemandZones() && + // + stfState.IsValid() && + stfState.HasChild() + // + ; + if (!result) + { + return result; + } + + // + // Retrieve Highest Supply Zone ... + int hSupplyIDX = GetHighest(htfState.supplyZones); + int lDemandIDX = GetLowest(htfState.demandZones); + + // + result = + // + IsValidIndex(hSupplyIDX) && + IsValidIndex(lDemandIDX) + // + ; + if (!result) + { + return result; + } + + // + supplyZone = htfState.supplyZones[hSupplyIDX]; + demandZone = htfState.demandZones[lDemandIDX]; + + // + result = + // + supplyZone != NULL && + demandZone != NULL && + supplyZone.IsValid() && + demandZone.IsValid() + // + ; + if (!result) + { + // + Clean(); + return result; + } + + // + // Check Validation of Supply and Demand Zones ... + lDemandIDX = GetLowest(mtfState.demandZones); + hSupplyIDX = GetHighest(mtfState.supplyZones); + result = IsValidIndex(lDemandIDX) && + IsValidIndex(hSupplyIDX); + if (!result) + { + // + Clean(); + return result; + } + + // + // Validate Supply and Demand ... + bool isMTFHSupplyInside = + IsInside( + mtfState.supplyZones[hSupplyIDX], + supplyZone); + bool isMTFLDemandInside = + IsInside( + mtfState.demandZones[lDemandIDX], + demandZone // + ); + if (isMTFHSupplyInside && + !isMTFLDemandInside) + { + demandZone = mtfState.demandZones[lDemandIDX]; + } + else if (!isMTFHSupplyInside && + isMTFLDemandInside) + { + supplyZone = mtfState.supplyZones[hSupplyIDX]; + } + else if (isMTFHSupplyInside && + isMTFLDemandInside) + { + // + supplyZone = mtfState.supplyZones[hSupplyIDX]; + demandZone = mtfState.demandZones[lDemandIDX]; + } + + // + // Check Zones Validation ... + bool hasTrend = + supplyZone != NULL && + supplyZone.IsValid() && + demandZone != NULL && + demandZone.IsValid(); + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + datetime from = MathMax( + supplyZone.From(), + demandZone.From()); + + // + int fromIndex = iBarShift( + symbol, + period, + from // + ); + + // + // Detect Trend ... + ENUM_X_DIRECTION trend = X_DIRECTION_NONE; + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = zIndex; i < fromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + period, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + hasTrend = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (hasTrend) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + // Check Trend ... + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + bool hasBullishTrend = IsBullish(trend); + bool hasBearishTrend = IsBearish(trend); + + // + // Find Order Block and FVG for Trend Approve ... + + // + bool isBullishTrendApproved = false; + bool isBearishTrendApproved = false; + + // + // Now We Have to Detect at least One OrderBlock with FVG ... + // for Trend Approvement ... + bool hasOrderBlock = HasOrderBlock(); + bool hasFairValueGap = HasFairValueGap(); + if (!hasOrderBlock && + !hasFairValueGap) + { + // + int count = 0; + bool has = false; + + // + XCFVG *fvg = NULL; + XCOrderBlock *ob = NULL; + + // + has = mtfState.HasBullishOrderBlocks(); + count = mtfState.CountBullishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bullishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > demandZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + demandZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBullishFairValueGaps(); + count = stfState.CountBullishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bullishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBullishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + + // + if (!isBullishTrendApproved) + { + // + has = mtfState.HasBearishOrderBlocks(); + count = mtfState.CountBearishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bearishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > supplyZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + supplyZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBearishFairValueGaps(); + count = stfState.CountBearishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bearishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBearishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + } + } + + // + // Check Trend Approved ... + bool isTrendApproved = + hasOrderBlock && + hasFairValueGap && + (isBullishTrendApproved || + isBearishTrendApproved); + result = isTrendApproved; + if (!result) + { + // + Clean(); + return result; + } + + // + // Prepare Working Zone ... + workingZone.symbol = symbol; + workingZone.period = period; + + // + workingZone.upper = supplyZone.Lower(); + workingZone.zoneUpper = supplyZone.Upper(); + + // + workingZone.lower = demandZone.Upper(); + workingZone.zoneLower = demandZone.Lower(); + + // + workingZone.from = from; + + // + double upper = workingZone.upper; + double range = + workingZone.upper - workingZone.lower; + double ranegPercent = range / 100; + double quarterValue = ranegPercent * 25; + + // + workingZone.quarter1 = upper - (quarterValue * 1); + workingZone.quarter2 = upper - (quarterValue * 2); + workingZone.quarter3 = upper - (quarterValue * 3); + + // + result = workingZone.IsValid(); + if (!result) + { + Clean(); + } + + // + return result; + } + + // + bool IsWorkingZoneDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = workingZone.IsValid(); + if (!result) + { + return result; + } + + // + result = workingZone.IsDestroyed( + destroyedDir, + barIndex, + forPeriod // + ); + + // + return result; + } + + // + bool DetectTrend( + ENUM_X_DIRECTION &trend, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + trend = X_DIRECTION_NONE; + + // + result = HasWorkingZone(); + if (!result) + { + return result; + } + + // + int FromIndex = iBarShift( + symbol, + forPeriod, + workingZone.from // + ); + + // + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = barIndex; i < FromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + forPeriod, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + result = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (result) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + return result; + } + + // + bool DetectStartZones( + ENUM_X_DIRECTION forDir, + XPOIState &obState, + XPOIState &fvgState, + XPOIState &otherState, + XC121SMCCycleHelper *cycleHelper // + ) + { + // + bool result = false; + + // + result = obState.IsValid() && + obState.HasChild() && + fvgState.IsValid() && + fvgState.HasChild() && + otherState.IsValid() && + otherState.HasChild() && + HasDirection(forDir); + if (!result) + { + return result; + } + + // + bool isBullish = IsBullish(forDir); + + // + int idx = -1; + int count = 0; + int has = false; + + // + X121SMCXWZZone startZone; + X121SMCXWZZone lastStartZone; + bool hasLastStartZone = HasStartZones(); + if (hasLastStartZone) + { + // + int startZonesCount = CountStartZones(); + lastStartZone = startZones[startZonesCount - 1]; + } + + // + if (isBullish) + { + // + has = obState.HasBullishOrderBlocks(); + if (has) + { + // + count = obState.CountBullishOrderBlocks(); + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = obState.bullishOrderBlocks[i]; + + // + bool isFromPassed = + !hasLastStartZone + ? true + : iOB.From() > lastStartZone.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(iOB); + continue; + } + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + continue; + } + + // + XOHCL activatedBar; + ENUM_X_DIRECTION activatedDir; + bool isActivated = iOB.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + bool isPlacePassed = + !IsInsideDiff( + iOB, + demandZone // + ) && + (!hasLastStartZone + ? workingZone.IsValid() && + HasOrderBlock() && + forDir == orderBlock.GetDirection() + ? IsAbove( + iOB, + orderBlock, + true // Ignore Inside ... + ) + : true + : lastStartZone.HasOB() && + IsAbove( + iOB, + lastStartZone.ob, + true // Ignore Inside ... + )); + if (!isPlacePassed) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Attache OB ... + startZone.ob = iOB; + + // + // Now we Have to Find Specified FVG ... + has = fvgState.HasBullishFairValueGaps(); + if (has) + { + // + int jCount = fvgState.CountBullishFairValueGaps(); + for (int j = 0; j < jCount; j++) + { + // + XCFVG *jFVG = fvgState.bullishFairValueGaps[j]; + + // + startedBar.Clean(); + startedDir = X_DIRECTION_NONE; + isStarted = jFVG.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + continue; + } + + // + activatedBar.Clean(); + activatedDir = X_DIRECTION_NONE; + isActivated = jFVG.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + isPlacePassed = + // + !IsInsideDiff( + jFVG, + demandZone // + ) && + IsAboveDiff( + jFVG, + iOB, + true // Ignore Inside ... + ) + // + ; + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + } + + // + startZone.fvg = jFVG; + } + } + + // + startedBar.Clean(); + activatedBar.Clean(); + } + } + } + else + { + // + has = obState.HasBearishOrderBlocks(); + if (has) + { + // + count = obState.CountBearishOrderBlocks(); + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = obState.bearishOrderBlocks[i]; + + // + bool isFromPassed = + !hasLastStartZone + ? true + : iOB.From() > lastStartZone.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(iOB); + continue; + } + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + continue; + } + + // + XOHCL activatedBar; + ENUM_X_DIRECTION activatedDir; + bool isActivated = iOB.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + bool isPlacePassed = + !IsInsideDiff( + iOB, + supplyZone // + ) && + (!hasLastStartZone + ? workingZone.IsValid() && + HasOrderBlock() && + forDir == orderBlock.GetDirection() + ? IsBelow( + iOB, + orderBlock, + true // Ignore Inside ... + ) + : true + : lastStartZone.HasOB() && + IsBelow( + iOB, + lastStartZone.ob, + true // Ignore Inside ... + )); + if (!isPlacePassed) + { + // + ZeroMemory(iOB); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + // Attache OB ... + startZone.ob = iOB; + + // + // Now we Have to Find Specified FVG ... + has = fvgState.HasBearishFairValueGaps(); + if (has) + { + // + int jCount = fvgState.CountBearishFairValueGaps(); + for (int j = 0; j < jCount; j++) + { + // + XCFVG *jFVG = fvgState.bearishFairValueGaps[j]; + + // + startedBar.Clean(); + startedDir = X_DIRECTION_NONE; + isStarted = jFVG.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + continue; + } + + // + activatedBar.Clean(); + activatedDir = X_DIRECTION_NONE; + isActivated = jFVG.IsActivated( + forDir, + activatedBar, + activatedDir // + ); + if (isActivated) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + continue; + } + + // + isPlacePassed = + // + !IsInsideDiff( + jFVG, + supplyZone // + ) && + IsBelowDiff( + jFVG, + iOB, + true // Ignore Inside ... + ) + // + ; + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + startedBar.Clean(); + activatedBar.Clean(); + } + + // + startZone.fvg = jFVG; + } + } + + // + startedBar.Clean(); + activatedBar.Clean(); + } + } + } + + // + bool hasOBFVG = startZone.HasOB() && + startZone.HasFVG(); + result = hasOBFVG; + if (!result) + { + // + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + XBoxZone startBox; + bool hasStartBox = startZone.AsBox(startBox); + result = hasStartBox; + if (!result) + { + // + startBox.Clean(); + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + // Detect Other Zones Inside Box ... + XBoxZone tmpBoxes[]; + + // + // Supply Zones ... + has = otherState.HasSupplyZones(); + if (has) + { + // + count = ToBox( + otherState.supplyZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.supply = otherState.supplyZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Demand Zones ... + Clean(tmpBoxes); + has = otherState.HasDemandZones(); + if (has) + { + // + count = ToBox( + otherState.demandZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.demand = otherState.demandZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Support Zones ... + Clean(tmpBoxes); + has = otherState.HasSupportZones(); + if (has) + { + // + count = ToBox( + otherState.supportZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.support = otherState.supportZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + // Resistance Zones ... + Clean(tmpBoxes); + has = otherState.HasResistanceZones(); + if (has) + { + // + count = ToBox( + otherState.resistanceZones, + tmpBoxes // + ); + + // + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XBoxZone iBox = tmpBoxes[i]; + + // + bool isPlacePassed = + // + IsBoxInside( + iBox, + startBox, + false, + false // + ) + // + ; + if (!isPlacePassed) + { + // + iBox.Clean(); + continue; + } + + // + startZone.resistance = otherState.resistanceZones[i]; + + // + iBox.Clean(); + break; + } + } + } + + // + result = startZone.IsValid() && + startZone.HasDirection(); + if (result) + { + // + AddRef( + startZone, + startZones // + ); + } + + // + Clean(tmpBoxes); + startBox.Clean(); + startZone.Clean(); + lastStartZone.Clean(); + + // + return result; + } + + // + void DetectPriority( + ENUM_X121SMC_XWZ_PRIORITY &bullish, + ENUM_X121SMC_XWZ_PRIORITY &bearish, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + bool hasWorkingZone = HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + XOHCL zBar; + bool isInited = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!isInited) + { + // + zBar.Clean(); + return; + } + + // + XOHCL cBar; + isInited = zBar.GetPreviousBar(cBar); + if (!isInited) + { + // + zBar.Clean(); + cBar.Clean(); + return; + } + + // + // ZoneUpper, Upper ... + if (cBar.low > workingZone.upper && + cBar.high < workingZone.zoneUpper && + zBar.low > workingZone.upper && + zBar.high < workingZone.zoneUpper) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + } + // + // Upper, Quarter1 ... + else if (cBar.low > workingZone.quarter1 && + cBar.high < workingZone.upper && + zBar.low > workingZone.quarter1 && + zBar.high < workingZone.upper) + { + // + bullish = X121SMC_XWZ_PRIORITY_WEAK; + bearish = X121SMC_XWZ_PRIORITY_HIGH; + } + // + // Quarter1, Quarter2 ... + else if (cBar.low > workingZone.quarter2 && + cBar.high < workingZone.quarter1 && + zBar.low > workingZone.quarter2 && + zBar.high < workingZone.quarter1) + { + // + bullish = X121SMC_XWZ_PRIORITY_LOW; + bearish = X121SMC_XWZ_PRIORITY_REGULAR; + } + // + // Quarter2, Quarter3 ... + else if (cBar.low > workingZone.quarter3 && + cBar.high < workingZone.quarter2 && + zBar.low > workingZone.quarter3 && + zBar.high < workingZone.quarter2) + { + // + bullish = X121SMC_XWZ_PRIORITY_REGULAR; + bearish = X121SMC_XWZ_PRIORITY_LOW; + } + // + // Quarter3, Lower ... + else if (cBar.low > workingZone.lower && + cBar.high < workingZone.quarter3 && + zBar.low > workingZone.lower && + zBar.high < workingZone.quarter3) + { + // + bullish = X121SMC_XWZ_PRIORITY_HIGH; + bearish = X121SMC_XWZ_PRIORITY_WEAK; + } + // + // Lower, ZoneLower ... + else if (cBar.low > workingZone.zoneLower && + cBar.high < workingZone.lower && + zBar.low > workingZone.zoneLower && + zBar.high < workingZone.lower) + { + // + bullish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + bearish = X121SMC_XWZ_PRIORITY_NONE; + } + + // + zBar.Clean(); + cBar.Clean(); + } + + // + bool HasConditions( + double &_pivot, + double &_point, + ENUM_X_DIRECTION &conditionsDir, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + _pivot = 0; + _point = 0; + conditionsDir = X_DIRECTION_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + result = + // + IsValid(symbol) && + IsValid(period) && + state.IsValid() && + HasWorkingZone() && + state.HasChild() + // + ; + if (!result) + { + return result; + } + + // + result = false; + + // + // Detect Conditions Based On Start Zones ... + bool hasStartZones = HasStartZones(); + if (hasStartZones) + { + // + int selectedIndex = -1; + int count = CountStartZones(); + for (int i = 0; i < count; i++) + { + // + X121SMCXWZZone iStartZone = startZones[i]; + + // + XBoxZone selectedBox; + bool hasConditions = false; + bool isBullish = iStartZone.IsBullish(); + + // + // Conditions Inside Box ... + bool isPriceInside = iStartZone.IsPriceInside( + selectedBox, + barIndex, + forPeriod, + false, + false // + ); + if (isPriceInside) + { + // + // hasConditions = iStartZone.HasInsideConditions( + // state, + // barIndex, + // period // + // ); + + // + hasConditions = true; + + // + if (hasConditions) + { + // + _pivot = + // + isBullish + ? selectedBox.lower + : selectedBox.upper + // + ; + + // + _point = + // + isBullish + ? selectedBox.upper + : selectedBox.lower + // + ; + + // + conditionsDir = selectedBox.dir; + result = hasConditions; + iStartZone.Clean(); + break; + } + } + + // // + // // Order Block Rejection Conditions ... + // bool hasOBBox = ToBox( + // selectedBox, + // iStartZone.ob // + // ); + // if (hasOBBox && + // !hasConditions) + // { + // // + // hasConditions = iStartZone.HasBoxConitions( + // selectedBox, + // state, + // barIndex, + // forPeriod // + // ); + + // // + // if (hasConditions) + // { + // // + // _pivot = + // // + // isBullish + // ? selectedBox.lower + // : selectedBox.upper + // // + // ; + + // // + // _point = + // // + // isBullish + // ? selectedBox.upper + // : selectedBox.lower + // // + // ; + + // // + // conditionsDir = selectedBox.dir; + // result = hasConditions; + // iStartZone.Clean(); + // break; + // } + // } + + // // + // // Fair Value Gap Rejection Conditions ... + // bool hasFVGBox = ToBox( + // selectedBox, + // iStartZone.fvg // + // ); + // if (hasFVGBox) + // { + // // + // hasConditions = iStartZone.HasBoxConitions( + // selectedBox, + // state, + // barIndex, + // forPeriod // + // ); + + // // + // if (hasConditions) + // { + // // + // _pivot = + // // + // isBullish + // ? selectedBox.lower + // : selectedBox.upper + // // + // ; + + // // + // _point = + // // + // isBullish + // ? selectedBox.upper + // : selectedBox.lower + // // + // ; + + // // + // conditionsDir = selectedBox.dir; + // result = hasConditions; + // iStartZone.Clean(); + // break; + // } + // } + + // + iStartZone.Clean(); + } + + // + if (result && + IsValidIndex(selectedIndex)) + { + // + ArrayRemove( + startZones, + selectedIndex, + 1 // + ); + } + } + + // + // Detect Conditions Based On Working Zones ... + if (!result) + { + // + // Detect Result Based On WorkingZone ... + } + + // + if (!result) + { + // + _point = 0; + _pivot = 0; + conditionsDir = X_DIRECTION_NONE; + + // + return result; + } + + // + return result; + } + + // +}; + +// +bool X121SMCXWZCheckPriceInside( + XOHCL &zBar, + XOHCL &cBar, + double upper, + double lower // +) +{ + // + bool result = false; + + // + result = zBar.IsValid() && + cBar.IsValid() && + upper > 0 && + lower > 0 && + upper > lower && + zBar.time > cBar.time; + if (!result) + { + return result; + } + + // + result = + // + zBar.high < upper && + cBar.high < upper && + // + zBar.low > lower && + cBar.low > lower + // + ; + + // + return result; +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/xsupdem/plib.tmp.codes.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/plib.tmp.codes.mq5 new file mode 100644 index 0000000..f99ce31 --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/plib.tmp.codes.mq5 @@ -0,0 +1,2732 @@ + +/** + * Sort Order Blocks / Fair Value Gaps based on Place and Remove unused ... + */ +template +void OrderedSortZones( + T *youngest, + T *&items[] // +) +{ + // + int count = ArraySize(items); + if (youngest == NULL || + !youngest.IsValid() || + !IsValidSize(count)) + { + return; + } + + // + ENUM_X_DIRECTION dir = youngest.GetDirection(); + bool isBullish = IsBullish(dir); + + // + T *tmp[]; + T *lastOB = youngest; + while (IsValidSize(count)) + { + // + // Detect Youngest of Collection ... + int idx = GetYoungest(items); + T *iChild = items[idx]; + ArrayRemove( + items, + idx, + 1 // + ); + count = ArraySize(items); + + // + // Check Direction Must be Same ... + ENUM_X_DIRECTION iDir = iChild.GetDirection(); + bool isSameDir = dir == iDir; + if (!isSameDir) + { + continue; + } + + // + // Check Creation time Sequence ... + bool isFromPassed = lastOB.From() > iChild.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Order Block Place ... + bool isPlacePassed = + isBullish + ? IsBelow( + iChild, + lastOB, + true // Ignore Inside ... + ) + : IsAbove( + iOB, + lastOB, + true // Ignore Inside ... + ); + if (!isPlacePassed) + { + continue; + } + + // + // Update Last OB ... + lastOB = iChild; + Add( + iChild, + tmp // + ); + + // + } + + // + // Update Ordered Sorted Order Blocks ... + count = ArraySize(tmp); + if (IsValidSize(count)) + { + // + Copy( + tmp, + orderBlocks // + ); + } +} +template +void OrderedSortZones( + T *&items[] // +) +{ + // + int count = ArraySize(items); + if (!IsValidSize(count)) + { + return; + } + + // + // Detect Youngest ... + int youngestIDX = GetYoungest( + items // + ); + bool hasYoungest = IsValidSize(youngestIDX); + if (!hasYoungest) + { + return; + } + + // + T *youngest = items[youngestIDX]; + ArrayRemove( + items, + youngestIDX, + 1 // + ); + count = ArraySize(items); + if (!IsValidSize(count)) + { + // + Add( + youngest, + items // + ); + + // + return; + } + + // + if (youngest == NULL || + !youngest.IsValid()) + { + return; + } + + // + ENUM_X_DIRECTION dir = youngest.GetDirection(); + bool isBullish = IsBullish(dir); + + // + T *tmp[]; + T *lastOB = youngest; + while (IsValidSize(count)) + { + // + // Detect Youngest of Collection ... + int idx = GetYoungest(items); + T *iChild = items[idx]; + ArrayRemove( + items, + idx, + 1 // + ); + count = ArraySize(items); + + // + // Check Direction Must be Same ... + ENUM_X_DIRECTION iDir = iChild.GetDirection(); + bool isSameDir = dir == iDir; + if (!isSameDir) + { + continue; + } + + // + // Check Creation time Sequence ... + bool isFromPassed = lastOB.From() > iChild.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Order Block Place ... + bool isPlacePassed = + isBullish + ? IsBelow( + iChild, + lastOB, + true // Ignore Inside ... + ) + : IsAbove( + iChild, + lastOB, + true // Ignore Inside ... + ); + if (!isPlacePassed) + { + continue; + } + + // + // Update Last OB ... + lastOB = iChild; + Add( + iChild, + tmp // + ); + + // + } + + // + // Update Ordered Sorted Order Blocks ... + count = ArraySize(tmp); + if (IsValidSize(count)) + { + // + Copy( + tmp, + items // + ); + } +} + +void OrderedSortBoxes( + XBoxZone &items[] // +) +{ + // + int count = ArraySize(items); + if (!IsValidSize(count)) + { + return; + } + + // + // Detect Youngest ... + int youngestIDX = GetYoungest( + items // + ); + bool hasYoungest = IsValidSize(youngestIDX); + if (!hasYoungest) + { + return; + } + + // + XBoxZone youngest = items[youngestIDX]; + ArrayRemove( + items, + youngestIDX, + 1 // + ); + count = ArraySize(items); + if (!IsValidSize(count)) + { + // + AddRef( + youngest, + items // + ); + + // + return; + } + + // + if (!youngest.IsValid()) + { + return; + } + + // + ENUM_X_DIRECTION dir = youngest.dir; + bool isBullish = IsBullish(dir); + + // + XBoxZone tmp[]; + XBoxZone last = youngest; + while (IsValidSize(count)) + { + // + // Detect Youngest of Collection ... + int idx = GetYoungest(items); + XBoxZone iChild = items[idx]; + ArrayRemove( + items, + idx, + 1 // + ); + count = ArraySize(items); + + // + // Check Direction Must be Same ... + ENUM_X_DIRECTION iDir = iChild.dir; + bool isSameDir = dir == iDir; + if (!isSameDir) + { + continue; + } + + // + // Check Creation time Sequence ... + bool isFromPassed = last.from > iChild.from; + if (!isFromPassed) + { + continue; + } + + // + // Check Order Block Place ... + bool isPlacePassed = + isBullish + ? IsBoxBelow( + iChild, + last, + true // Ignore Inside ... + ) + : IsBoxAbove( + iChild, + last, + true // Ignore Inside ... + ); + if (!isPlacePassed) + { + continue; + } + + // + // Update Last OB ... + last = iChild; + AddRef( + iChild, + tmp // + ); + + // + } + + // + // Update Ordered Sorted Order Blocks ... + count = ArraySize(tmp); + if (IsValidSize(count)) + { + // + Copy( + tmp, + items // + ); + } +} + +/** + * Extract Order Flows Swing Points ... + * + * @param type: ENUM_X_SWING_TYPE member ... + * @param swings: double Collection ... + * + * @return ( int ) + */ +int ExtractSwingPoints( + ENUM_X_SWING_TYPE type, + XCOrderBlock *&orderBlocks[], + XSwingPoint &swings[] // +) +{ + // + int result = 0; + + // + Clean(swings); + + // + int count = ArraySize(orderBlocks); + + // + if (type == X_NO_SWING || + !IsValidSize(count)) + { + return result; + } + + // + bool lookingForSwingLows = type == X_SWING_LOW; + + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = orderBlocks[i]; + + // + string iSymbol = iOB.GetSymbol(); + ENUM_TIMEFRAMES iPeriod = iOB.GetPeriod(); + + // + int fromIndex = iBarShift( + iSymbol, + iPeriod, + iOB.From() // + ); + + // + fromIndex++; + + // + double iValue = 0; + datetime iVTime = NULL; + if (lookingForSwingLows) + { + // + int idx = iLowest( + iSymbol, + iPeriod, + MODE_LOW, + fromIndex // + ); + + // + if (IsValidIndex(idx)) + { + // + iValue = iLow( + iSymbol, + iPeriod, + idx // + ); + + // + iVTime = iTime( + iSymbol, + iPeriod, + idx // + ); + } + } + else + { + // + int idx = iHighest( + iSymbol, + iPeriod, + MODE_HIGH, + fromIndex // + ); + + // + if (IsValidIndex(idx)) + { + // + iValue = iHigh( + iSymbol, + iPeriod, + idx // + ); + + // + iVTime = iTime( + iSymbol, + iPeriod, + idx // + ); + } + } + + // + if (iValue > 0) + { + // + XSwingPoint iSwingP; + + // + iSwingP.type = type; + iSwingP.time = iVTime; + iSwingP.swing = iValue; + iSwingP.symbol = iSymbol; + iSwingP.period = iPeriod; + + // + if (iSwingP.IsValid()) + { + // + AddRef( + iSwingP, + swings // + ); + } + + // + iSwingP.Clean(); + } + } + + // + result = ArraySize(swings); + + // + return result; +} + + +// +bool IsRejectBox( + ENUM_X_DIRECTION &forDir, + XOHCL &bar, + XBoxZone &box, + XPOIState &state, + XOHCL &swingBar, + XOHCL &rejectBar, + XOHCL &breakerBar, + XOHCL &momentumBar, + bool forceSwingRejection = true // +) +{ + // + bool result = false; + + // + swingBar.Clean(); + rejectBar.Clean(); + breakerBar.Clean(); + momentumBar.Clean(); + + // + result = bar.IsValid() && + box.IsValid() && + state.IsValid() && + state.HasChild() && + HasDirection(forDir); + if (!result) + { + return result; + } + + // + bool isBullish = IsBullish(forDir); + + // + double appliedPrice = + isBullish + ? box.upper + : box.lower; + + // + // Fetch Required Bars ... + + // + XOHCL cBar; + result = bar.GetPreviousBar(cBar); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + return result; + } + + // + // Check Directional Swing Type ... + ENUM_X_SWING_TYPE swingType = + isBullish + ? X_SWING_LOW + : X_SWING_HIGH; + + // + bool isSwingLow = + // + pBar.low < ppBar.low && + pBar.low < cBar.low && + bar.open > pBar.low && + // + appliedPrice > pBar.low && + appliedPrice < pBar.GetDown() + // + ; + + // + bool isSwingHigh = + // + pBar.high > ppBar.high && + pBar.high > cBar.high && + bar.open < pBar.high && + // + appliedPrice < pBar.high && + appliedPrice > pBar.GetUp() + // + ; + + // + // Force Rejected By Swing ... + if (forceSwingRejection) + { + // + result = swingType == X_SWING_HIGH + ? isSwingHigh + : swingType == X_SWING_LOW + ? isSwingLow + : false; + if (!result) + { + return result; + } + } + + // + bool hasValidSwing = + isBullish + ? isSwingLow + : isSwingHigh; + if (hasValidSwing) + { + swingBar = pBar; + } + + // + bool isCBarBreaked = IsBarBreak( + appliedPrice, + forDir, + cBar // + ); + if (isCBarBreaked) + { + breakerBar = cBar; + } + bool isPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + pBar // + ); + if (isPBarBreaked) + { + breakerBar = pBar; + } + bool isPPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + ppBar // + ); + if (isPPBarBreaked) + { + breakerBar = ppBar; + } + bool isBoxBreaked = isCBarBreaked || + isPBarBreaked || + isPPBarBreaked; + + // + bool isCBarRejected = IsBarReject( + appliedPrice, + forDir, + cBar // + ); + if (isCBarRejected) + { + rejectBar = cBar; + } + bool isPBarRejected = IsBarReject( + appliedPrice, + forDir, + pBar // + ); + if (isPBarRejected) + { + rejectBar = pBar; + } + bool isPPBarRejected = IsBarReject( + appliedPrice, + forDir, + ppBar // + ); + if (isPPBarRejected) + { + rejectBar = ppBar; + } + bool isBoxRejected = isCBarRejected || + isPBarRejected || + isPPBarRejected; + + // + int count = 0; + + // + bool hasRejectionBar = false; + if (isBullish) + { + // + count = state.CountBullishRejectionBars(); + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iZone = state.bullishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasRejectionBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasRejectionBar) + { + // + if (!rejectBar.IsValid()) + { + rejectBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountBearishRejectionBars(); + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iZone = state.bearishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasRejectionBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasRejectionBar) + { + // + if (!rejectBar.IsValid()) + { + rejectBar = iBar; + } + + // + break; + } + } + } + + // + bool hasMomentumBar = false; + if (isBullish) + { + // + count = state.CountBullishMomentumBars(); + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iZone = state.bullishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasMomentumBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasMomentumBar) + { + // + if (!momentumBar.IsValid()) + { + momentumBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountBearishMomentumBars(); + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iZone = state.bearishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasMomentumBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasMomentumBar) + { + // + if (!momentumBar.IsValid()) + { + momentumBar = iBar; + } + + // + break; + } + } + } + + // + bool hasSwing = false; + if (isBullish) + { + // + count = state.CountSwingLows(); + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingLows[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasSwing = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasSwing) + { + // + if (!swingBar.IsValid()) + { + swingBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountSwingHighs(); + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingHighs[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasSwing = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasSwing) + { + // + if (!swingBar.IsValid()) + { + swingBar = iBar; + } + + // + break; + } + } + } + + // + bool hasRequiredValidations = + // + (hasRejectionBar || + hasMomentumBar) + // + || + // + (hasRejectionBar || + hasSwing) + // + || + // + (hasMomentumBar || + hasSwing) + // + ; + + // + result = + // + (isBoxBreaked && + (hasRequiredValidations || + hasValidSwing)) + // + || + // + (isBoxRejected && + (hasRequiredValidations || + hasValidSwing)) + // + ; + + // + return result; +} + + +template +void UpdateTo( + T *&source[], + datetime time = NULL // +) +{ + // + if (!IsValid(time)) + { + time = TimeCurrent(); + } + + // + int count = ArraySize(source); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + source[i].To(time); + } +} + + +template +bool IsReject( + ENUM_X_DIRECTION forDir, + XOHCL &bar, + T *source, + XPOIState &state, + XOHCL &swingBar, + XOHCL &rejectBar, + XOHCL &breakerBar, + XOHCL &momentumBar, + bool forceSwingRejection = true // +) +{ + // + bool result = false; + + // + XBoxZone sourceBox; + result = ToBox( + sourceBox, + source // + ); + if (!result) + { + return result; + } + + // + result = IsRejectBox( + forDir, + bar, + sourceBox, + state, + swingBar, + rejectBar, + breakerBar, + momentumBar, + forceSwingRejection // + ); + + // + return result; +} + + + // + bool HasConditions( + ENUM_X_DIRECTION &conditionsDir, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + conditionsDir = X_DIRECTION_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + result = + // + IsValid(symbol) && + IsValid(period) && + state.IsValid() && + HasWorkingZone() && + state.HasChild() + // + ; + if (!result) + { + return result; + } + + // + result = false; + + // + // Detect Conditions Based On Start Zones ... + bool hasStartZones = HasStartZones(); + if (hasStartZones) + { + // + int count = CountStartZones(); + for (int i = 0; i < count; i++) + { + // + X121SMCXWZZone iStartZone = startZones[i]; + + // + XBoxZone insideBox; + bool isPriceInside = iStartZone.IsPriceInside( + insideBox, + barIndex, + forPeriod // + ); + if (!isPriceInside) + { + // + iStartZone.Clean(); + continue; + } + + // + Print("PriceInside ..."); + + // + bool hasConditions = iStartZone.HasCondition( + insideBox, + state, + barIndex, + forPeriod // + ); + if (!hasConditions) + { + // + iStartZone.Clean(); + continue; + } + + // + iStartZone.Clean(); + } + } + + // + // Detect Conditions Based On Working Zones ... + if (!result) + { + // + // Detect Result Based On WorkingZone ... + } + + // + return result; + } + + + // + bool HasCondition( + XBoxZone &box, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + result = IsValid() && + box.IsValid() && + HasDirection() && + state.IsValid() && + state.HasChild(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = box.symbol; + if (!IsValid(forPeriod)) + { + forPeriod = box.period; + } + datetime cTime = iTime( + symbol, + forPeriod, + barIndex // + ); + + // + ENUM_X_DIRECTION forDir = box.dir; + bool isBullish = IsBullish(forDir); + + // + int supportsCount = 0; + bool hasSupports = false; + XCSupportZone *supports[]; + + // + int resistancesCount = 0; + bool hasResistances = false; + XCResistanceZone *resistances[]; + + // + XBoxZone supResBoxes[]; + int supresBoxesCount = 0; + bool hasSupResBoxes = false; + + // + int count = 0; + bool has = false; + + // + has = state.HasSupportZones(); + if (has) + { + // + count = state.CountSupportZones(); + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = state.supportZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + box // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + Add( + iZone, + supports // + ); + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + } + + // + supportsCount = ArraySize(supports); + hasSupports = IsValidSize(supportsCount); + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + has = state.HasResistanceZones(); + if (has) + { + // + count = state.CountResistanceZones(); + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = state.resistanceZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + box // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + Add( + iZone, + resistances // + ); + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + } + + // + resistancesCount = ArraySize(resistances); + hasResistances = IsValidSize(resistancesCount); + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + result = hasSupResBoxes; + if (!result) + { + // + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // // + // AddRef( + // box, + // supResBoxes // + // ); + + // + // Detect Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + zBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + // Check Conditions ... + + // + // Detect Start Senario ... + + // + double fiboPressureLevel = GetFiboLevelValue(X_FIBO_LEVEL_382); + + // + double fiboUpDown = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BEARISH // + ); + double fiboDownUp = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BULLISH // + ); + + // + bool hasFiboToUpPressure = + fiboDownUp > 0 && + fiboDownUp <= pBar.GetDown(); + bool hasFiboToDownPressure = + fiboUpDown > 0 && + fiboUpDown >= pBar.GetUp(); + + // + int selectedBoxIDX = -1; + for (int j = 0; j < supresBoxesCount; j++) + { + // + double appliedPrice = + isBullish + ? supResBoxes[j].lower + : supResBoxes[j].upper; + + // + // Check Swing Low ... + bool isSwingLow = + // + pBar.low < ppBar.low && + pBar.low < cBar.low && + zBar.open > pBar.low && + // + appliedPrice > pBar.low && + appliedPrice < pBar.GetDown() + // + ; + bool isPressuredSwingLow = + isSwingLow && + hasFiboToUpPressure; + bool isPressuredStrongSwingLow = + pBar.IsBullish() && + isPressuredSwingLow; + + // + bool isSwingHigh = + // + pBar.high > ppBar.high && + pBar.high > cBar.high && + zBar.open < pBar.high && + // + appliedPrice < pBar.high && + appliedPrice > pBar.GetUp() + // + ; + bool isPressuredSwingHigh = + isSwingHigh && + hasFiboToDownPressure; + bool isPressuredStrongSwingHigh = + pBar.IsBearish() && + isPressuredSwingHigh; + + // + bool hasValidSwing = + isBullish + ? isSwingLow + : isSwingHigh; + bool hasValidPressuredSwing = + isBullish + ? isPressuredSwingLow + : isPressuredSwingHigh; + bool hasValidPressuredStrongSwing = + isBullish + ? isPressuredStrongSwingLow + : isPressuredStrongSwingHigh; + if (hasValidSwing) + { + swingBar = pBar; + } + if (hasValidPressuredSwing) + { + swingBar = pBar; + } + if (hasValidPressuredStrongSwing) + { + swingBar = pBar; + } + + // + bool isCBarBreaked = IsBarBreak( + appliedPrice, + forDir, + cBar // + ); + if (isCBarBreaked) + { + breakerBar = cBar; + } + bool isPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarBreaked && isPBarBreaked) + { + breakerBar = pBar; + } + else + { + isPBarBreaked = false; + } + bool isPPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarBreaked && + !isPBarBreaked && + isPPBarBreaked) + { + breakerBar = ppBar; + } + else + { + isPPBarBreaked = false; + } + bool isBoxBreaked = isCBarBreaked || + isPBarBreaked || + isPPBarBreaked; + + // + bool isCBarRejected = IsBarReject( + appliedPrice, + forDir, + cBar // + ); + if (isCBarRejected) + { + rejectionBar = cBar; + } + bool isPBarRejected = IsBarReject( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarRejected && isPBarRejected) + { + rejectionBar = pBar; + } + else + { + isPBarRejected = false; + } + bool isPPBarRejected = IsBarReject( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarRejected && + !isPBarRejected && + isPPBarRejected) + { + rejectionBar = ppBar; + } + else + { + isPPBarRejected = false; + } + bool isBoxRejected = isCBarRejected || + isPBarRejected || + isPPBarRejected; + + // + bool hasRejectionBar = false; + if (isBullish) + { + // + count = state.CountBullishRejectionBars(); + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iZone = state.bullishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasRejectionBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasRejectionBar) + { + // + if (!rejectionBar.IsValid()) + { + rejectionBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountBearishRejectionBars(); + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iZone = state.bearishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasRejectionBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasRejectionBar) + { + // + if (!rejectionBar.IsValid()) + { + rejectionBar = iBar; + } + + // + break; + } + } + } + + // + bool hasMomentumBar = false; + if (isBullish) + { + // + count = state.CountBullishMomentumBars(); + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iZone = state.bullishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasMomentumBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasMomentumBar) + { + // + if (!momentumBar.IsValid()) + { + momentumBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountBearishMomentumBars(); + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iZone = state.bearishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasMomentumBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasMomentumBar) + { + // + if (!momentumBar.IsValid()) + { + momentumBar = iBar; + } + + // + break; + } + } + } + + // + bool hasSwing = false; + if (isBullish) + { + // + count = state.CountSwingLows(); + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingLows[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasSwing = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasSwing) + { + // + if (!swingBar.IsValid()) + { + swingBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountSwingHighs(); + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingHighs[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasSwing = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasSwing) + { + // + if (!swingBar.IsValid()) + { + swingBar = iBar; + } + + // + break; + } + } + } + + // + bool hasRequiredValidations = + // + (hasRejectionBar || + hasMomentumBar) + // + || + // + (hasRejectionBar || + hasSwing) + // + || + // + (hasMomentumBar || + hasSwing) + // + ; + + // + result = + // + (isBoxBreaked && + (hasRequiredValidations || + hasValidPressuredSwing)) + // + || + // + (isBoxRejected && + (hasRequiredValidations || + hasValidPressuredSwing)) + // + ; + if (result) + { + // + selectedBoxIDX = j; + break; + } + } + + // + result = + result && + (isBullish + ? zBar.open >= box.upper + : zBar.open <= box.lower) && + IsValidIndex(selectedBoxIDX); + if (result) + { + appliedBox = supResBoxes[selectedBoxIDX]; + } + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + return result; + } + + + + // + ulong chartID = visionCycleHelper.mPOIDrawer.ChartIdentification(); + int subWindow = visionCycleHelper.mPOIDrawer.SubWindowIdentification(); + + // + if (pivot > 0) + { + // + string name = "Pivot_" + symbol + ToString(period) + ToString(pivot) + "_"; + CChartObjectHLine *iObj; + iObj = new CChartObjectHLine(); + bool isCreated = iObj.Create( + chartID, + name, + subWindow, + pivot // + ); + if (isCreated) + { + // + iObj.Color(clrLime); + mObjects.Add(iObj); + } + } + + // + if (point > 0) + { + // + string name = "Point_" + symbol + ToString(period) + ToString(pivot) + "_"; + CChartObjectHLine *iObj; + iObj = new CChartObjectHLine(); + bool isCreated = iObj.Create( + chartID, + name, + subWindow, + point // + ); + if (isCreated) + { + // + iObj.Color(clrLime); + mObjects.Add(iObj); + } + } + + + + // + RemoveDraws(); + + // + if (hasLastBullishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + lastBullishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + if (hasLastBearishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + lastBearishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + if (hasPrevBullishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + prevBullishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + if (hasPrevBearishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + prevBearishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + +////////////////////////////////////////////////////////////////////////////////////////////// + + // + XPOIState state; + mXWZPOIDetector.GetState(state); + + // + ENUM_X_DIRECTION trend = + IsValid(lastBullishTrend) && + lastBullishTrend > lastBearishTrend + ? X_DIRECTION_BULLISH + : IsValid(lastBearishTrend) && + lastBearishTrend > lastBullishTrend + ? X_DIRECTION_BEARISH + : X_DIRECTION_NONE; + bool hasTrend = HasDirection(trend); + bool hasBullishTrend = hasTrend && + IsBullish(trend); + bool hasBearishTrend = hasTrend && + IsBearish(trend); + + // + // Order Block ... + has = hasBullishTrend && + state.HasBullishOrderBlocks(); + if (has) + { + // + XCOrderBlock *tmps[]; + count = ExtractInsideZones( + iBar, + state.bullishOrderBlocks, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetLowest(tmps); + hasInsideOB = IsValidIndex(idx); + if (hasInsideOB) + { + insideOB = tmps[idx]; + } + } + + // + Clean(tmps); + } + has = hasBearishTrend && + state.HasBearishOrderBlocks(); + if (has) + { + // + XCOrderBlock *tmps[]; + count = ExtractInsideZones( + iBar, + state.bearishOrderBlocks, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetHighest(tmps); + hasInsideOB = IsValidIndex(idx); + if (hasInsideOB) + { + insideOB = tmps[idx]; + } + } + + // + Clean(tmps); + } + + // + // Fair Value Gap ... + has = hasBullishTrend && + state.HasBullishFairValueGaps(); + if (has) + { + // + XCFVG *tmps[]; + count = ExtractInsideZones( + iBar, + state.bullishFairValueGaps, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetLowest(tmps); + hasInsideFVG = IsValidIndex(idx); + if (hasInsideFVG) + { + insideFVG = tmps[idx]; + } + } + + // + Clean(tmps); + } + has = hasBearishTrend && + state.HasBearishFairValueGaps(); + if (has) + { + // + XCFVG *tmps[]; + count = ExtractInsideZones( + iBar, + state.bearishFairValueGaps, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetHighest(tmps); + hasInsideFVG = IsValidIndex(idx); + if (hasInsideFVG) + { + insideFVG = tmps[idx]; + } + } + + // + Clean(tmps); + } + + // + // Supply Zone ... + has = hasBearishTrend && + state.HasSupplyZones(); + if (has) + { + // + XCSupplyZone *tmps[]; + count = ExtractInsideZones( + iBar, + state.supplyZones, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetHighest(tmps); + hasInsideSupply = IsValidIndex(idx); + if (hasInsideSupply) + { + insideSupply = tmps[idx]; + } + } + + // + Clean(tmps); + } + + // + // Resistance Zone ... + has = hasBearishTrend && + state.HasResistanceZones(); + if (has) + { + // + XCResistanceZone *tmps[]; + count = ExtractInsideZones( + iBar, + state.resistanceZones, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetHighest(tmps); + hasInsideResistance = IsValidIndex(idx); + if (hasInsideResistance) + { + insideResistnce = tmps[idx]; + } + } + + // + Clean(tmps); + } + + // + // Demand Zone ... + has = hasBullishTrend && + state.HasDemandZones(); + if (has) + { + // + XCDemandZone *tmps[]; + count = ExtractInsideZones( + iBar, + state.demandZones, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetLowest(tmps); + hasInsideDemand = IsValidIndex(idx); + if (hasInsideDemand) + { + insideDemand = tmps[idx]; + } + } + + // + Clean(tmps); + } + + // + // Support Zone ... + has = hasBullishTrend && + state.HasSupportZones(); + if (has) + { + // + XCSupportZone *tmps[]; + count = ExtractInsideZones( + iBar, + state.supportZones, + tmps // + ); + has = IsValidSize(count); + if (has) + { + // + idx = GetLowest(tmps); + hasInsideSupport = IsValidIndex(idx); + if (hasInsideSupport) + { + insideSupport = tmps[idx]; + } + } + + // + Clean(tmps); + } + + + ////////////////////////////////////////////////////////// + + + // // + // // Calculate Rejection Values ... + + // // + // double fiboUpDown = GetFibonacciLevel( + // iBar.high, + // iBar.low, + // X_FIBO_LEVEL_382, + // X_DIRECTION_BEARISH // + // ); + // double fiboDownUp = GetFibonacciLevel( + // iBar.high, + // iBar.low, + // X_FIBO_LEVEL_382, + // X_DIRECTION_BULLISH // + // ); + + // // + // bool hasFiboToUpPressure = + // fiboDownUp > 0 && + // fiboDownUp <= iBar.GetDown(); + // bool hasFiboToDownPressure = + // fiboUpDown > 0 && + // fiboUpDown >= iBar.GetUp(); + + // // + // bool isLongReject = + // // + // iBar.low < iMa && + // iBar.high >= iMa && + // iBar.GetDown() >= iMa + // // + // ; + // bool isStrongLongReject = + // iBar.IsBullish() && + // isLongReject; + // bool isPressuredLongReject = + // isLongReject && + // hasFiboToUpPressure; + // bool isPressuredStrongLongReject = + // isStrongLongReject && + // isPressuredLongReject; + + // // + // bool isShortReject = + // // + // iBar.high > iMa && + // iBar.low <= iMa && + // iBar.GetUp() <= iMa + // // + // ; + // bool isStrongShortReject = + // iBar.IsBearish() && + // isShortReject; + // bool isPressuredShortReject = + // isShortReject && + // hasFiboToDownPressure; + // bool isPressuredStrongShortReject = + // isStrongShortReject && + // isPressuredShortReject; + + // // + // double iLongRejectValue = 0; + // double iShortRejectValue = 0; + + // // + // bool isAppliedLongReject = false; + // bool isAppliedShortReject = false; + // switch (rejectionType) + // { + // // + // case XWZ_REJECTION_BAR: + // isAppliedLongReject = isLongReject; + // isAppliedShortReject = isShortReject; + // break; + + // // + // case XWZ_REJECTION_STRONG_BAR: + // isAppliedLongReject = isStrongLongReject; + // isAppliedShortReject = isStrongShortReject; + // break; + + // // + // case XWZ_REJECTION_PRESSURED_BAR: + // isAppliedLongReject = isPressuredLongReject; + // isAppliedShortReject = isPressuredShortReject; + // break; + + // // + // case XWZ_REJECTION_STRONG_PRESSURED_BAR: + // isAppliedLongReject = isPressuredStrongLongReject; + // isAppliedShortReject = isPressuredStrongShortReject; + // break; + // } + + // // + // // Calculate Rejection Verification Values ... + + // // + // int iLLIDX = pBar + // .FindLowestIndex( + // rejectionVerificationLength, + // MODE_LOW // + // ); + // datetime iLLTime = iTime( + // _Symbol, + // _Period, + // iLLIDX // + // ); + // double iLL = iLow( + // _Symbol, + // _Period, + // iLLIDX // + // ); + + // // + // int iHHIDX = pBar + // .FindHighestIndex( + // rejectionVerificationLength, + // MODE_HIGH // + // ); + // datetime iHHTime = iTime( + // _Symbol, + // _Period, + // iHHIDX // + // ); + // double iHH = iHigh( + // _Symbol, + // _Period, + // iHHIDX // + // ); + + // // + // bool isLLBreaked = false; + // bool isHHBreaked = false; + // if (rejectionVerificationLength > 0) + // { + // // + // for (int i = bar_index + 1; i < bar_index + rejectionVerificationLength; i++) + // { + // // + // double iMaValue = maBuffer[i]; + + // // + // XOHCL iBar; + // bool isInited = iBar.Init( + // _Symbol, + // _Period, + // i // + // ); + // if (!isInited) + // { + // // + // iBar.Clean(); + // isLLBreaked = true; + // isHHBreaked = true; + // break; + // } + + // // + // if (!isLLBreaked) + // { + // isLLBreaked = iBar.low < iMaValue; + // } + + // // + // if (!isHHBreaked) + // { + // isHHBreaked = iBar.high > iMaValue; + // } + + // // + // if (isLLBreaked && + // isHHBreaked) + // { + // break; + // } + // } + // } + + // // + // // Validate Rejections ... + + // // + // // -[] Before Reject Long, price + // // must not touch Ma from Up for at least 3 Bar ... + // bool isValidAppliedLongReject = + // !isLLBreaked && + // isAppliedLongReject; + + // // + // // -[] Before Reject Short Price + // // must no touch Ma from down at least 3 Bar ... + // bool isValidAppliedShortReject = + // !isHHBreaked && + // isAppliedShortReject; + + // // + // if (isValidAppliedLongReject) + // { + // iLongRejectValue = iBar.low - points10; + // } + // else + // { + // iLongRejectValue = 0; + // } + + // // + // if (isValidAppliedShortReject) + // { + // iShortRejectValue = iBar.high + points10; + // } + // else + // { + // iShortRejectValue = 0; + // } + + // // + // // Draw Verification Box ... + // if (isValidAppliedLongReject || + // isValidAppliedShortReject) + // { + // // + // datetime time1 = iTime( + // _Symbol, + // _Period, + // iBar.Index() + rejectionVerificationLength // + // ); + // datetime time2 = iTime( + // _Symbol, + // _Period, + // iBar.Index() + 0 // + // ); + // string llName = ToString(iLLIDX) + "_" + + // ToString(iLL) + "_" + + // ToMD5(iLLTime); + // CChartObjectTrend *llTrend; + // llTrend = new CChartObjectTrend(); + // bool isCreated = llTrend.Create( + // 0, + // llName, + // 0, + // time1, + // iLL, + // time2, + // iLL // + // ); + // if (isCreated) + // { + // mXWZDrawnObjects.Add(llTrend); + // } + + // // + // string hhName = ToString(iHHIDX) + "_" + + // ToString(iHH) + "_" + + // ToMD5(iHHTime); + // CChartObjectTrend *hhTrend; + // hhTrend = new CChartObjectTrend(); + // isCreated = hhTrend.Create( + // 0, + // hhName, + // 0, + // time1, + // iHH, + // time2, + // iHH // + // ); + // if (isCreated) + // { + // mXWZDrawnObjects.Add(hhTrend); + // } + // } + + // // + // int idx = -1; + // int count = 0; + // bool has = false; + + // // + // ENUM_X_DIRECTION trend = + // IsValid(lastBullishTrend) && + // lastBullishTrend > lastBearishTrend + // ? X_DIRECTION_BULLISH + // : IsValid(lastBearishTrend) && + // lastBearishTrend > lastBullishTrend + // ? X_DIRECTION_BEARISH + // : X_DIRECTION_NONE; + // bool hasTrend = HasDirection(trend); + // bool hasBullishTrend = hasTrend && + // IsBullish(trend); + // bool hasBearishTrend = hasTrend && + // IsBearish(trend); + + // // + // // Filling Buffers ... + + // // + // longSLBuffer[bar_index] = iLongSL; + // shortSLBuffer[bar_index] = iShortSL; + + + /////////////////////////////////////////////////// + + // + // Draw ... + bool isBullish = signalZone.ob.IsBullish(); + bool isCreated = false; + XCBaseObject *iObj = NULL; + if (isBullish) + { + // + XCBullishOrderBlockObject *mObj; + isCreated = visionCycleHelper.mPOIDrawer + .CreateBullishOrderBlock( + signalZone.ob, + mObj // + ); + + // + if (isCreated) + { + // + mObj.ZoneWidth(2); + mObj.ZoneColor(clrGold); + mObj.ZoneStyle(STYLE_SOLID); + + // + iObj = (XCBaseObject *)mObj; + } + } + else + { + // + XCBearishOrderBlockObject *mObj; + isCreated = visionCycleHelper.mPOIDrawer + .CreateBearishOrderBlock( + signalZone.ob, + mObj // + ); + + // + if (isCreated) + { + // + mObj.ZoneWidth(2); + mObj.ZoneColor(clrGold); + mObj.ZoneStyle(STYLE_SOLID); + + // + iObj = (XCBaseObject *)mObj; + } + } + + // + if (isCreated) + { + mWorkingZoneObjects.Add(iObj); + } + + // + Print("Signal Zone ..."); diff --git a/BKPS/14031206/Documents/BKP/xsupdem/tmp.signal.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/tmp.signal.mq5 new file mode 100644 index 0000000..e67d938 --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/tmp.signal.mq5 @@ -0,0 +1,1234 @@ +///////////////////////////////////////////////////////////////////////////////////////////////////// + +else if (isPriceRejected) +{ + // + bool hasRejectedOB = rejectedOB != NULL; + bool hasRejectedFVG = rejectedFVG != NULL; + + // // + // if (hasRejectedOB) + // { + // // + // DrawX121SMCXSupDemOBSOrderBlock( + // rejectedOB, + // consolidationCycleHelper.mPOIDrawer // + // ); + // } + + // // + // if (hasRejectedFVG) + // { + // // + // DrawX121SMCXSupDemOBSFairValueGap( + // rejectedFVG, + // consolidationCycleHelper.mPOIDrawer // + // ); + // } + + // // + // if (!hasRejectedOB && + // !hasRejectedFVG) + // { + // // + // if (hasInsideSupDemZone) + // { + // // + // double min = 0; + // double max = 0; + // bool canSetMin = false; + // bool canSetMax = false; + + // // + // if (swingBar.IsValid()) + // { + // // + // canSetMin = + // min == 0 || min > swingBar.low; + // if (canSetMin) + // { + // min = swingBar.low; + // } + + // // + // canSetMax = + // max == 0 || max < swingBar.high; + // if (canSetMax) + // { + // max = swingBar.high; + // } + // } + + // // + // if (rejectBar.IsValid()) + // { + // // + // canSetMin = + // min == 0 || min > rejectBar.low; + // if (canSetMin) + // { + // min = rejectBar.low; + // } + + // // + // canSetMax = + // max == 0 || max < rejectBar.high; + // if (canSetMax) + // { + // max = rejectBar.high; + // } + // } + + // // + // if (breakerBar.IsValid()) + // { + // // + // canSetMin = + // min == 0 || min > breakerBar.low; + // if (canSetMin) + // { + // min = breakerBar.low; + // } + + // // + // canSetMax = + // max == 0 || max < breakerBar.high; + // if (canSetMax) + // { + // max = breakerBar.high; + // } + // } + + // // + // if (momentumBar.IsValid()) + // { + // // + // canSetMin = + // min == 0 || min > momentumBar.low; + // if (canSetMin) + // { + // min = momentumBar.low; + // } + + // // + // canSetMax = + // max == 0 || max < momentumBar.high; + // if (canSetMax) + // { + // max = momentumBar.high; + // } + // } + + // // + // upper = max; + // lower = min; + + // // + // if (hasInsideSupplyZone) + // { + // // + // isInsideZoneDirectionBullish = false; + // isInsideZoneDirectionBearish = true; + + // // + // lower = GetEntry( + // conditions.symbol, + // POSITION_TYPE_SELL // + // ); + // } + + // // + // if (hasInsideDemandZone) + // { + // // + // isInsideZoneDirectionBullish = true; + // isInsideZoneDirectionBearish = false; + + // // + // upper = GetEntry( + // conditions.symbol, + // POSITION_TYPE_BUY // + // ); + // } + // } + // } +} + +///////////////////////////////////////////////////////////////////////////////////////////////////// + + // + if (!hasInsideZone && + !hasRejectedZone && + hasInsideSupDemZone) + { + // + // Check Supply and Demand Zone Rejection ... + if (hasInsideSupplyZone) + { + // + isPriceRejected = IsReject( + X_DIRECTION_BEARISH, + decisionZBar, + insideSupplyZone, + decisionState, + swingBar, + rejectBar, + breakerBar, + momentumBar, + false // + ); + } + else if (hasInsideDemandZone) + { + // + isPriceRejected = IsReject( + X_DIRECTION_BULLISH, + decisionZBar, + insideDemandZone, + decisionState, + swingBar, + rejectBar, + breakerBar, + momentumBar, + false // + ); + } + } + +///////////////////////////////////////////////////////////////////////////////////////////////////// + + // // + // // Detect Overal Trend ... + // ENUM_X_DIRECTION trend; + // bool hasTrend = mConditions.DetectTrend( + // trend, + // zIndex // + // ); + // bool hasBullishTrend = + // // + // hasTrend && + // IsBullish(trend) + // // + // ; + // bool hasBearishTrend = + // // + // hasTrend && + // IsBearish(trend) + // // + // ; + // result = hasTrend; + // if (!result) + // { + // return result; + // } + + // // + // // Now We Have to Detect at least One OrderBlock with FVG ... + // // for Trend Approvement ... + // bool hasOrderBlock = mConditions.HasOrderBlock(); + // bool hasFairValueGap = mConditions.HasFairValueGap(); + // if (!hasOrderBlock && + // !hasFairValueGap) + // { + // // + // int count = 0; + // bool has = false; + + // // + // XCFVG *fvg = NULL; + // XCOrderBlock *ob = NULL; + + // // + // if (hasBullishTrend) + // { + // // + // has = consolidationState.HasBullishOrderBlocks(); + // count = consolidationState.CountBullishOrderBlocks(); + + // // + // if (has) + // { + // // + // // Check Order Block ... + // for (int i = 0; i < count; i++) + // { + // // + // XCOrderBlock *iOB = consolidationState.bullishOrderBlocks[i]; + + // // + // iOB.To(cTime); + + // // + // // Check From Passes ... + // bool isFromPassed = iOB.From() > mConditions.demandZone.From(); + // if (!isFromPassed) + // { + // continue; + // } + + // // + // // Must inside DemandZone ... + // bool isInsideDemand = IsInsideDiff( + // iOB, + // mConditions.demandZone // + // ); + // if (!isInsideDemand) + // { + // continue; + // } + + // // + // // Check Started ... + // XOHCL startedBar; + // ENUM_X_DIRECTION startedDir; + // bool isStarted = iOB.IsStarted( + // X_DIRECTION_BULLISH, + // startedBar, + // startedDir // + // ); + // if (!isStarted) + // { + // // + // startedBar.Clean(); + // continue; + // } + + // // + // // Converts to Box ... + // XBoxZone obBox; + // bool hasOBBox = ToBox( + // obBox, + // iOB // + // ); + // if (!hasOBBox) + // { + // // + // obBox.Clean(); + // startedBar.Clean(); + // continue; + // } + + // // + // // Check Zone Must not Used before ... + // bool isUsed = IsBoxUsed( + // obBox, + // startedBar.Index() - 1, + // zIndex // + // ); + // if (isUsed) + // { + // // + // obBox.Clean(); + // startedBar.Clean(); + // continue; + // } + + // // + // ob = iOB; + + // // + // obBox.Clean(); + // startedBar.Clean(); + + // // + // break; + // } + + // // + // // Detect Fair Value Gap ... + // if (ob != NULL && + // ob.IsValid()) + // { + // // + // has = analyseState.HasBullishFairValueGaps(); + // count = analyseState.CountBullishFairValueGaps(); + // if (has) + // { + // // + // // Check Fir Value Gap ... + // for (int i = 0; i < count; i++) + // { + // // + // XCFVG *iFVG = analyseState.bullishFairValueGaps[i]; + + // // + // iFVG.To(cTime); + + // // + // // Check From Passes ... + // bool isFromPassed = iFVG.From() > ob.From(); + // if (!isFromPassed) + // { + // continue; + // } + + // // + // // Check Started ... + // XOHCL startedBar; + // ENUM_X_DIRECTION startedDir; + // bool isStarted = iFVG.IsStarted( + // X_DIRECTION_BULLISH, + // startedBar, + // startedDir // + // ); + // if (!isStarted) + // { + // // + // startedBar.Clean(); + // continue; + // } + + // // + // // Converts to Box ... + // XBoxZone fvgBox; + // bool hasFVGBox = ToBox( + // fvgBox, + // iFVG // + // ); + // if (!hasFVGBox) + // { + // // + // fvgBox.Clean(); + // startedBar.Clean(); + // continue; + // } + + // // + // // Check Inside Order Block ... + // bool isInside = IsInsideDiff( + // iFVG, + // ob, + // true // Force Side Out ... + // ); + // if (!isInside) + // { + // continue; + // } + + // // + // fvg = iFVG; + + // // + // fvgBox.Clean(); + // startedBar.Clean(); + + // // + // break; + // } + // } + // else + // { + // // + // ob = NULL; + // } + // } + // } + // } + // else if (hasBearishTrend) + // { + // // + // has = consolidationState.HasBearishOrderBlocks(); + // count = consolidationState.CountBearishOrderBlocks(); + + // // + // if (has) + // { + // // + // // Check Order Block ... + // for (int i = 0; i < count; i++) + // { + // // + // XCOrderBlock *iOB = consolidationState.bearishOrderBlocks[i]; + + // // + // iOB.To(cTime); + + // // + // // Check From Passes ... + // bool isFromPassed = iOB.From() > mConditions.supplyZone.From(); + // if (!isFromPassed) + // { + // continue; + // } + + // // + // // Must inside DemandZone ... + // bool isInsideDemand = IsInsideDiff( + // iOB, + // mConditions.supplyZone // + // ); + // if (!isInsideDemand) + // { + // continue; + // } + + // // + // // Check Started ... + // XOHCL startedBar; + // ENUM_X_DIRECTION startedDir; + // bool isStarted = iOB.IsStarted( + // X_DIRECTION_BEARISH, + // startedBar, + // startedDir // + // ); + // if (!isStarted) + // { + // // + // startedBar.Clean(); + // continue; + // } + + // // + // // Converts to Box ... + // XBoxZone obBox; + // bool hasOBBox = ToBox( + // obBox, + // iOB // + // ); + // if (!hasOBBox) + // { + // // + // obBox.Clean(); + // startedBar.Clean(); + // continue; + // } + + // // + // // Check Zone Must not Used before ... + // bool isUsed = IsBoxUsed( + // obBox, + // startedBar.Index() - 1, + // zIndex // + // ); + // if (isUsed) + // { + // // + // obBox.Clean(); + // startedBar.Clean(); + // continue; + // } + + // // + // ob = iOB; + + // // + // obBox.Clean(); + // startedBar.Clean(); + + // // + // break; + // } + + // // + // // Detect Fair Value Gap ... + // if (ob != NULL && + // ob.IsValid()) + // { + // // + // has = analyseState.HasBearishFairValueGaps(); + // count = analyseState.CountBearishFairValueGaps(); + // if (has) + // { + // // + // // Check Fir Value Gap ... + // for (int i = 0; i < count; i++) + // { + // // + // XCFVG *iFVG = analyseState.bearishFairValueGaps[i]; + + // // + // iFVG.To(cTime); + + // // + // // Check From Passes ... + // bool isFromPassed = iFVG.From() > ob.From(); + // if (!isFromPassed) + // { + // continue; + // } + + // // + // // Check Started ... + // XOHCL startedBar; + // ENUM_X_DIRECTION startedDir; + // bool isStarted = iFVG.IsStarted( + // X_DIRECTION_BEARISH, + // startedBar, + // startedDir // + // ); + // if (!isStarted) + // { + // // + // startedBar.Clean(); + // continue; + // } + + // // + // // Converts to Box ... + // XBoxZone fvgBox; + // bool hasFVGBox = ToBox( + // fvgBox, + // iFVG // + // ); + // if (!hasFVGBox) + // { + // // + // fvgBox.Clean(); + // startedBar.Clean(); + // continue; + // } + + // // + // // Check Inside Order Block ... + // bool isInside = IsInsideDiff( + // iFVG, + // ob, + // true // Force Side Out ... + // ); + // if (!isInside) + // { + // continue; + // } + + // // + // fvg = iFVG; + + // // + // fvgBox.Clean(); + // startedBar.Clean(); + + // // + // break; + // } + // } + // else + // { + // // + // ob = NULL; + // } + // } + // } + // } + + // // + // if (ob != NULL && + // fvg != NULL) + // { + // // + // mConditions.orderBlock = ob; + // mConditions.fairValueGap = fvg; + // } + + // // + // hasOrderBlock = mConditions.HasOrderBlock(); + // hasFairValueGap = mConditions.HasFairValueGap(); + // } + + // // + // bool isTrendApproved = hasOrderBlock && + // hasFairValueGap; + // result = isTrendApproved; + // if (!result) + // { + // return result; + // } + + // // + // mConditions.UpdateTo(cTime); + + // // + // // TODO: Remove ... + // RemoveDraws(); + // DrawConditions( + // mConditions, + // visionCycleHelper.mPOIDrawer // + // ); + + // // + // // Now We have to Detect Start Zones ... + // int count = 0; + // bool has = false; + + // + + // // + // XBoxZone targetBoxes[]; + // if (hasBullishTrend) + // { + // // + // // + // } + // else if (hasBearishTrend) + // { + // // + // // Demand Zones ... + // has = consolidationState.HasDemandZones(); + // count = consolidationState.CountDemandZones(); + // XBoxZone demandBox; + + // // + // if (has) + // { + // // + // XCDemandZone *demands[]; + // for (int i = 0; i < count; i++) + // { + // // + // XCDemandZone *iZone = consolidationState.demandZones[i]; + + // // + // iZone.To(cTime); + + // // + // // Check Price ... + // bool isPricePassed = decisionCBar.low > iZone.Upper(); + // if (!isPricePassed) + // { + // continue; + // } + + // // + // XBoxZone iBox; + // bool hasBox = ToBox( + // iBox, + // iZone // + // ); + // if (!hasBox) + // { + // // + // iBox.Clean(); + // continue; + // } + + // // // + // // XCDemandZoneObject *iObj; + // // bool isCreated = visionCycleHelper + // // .mPOIDrawer + // // .CreateDemandZone( + // // iZone, + // // iObj // + // // ); + + // // + // Add( + // iZone, + // demands // + // ); + + // // + // // AddRef( + // // iBox, + // // targetBoxes // + // // ); + + // // + // iBox.Clean(); + // } + + // // + // count = ArraySize(demands); + // has = IsValidSize(count); + // if (has) + // { + // // + // int lowestIDX = GetLowest(demands); + // int highestIDX = GetHighest(demands); + // int youngestIDX = GetYoungest(demands); + // bool hasHighAndLow = + // IsValidIndex(lowestIDX) && + // IsValidIndex(highestIDX) && + // IsValidIndex(youngestIDX); + // if (hasHighAndLow) + // { + // // + // XBoxZone box; + + // // + // box.symbol = demands[highestIDX].GetSymbol(); + // box.period = demands[highestIDX].GetPeriod(); + + // // + // box.to = cTime; + // box.dir = X_DIRECTION_BULLISH; + // box.from = demands[youngestIDX].From(); + // box.type = demands[highestIDX].TypeAsString(); + + // // + // box.upper = demands[highestIDX].Upper(); + // box.lower = demands[lowestIDX].Lower(); + + // // + // bool isValid = box.IsValid(); + // if (isValid) + // { + // // // + // // XCBoxObject *iBoxObj; + // // bool isCreated = visionCycleHelper + // // .mPOIDrawer + // // .CreateBox( + // // box, + // // iBoxObj // + // // ); + + // // // + // // if (isCreated) + // // { + // // // + // // color boxColor = + // // IsBullish(box.dir) + // // ? clrAqua + // // : clrMagenta; + + // // // + // // ENUM_LINE_STYLE boxStyle = STYLE_DOT; + + // // // + // // iBoxObj.BoxColor(boxColor); + // // iBoxObj.BoxStyle(boxStyle); + + // // // + // // Print("BOX ..."); + + // // } + + // // + // demandBox = box; + // } + + // // + // box.Clean(); + // } + // } + // } + + // // + // // Bullish Order Blocks ... + // // has = consolidationState.HasBullishOrderBlocks(); + // // count = consolidationState.CountBullishOrderBlocks(); + + // // + // // if (has) + // // { + // // // + // // for (int i = 0; i < count; i++) + // // { + // // // + // // XCOrderBlock *iZone = consolidationState.bullishOrderBlocks[i]; + + // // // + // // iZone.To(cTime); + + // // // + // // // Check Price ... + // // bool isPricePassed = decisionCBar.low > iZone.Upper(); + // // if (!isPricePassed) + // // { + // // continue; + // // } + + // // // + // // XBoxZone iBox; + // // bool hasBox = ToBox( + // // iBox, + // // iZone // + // // ); + // // if (!hasBox) + // // { + // // // + // // iBox.Clean(); + // // continue; + // // } + + // // // + // // AddRef( + // // iBox, + // // targetBoxes // + // // ); + + // // // + // // iBox.Clean(); + // // } + // // } + + // // + // // Bullish Fair Value Gaps ... + // // has = consolidationState.HasBullishFairValueGaps(); + // // count = consolidationState.CountBullishFairValueGaps(); + + // // + // // if (has) + // // { + // // // + // // for (int i = 0; i < count; i++) + // // { + // // // + // // XCFVG *iZone = consolidationState.bullishFairValueGaps[i]; + + // // // + // // iZone.To(cTime); + + // // // + // // // Check Price ... + // // bool isPricePassed = decisionCBar.low > iZone.Upper(); + // // if (!isPricePassed) + // // { + // // continue; + // // } + + // // // + // // XBoxZone iBox; + // // bool hasBox = ToBox( + // // iBox, + // // iZone // + // // ); + // // if (!hasBox) + // // { + // // // + // // iBox.Clean(); + // // continue; + // // } + + // // // + // // AddRef( + // // iBox, + // // targetBoxes // + // // ); + + // // // + // // iBox.Clean(); + // // } + // // } + // } + + // // + // count = ArraySize(targetBoxes); + // has = IsValidSize(count); + // if (has) + // { + // // + // for (int i = 0; i < count; i++) + // { + // // + // XBoxZone iBox = targetBoxes[i]; + + // // + // XCBoxObject *iBoxObj; + // bool isCreated = visionCycleHelper + // .mPOIDrawer + // .CreateBox( + // iBox, + // iBoxObj // + // ); + + // // + // iBox.Clean(); + // } + // } + +///////////////////////////////////////////////////////////////////////////////////////////////////// + + // + // When FVg is Worked ... + else + { + // + XCFVG *fvgs[]; + if (isBullish) + { + // + Copy( + analyseState.bullishFairValueGaps, + fvgs // + ); + } + else + { + // + Copy( + analyseState.bearishFairValueGaps, + fvgs // + ); + } + + // + // int count = ArraySize(fvgs); + // bool has = IsValidSize(count); + // if (has) + // { + // // + // for (int i = 0; i < count; i++) + // { + // // + // XCBaseObject *iObj; + // bool isCreate = visionCycleHelper + // .mPOIDrawer + // .CreateFairValueGap( + // fvgs[i], + // iObj // + // ); + // } + // } + + // + // Extract UnActivated FVGs ... + int fvgsCount = FilterZones( + // + fvgs, + // + trend, + NULL, // For Period ... + workerBar.time, + // + // Start ... + XZONE_STATE_IGNORED, + true, // Force Body Out ... + // + // Activation ... + XZONE_STATE_FAILED, + false, // Force Body Out ... + // + // Breaktion ... + XZONE_STATE_IGNORED, + false, // Force Body Out ... + // + // Works ... + XZONE_STATE_IGNORED, + false, // Body Out ... + // + true, // Apply Sorting ... + true // Ignore Inside ... + ); + + // + bool has = IsValidSize(fvgsCount); + if (has) + { + // + int youngestIDX = GetYoungest(fvgs); + has = IsValidIndex(youngestIDX); + if (has) + { + // + workingZone + .orderFlow[youngestOBFVGIDX] + .fvg = fvgs[youngestIDX]; + + // + workingZone.UpdateTo(cTime); + + // + XCBaseObject *iFVGObj; + bool isCreated = visionCycleHelper + .mPOIDrawer.CreateFairValueGap( + fvgs[youngestIDX], + iFVGObj // + ); + if (isCreated) + { + Print(""); + } + } + } + } + +///////////////////////////////////////////////////////////////////////////////////////////////////// + + // + // TODO: Neews to Review ... + else if ( + isOBWorked && + isFVGWorked && + isOBActivated && + isFVGActivated && + fvgActivationBar.time >= obActivationBar.time && + fvgActivationBar.time <= obActivationBar.NextAt() && + obWorkerBar.time > fvgWorkerBar.time) + { + // + XOHCL iBar; + bool isBarPassed = iBar.Init( + symbol, + period, + zIndex // + ); + + // + if (isBarPassed) + { + // + bool isBarInsideFVG = + isBullish + ? ( + // + iBar.low < workingZone.orderFlow[youngestOBFVGIDX].fvg.Upper() && + iBar.high > workingZone.orderFlow[youngestOBFVGIDX].fvg.Lower() && + // + consolidationZBar.low < workingZone.orderFlow[youngestOBFVGIDX].fvg.Upper() + // + ) + : ( + // + iBar.high > workingZone.orderFlow[youngestOBFVGIDX].fvg.Lower() && + iBar.low < workingZone.orderFlow[youngestOBFVGIDX].fvg.Upper() && + // + consolidationZBar.high > workingZone.orderFlow[youngestOBFVGIDX].fvg.Lower() + // + ); + if (isBarInsideFVG) + { + Print(""); + } + } + + // + iBar.Clean(); + } + +///////////////////////////////////////////////////////////////////////////////////////////////////// + + + // + // TODO: + // Remove Drawn Objects ... + + // // + // if (hasNewOB) + // { + // // + // XCBaseObject *iObj; + // bool isCreated = visionCycleHelper + // .mPOIDrawer + // .CreateOrderBlock( + // newOB, + // iObj // + // ); + // Print("New OB"); + // } + + // // + // if (hasNewFVG) + // { + // // + // XCBaseObject *iObj; + // bool isCreated = visionCycleHelper + // .mPOIDrawer + // .CreateFairValueGap( + // newFVG, + // iObj // + // ); + // Print("New FVG"); + // } + + // // + // if (hasNewAnalyseOB) + // { + // // + // XCBaseObject *iObj; + // bool isCreated = analyseCycleHelper + // .mPOIDrawer + // .CreateOrderBlock( + // newAnalyseOB, + // iObj // + // ); + // Print("New OB"); + // } + + // // + // if (hasNewAnalyseFVG) + // { + // // + // XCBaseObject *iObj; + // bool isCreated = analyseCycleHelper + // .mPOIDrawer + // .CreateFairValueGap( + // newAnalyseFVG, + // iObj // + // ); + // Print("New FVG"); + // } + +///////////////////////////////////////////////////////////////////////////////////////////////////// + + // + XPoint llPoint; + llPoint.value = iLL; + llPoint.at = iLLTime; + + // + // + + // + XPoint hhPoint; + hhPoint.value = iHH; + hhPoint.at = iHHTime; + + // + XPoint llSwings[]; + AddRef( + llPoint, + llSwings // + ); + + // + llPoint.at = iHHTime; + AddRef( + llPoint, + llSwings // + ); + + // + // + + // + XPoint hhSwings[]; + + // + hhPoint.at = iLLTime; + AddRef( + hhPoint, + hhSwings // + ); + + // + hhPoint.at = iHHTime; + AddRef( + hhPoint, + hhSwings // + ); + + // + XCTrendObject *llTrendObj; + bool isCreated = mXWZPOIDrawer.CreateTrend( + llSwings, + llTrendObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(llTrendObj); + } + + // + XCTrendObject *hhTrendObj; + isCreated = mXWZPOIDrawer.CreateTrend( + hhSwings, + hhTrendObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(hhTrendObj); + } + + // + // + + // + Clean(llSwings); + Clean(hhSwings); + llPoint.Clean(); + hhPoint.Clean(); + +///////////////////////////////////////////////////////////////////////////////////////////////////// + + +///////////////////////////////////////////////////////////////////////////////////////////////////// + diff --git a/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.expert.alert.class.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.expert.alert.class.mq5 new file mode 100644 index 0000000..680898a --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.expert.alert.class.mq5 @@ -0,0 +1,2458 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// -------------------------------------- +// Name: XC121SMCExpert +// 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-expert.class.mq5" +#include "../../Helpers/x-saherelm.x121.xcc.helper.mq5" +#include "../../Helpers/x-saherelm.x121.xct.helper.mq5" +#include "../Classes/x-121.smc.x-tradehandler.class.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "../Strategy/x-121.smc.strategy.class.mq5" + +// +// Definitions ... +string XC121SMCExpertToken = "XC121SMCEA"; + +// +// Implementation ... + +class XC121SMCExpert : public XCBaseExpert +{ + // + public: + // + XCX121XCCHelper *xccHelper; + XCX121XCTHelper *xctHelper; + + // + // Signal Event Listener ... + TOnStopLoss OnPositionSLEventListener; + TOnTakeProfit OnPositionTPEventListener; + TOnPartialClose OnPositionPartialCloseEventListener; + TOnModify OnPositionModifiedEventListener; + TOnForceClose OnPositionForceCloseEventListener; + + // + TOnDealsChanged OnDealsChangedEventListener; + TOnOrdersChanged OnOrdersChangedEventListener; + TOnPositionsChanged OnPositionsChangedEventListener; + + // + TOnX121SMCSignal OnSignalEventListener; + + // + // Constructor(s) ... + XC121SMCExpert() + { + } + + // + // Deconstructor(s) ... + ~XC121SMCExpert() + { + Clean(mStrategies); + } + + // + // Getter(s) / Setter(s) ... + + // + // Signalling Props ... + + /** + * Get Allow Long Signals State ... + * + * @return ( bool ) + */ + bool AllowLong() + { + return mAllowLong; + } + + /** + * Set Allow Long Signals State ... + * + * @param value: Boolean ... + */ + void AllowLong(bool value) + { + // + mAllowLong = value; + ReConfigure(); + } + + /** + * Get Allow Short Signals State ... + * + * @return ( bool ) + */ + bool AllowShort() + { + return mAllowShort; + } + + /** + * Set Allow Short Signals State ... + * + * @param value: Boolean ... + */ + void AllowShort(bool value) + { + // + mAllowShort = value; + ReConfigure(); + } + + /** + * Get Max Allowed Long Signals ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedLongs() + { + return mMaxAllowedLongs; + } + + /** + * Set Max Allowed Long Signals ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedLongs(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedLongs = value; + ReConfigure(); + } + + /** + * Get Max Allowed Short Signals ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedShorts() + { + return mMaxAllowedShorts; + } + + /** + * Set Max Allowed Short Signals ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedShorts(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedShorts = value; + ReConfigure(); + } + + /** + * Get Use Max Allowed Signal Types Per Symbol State ... + * + * @return ( bool ) + */ + bool UseMaxAllowedSignalsPerSymbol() + { + return mUseMaxAllowedSignalsPerSymbol; + } + + /** + * Set Use Max Allowed Signal Types Per Symbol State ... + * + * @param value: Boolean ... + */ + void UseMaxAllowedSignalsPerSymbol(bool value) + { + // + mUseMaxAllowedSignalsPerSymbol = false; + ReConfigure(); + } + + /** + * Get Last Position Profit In Points for Accept new Signal ... + * 0 => Accept All ... + * + * @return ( double ) + */ + double LastPositionProfitForAcceptNextInPoint() + { + return mLastPositionProfitForAcceptNextInPoint; + } + + /** + * Set Last Position Profit In Points for Accept new Signal ... + * + * @param value: Double ... + * 0 => Accept All ... + */ + void LastPositionProfitForAcceptNextInPoint(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mLastPositionProfitForAcceptNextInPoint = value; + ReConfigure(); + } + + /** + * Get Delay between two Signals in Bars ... + * 0 => Accept All ... + * + * @return ( int ) + */ + int DelaysBetweenTwoSignalsInBar() + { + return mDelaysBetweenTwoSignalsInBar; + } + + /** + * Set Delay between two Signals in Bars ... + * + * @param value: Integer ... + * 0 => Accept All ... + */ + void DelaysBetweenTwoSignalsInBar(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mDelaysBetweenTwoSignalsInBar = value; + ReConfigure(); + } + + /** + * Get Max Allowed Spread for Signalling ... + * 0 => Accept All ... + * + * @return ( double ) + */ + double MaxAllowedSpread() + { + return mMaxAllowedSpread; + } + + /** + * Set Max Allowed Spread for Signalling ... + * + * @param value: Double ... + * 0 => Accept All ... + */ + void MaxAllowedSpread(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSpread = value; + ReConfigure(); + } + + /** + * Get Minimum Spread Verification for Signalling ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int MinRequiredVerificationForSpreadPass() + { + return mMinRequiredVerificationForSpreadPass; + } + + /** + * Set Minimum Spread Verification for Signalling ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void MinRequiredVerificationForSpreadPass(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMinRequiredVerificationForSpreadPass = value; + ReConfigure(); + } + + // + // Trade ... + + /** + * Get Allow Open Trade On Signals State ... + * + * @return ( bool ) + */ + bool AllowTrade() + { + return mAllowTrade; + } + + /** + * Set Allow Open Trade On Signals State ... + * + * @param value: Boolean ... + */ + void AllowTrade(bool value) + { + mAllowTrade = value; + } + + /** + * Get Enable Trade on Signals on Time ... + * + * @return ( string ) + */ + string StartTradeAt() + { + return mStartTradeAt; + } + + /** + * Set Enable Trade on Signals on Time ... + * + * @param value: String ... + */ + void StartTradeAt(string value) + { + mStartTradeAt = value; + } + + /** + * Get Enable Trade on Signals on Time ... + * + * @return ( string ) + */ + string StopTradeAt() + { + return mStopTradeAt; + } + + /** + * Set Enable Trade on Signals on Time ... + * + * @param value: String ... + */ + void StopTradeAt(string value) + { + mStopTradeAt = value; + } + + /** + * Get Enable Close All Trades on Signals on Time ... + * + * @return ( string ) + */ + string CloseAllTradesAt() + { + return mCloseAllTradesAt; + } + + /** + * Set Enable Close All Trades on Signals on Time ... + * + * @param value: String ... + */ + void CloseAllTradesAt(string value) + { + mCloseAllTradesAt = value; + } + + // + // Risk Management Props ... + + /** + * Get Risk to Reward Ratio ... + * + * @return ( double ) + */ + double R2R() + { + return mR2R; + } + + /** + * Set Risk to Reward Ratio ... + * + * @param value: Double ... + */ + void R2R(double value) + { + // + if (value < 1) + { + value = 1; + } + + // + mR2R = value; + ReConfigure(); + } + + /** + * Get Static Volume ... + * + * @return ( double ) + */ + double Volume() + { + return mVolume; + } + + /** + * Set Static Volume ... + * + * @param value: Double ... + */ + void Volume(double value) + { + // + if (value < 0.01) + { + value = 0.01; + } + + // + mVolume = value; + ReConfigure(); + } + + /** + * Get Static Balance for Calculate Trade Volume ... + * + * @return ( double ) + */ + double StaticBalance() + { + return mStaticBalance; + } + + /** + * Set Static Balance for Calculate Trade Volume ... + * + * @param value: Argument 1 + */ + void StaticBalance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mStaticBalance = value; + } + + /** + * Get Balance Used In Each Trade ... + * + * @return ( double ) + */ + double BalancePerTrade() + { + return mBalancePerTrade; + } + + /** + * Set Balance Used In Each Trade ... + * + * @param value: Argument 1 + */ + void BalancePerTrade(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mBalancePerTrade = value; + } + + /** + * Get Risk Percent Per Balance in Each Trade ... + * + * @return ( double ) + */ + double RiskPercentPerBalance() + { + return mRiskPercentPerBalance; + } + + /** + * Set Risk Percent Per Balance in Each Trade ... + * + * @param value: Double + */ + void RiskPercentPerBalance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mRiskPercentPerBalance = value; + ReConfigure(); + } + + /** + * Get Dynamic Risk Management State ... + * + * @return ( bool ) + */ + bool DynamicRiskManagement() + { + return mDynamicRiskManagement; + } + + /** + * Set Dynamic Risk Management State ... + * + * @param value: Boolean ... + */ + void DynamicRiskManagement(bool value) + { + // + mDynamicRiskManagement = value; + ReConfigure(); + } + + /** + * Get Use Dynamic Volume State ... + * + * @return ( bool ) + */ + bool UseDynamicVolume() + { + return mUseDynamicVolume; + } + + /** + * Set Use Dynamic Volume State ... + * + * @param value: Boolean ... + */ + void UseDynamicVolume(bool value) + { + // + mUseDynamicVolume = value; + ReConfigure(); + } + + /** + * Get Increase Volume Step ... + * + * @return ( double ) + */ + double DynamicVolumeStep() + { + return mDynamicVolumeStep; + } + + /** + * Set Increase Volume Step ... + * + * @param value: Double ... + */ + void DynamicVolumeStep(double value) + { + // + if (value < 0.01) + { + value = 0.01; + } + + // + mDynamicVolumeStep = value; + ReConfigure(); + } + + /** + * Get Balance Factor for Generate Dynamic Volume ... + * + * @return ( double ) + */ + double DynamicVolumeBalanceFactor() + { + return mDynamicVolumeBalanceFactor; + } + + /** + * Set Balance Factor for Generate Dynamic Volume ... + * + * @param value: Double ... + */ + void DynamicVolumeBalanceFactor(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mDynamicVolumeBalanceFactor = value; + ReConfigure(); + } + + /** + * Get Max Allowed Drawdown Percent for Open Trades ... + * 0 => Ignore ... + * min => 0 ... + * max => 100 ... + * + * @return ( double ) + */ + double MaxAllowedDrawdownToOpenTrades() + { + return mMaxAllowedDrawdownToOpenTrades; + } + + /** + * Set Max Allowed Drawdown Percent for Open Trades ... + * + * @param value: Double ... + * 0 => Ignore ... + * min => 0 ... + * max => 100 ... + */ + void MaxAllowedDrawdownToOpenTrades(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + if (value > 50) + { + value = 50; + } + + // + mMaxAllowedDrawdownToOpenTrades = value; + ReConfigure(); + } + + /** + * Get Max Allowed SL for Pause Signalling Per Symbol ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedSLToPauseSignallingPerSymbol() + { + return mMaxAllowedSLToPauseSignallingPerSymbol; + } + + /** + * Set Max Allowed SL for Pause Signalling Per Symbol ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedSLToPauseSignallingPerSymbol(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSLToPauseSignallingPerSymbol = value; + ReConfigure(); + } + + /** + * Get Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int PauseSignallingAfterReachesMaxAllowedSLInSecconds() + { + return mPauseSignallingAfterReachesMaxAllowedSLInSecconds; + } + + /** + * Set Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void PauseSignallingAfterReachesMaxAllowedSLInSecconds(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mPauseSignallingAfterReachesMaxAllowedSLInSecconds = value; + ReConfigure(); + } + + // + // Protection Props ... + + /** + * Get Allow Hedge Positions State ... + * + * @return ( bool ) + */ + bool AllowHedging() + { + return mAllowHedging; + } + + /** + * Set Allow Hedge Positions State ... + * + * @param value: Boolean ... + */ + void AllowHedging(bool value) + { + // + mAllowHedging = value; + ReConfigure(); + } + + /** + * Get Minimum Open Positions for Hedging ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int MinOpenTradesFroHedging() + { + return mMinOpenTradesFroHedging; + } + + /** + * Set Minimum Open Positions for Hedging ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void MinOpenTradesFroHedging(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMinOpenTradesFroHedging = value; + ReConfigure(); + } + + /** + * Get Minimum Volume Step for Hedging ... + * 0 => Ignore ... + * + * @return ( double ) + */ + double HedgingMinVolumeStep() + { + return mHedgingMinVolumeStep; + } + + /** + * Set Minimum Volume Step for Hedging ... + * + * @param value: Double ... + * 0 => Ignore ... + */ + void HedgingMinVolumeStep(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + if (value > 0 && value < 0.01) + { + value = 0.01; + } + + // + if (value > 0 && value > 0.1) + { + value = 0.1; + } + + // + mHedgingMinVolumeStep = value; + ReConfigure(); + } + + /** + * Get Minimum Required Profit Per Volume Step for Hedging ... + * 0 => Ignore ... + * + * @return ( double ) + */ + double HedgeingMinRequiredProfitPerVolumeStep() + { + return mHedgeingMinRequiredProfitPerVolumeStep; + } + + /** + * Set Minimum Required Profit Per Volume Step for Hedging ... + * + * @param value: Double ... + * 0 => Ignore ... + */ + void HedgeingMinRequiredProfitPerVolumeStep(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mHedgeingMinRequiredProfitPerVolumeStep = value; + ReConfigure(); + } + + // + // Actions ... + + /** + * Handle OnSignalRecieved Event ... + * + * @param signal: XSignal instance ... + * @param conditions: X121SMCStrategyConditions instance ... + */ + void HandleOnSignalRecieved( + XSignal &signal, + X121SMCStrategyConditions &conditions // + ) + { + // + // Check Signal and Conditions Validations ... + + // + if (!signal.IsValid()) + { + return; + } + + // + if (!conditions.IsValid()) + { + return; + } + + // + bool isLong = IsLong(signal.type); + + // + // Notify When a Raw (Unfiltered) Signal Recieved + // if it's Provided ... + bool mAlertRawSignals = false; + if (mAlertRawSignals) + { + // + string msg = "Raw " + (IsLong(signal.type) ? "Long" : "Short") + + " Signal Recieved: (" + signal.provider + "," + + signal.symbol + "," + + ToString(signal.period) + + ") ..."; + + // + Alert(msg); + } + + // + // Apply Volume On Signal ... + ApplyVolumeOnSignal(signal); + + // + // Chekc Signalling Enable or not ... + bool canContinue = + isLong + ? AllowLong() + : AllowShort(); + if (!canContinue) + { + return; + } + + // + // TODO: Apply Filtering On Signal ... + bool isFiltered = false; + if (isFiltered) + { + // + mTradeHandler.Remove(signal); + return; + } + + // + // Attach Conditions Summary to Signal ... + string conditionsSummary = conditions.GenerateSummary( + false, + false, + true, + false // + ); + + // + // TODO: Retrieve Conditions Summary based on Filter ... + signal.conditions = conditionsSummary; + + // + datetime currentTime = TimeCurrent(); + + // + // Chack Allow Trades ... + bool allowTrade = AllowTrade(); + if (allowTrade) + { + // + string startTime = StartTradeAt(); + string endTime = StopTradeAt(); + bool isTimePassed = IsTimeInRange( + TimeCurrent(), + startTime, + endTime // + ); + + // + if (isTimePassed) + { + // + // Execute Signal Using Trade Handler ... + ENUM_X_SIGNAL_EXECUTION_RESULT state; + bool isExecuted = mTradeHandler.ExecuteSignal( + signal, + conditions, + state, + false // ignore Policies ... + ); + } + } + else + { + // + // Only Alert Signals ... + string msg = (IsLong(signal.type) + ? "Long" + : "Short") + + " Signal Recieved: (" + + signal.provider + "," + + signal.symbol + "," + + ToString(signal.period) + + ") ..."; + + // + Alert(msg); + } + + // + signal.Clean(); + conditions.Clean(); + } + + // + // Override Actions ... + + /** + * Apply Default Configurations ... + */ + void DefaultConfigure() override + { + // + // Commons ... + Slippage(10); + TagPrefix(""); + MagicNumber(1694056); + + // + // Symbol ... + SetSymbol(_Symbol); + SetPeriod(_Period); + MultiSymbol(false); + Symbols("EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb"); + + // + // Signalling ... + Disabled(false); + AllowLong(true); + AllowShort(true); + + // + string tag = GetTag(); + + // + // Alert ... + SetAlertPrefix(tag); + SetAlertLogAlerts(true); + SetAlertPushAlerts(true); + SetAlertMailAlerts(false); + SetAlertEnableAlerts(true); + SetAlertTerminalAlerts(false); + + // + // Reports ... + ReportNewDays(true); + ReportNewWeeks(false); + ReportNewHours(false); + ReportNewMonths(false); + + // + R2R(1); + + // + // Volume Default Configurations ... + Volume(0.01); + UseDynamicVolume(false); + DynamicVolumeStep(0.01); + DynamicVolumeBalanceFactor(200); + + // + RiskPercentPerBalance(0); + DynamicRiskManagement(false); + } + + /** + * Vaslidate Inputs ... + * + * @return ( bool ) + */ + bool ValidateInputs() override + { + // + bool result = false; + + // + string errMessage = ""; + + // + bool isCommonValid = ( + // + Slippage() > 0 && + MagicNumber() > 0 + // + ); + if (!isCommonValid) + { + // + errMessage += "common configurations error;" + "\n"; + } + + // + // Checking Volume ... + bool isVolumeValid = true; + if (UseDynamicVolume()) + { + // + isVolumeValid = + DynamicVolumeStep() > 0 && + DynamicVolumeBalanceFactor() > 0; + if (!isVolumeValid) + { + errMessage += "Dynamic Volume configurations error;" + "\n"; + } + } + isVolumeValid = isVolumeValid && + Volume() > 0; + if (!isVolumeValid) + { + errMessage += "Static Volume configurations error;" + "\n"; + } + + // + result = + // + // Common ... + isCommonValid && + // + // Volume Coniguration ... + isVolumeValid && + // + // Otere ... + true + // + ; + + // + if (!result) + { + // + // Since here Logger not Initiallized, we Use Raw Print Command ... + errMessage = " Errors: \n" + errMessage; + Alert(errMessage); + } + + // + return result; + } + + // + // Initializers and DeInitializers ... + + /** + * Initial EA Requirements ... + * + * @return ( bool ) + */ + bool InitEA() override + { + // + bool result = true; + + // + // Initialize Indicator Helpers ... + + // + X121XCCInputs xccInputs; + xccInputs.Default(); + xccHelper = new XCX121XCCHelper(); + result = xccHelper.Init( + _Symbol, + _Period, + xccInputs // + ); + if (!result) + { + return result; + } + + // + X121XCTInputs xctInputs; + xctInputs.Default(); + xctHelper = new XCX121XCTHelper(); + result = xctHelper.Init( + _Symbol, + _Period, + xctInputs // + ); + if (!result) + { + return result; + } + + // + // Configure Alerts ... + SetAlertPrefix(GetTag()); + SetAlertEnableAlerts(GetAlertEnableAlerts()); + SetAlertLogAlerts(GetAlertLogAlerts()); + SetAlertMailAlerts(GetAlertMailAlerts()); + SetAlertPushAlerts(GetAlertPushAlerts()); + SetAlertTerminalAlerts(GetAlertTerminalAlerts()); + + // + // Create Trader Instance and Configure it ... + mTrader = new XCTrade( + Slippage(), + MagicNumber() // + ); + mTrader.AddOnStopLossEventHandler(OnPositionSLEventListener); + mTrader.AddOnTakeProfitEventHandler(OnPositionTPEventListener); + mTrader.AddOnDealsChangedEventHandler(OnDealsChangedEventListener); + mTrader.AddOnOrdersChangedEventHandler(OnOrdersChangedEventListener); + mTrader.AddOnModifyPositionEventHandler(OnPositionModifiedEventListener); + mTrader.AddOnPositionsChangedEventHandler(OnPositionsChangedEventListener); + mTrader.AddOnForceClosePositionEventHandler(OnPositionForceCloseEventListener); + mTrader.AddOnPartialClosePositionEventHandler(OnPositionPartialCloseEventListener); + + // + // Initialize Trade Handler ... + mTradeHandler = new XC121SMCTradeHandler(mTrader); + mTradeHandler.SaveTrades(false); + mTradeHandler.SaveSignals(false); + mTradeHandler.SaveConditions(false); + + // + ReConfigureTradeHandler(); + + // + // Parsers ... + XSymbolParser _symbolParser; + + // + // Single Symbol ... + if (!MultiSymbol()) + { + // + // Register Strategy ... + + // + // Create Class Instance ... + XCX121SMCBaseStrategy *iX121SMCStrategy; + iX121SMCStrategy = new XCX121SMCStrategy( + _Symbol, + _Period // + ); + + // + iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener); + + // + ConfigureStrategy(iX121SMCStrategy); + RegisterStrategy(iX121SMCStrategy); + } + // + // Multi Symbol ... + else + { + // + // Parse Symbols ... + string symbols[]; + int symbolsCount = SplitContent( + symbols, + Symbols() // + ); + result = IsValidSize(symbolsCount); + if (!result) + { + return result; + } + + // + for (int i = 0; i < symbolsCount; i++) + { + // + // Select Symbol ... + string iSymbol = symbols[i]; + + // + // Register Strategy Based On Symbol ... + + // + // Parse Symbol ... + bool isEURUSD = _symbolParser.IsEURUSD(_Symbol); + bool isGBPUSD = _symbolParser.IsGBPUSD(_Symbol); + bool isEURGBP = _symbolParser.IsEURGBP(_Symbol); + bool isUSDCHF = _symbolParser.IsUSDCHF(_Symbol); + bool isEURCHF = _symbolParser.IsEURCHF(_Symbol); + bool isUSDJPY = _symbolParser.IsUSDJPY(_Symbol); + bool isEURJPY = _symbolParser.IsEURJPY(_Symbol); + bool isUSDCAD = _symbolParser.IsUSDCAD(_Symbol); + bool isEURCAD = _symbolParser.IsEURCAD(_Symbol); + bool isAUDUSD = _symbolParser.IsAUDUSD(_Symbol); + bool isEURAUD = _symbolParser.IsEURAUD(_Symbol); + bool isNZDUSD = _symbolParser.IsNZDUSD(_Symbol); + bool isEURNZD = _symbolParser.IsEURNZD(_Symbol); + + // + // Check Symbol Can Register or not ... + bool canRegisterStrategy = true; + + // + if (canRegisterStrategy) + { + // + // Create Class Instance ... + XCX121SMCBaseStrategy *iX121SMCStrategy; + iX121SMCStrategy = new XCX121SMCStrategy( + iSymbol, + _Period // + ); + + // + iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener); + + // + // Register Strategy ... + ConfigureStrategy(iX121SMCStrategy); + RegisterStrategy(iX121SMCStrategy); + } + } + + // + Clean(symbols); + } + + // + return result; + } + + /** + * Destroy all Initialized EA Requirements ... + */ + void DestroyEA() override + { + // + ZeroMemory(xccHelper); + ZeroMemory(xctHelper); + ZeroMemory(mTradeHandler); + + // + delete xccHelper; + delete xctHelper; + delete mTradeHandler; + + // + Clean(mStrategies); + } + + /** + * Call all Registered Strategies On Tick ... + */ + void HandleStrategiesOnTick() override + { + // + // Check Force Close ... + string forceCloseTimeStr = CloseAllTradesAt(); + if (IsValid(forceCloseTimeStr)) + { + // + datetime forceCloseTime = ParseDateTimeFromTimeString(forceCloseTimeStr); + bool canForceClose = IsTimeInRange( + TimeCurrent(), + forceCloseTime // + ) && + !mIsForceCloseAtTime; + if (canForceClose) + { + mIsForceCloseAtTime = mTradeHandler.ForceClose(); + } + } + + // + // Update Positions Data ... + mTradeHandler.UpdateData(); + + // + // Protect Positions ... + mTradeHandler.HandleProtection(); + + // + int count = ArraySize(mStrategies); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + // Call Tick Handler Function ... + mStrategies[i].HandleTick(); + } + } + + /** + * Handle Strategies Guards ... + */ + void HandleStrategiesGuard() override + { + // + int count = ArraySize(mStrategies); + if (!IsValidSize(count)) + { + return; + } + + // + XPosition positions[]; + int positionsCount = mTrader.GetPositions( + positions, // Result ... + NULL, // Symbol ... + NULL, // Provider ... + NULL, // Period ... + X_POSITION_TYPE_ALL // All Types ... + ); + if (!IsValidSize(positionsCount)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + // Call Tick Handler Function ... + X121SMCGuard iGuards[]; + bool hasGuards = mStrategies[i].HandleGuard( + iGuards, + positions // + ); + if (hasGuards) + { + HandleGuards(iGuards); + } + } + + // + Clean(positions); + } + + // + // Event Handlers ... + + /** + * Calls When a Deals Changed Triggered ... + * + * @param count: Integer, Number of Changes ... + */ + void HandleOnDealsChanged(int count) override + { + } + + /** + * Calls When a Order Changed Triggered ... + * + * @param count: Integer, Number of Changes ... + */ + void HandleOnOrdersChanged(int count) override + { + } + + /** + * Calls When a Positions Changed Triggered ... + * + * @param count: Integer, Number of Changes ... + */ + void HandleOnPositionsChanged(int count) override + { + // + if (IsValidSize(count)) + { + mTradeHandler.HandleNewPosition(); + } + } + + /** + * Calls When a Position's SL Triggered ... + * + * @param deal: XDeal instance ... + */ + void HandleOnStopLossTriggered(const XDeal &deal) override + { + // + // Finish ... + mTradeHandler.Finish(deal); + + // + HandleReportBalance(); + } + + /** + * Calls When a Position's TP Triggered ... + * + * @param deal: XDeal instance ... + */ + void HandleOnTakeProfitTriggered(const XDeal &deal) override + { + // + // Finish ... + mTradeHandler.Finish(deal); + + // + bool useDynamicRiskManagement = DynamicRiskManagement(); + if (useDynamicRiskManagement) + { + mTradeHandler.ResetSymbolInfo(deal.symbol); + } + + // + HandleReportBalance(); + } + + /** + * Handle Force Close a Position ... + * + * @param ticket: Position Ticket ... + * @param position: XPosition ... + * @param comment: Closing Comment ... + */ + void HandleOnPositionForceClosed( + const ulong ticket, + const XPosition &position, + const string comment // + ) override + { + // + // Finish ... + mTradeHandler.Finish( + ticket, + position, + comment // + ); + + // + HandleReportBalance(); + } + + /** + * Reset All Paused Symbols on Each New Days ... + */ + void HandleOnNewDay() override + { + // + mIsForceCloseAtTime = false; + mTradeHandler.ResumePausedSymbols(); + } + + /** + * Re Configure Materials on Properties Changed ... + */ + void ReConfigure() override + { + // + ReConfigureTradeHandler(); + ReConfigureAllStrategies(); + } + + /** + * Generate Identifier Tag ... + * + * @return ( string ) + */ + string GetTag() override + { + // + string result = NULL; + + // + string tagPrefix = TagPrefix(); + if (IsValid(tagPrefix)) + { + result = tagPrefix; + } + else + { + result = ""; + } + + // + result = + XC121SMCExpertToken + result; + + // + return result; + } + + // + protected: + // + + // + // Props ... + + // + XC121SMCTradeHandler *mTradeHandler; // Trade Handler ... + XCX121SMCBaseStrategy *mStrategies[]; // Registere Strategies in EA ... + + // + // Actions ... + + /** + * Apply Volume Based On Configurations on Signal ... + * + * @param signal: XSignal instance + */ + void ApplyVolumeOnSignal(XSignal &signal) + { + // + if (signal.ignoreEAVolume) + { + return; + } + + // + double staticVolume = Volume(); + double fVolume = staticVolume > 0 + ? staticVolume + : 0.01; + + // + double staticBalance = StaticBalance(); + double accountBalance = mTrader.mAccount.GetBalance(); + double balance = staticBalance > 0 + ? staticBalance + : accountBalance; + + // + bool useDynamicVolume = UseDynamicVolume(); + double balancePerTrade = BalancePerTrade(); + double dynamicVolumeStep = DynamicVolumeStep(); + double riskPercentPerBalance = RiskPercentPerBalance(); + bool allowDynamicRiskManagement = DynamicRiskManagement(); + double dynamicVolumeBalanceFactor = DynamicVolumeBalanceFactor(); + + // + // Apply Static Volume ... + bool allowStaticVolume = staticVolume > 0; + + // + // Apply Dynamic Volume ... + bool aloowApplyDynamicVolume = useDynamicVolume && + dynamicVolumeStep && + dynamicVolumeBalanceFactor; + + // + // Apply Risk Per Trade Volume ... + bool allowApplyRiskPerTradeVolume = + !aloowApplyDynamicVolume && + riskPercentPerBalance > 0; + + // + // Apply Balance Per Trade Volume ... + bool allowApplyBalacePerTradeVolume = + !aloowApplyDynamicVolume && + !allowApplyRiskPerTradeVolume && + balancePerTrade > 0; + + // + // First Check Dynamic Volume ... + if (aloowApplyDynamicVolume) + { + // + // Dynamic Volume ... + double dVolume = mTrader.GetDynamicVolume( + signal.symbol, + dynamicVolumeBalanceFactor, + dynamicVolumeStep // + ); + if (dVolume < fVolume) + { + dVolume = fVolume; + } + + // + signal.volume = dVolume; + } + else if (allowApplyRiskPerTradeVolume) + { + // + double riskAmountPerBalance = (riskPercentPerBalance * balance) / 100; + + // + double risk = signal.GetRisk(); + double points = GetPoints(signal.symbol); + double riskInPoints = risk / points; + + // + double volume = mTrader.mAccount.CalculateVolume( + signal.symbol, + riskAmountPerBalance, + riskInPoints // + ); + if (volume <= 0) + { + volume = fVolume; + } + + // + // Check Dynamic Risk Management ... + bool allowDynamicRiskManagement = DynamicRiskManagement(); + if (allowDynamicRiskManagement) + { + // + // Calculate Dynamic Additional Risk Management Volume Multiplier ... + double mAdditionalRiskMultiplier = CalculateAdditionalVolumeMultiplier(signal); + if (mAdditionalRiskMultiplier < 1) + { + mAdditionalRiskMultiplier = 1; + } + + // + volume *= mAdditionalRiskMultiplier; + } + + // + signal.volume = volume; + } + else if (allowApplyBalacePerTradeVolume) + { + // + double risk = signal.GetRisk(); + double points = GetPoints(signal.symbol); + double riskInPoints = risk / points; + + // + double volume = mTrader.mAccount.CalculateVolume( + signal.symbol, + balancePerTrade, + riskInPoints // + ); + if (volume <= 0) + { + volume = fVolume; + } + + // + signal.volume = volume; + } + else if (allowStaticVolume) + { + signal.volume = staticVolume; + } + else + { + signal.volume = fVolume; + } + + // + // Normalize Signal Volume ... + signal.volume = NormalizeVolume( + signal.volume, + signal.symbol // + ); + } + + /** + * Configure Startegy ... + */ + void ConfigureStrategy(XCX121SMCBaseStrategy *&strategy) + { + // + if (strategy == NULL) + { + return; + } + + // + // Configure Alerts ... + strategy.SetAlertPrefix(GetTag()); + strategy.SetAlertLogAlerts(GetAlertLogAlerts()); + strategy.SetAlertMailAlerts(GetAlertMailAlerts()); + strategy.SetAlertPushAlerts(GetAlertPushAlerts()); + strategy.SetAlertEnableAlerts(GetAlertEnableAlerts()); + strategy.SetAlertTerminalAlerts(GetAlertTerminalAlerts()); + + // + // Confiugre Signalling ... + + // + strategy.R2R(R2R()); + strategy.AllowLong(AllowLong()); + strategy.AllowShort(AllowShort()); + strategy.MaxAllowedSpread(20); + // strategy.MaxAllowedSaveTicks(150); + // strategy.MinRequiredTicksForSpreadPass(100); + + // + if (Disabled()) + { + strategy.Disable(); + } + else + { + strategy.Enable(); + } + + // + } + + /** + * Register an Strategy in EA ... + * + * @param strategy: XCX121SMCBaseStrategy instance ... + */ + void RegisterStrategy(XCX121SMCBaseStrategy *strategy) + { + // + if (strategy == NULL) + { + return; + } + + // + ArrayResize( + mStrategies, + ArraySize(mStrategies) + 1 // + ); + + // + mStrategies[ArraySize(mStrategies) - 1] = strategy; + } + + /** + * Re Configure All Registered Strategies ... + */ + void ReConfigureAllStrategies() + { + // + int count = ArraySize(mStrategies); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + ConfigureStrategy(mStrategies[i]); + } + } + + /** + * Re Configure Trade Handler ... + */ + void ReConfigureTradeHandler() + { + // + if (mTradeHandler == NULL) + { + return; + } + + // + // Configure Alerts ... + mTradeHandler.SetAlertPrefix(GetTag()); + mTradeHandler.SetAlertEnableAlerts(GetAlertEnableAlerts()); + mTradeHandler.SetAlertLogAlerts(GetAlertLogAlerts()); + mTradeHandler.SetAlertMailAlerts(GetAlertMailAlerts()); + mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts()); + mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts()); + + // + mTradeHandler.AllowLong(AllowLong()); + mTradeHandler.AllowShort(AllowShort()); + mTradeHandler.MaxAllowedLongs(MaxAllowedLongs()); + mTradeHandler.MaxAllowedShorts(MaxAllowedShorts()); + mTradeHandler.UseMaxAllowedSignalsPerSymbol(UseMaxAllowedSignalsPerSymbol()); + mTradeHandler.LastPositionProfitForAcceptNextInPoint(LastPositionProfitForAcceptNextInPoint()); + mTradeHandler.DelaysBetweenTwoSignalsInBar(DelaysBetweenTwoSignalsInBar()); + mTradeHandler.MaxAllowedSpread(MaxAllowedSpread()); + mTradeHandler.MaxAllowedDrawdownToOpenTrades(MaxAllowedDrawdownToOpenTrades()); + mTradeHandler.MaxAllowedSLToPauseSignallingPerSymbol(MaxAllowedSLToPauseSignallingPerSymbol()); + mTradeHandler.PauseSignallingAfterReachesMaxAllowedSLInSecconds(PauseSignallingAfterReachesMaxAllowedSLInSecconds()); + mTradeHandler.AllowHedging(AllowHedging()); + mTradeHandler.MinOpenTradesFroHedging(MinOpenTradesFroHedging()); + mTradeHandler.HedgingMinVolumeStep(HedgingMinVolumeStep()); + mTradeHandler.HedgeingMinRequiredProfitPerVolumeStep(HedgeingMinRequiredProfitPerVolumeStep()); + } + + // + private: + // + + // + // Props ... + + // + // Signalling Props ... + bool mAllowLong; // Allow Long Signals ... + bool mAllowShort; // Allow Short Signals ... + int mMaxAllowedLongs; // Max Allowed Long Signals ... + int mMaxAllowedShorts; // Max Allowed Short Signals ... + bool mUseMaxAllowedSignalsPerSymbol; // Use Max Allowed Signal Types Per Symbol ... + double mLastPositionProfitForAcceptNextInPoint; // Last Position Profit In Points for Accept new Signal ... + int mDelaysBetweenTwoSignalsInBar; // Delay between two Signals in Bars ... + double mMaxAllowedSpread; // Max Allowed Spread for Signalling ... + int mMinRequiredVerificationForSpreadPass; // Minimum Spread Verification for Signalling ... + + // + // Trade ... + bool mAllowTrade; // Allow Open Trade On Signals ... + string mStartTradeAt; // Enable Trade on Signals on Time ... + string mStopTradeAt; // Enable Trade on Signals on Time ... + string mCloseAllTradesAt; // Enable Close All Trades on Signals on Time ... + + // + bool mIsForceCloseAtTime; + + // + // Risk Management Props ... + double mR2R; // Signallers Risk to Reward Ratio ... + double mVolume; // Static Volume ... + double mStaticBalance; // Static Balance for Calculate Trade Volume ... + double mBalancePerTrade; // Balance Used in Each Trade ... + double mRiskPercentPerBalance; // Risk Percent Per Balance in Each Trade ... + bool mDynamicRiskManagement; // Dynamic Risk Management ... + bool mUseDynamicVolume; // Use Dynamic Volume ... + double mDynamicVolumeStep; // Increase Volume Step ... + double mDynamicVolumeBalanceFactor; // Balance Factor for Generate Dynamic Volume ... + double mMaxAllowedDrawdownToOpenTrades; // Max Allowed Drawdown for Open Trades ... + int mMaxAllowedSLToPauseSignallingPerSymbol; // Max Allowed SL for Pause Signalling Per Symbol ... + int mPauseSignallingAfterReachesMaxAllowedSLInSecconds; // Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + + // + // Protection Props ... + bool mAllowHedging; // Allow Hedge Positions ... + int mMinOpenTradesFroHedging; // Minimum Open Positions for Hedging ... + double mHedgingMinVolumeStep; // Minimum Volume Step for Hedging ... + double mHedgeingMinRequiredProfitPerVolumeStep; // Minimum Required Profit Per Volume Step for Hedging ... + + // + double CalculateAdditionalVolumeMultiplier(XSignal &signal) + { + // + double result = 0; + + // + if (!signal.IsValid()) + { + return result; + } + + // + X121SMCSymbolPositionInfo info; + bool hasInfo = mTradeHandler.GetSymbolInfo( + signal.symbol, + info // + ); + if (!hasInfo) + { + return result; + } + + // + if (info.countedSLs >= 2) + { + result = (info.countedSLs / 2) + 1; + } + + // + return result; + } + + /** + * Handle Guard Actions ... + * + * @param guards: X121SMCGuard instance Collection ... + */ + void HandleGuards(X121SMCGuard &guards[]) + { + // + int count = ArraySize(guards); + if (!IsValidSize(guards)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + X121SMCGuard iGuard = guards[i]; + + // + if (!iGuard.IsValid()) + { + continue; + } + + // + // Here we Have to Handle Guard Actions ... + + // + // Close ... + bool canClose = + NotEmpty(iGuard.ticket) && + iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE; + + // + // Close All ... + bool canCloseAll = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_ALL; + + // + // Close Longs ... + bool canCloseLongs = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_LONGS; + + // + // Close Shorts ... + bool canCloseShorts = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_SHORTS; + + // + // Partial Close ... + bool canPartialClose = + NotEmpty(iGuard.ticket) && + iGuard.volumeMultiplier > 0 && + iGuard.action == X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE; + + // + // Trail Stop ... + bool canTrailStop = + iGuard.sl > 0 && + NotEmpty(iGuard.ticket) && + iGuard.action == X_121_SMC_GUARD_ACTION_TRAIL_STOP; + + // + // Trail Target ... + bool canTrailTarget = + iGuard.tp > 0 && + NotEmpty(iGuard.ticket) && + iGuard.action == X_121_SMC_GUARD_ACTION_TRAIL_TARGET; + + // + // Hedge ... + bool canHedge = iGuard.action == X_121_SMC_GUARD_ACTION_HEDGE; + + // + // Check is Guard Valid ... + bool isValidGuardAction = + canHedge || + canClose || + canCloseAll || + canTrailStop || + canCloseLongs || + canTrailTarget || + canCloseShorts || + canPartialClose; + if (!isValidGuardAction) + { + continue; + } + + // + // Now we Sure to Have a Valid Guard ... + // Start to o Guard Actions ... + + // + // Close All ... + if (canCloseAll) + { + // + XPosition positions[]; + int positionsCount = + mTrader + .GetPositions( + positions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + X_POSITION_TYPE_ALL, // All Types ... + true // Filter by Magic ... + ); + if (IsValidSize(positionsCount)) + { + // + string comment = "Guard Close All ..."; + string message = "Guard Close All (" + ToString(positionsCount) + ") Positions Successfully ..."; + int forceClosed = mTradeHandler.ForceClose( + positions, + comment, + message // + ); + + // + if (forceClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Close Longs ... + if (canCloseLongs) + { + // + XPosition longPositions[]; + XPosition shortPositions[]; + mTrader + .GetPositions( + longPositions, // Result ... + shortPositions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + true // Filter by Magic ... + ); + + // + int longPositionsCount = ArraySize(longPositions); + bool hasLongPositions = IsValidSize(longPositionsCount); + + // + int shortPositionsCount = ArraySize(shortPositions); + bool hasShortPositions = IsValidSize(shortPositionsCount); + + // + if (hasLongPositions) + { + // + string comment = "Guard Close Longs ..."; + string message = "Guard Close (" + ToString(longPositionsCount) + ") Long Positions Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + longPositions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Close Shorts ... + if (canCloseShorts) + { + // + XPosition longPositions[]; + XPosition shortPositions[]; + mTrader + .GetPositions( + longPositions, // Result ... + shortPositions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + true // Filter by Magic ... + ); + + // + int longPositionsCount = ArraySize(longPositions); + bool hasLongPositions = IsValidSize(longPositionsCount); + + // + int shortPositionsCount = ArraySize(shortPositions); + bool hasShortPositions = IsValidSize(shortPositionsCount); + + // + if (hasShortPositions) + { + // + string comment = "Guard Close Shorts ..."; + string message = "Guard Close (" + ToString(shortPositionsCount) + ") Short Positions Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + shortPositions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Close ... + if (canClose) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + if (hasPosition) + { + // + XPosition positions[]; + AddRef( + iPosition, + positions // + ); + + // + string comment = "Guard Close ..."; + string message = "Guard Close " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + positions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Partial Close ... + if (canPartialClose) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + if (hasPosition) + { + // + // Normalize Volume Multiplier ... + double vMult = iGuard.volumeMultiplier; + if (vMult > 0.5) + { + vMult = 0.5; + } + if (vMult < 0) + { + vMult = 0.5; + } + + // + // Calculate and Normalize Volume ... + double volume = iPosition.volume * iGuard.volumeMultiplier; + volume = NormalizeVolume( + volume, + iPosition.symbol // + ); + + // + string comment = "Guard Partially Closed: " + ToString(volume) + " ..."; + string message = "Guard Partially Closed " + (isLong ? "Long" : "Short") + ": " + ToString(volume) + " Successfully ..."; + bool isModified = mTrader.ClosePartial( + iPosition.ticket, + volume, + comment // + ); + if (isModified) + { + // + mTradeHandler.Alert(message); + + // + if (volume == iPosition.volume) + { + // + mTradeHandler.Finish( + iPosition.ticket, + iPosition, + comment // + ); + + // + RestEA(120 * 60); + } + } + } + } + + // + // Hedge ... + if (canHedge) + { + // + XPosition positions[]; + int positionsCount = + mTrader + .GetPositions( + positions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + X_POSITION_TYPE_ALL, // All Types ... + true // Filter by Magic ... + ); + if (IsValidSize(positionsCount)) + { + // + int longs = 0; + double longProfits = 0; + double longVolumes = 0; + + // + int shorts = 0; + double shortProfits = 0; + double shortVolumes = 0; + CountPositions( + positions, + longs, + longProfits, + longVolumes, + shorts, + shortProfits, + shortVolumes // + ); + + // + int count = longs + shorts; + double profits = longProfits + shortProfits; + double volumes = longVolumes + shortVolumes; + + // + bool canDoHedge = + count > 0 && + profits > 0 && + volumes > 0; + if (canDoHedge) + { + // + string comment = "Guard Hedge ..."; + string message = "Guard Hedge (" + ToString(count) + ") Positions by: (" + ToString(profits) + ") Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + positions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + } + + // + // Trail Stop ... + if (canTrailStop) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + bool canDoTrail = + hasPosition && + iPosition.profit > 0 && + isLong + ? iPosition.price > iGuard.sl && + (iPosition.sl == 0 || + iPosition.sl < iGuard.sl) + : iPosition.price < iGuard.sl && + (iPosition.sl == 0 || + iPosition.sl > iGuard.sl); + if (canDoTrail) + { + // + string comment = "Guard Trail Stop ..."; + string message = "Guard Trail " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Stop Successfully ..."; + bool isModified = mTrader.Modify( + iPosition.ticket, + iGuard.sl, + iPosition.tp, + comment // + ); + if (isModified) + { + mTradeHandler.Alert(message); + } + } + } + + // + // Trail Target ... + if (canTrailTarget) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + bool canDoTrail = + hasPosition && + iGuard.tp != iPosition.tp && + isLong + ? iGuard.tp > iPosition.price + : iGuard.tp < iPosition.price; + if (canDoTrail) + { + // + string comment = "Guard Trail Target ..."; + string message = "Guard Trail " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Target Successfully ..."; + bool isModified = mTrader.Modify( + iPosition.ticket, + iPosition.sl, + iGuard.tp, + comment // + ); + if (isModified) + { + mTradeHandler.Alert(message); + } + } + } + } + + // + Clean(guards); + Clean(guards); + } + + // + void RestEA(int seconds) + { + // + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xsupdemobs.signal.class.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xsupdemobs.signal.class.mq5 new file mode 100644 index 0000000..1e58957 --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xsupdemobs.signal.class.mq5 @@ -0,0 +1,3699 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XSupDemOBS +// Description: provide all Signalling functions ... +// +// +// 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-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "./x-121.smc.xsupdemobs.signal.lib.mq5" + +// +// Definition ... +class XCX121SMCXSupDemOBSSignalDetector : public XCBase +{ + // + public: + // + // Props ... + X121SMCStrategyXSupDemOBSSignalConditions mConditions; + X121SMCStrategyXSupDemOBSSignalConditions mConditionsCollection[]; + + // + // Constructor(s) ... + XCX121SMCXSupDemOBSSignalDetector() + { + Init(); + } + + // + // Deconstructor ... + ~XCX121SMCXSupDemOBSSignalDetector() + { + DeInit(); + } + + // + // + // + + // + // Detect Setup Conditions ... + bool DetectSignalSetup( + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + // Validate Cycle Helpers ... + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + mConditions.symbol = symbol; + mConditions.period = period; + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + double target = 0; + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // Setup Conditions ... + + // + XOHCL decisionZBar; + XOHCL decisionCBar; + XOHCL decisionPBar; + double decisionCBarBullishZoneChechValue = 0; + double decisionCBarBearishZoneChechValue = 0; + + // + result = decisionZBar.Init( + decisionState.symbol, + decisionState.period, + 0 // + ); + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + return result; + } + + // + result = decisionZBar + .GetPreviousBar(decisionCBar); + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + return result; + } + + // + result = decisionCBar + .GetPreviousBar(decisionPBar); + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + return result; + } + + // + decisionCBarBullishZoneChechValue = decisionCBar + .GetZoneCheckValue(X_DIRECTION_BULLISH); + decisionCBarBearishZoneChechValue = decisionCBar + .GetZoneCheckValue(X_DIRECTION_BEARISH); + + // + mConditions.UpdateTo(); + + // + // 1- Detect Valid Working Area ... + + // + bool hasVisionHighestSupplyZone = mConditions.HasVisionHighestSupplyZone(); + bool hasConsolidationHighestSupplyZone = mConditions.HasConsolidationHighestSupplyZone(); + + // + bool hasVisionLowestDemandZone = mConditions.HasVisionLowestDemandZone(); + bool hasConsolidationLowestDemandZone = mConditions.HasConsolidationLowestDemandZone(); + + // + bool hasWorkingZone = mConditions.workingZone.IsValid(); + + // + bool isDestroyed = false; + ENUM_X_DIRECTION destroyedDir; + + // + XOHCL trendStartBar; + ENUM_X_DIRECTION trendDir; + bool hasTrend = false; + bool hasBullishTrend = false; + bool hasBearishTrend = false; + + // + if (!hasVisionHighestSupplyZone) + { + // + int hasZones = visionState.HasSupplyZones(); + int zonesCount = visionState.HasSupplyZones(); + + // + if (hasZones) + { + // + int idx = GetHighest(visionState.supplyZones); + hasVisionHighestSupplyZone = IsValidIndex(idx); + if (hasVisionHighestSupplyZone) + { + // + // Validate Zone ... + XCSupplyZone *zone = visionState.supplyZones[idx]; + bool isBelow = IsBelow( + decisionCBarBearishZoneChechValue, + zone // + ); + if (isBelow) + { + mConditions.visionHighestSupplyZone = zone; + } + } + } + + // + hasVisionHighestSupplyZone = mConditions.HasVisionHighestSupplyZone(); + } + + // + if (!hasVisionLowestDemandZone) + { + // + int hasZones = visionState.HasDemandZones(); + int zonesCount = visionState.HasDemandZones(); + + // + if (hasZones) + { + // + int idx = GetLowest(visionState.demandZones); + hasVisionLowestDemandZone = IsValidIndex(idx); + if (hasVisionLowestDemandZone) + { + // + // Validate Zone ... + XCDemandZone *zone = visionState.demandZones[idx]; + bool isAbove = IsAbove( + decisionCBarBullishZoneChechValue, + zone // + ); + if (isAbove) + { + mConditions.visionLowestDemandZone = zone; + } + } + } + + // + hasVisionLowestDemandZone = mConditions.HasVisionLowestDemandZone(); + } + + // + if (!hasConsolidationHighestSupplyZone) + { + // + int hasZones = consolidationState.HasSupplyZones(); + int zonesCount = consolidationState.HasSupplyZones(); + + // + if (hasZones) + { + // + int idx = GetHighest(consolidationState.supplyZones); + hasConsolidationHighestSupplyZone = IsValidIndex(idx); + if (hasConsolidationHighestSupplyZone) + { + // + // Validate Zone ... + XCSupplyZone *zone = consolidationState.supplyZones[idx]; + bool isBelow = IsBelow( + decisionCBarBearishZoneChechValue, + zone // + ); + if (isBelow) + { + // + if (mConditions.workingZone.IsValid()) + { + // + RemoveDraws(); + result = false; + mConditions.Clean(); + RemoveWorkingZoneDraws(); + + // + return result; + } + + // + mConditions.consolidationHighestSupplyZone = zone; + } + } + } + + // + hasConsolidationHighestSupplyZone = mConditions.HasConsolidationHighestSupplyZone(); + } + + // + if (!hasConsolidationLowestDemandZone) + { + // + int hasZones = consolidationState.HasDemandZones(); + int zonesCount = consolidationState.HasDemandZones(); + + // + if (hasZones) + { + // + int idx = GetLowest(consolidationState.demandZones); + hasConsolidationLowestDemandZone = IsValidIndex(idx); + if (hasConsolidationLowestDemandZone) + { + // + // Validate Zone ... + XCDemandZone *zone = consolidationState.demandZones[idx]; + bool isAbove = IsAbove( + decisionCBarBullishZoneChechValue, + zone // + ); + if (isAbove) + { + // + if (mConditions.workingZone.IsValid()) + { + // + RemoveDraws(); + result = false; + mConditions.Clean(); + RemoveWorkingZoneDraws(); + + // + return result; + } + + // + mConditions.consolidationLowestDemandZone = zone; + } + } + } + + // + hasConsolidationLowestDemandZone = mConditions.HasConsolidationLowestDemandZone(); + } + + // + // 2- Detect Working Zone ... + if (!hasWorkingZone) + { + hasWorkingZone = mConditions.ExtractWorkingZone(); + } + + // + // Here we Can Detect Price Inside SupDem Zones ... + + // + bool isPriceInsideSupplyZone = false; + bool isPriceInsideDemandZone = false; + bool isPriceInsideVisionSupplyZone = false; + bool isPriceInsideVisionDemandZone = false; + bool isPriceInsideConsolidationSupplyZone = false; + bool isPriceInsideConsolidationDemandZone = false; + if (hasVisionLowestDemandZone) + { + // + double iUpper = mConditions.visionLowestDemandZone.Upper(); + double iLower = mConditions.visionLowestDemandZone.Lower(); + + // + isPriceInsideVisionDemandZone = + // + decisionZBar.high < iUpper && + decisionCBar.high < iUpper && + // + decisionZBar.low > iLower && + decisionCBar.low > iLower + // + ; + } + if (hasVisionHighestSupplyZone) + { + // + double iUpper = mConditions.visionHighestSupplyZone.Upper(); + double iLower = mConditions.visionHighestSupplyZone.Lower(); + + // + isPriceInsideVisionSupplyZone = + // + decisionZBar.high < iUpper && + decisionCBar.high < iUpper && + // + decisionZBar.low > iLower && + decisionCBar.low > iLower + // + ; + } + if (hasConsolidationLowestDemandZone) + { + // + double iUpper = mConditions.consolidationLowestDemandZone.Upper(); + double iLower = mConditions.consolidationLowestDemandZone.Lower(); + + // + isPriceInsideConsolidationDemandZone = + // + decisionZBar.high < iUpper && + decisionCBar.high < iUpper && + // + decisionZBar.low > iLower && + decisionCBar.low > iLower + // + ; + } + if (hasConsolidationHighestSupplyZone) + { + // + double iUpper = mConditions.consolidationHighestSupplyZone.Upper(); + double iLower = mConditions.consolidationHighestSupplyZone.Lower(); + + // + isPriceInsideConsolidationSupplyZone = + // + decisionZBar.high < iUpper && + decisionCBar.high < iUpper && + // + decisionZBar.low > iLower && + decisionCBar.low > iLower + // + ; + } + + // + isPriceInsideSupplyZone = isPriceInsideVisionSupplyZone || + isPriceInsideConsolidationSupplyZone; + if (isPriceInsideSupplyZone) + { + // + if (isPriceInsideVisionSupplyZone) + { + mConditions.insideSupplyZone = mConditions.visionHighestSupplyZone; + } + else if (isPriceInsideConsolidationSupplyZone) + { + mConditions.insideSupplyZone = mConditions.consolidationHighestSupplyZone; + } + } + + // + isPriceInsideDemandZone = isPriceInsideVisionDemandZone || + isPriceInsideConsolidationDemandZone; + if (isPriceInsideDemandZone) + { + // + if (isPriceInsideVisionDemandZone) + { + mConditions.insideDemandZone = mConditions.visionLowestDemandZone; + } + else if (isPriceInsideConsolidationDemandZone) + { + mConditions.insideDemandZone = mConditions.consolidationLowestDemandZone; + } + } + + // + // Check Working Zone Destroy ... + isDestroyed = mConditions.IsWorkingZoneDestroyed( + destroyedDir, // Direction ... + 0, // Bar Index ... + decisionState.period // Period ... + ); + if (isDestroyed) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + result = false; + mConditions.Clean(); + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + return result; + } + + // + // 2- Detect Market Trend Based On Nearest Zone Hunting ... + hasTrend = mConditions.DetectOveralTrend( + trendStartBar, + trendDir, + 0 // + ); + hasBullishTrend = IsBullish(trendDir); + hasBearishTrend = IsBearish(trendDir); + + // + result = hasTrend; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + return result; + } + + // + // 3- Checking Price Inside Valid Quarters Based on Trend ... + + // + // in Bullish Trend: + // ----------------------------- + // - if Price Under Lower: HIGH; + // - if Price Under Quarter 3 and Above Lower: REGULAR; + // - if Price Under Quarter 2 and Above Quarter 3: LOW; + // - if Price Above Quarter 2: NONE; + + // + // in Bearish Trend: + // ----------------------------- + // - if Price Above Upper: HIGH; + // - if Price Above Quarter 1 and Below Upper: REGULAR; + // - if Price Above Quarter 2 and Below Quarter 1: LOW; + // - if Price Below Quarter 2: NONE; + + // + ENUM_X121SMC_XSUPDEMOBS_PRIORITY bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; + ENUM_X121SMC_XSUPDEMOBS_PRIORITY bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; + + // + bool isInQuarter0 = CheckPriceInside( + decisionZBar, + decisionCBar, + mConditions.workingZone.zoneUpper, + mConditions.workingZone.upper // + ); + bool isInQuarter1 = CheckPriceInside( + decisionZBar, + decisionCBar, + mConditions.workingZone.upper, + mConditions.workingZone.quarter1 // + ); + bool isInQuarter2 = CheckPriceInside( + decisionZBar, + decisionCBar, + mConditions.workingZone.quarter1, + mConditions.workingZone.quarter2 // + ); + bool isInQuarter3 = CheckPriceInside( + decisionZBar, + decisionCBar, + mConditions.workingZone.quarter2, + mConditions.workingZone.quarter3 // + ); + bool isInQuarter4 = CheckPriceInside( + decisionZBar, + decisionCBar, + mConditions.workingZone.quarter3, + mConditions.workingZone.lower // + ); + bool isInQuarter5 = CheckPriceInside( + decisionZBar, + decisionCBar, + mConditions.workingZone.lower, + mConditions.workingZone.zoneLower // + ); + + // + if (isInQuarter0) + { + // + bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; + bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_HIGH; + } + else if (isInQuarter1) + { + // + bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; + bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_REGULAR; + } + else if (isInQuarter2) + { + // + bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_WEAK; + bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_LOW; + } + else if (isInQuarter3) + { + // + bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_LOW; + bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_WEAK; + } + else if (isInQuarter4) + { + // + bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_REGULAR; + bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; + } + else if (isInQuarter5) + { + // + bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_HIGH; + bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; + } + + // + bool lookingForLong = bullishPriority != X121SMC_XSUPDEMOBS_PRIORITY_NONE; + bool lookingForShort = bearishPriority != X121SMC_XSUPDEMOBS_PRIORITY_NONE; + + // + result = lookingForLong || + lookingForShort; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + return result; + } + + // + // Detect Order Blocks in Direction of Trend ... + XCOrderBlock *obs[]; + Copy( + consolidationState.bullishOrderBlocks, + obs // + ); + Copy( + consolidationState.bearishOrderBlocks, + obs // + ); + + // + // Validate OB FVG ... + XCFVG *fvgs[]; + Copy( + analyseState.bullishFairValueGaps, + fvgs // + ); + Copy( + analyseState.bearishFairValueGaps, + fvgs // + ); + + // + int obsCount = ArraySize(obs); + bool hasOBs = IsValidSize(obsCount); + + // + int fvgsCount = ArraySize(fvgs); + bool hasFVGs = IsValidSize(fvgsCount); + + // + bool hasOBFVGs = mConditions.HasOBFVGs(); + int obFVGsCount = mConditions.CountOBFVGs(); + + // + if (hasOBs && + hasFVGs && + !hasOBFVGs) + { + // + for (int i = 0; i < obsCount; i++) + { + // + XCOrderBlock *iOB = obs[i]; + + // + // Check Ob Index inside OB FVGS ... + bool isOBFVGExists = false; + hasOBFVGs = mConditions.HasOBFVGs(); + obFVGsCount = mConditions.CountOBFVGs(); + if (hasOBFVGs) + { + // + for (int j = 0; j < obFVGsCount; j++) + { + // + bool isSame = IsSame( + mConditions.obFVGs[j].ob, + iOB // + ); + + // + if (isSame) + { + // + isOBFVGExists = true; + break; + } + } + } + if (isOBFVGExists) + { + continue; + } + + // + for (int j = 0; j < fvgsCount; j++) + { + // + XCFVG *jFVG = fvgs[j]; + + // + ENUM_TIMEFRAMES jPeriod = jFVG.GetPeriod(); + if (jPeriod != PERIOD_M15) + { + Print(ToString(jPeriod)); + } + + // + XOBFVG iOBFVG; + + // + iOBFVG.time = cTime; + iOBFVG.symbol = iOB.GetSymbol(); + iOBFVG.period = iOB.GetPeriod(); + + // + iOBFVG.ob = iOB; + iOBFVG.fvg = jFVG; + + // + bool isValidOBFVG = iOBFVG.IsValid(); + if (isValidOBFVG) + { + // + AddRef( + iOBFVG, + mConditions.obFVGs // + ); + + // + iOBFVG.Clean(); + + // + break; + } + + // + iOBFVG.Clean(); + } + } + + // + hasOBFVGs = mConditions.HasOBFVGs(); + obFVGsCount = mConditions.CountOBFVGs(); + } + + // + // Now We Have to Check OBFVGs ... + result = hasOBFVGs; + if (!result) + { + // + Clean(obs); + Clean(fvgs); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + return result; + } + + // + // Detect Un Activated POI(s) ... + // including: + // - Order Blocks; + // - Fair Value Gaps; + + // + bool hasUnActivatedOBs = false; + bool hasUnActivatedFVGs = false; + for (int i = 0; i < obFVGsCount; i++) + { + // + bool iHasUnActivatedOBs = mConditions.obFVGs[i].HasUnActivatedOBs(); + bool iHasUnActivatedFVGs = mConditions.obFVGs[i].HasUnActivatedFVGs(); + + // + if (hasOBs) + { + // + for (int j = 0; j < obsCount; j++) + { + mConditions.obFVGs[i].AddUnActivatedOB( + obs[j], + decisionZBar // + ); + } + + // + iHasUnActivatedOBs = mConditions.obFVGs[i].HasUnActivatedOBs(); + } + + // + if (hasFVGs) + { + // + for (int j = 0; j < fvgsCount; j++) + { + mConditions.obFVGs[i].AddUnActivatedFVG( + fvgs[j], + decisionZBar // + ); + } + + // + iHasUnActivatedFVGs = mConditions.obFVGs[i].HasUnActivatedFVGs(); + } + + // + if (iHasUnActivatedOBs && + !hasUnActivatedOBs) + { + hasUnActivatedOBs = iHasUnActivatedOBs; + } + + // + if (iHasUnActivatedFVGs && + !hasUnActivatedFVGs) + { + hasUnActivatedFVGs = iHasUnActivatedFVGs; + } + } + + // + result = + (isPriceInsideSupplyZone || + isPriceInsideDemandZone) + ? true + : (hasUnActivatedOBs || + hasUnActivatedFVGs); + if (!result) + { + // + Clean(obs); + Clean(fvgs); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + return result; + } + + // + // Now We Have to Wait for Price Inside Box ... + + // + XOHCL swingBar; + XOHCL rejectBar; + XOHCL breakerBar; + XOHCL momentumBar; + bool isPriceRejected = false; + XCFVG *insideFVG = mConditions.insideFVG; + XCFVG *rejectedFVG = mConditions.rejectedFVG; + XCOrderBlock *insideOB = mConditions.insideOB; + XCOrderBlock *rejectedOB = mConditions.rejectedOB; + XCSupplyZone *insideSupplyZone = mConditions.insideSupplyZone; + XCDemandZone *insideDemandZone = mConditions.insideDemandZone; + + // + bool hasInsideOB = insideOB != NULL && + insideOB.IsValid(); + bool hasInsideFVG = insideFVG != NULL && + insideFVG.IsValid(); + bool hasInsideZone = hasInsideOB || + hasInsideFVG; + bool hasRejectedOB = rejectedOB != NULL && + rejectedOB.IsValid(); + bool hasRejectedFVG = rejectedFVG != NULL && + rejectedFVG.IsValid(); + bool hasRejectedZone = hasRejectedOB || + hasRejectedFVG; + bool hasInsideSupplyZone = insideSupplyZone != NULL && + insideSupplyZone.IsValid(); + bool hasInsideDemandZone = insideDemandZone != NULL && + insideDemandZone.IsValid(); + bool hasInsideSupDemZone = hasInsideSupplyZone || + hasInsideDemandZone; + if (!hasInsideZone) + { + // + for (int i = 0; i < obFVGsCount; i++) + { + // + bool iOBFVGHasUnActivatedOBs = mConditions.obFVGs[i].HasUnActivatedOBs(); + int iOBFVGUnActivatedOBsCount = mConditions.obFVGs[i].CountUnActivatedOBs(); + + // + bool iOBFVGHasUnActivatedFVGs = mConditions.obFVGs[i].HasUnActivatedFVGs(); + int iOBFVGUnActivatedFVGsCount = mConditions.obFVGs[i].CountUnActivatedFVGs(); + + // + // Detect Inside Zones ... + + // + if (!hasInsideOB && + iOBFVGHasUnActivatedOBs) + { + // + int idx = -1; + for (int j = 0; j < iOBFVGUnActivatedOBsCount; j++) + { + // + ENUM_X_DIRECTION iForDir = mConditions.obFVGs[i].unActivatedOBs[j].GetDirection(); + bool isIBullish = IsBullish(iForDir); + + // + bool isInsideFromUpper = IsInside( + decisionZBar.low, + mConditions.obFVGs[i].unActivatedOBs[j] // + ); + bool isInsideFromLower = IsInside( + decisionZBar.high, + mConditions.obFVGs[i].unActivatedOBs[j] // + ); + + // + bool isInside = + isBullish + ? isInsideFromUpper + : isInsideFromLower; + if (isInside) + { + // + idx = j; + insideOB = mConditions.obFVGs[i].unActivatedOBs[j]; + mConditions.insideOB = insideOB; + break; + } + } + + // + if (IsValidIndex(idx)) + { + // + ArrayRemove( + mConditions.obFVGs[i].unActivatedOBs, + idx, + 1 // + ); + } + } + + // + if (insideOB == NULL && + !hasInsideFVG && + iOBFVGHasUnActivatedFVGs) + { + // + int idx = -1; + for (int j = 0; j < iOBFVGUnActivatedFVGsCount; j++) + { + // + ENUM_X_DIRECTION iForDir = mConditions.obFVGs[i].unActivatedFVGs[j].GetDirection(); + bool isIBullish = IsBullish(iForDir); + + // + bool isInsideFromUpper = IsInside( + decisionZBar.low, + mConditions.obFVGs[i].unActivatedFVGs[j] // + ); + bool isInsideFromLower = IsInside( + decisionZBar.high, + mConditions.obFVGs[i].unActivatedFVGs[j] // + ); + + // + bool isInside = + isBullish + ? isInsideFromUpper + : isInsideFromLower; + if (isInside) + { + // + idx = j; + insideFVG = mConditions.obFVGs[i].unActivatedFVGs[j]; + mConditions.insideFVG = insideFVG; + break; + } + } + + // + if (IsValidIndex(idx)) + { + // + ArrayRemove( + mConditions.obFVGs[i].unActivatedFVGs, + idx, + 1 // + ); + } + } + } + + // + hasInsideOB = insideOB != NULL && + insideOB.IsValid(); + hasInsideFVG = insideFVG != NULL && + insideFVG.IsValid(); + hasInsideZone = hasInsideOB || + hasInsideFVG; + + // + // Here Detect Inside or Rejected Zones inside Supply and Demand Zones ... + // For Using them for Positions ... + if (!hasInsideZone && + hasInsideSupDemZone) + { + // + ENUM_X_DIRECTION forDir = + hasInsideSupplyZone + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH; + + // + bool isLookingForBullish = IsBullish(forDir); + + // + XCFVG *fvgs[]; + XCOrderBlock *obs[]; + int obsCount = 0; + int fvgsCount = 0; + bool hasOBs = false; + bool hasFVGs = false; + + // + if (isLookingForBullish) + { + // + Copy( + analyseState.bullishOrderBlocks, + obs // + ); + FilterZones( + insideDemandZone, + obs, + true, // Filter Direction ... + true, // Filter From ... + true, // Filter Price ... + true, // Ignore Out of Box ... + true, // Apply Sort ... + true // Ignore Inside ... + ); + + // + Copy( + analyseState.bullishFairValueGaps, + fvgs // + ); + FilterZones( + insideDemandZone, + fvgs, + true, // Filter Direction ... + true, // Filter From ... + true, // Filter Price ... + true, // Ignore Out of Box ... + true, // Apply Sort ... + true // Ignore Inside ... + ); + } + else + { + // + Copy( + analyseState.bearishOrderBlocks, + obs // + ); + FilterZones( + insideSupplyZone, + obs, + true, // Filter Direction ... + true, // Filter From ... + true, // Filter Price ... + false, // Ignore Out of Box ... + true, // Apply Sort ... + true // Ignore Inside ... + ); + + // + Copy( + analyseState.bearishFairValueGaps, + fvgs // + ); + FilterZones( + insideSupplyZone, + fvgs, + true, // Filter Direction ... + true, // Filter From ... + true, // Filter Price ... + false, // Ignore Out of Box ... + true, // Apply Sort ... + true // Ignore Inside ... + ); + } + + // + obsCount = ArraySize(obs); + fvgsCount = ArraySize(fvgs); + + // + hasOBs = IsValidSize(obsCount); + hasFVGs = IsValidSize(fvgsCount); + + // + if (hasOBs || + hasFVGs) + { + // + if (hasOBs) + { + // + for (int i = 0; i < obsCount; i++) + { + // + ENUM_X_DIRECTION iForDir = obs[i].GetDirection(); + bool isIBullish = IsBullish(iForDir); + + // + isPriceRejected = false; + // IsReject( + // iForDir, + // decisionZBar, + // obs[i], + // decisionState, + // swingBar, + // rejectBar, + // breakerBar, + // momentumBar, + // false // + // ); + if (isPriceRejected) + { + // + rejectedOB = obs[i]; + mConditions.rejectedOB = rejectedOB; + } + + // + bool isInsideFromUpper = IsInside( + decisionZBar.low, + obs[i] // + ); + bool isInsideFromLower = IsInside( + decisionZBar.high, + obs[i] // + ); + + // + bool isInside = + isBullish + ? isInsideFromUpper + : isInsideFromLower; + if (isInside) + { + // + insideOB = obs[i]; + mConditions.insideOB = obs[i]; + break; + } + } + } + + // + hasInsideOB = insideOB != NULL && + insideOB.IsValid(); + // + hasRejectedOB = rejectedOB != NULL && + rejectedOB.IsValid(); + + // + if (hasFVGs && + !hasInsideOB && + !hasRejectedOB) + { + // + for (int i = 0; i < fvgsCount; i++) + { + // + ENUM_X_DIRECTION iForDir = fvgs[i].GetDirection(); + bool isIBullish = IsBullish(iForDir); + + // + isPriceRejected = false; + // IsReject( + // iForDir, + // decisionZBar, + // fvgs[i], + // decisionState, + // swingBar, + // rejectBar, + // breakerBar, + // momentumBar, + // false // + // ); + if (isPriceRejected) + { + // + rejectedFVG = fvgs[i]; + mConditions.rejectedFVG = rejectedFVG; + } + + // + bool isInsideFromUpper = IsInside( + decisionZBar.low, + fvgs[i] // + ); + bool isInsideFromLower = IsInside( + decisionZBar.high, + fvgs[i] // + ); + + // + bool isInside = + isBullish + ? isInsideFromUpper + : isInsideFromLower; + if (isInside) + { + // + insideFVG = fvgs[i]; + mConditions.insideFVG = fvgs[i]; + break; + } + } + } + } + + // + Clean(obs); + Clean(fvgs); + } + + // + mConditions.UpdateTo(cTime); + + // + hasInsideOB = insideOB != NULL && + insideOB.IsValid(); + hasInsideFVG = insideFVG != NULL && + insideFVG.IsValid(); + hasInsideZone = hasInsideOB || + hasInsideFVG; + + // + hasRejectedOB = rejectedOB != NULL && + rejectedOB.IsValid(); + hasRejectedFVG = rejectedFVG != NULL && + rejectedFVG.IsValid(); + hasRejectedZone = hasRejectedOB || + hasRejectedFVG; + + // + if (hasInsideSupDemZone && + (hasInsideZone || + hasRejectedZone)) + { + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + // Set Target Based On Supply or Demand Zone ... + + // + // Supply Zone ... + if (isPriceInsideSupplyZone) + { + target = mConditions.workingZone.quarter1; + } + + // + // Demand Zone ... + if (isPriceInsideDemandZone) + { + target = mConditions.workingZone.quarter3; + } + } + } + + // + result = hasInsideZone || + hasRejectedZone; + if (!result) + { + // + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + + // + swingBar.Clean(); + rejectBar.Clean(); + breakerBar.Clean(); + momentumBar.Clean(); + + // + Clean(obs); + Clean(fvgs); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + ZeroMemory(insideOB); + ZeroMemory(insideFVG); + ZeroMemory(rejectedOB); + ZeroMemory(rejectedFVG); + ZeroMemory(insideSupplyZone); + ZeroMemory(insideDemandZone); + + // + return result; + } + + // + // Waiting for Price Breakes Inside Zone ... + + // + double upper = 0; + double lower = 0; + bool isInsideZoneDirectionBullish = false; + bool isInsideZoneDirectionBearish = false; + + // + if (hasInsideOB) + { + // + upper = insideOB.Upper(); + lower = insideOB.Lower(); + + // + isInsideZoneDirectionBullish = insideOB.IsBullish(); + isInsideZoneDirectionBearish = insideOB.IsBearish(); + } + else if (hasInsideFVG) + { + // + upper = insideFVG.Upper(); + lower = insideFVG.Lower(); + + // + isInsideZoneDirectionBullish = insideFVG.IsBullish(); + isInsideZoneDirectionBearish = insideFVG.IsBearish(); + } + + // + // Cleanup Unused Objects ... + // + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + + // + ZeroMemory(insideOB); + ZeroMemory(insideFVG); + ZeroMemory(rejectedOB); + ZeroMemory(rejectedFVG); + ZeroMemory(insideSupplyZone); + ZeroMemory(insideDemandZone); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + // Summarize Conditions ... + + // + bool isCondition1Bullish = + // + hasBullishTrend && + isInsideZoneDirectionBullish && + bullishPriority != X121SMC_XSUPDEMOBS_PRIORITY_NONE + // + ; + + // + bool isCondition1Bearish = + // + hasBearishTrend && + isInsideZoneDirectionBearish && + bearishPriority != X121SMC_XSUPDEMOBS_PRIORITY_NONE + // + ; + + // + bool hasCondition1 = isCondition1Bullish || + isCondition1Bearish; + if (hasCondition1) + { + // + ENUM_X_DIRECTION pzDir = + isCondition1Bullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + double point = GetEntry( + mConditions.symbol, + pzDir // + ); + + // + double longPivot = lower; // triggerXConditions.valesBuffer[1]; + double shortPivot = upper; // triggerXConditions.peaksBuffer[1]; + + // + // Manipulate Conditions Point ... + + // + mConditions.point = + isCondition1Bullish + ? shortPivot + : longPivot; + + // + // Manipulate Conditions Pivot ... + + // + mConditions.pivot = + isCondition1Bullish + ? longPivot + : shortPivot; + } + + // + // Summarize Conditions ... + // + + // + isBullish = + // + isCondition1Bullish + // + ; + + // + isBearish = + // + isCondition1Bearish + // + ; + + // + result = isBullish || + isBearish; + if (!result) + { + return result; + } + + // + double reward; + double amountPercent; + ENUM_X121SMC_XSUPDEMOBS_PRIORITY priority = + isBullish + ? bullishPriority + : bearishPriority; + bool hasRewardAmount = CalculateRiskReward( + priority, + reward, + amountPercent // + ); + result = hasRewardAmount; + if (!result) + { + return result; + } + + // + mConditions.setupTime = cTime; + mConditions.dir = + isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + mConditions.reward = reward; + mConditions.target = target; + mConditions.priority = priority; + mConditions.amountPercent = amountPercent; + + // + swingBar.Clean(); + rejectBar.Clean(); + breakerBar.Clean(); + momentumBar.Clean(); + + // + return result; + } + + // + // Detect Trigger Conditions ... + bool DetectSignalTrigger( + // + X121SMCStrategyXSupDemOBSSignalConditions &conditions, + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + int maxAllowedSetupAge = 60 + // + ) + { + // + bool result = false; + + // + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + result = conditions.IsSetuped(); + if (!result) + { + return result; + } + + // + datetime setupTime = conditions.setupTime; + ENUM_X_DIRECTION setupDir = conditions.dir; + + // + bool isBullish = IsBullish(setupDir); + bool isBearish = IsBearish(setupDir); + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + XOHCL zBar; + result = decisionCycleHelper.GetBar( + zBar, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = decisionCycleHelper.GetBar( + cBar, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = decisionCycleHelper.GetBar( + pBar, + pIndex // + ); + if (!result) + { + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + int swingLoopback = 9; + double ll = cBar.FindLowest(swingLoopback, MODE_LOW); + double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); + double llDown = cBar.FindLowesttDown(swingLoopback); + double hhUp = cBar.FindHighestUp(swingLoopback); + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + + // + // Trigger Conditions ... + + // + double point = conditions.point; + bool isPointBreaked = IsBarBreak( + point, + setupDir, + cBar // + ); + + // + // Summary ... + + // + isBullish = + // + isBullish && + isPointBreaked + // + ; + + // + isBearish = + // + isBearish && + isPointBreaked + // + ; + + // + result = isBullish || + isBearish; + if (!result) + { + // + // Cleanup Setup Conditions ... + int setupAge = conditions.GetSetupAge(); + if (IsValidSize(setupAge) && + IsValidSize(maxAllowedSetupAge) && + setupAge >= maxAllowedSetupAge) + { + conditions.Clean(); + } + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Nearest Pivot Point ... + + // + double entry = GetEntry( + conditions.symbol, + setupDir // + ); + + // + // Manipulate SL Based on Consolidation Zones ... + XConsolidationZone cZone; + bool hasCZone = decisionCycleHelper.GetActiveConsolidationZone(cZone); + bool hasCZones = decisionCycleHelper.HasConsolidationZones(); + int cZonesCount = decisionCycleHelper.CountConsolidationZones(); + if (!hasCZone && + hasCZones) + { + // + hasCZone = decisionCycleHelper.GetLastDirectionalConsolidationZone( + conditions.dir, + cZone // + ); + } + + // + double sls[]; + Add( + conditions.pivot, + sls // + ); + + // + if (hasCZone) + { + // + conditions.consolidationZone = cZone; + + // + if (isBullish) + { + // + Add( + cZone.lower, + sls // + ); + } + else + { + // + Add( + cZone.upper, + sls // + ); + } + } + + // + double iAtr = decisionXConditions.atrBuffer[1]; + iAtr *= 2; + + // + double slsMin = GetMin(sls); + double slsMax = GetMax(sls); + + // + double sl = isBullish + ? slsMin - iAtr + : slsMax + iAtr; + double risk = MathAbs(entry - sl); + + // + // Filling Conditions Props ... + conditions.sl = sl; + conditions.triggerTime = cTime; + conditions.type = isBullish + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Guards ... + bool DetectGuards( + // + X121SMCGuard &guards[], + const XPosition &positions[], + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + Clean(guards); + + // + bool isCycleHelpersValid = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + + // + result = isCycleHelpersValid; + if (!result) + { + return result; + } + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + string symbol = decisionCycleHelper.GetSymbol(); + ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod(); + string provider = ToString(X_121_SMC_PROVIDER_XSUPDEMOBS); + + // + XPosition ownPositions[]; + XPosition ownLongPositions[]; + XPosition ownShortPositions[]; + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + bool isOwn = iPosition + .IsFiltersPassed( + symbol, + provider, + NULL, + X_POSITION_TYPE_ALL, + iPosition.magic // + ); + if (isOwn) + { + // + AddRef( + iPosition, + ownPositions // + ); + + // + bool isLong = IsLong(positions[i].type); + if (isLong) + { + // + AddRef( + iPosition, + ownLongPositions // + ); + } + else + { + // + AddRef( + iPosition, + ownShortPositions // + ); + } + } + } + + // + count = ArraySize(ownPositions); + + // + int longsCount = ArraySize(ownLongPositions); + bool hasLongs = IsValidSize(longsCount); + + // + int shortsCount = ArraySize(ownShortPositions); + bool hasShorts = IsValidSize(shortsCount); + + // + result = IsValidSize(count); + if (!result) + { + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + return result; + } + + // + // + // + + // + // Get Global and Common Guards ... + + // + ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = { + X_121_SMC_GUARD_ACTION_TRAIL_STOP}; + result = DetectX121SMCGuards( + provider, + guards, + positions, + decisionCycleHelper, + analyseCycleHelper, + consolidationCycleHelper, + visionCycleHelper, + // + ignoreGuards + // + ); + + // + // + // + + // + // Get Custom Implemented Guards ... + + // + // Here we Are Sure there is Positions to Guard ... + // based on Current Provider ... + + // + // Detect Required Data for Analyse Market to Guard Positions ... + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + // + result = HasChild(guards); + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + // + zBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + symbol, + period, + pIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL ppBar; + result = ppBar.Init( + symbol, + period, + ppIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + result = HasChild(guards); + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // + // + + // + // Detect Consolidation Zone ... + + // + XBoxZone lastBullishBox; + XBoxZone prevLastBullishBox; + bool hasLastBullishBox = false; + bool hasPrevLastBullishBox = false; + XConsolidationZone lastBullishZone; + bool isLastBullishAbovePrev = false; + bool isLastBullishBelowPrev = false; + XConsolidationZone prevLastBullishZone; + + // + XBoxZone lastBearishBox; + XBoxZone prevLastBearishBox; + bool hasLastBearishBox = false; + bool hasPrevLastBearishBox = false; + XConsolidationZone lastBearishZone; + bool isLastBearishAbovePrev = false; + bool isLastBearishBelowPrev = false; + XConsolidationZone prevLastBearishZone; + + // + int bullishConsolidationZonesCount = 0; + int bearishConsolidationZonesCount = 0; + bool hasBullishConsolidationZones = false; + bool hasBearishConsolidationZones = false; + XConsolidationZone bullishConsolidationZones[]; + XConsolidationZone bearishConsolidationZones[]; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones(); + if (hasConsolidationZones) + { + // + bullishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + bullishConsolidationZones // + ); + hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount); + + // + bearishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + bearishConsolidationZones // + ); + hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount); + + // + // + // + + // + if (hasBullishConsolidationZones && + bullishConsolidationZonesCount >= 2) + { + // + lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1]; + prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2]; + + // + hasLastBullishBox = ToBox( + lastBullishBox, + lastBullishZone // + ); + hasPrevLastBullishBox = ToBox( + prevLastBullishBox, + prevLastBullishZone // + ); + + // + isLastBullishAbovePrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxAbove( + lastBullishBox, + prevLastBullishBox // + ); + + // + isLastBullishBelowPrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxBelow( + lastBullishBox, + prevLastBullishBox // + ); + } + + // + if (hasBearishConsolidationZones && + bearishConsolidationZonesCount >= 2) + { + // + lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1]; + prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2]; + + // + hasLastBearishBox = ToBox( + lastBearishBox, + lastBearishZone // + ); + hasPrevLastBearishBox = ToBox( + prevLastBearishBox, + prevLastBearishZone // + ); + + // + isLastBearishAbovePrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxAbove( + lastBearishBox, + prevLastBearishBox // + ); + + // + isLastBearishBelowPrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxBelow( + lastBearishBox, + prevLastBearishBox // + ); + } + + // + } + + // + // Detect High Probability Swings ... + bool isSwingLow = + // + cBar.low > pBar.low && + ppBar.low > pBar.low && + // + zBar.low > pBar.low + // + ; + bool isSwingHigh = + // + cBar.high < pBar.high && + ppBar.high < pBar.high && + // + zBar.high < pBar.high + // + ; + bool isStrongSwingLow = + pBar.IsBullish() && + pBar.GetLowShadow() >= pBar.GetBody() * 2; + bool isStrongSwingHigh = + pBar.IsBearish() && + pBar.GetHighShadow() >= pBar.GetBody() * 2; + + // + bool isStrongSwingLowAboveLastBullishBox = + isStrongSwingLow && + hasLastBullishBox && + pBar.low > lastBullishBox.upper; + + // + bool isStrongSwingHighBelowLastBearishBox = + isStrongSwingHigh && + hasLastBearishBox && + pBar.high < lastBearishBox.lower; + + // + // Here We Have all Requirements for Guarding Positions ... + + // + // Available Guards: + // X_121_SMC_GUARD_ACTION_NONE + // X_121_SMC_GUARD_ACTION_CLOSE + // X_121_SMC_GUARD_ACTION_CLOSE_ALL + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE + // X_121_SMC_GUARD_ACTION_TRAIL_STOP + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET + // X_121_SMC_GUARD_ACTION_HEDGE + + // + // X_121_SMC_GUARD_ACTION_CLOSE: + // Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_ALL: + // Close All Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: + // Close All Long Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: + // Close All Short Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: + // Partial Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_STOP: + // Trail Stop Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: + // Trail Target Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_HEDGE: + // Hedge all Positions on Specified Conditions ... + + // + // Cleanup Collections ... + + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + decisionConditions.Clean(); + consolidationState.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishBox.Clean(); + lastBearishBox.Clean(); + lastBullishZone.Clean(); + lastBearishZone.Clean(); + prevLastBullishBox.Clean(); + prevLastBearishBox.Clean(); + prevLastBullishZone.Clean(); + prevLastBearishZone.Clean(); + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; + } + + // + // + // + + // + // Add Conditions to Conditions Collection ... + int AddConditionsIfNotExists( + int maxAllowed = 10 // + ) + { + // + int result = 0; + + // + bool isSetuped = IsValid(mConditions.setupTime) && + HasDirection(mConditions.dir); + if (!isSetuped) + { + return result; + } + + // + int count = ArraySize(mConditionsCollection); + if (IsValidSize(count)) + { + // + // Copy Original Items ... + X121SMCStrategyXSupDemOBSSignalConditions tmpItems[]; + Copy( + mConditionsCollection, + tmpItems // + ); + + // + // Prese Item Data ... + bool isBullish = IsBullish(mConditions.dir); + + // + for (int i = 0; i < count; i++) + { + // + X121SMCStrategyXSupDemOBSSignalConditions iItem = tmpItems[i]; + + // + bool canRemove = mConditions.dir == iItem.dir && + mConditions.pivot == iItem.pivot; + if (canRemove) + { + // + ArrayRemove( + mConditionsCollection, + i, + 1 // + ); + } + } + + // + Clean(tmpItems); + } + + // + AddRef( + mConditions, + mConditionsCollection // + ); + + // + // Remove Olds ... + CleanupArray( + mConditionsCollection, + maxAllowed // + ); + + // + result = ArraySize(mConditionsCollection); + + // + return result; + } + + // + // Draw Functions ... + // + + // + void RemoveDraws() + { + mObjects.Clear(); + } + + // + void RemoveWorkingZoneDraws() + { + mWorkingZoneObjects.Clear(); + } + + // + void DrawOrderBlock( + XCOrderBlock *ob, + XCPOIDrawer *drawer // + ) + { + // + if (ob == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateOrderBlock( + ob, + obj // + ); + if (isCreated) + { + mObjects.Add(obj); + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = ob.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + mObjects.Add(obj); + } + + // + string startVLineName = "Start_" + ob.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + mObjects.Add(startVLine); + } + } + } + + // + void DrawFairValueGap( + XCFVG *fvg, + XCPOIDrawer *drawer // + ) + { + // + if (fvg == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = fvg.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateFairValueGap( + fvg, + obj // + ); + if (isCreated) + { + mObjects.Add(obj); + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = fvg.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + mObjects.Add(obj); + } + + // + string startVLineName = "Start_" + fvg.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + mObjects.Add(startVLine); + } + } + } + + // + void DrawWorkingZone( + X121SMCStrategyXSupDemOBSSignalConditions &conditions, + XCPOIDrawer *drawer // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + bool isCreated = false; + + // + bool hasVisionHighestSupplyZone = conditions.HasVisionHighestSupplyZone(); + if (hasVisionHighestSupplyZone) + { + // + XCSupplyZoneObject *ivhSupObj; + isCreated = drawer.CreateSupplyZone( + conditions.visionHighestSupplyZone, + ivhSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(ivhSupObj); + } + } + + // + bool hasConsolidationHighestSupplyZone = conditions.HasConsolidationHighestSupplyZone(); + if (hasConsolidationHighestSupplyZone) + { + // + XCSupplyZoneObject *ichSupObj; + isCreated = drawer.CreateSupplyZone( + conditions.consolidationHighestSupplyZone, + ichSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(ichSupObj); + } + } + + // + bool hasVisionLowestDemandZone = conditions.HasVisionLowestDemandZone(); + if (hasVisionLowestDemandZone) + { + // + XCDemandZoneObject *ivlSupObj; + isCreated = drawer.CreateDemandZone( + conditions.visionLowestDemandZone, + ivlSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(ivlSupObj); + } + } + + // + bool hasConsolidationLowestDemandZone = conditions.HasConsolidationLowestDemandZone(); + if (hasConsolidationLowestDemandZone) + { + // + XCDemandZoneObject *iclSupObj; + isCreated = drawer.CreateDemandZone( + conditions.consolidationLowestDemandZone, + iclSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iclSupObj); + } + } + + // + bool hasWorkingZone = conditions.workingZone.IsValid(); + if (hasWorkingZone) + { + // + string zonePrefix = "X121_WZ_" + conditions.workingZone.symbol + "_" + ToString(conditions.workingZone.period); + string fromStr = ToFormatString(conditions.workingZone.from); + string fromMD5 = ToMD5(fromStr); + + // + string upperName = zonePrefix + "_Upper_" + fromMD5; + string lowerName = zonePrefix + "_Lower_" + fromMD5; + string zoneUpperName = zonePrefix + "_ZoneUpper_" + fromMD5; + string zoneLowerName = zonePrefix + "_ZoneLower_" + fromMD5; + + // + string q1Name = zonePrefix + "_Q1_" + fromMD5; + string q2Name = zonePrefix + "_Q2_" + fromMD5; + string q3Name = zonePrefix + "_Q3_" + fromMD5; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + bool isCreated = false; + + // + // Lower ... + CChartObjectHLine *lowerHLine; + lowerHLine = new CChartObjectHLine(); + isCreated = lowerHLine.Create( + chartID, + lowerName, + subWindow, + conditions.workingZone.lower // + ); + if (isCreated) + { + // + lowerHLine.Color(clrLime); + mWorkingZoneObjects.Add(lowerHLine); + } + + // + CChartObjectHLine *upperHLine; + upperHLine = new CChartObjectHLine(); + isCreated = upperHLine.Create( + chartID, + upperName, + subWindow, + conditions.workingZone.upper // + ); + if (isCreated) + { + // + upperHLine.Color(clrLime); + mWorkingZoneObjects.Add(upperHLine); + } + + // + CChartObjectHLine *zoneLowerHLine; + zoneLowerHLine = new CChartObjectHLine(); + isCreated = zoneLowerHLine.Create( + chartID, + zoneLowerName, + subWindow, + conditions.workingZone.zoneLower // + ); + if (isCreated) + { + // + zoneLowerHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneLowerHLine); + } + + // + CChartObjectHLine *zoneUpperHLine; + zoneUpperHLine = new CChartObjectHLine(); + isCreated = zoneUpperHLine.Create( + chartID, + zoneUpperName, + subWindow, + conditions.workingZone.zoneUpper // + ); + if (isCreated) + { + // + zoneUpperHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneUpperHLine); + } + + // + CChartObjectHLine *quarter1HLine; + quarter1HLine = new CChartObjectHLine(); + isCreated = quarter1HLine.Create( + chartID, + q1Name, + subWindow, + conditions.workingZone.quarter1 // + ); + if (isCreated) + { + // + quarter1HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter1HLine); + } + + // + CChartObjectHLine *quarter2HLine; + quarter2HLine = new CChartObjectHLine(); + isCreated = quarter2HLine.Create( + chartID, + q2Name, + subWindow, + conditions.workingZone.quarter2 // + ); + if (isCreated) + { + // + quarter2HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter2HLine); + } + + // + CChartObjectHLine *quarter3HLine; + quarter3HLine = new CChartObjectHLine(); + isCreated = quarter3HLine.Create( + chartID, + q3Name, + subWindow, + conditions.workingZone.quarter3 // + ); + if (isCreated) + { + // + quarter3HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter3HLine); + } + } + } + + // + void DrawConditions( + X121SMCStrategyXSupDemOBSSignalConditions &conditions, + XCPOIDrawer *drawer, + bool forceClean = false // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + if (forceClean) + { + mObjects.Clear(); + } + + // + bool isCreated = false; + + // + int obFVGsCount = ArraySize(conditions.obFVGs); + bool hasOBFVGs = IsValidSize(obFVGsCount); + if (hasOBFVGs) + { + // + for (int i = 0; i < obFVGsCount; i++) + { + // + XOBFVG iOBFVG = conditions.obFVGs[i]; + + // + DrawOrderBlock( + iOBFVG.ob, + drawer // + ); + + // + DrawFairValueGap( + iOBFVG.fvg, + drawer // + ); + + // + int hasUnActivatedOBs = iOBFVG.HasUnActivatedOBs(); + int unActivatedOBsCount = iOBFVG.CountUnActivatedOBs(); + if (hasUnActivatedOBs) + { + // + for (int j = 0; j < unActivatedOBsCount; j++) + { + // + DrawOrderBlock( + iOBFVG.unActivatedOBs[j], + drawer // + ); + } + } + + // + int hasUnActivatedFVGs = iOBFVG.HasUnActivatedFVGs(); + int unActivatedFVGsCount = iOBFVG.CountUnActivatedFVGs(); + if (hasUnActivatedFVGs) + { + // + for (int j = 0; j < unActivatedFVGsCount; j++) + { + // + DrawFairValueGap( + iOBFVG.unActivatedFVGs[j], + drawer // + ); + } + } + } + } + + // + int insideZoneWidth = 1; + color insideZoneColor = clrYellow; + bool hasInsideOB = conditions.insideOB != NULL && + conditions.insideOB.IsValid(); + if (hasInsideOB) + { + // + bool isBullish = conditions.insideOB.IsBullish(); + + // + XCBaseObject *iObj = NULL; + isCreated = false; + if (isBullish) + { + // + XCBullishOrderBlockObject *iiObj; + isCreated = drawer.CreateBullishOrderBlock( + conditions.insideOB, + iiObj // + ); + + // + if (isCreated) + { + // + iiObj.ZoneColor(insideZoneColor); + iiObj.ZoneWidth(insideZoneWidth); + + // + iObj = (XCBaseObject *)iiObj; + } + } + else + { + // + XCBearishOrderBlockObject *iiObj; + isCreated = drawer.CreateBearishOrderBlock( + conditions.insideOB, + iiObj // + ); + + // + if (isCreated) + { + // + iiObj.ZoneColor(insideZoneColor); + iiObj.ZoneWidth(insideZoneWidth); + + // + iObj = (XCBaseObject *)iiObj; + } + } + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool hasInsideFVG = conditions.insideFVG != NULL && + conditions.insideFVG.IsValid(); + if (hasInsideFVG) + { + // + bool isBullish = conditions.insideFVG.IsBullish(); + + // + XCBaseObject *iObj = NULL; + isCreated = false; + if (isBullish) + { + // + XCBullishFairValueGapObject *iiObj; + isCreated = drawer.CreateBullishFairValueGap( + conditions.insideFVG, + iiObj // + ); + + // + if (isCreated) + { + // + iiObj.ZoneColor(insideZoneColor); + iiObj.ZoneWidth(insideZoneWidth); + + // + iObj = (XCBaseObject *)iiObj; + } + } + else + { + // + XCBearishFairValueGapObject *iiObj; + isCreated = drawer.CreateBearishFairValueGap( + conditions.insideFVG, + iiObj // + ); + + // + if (isCreated) + { + // + iiObj.ZoneColor(insideZoneColor); + iiObj.ZoneWidth(insideZoneWidth); + + // + iObj = (XCBaseObject *)iiObj; + } + } + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool hasConsolidationZone = conditions.consolidationZone.IsValid(); + if (hasConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + isCreated = drawer.CreateConsolidationZone( + conditions.consolidationZone, + iObj // + ); + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + } + + // + protected: + // + + // + private: + // + // Props ... + CArrayObj mObjects; + CArrayObj mWorkingZoneObjects; + + /** + * Initialize ... + */ + void Init() + { + } + + /** + * DeInitialize ... + */ + void DeInit() + { + // + RemoveDraws(); + mConditions.Clean(); + RemoveWorkingZoneDraws(); + Clean(mConditionsCollection); + } + + // + // Helpers ... + + // + bool CheckPriceInside( + XOHCL &zBar, + XOHCL &cBar, + double upper, + double lower // + ) + { + // + bool result = false; + + // + result = zBar.IsValid() && + cBar.IsValid() && + upper > 0 && + lower > 0 && + upper > lower && + zBar.time > cBar.time; + if (!result) + { + return result; + } + + // + result = + // + zBar.high < upper && + cBar.high < upper && + // + zBar.low > lower && + cBar.low > lower + // + ; + + // + return result; + } + + // + bool CalculateRiskReward( + ENUM_X121SMC_XSUPDEMOBS_PRIORITY priority, + double &reward, + double &amountPercent // + ) + { + // + bool result = false; + + // + reward = 0; + amountPercent = 0; + + // + result = priority != X121SMC_XSUPDEMOBS_PRIORITY_NONE; + if (!result) + { + return result; + } + + // + switch (priority) + { + // + case X121SMC_XSUPDEMOBS_PRIORITY_HIGH: + // + reward = 6; + amountPercent = 2; + break; + + // + case X121SMC_XSUPDEMOBS_PRIORITY_REGULAR: + // + reward = 6; + amountPercent = 1.5; + break; + + // + case X121SMC_XSUPDEMOBS_PRIORITY_LOW: + // + reward = 4; + amountPercent = 1; + break; + + // + case X121SMC_XSUPDEMOBS_PRIORITY_WEAK: + // + reward = 2; + amountPercent = 0.5; + break; + } + + // + result = + // + reward > 0 && + amountPercent > 0 + // + ; + + // + return result; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xsupdemobs.signal.lib.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xsupdemobs.signal.lib.mq5 new file mode 100644 index 0000000..c5df488 --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xsupdemobs.signal.lib.mq5 @@ -0,0 +1,1686 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XSupDemOBS +// Description: provide all Signalling functions ... +// +// +// 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 "../../Libraries/x-trade.lib" +#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" + +// +enum ENUM_X121SMC_XSUPDEMOBS_PRIORITY +{ + X121SMC_XSUPDEMOBS_PRIORITY_NONE, + X121SMC_XSUPDEMOBS_PRIORITY_WEAK, + X121SMC_XSUPDEMOBS_PRIORITY_LOW, + X121SMC_XSUPDEMOBS_PRIORITY_REGULAR, + X121SMC_XSUPDEMOBS_PRIORITY_HIGH, +}; + +// +struct XOBFVG +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + datetime time; + + // + XCOrderBlock *ob; + XCFVG *fvg; + + // + XCFVG *unActivatedFVGs[]; + XCOrderBlock *unActivatedOBs[]; + + // + XOBFVG() + { + Clean(); + } + + // + void Clean() + { + // + ob = NULL; + fvg = NULL; + time = NULL; + symbol = NULL; + period = NULL; + + // + Clean(unActivatedOBs); + Clean(unActivatedFVGs); + + // + ZeroMemory(this); + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = + // + ob != NULL && + ob.IsValid() && + fvg != NULL && + fvg.IsValid() && + ob.From() < fvg.From() && + IsValid(time) && + IsValid(symbol) && + IsValid(period) + // + ; + if (!result) + { + return result; + } + + // + ENUM_X_DIRECTION mDir = GetDirection(); + + // + // Validate Order Block ... + + // + // Validate Started Zones ... + XOHCL obStartedBar; + ENUM_X_DIRECTION obStartedDir; + bool isStarted = ob.IsStarted( + mDir, + obStartedBar, + obStartedDir // + ); + result = isStarted; + if (!result) + { + return result; + } + + // + // Validate InActive Zone ... + XOHCL obActivatedBar; + ENUM_X_DIRECTION obActivatedDir; + bool isActivated = ob.IsActivated( + mDir, + obActivatedBar, + obActivatedDir // + ); + result = !isActivated; + if (!result) + { + return result; + } + + // + // Validate Zone Iverse Breake ... + XOHCL obBreakedBar; + ENUM_X_DIRECTION obBreakedDir; + bool isBreaked = ob.IsBreaked( + Opposit(mDir), + obBreakedBar, + obBreakedDir, + true // Ignore Activation ... + ); + result = !isBreaked; + if (!result) + { + return result; + } + + // + // Checking Dirction(s) ... + result = + HasDirection(mDir) && + mDir == fvg.GetDirection(); + if (!result) + { + return result; + } + + // + // Validate FVG From Date ... + + // + // Checking FVG Place ... + + // + bool isBullish = IsBullish(mDir); + + // + bool isAbove = IsAboveDiff( + fvg, + ob, + true // Ignore Inside ... + ); + + // + bool isBelow = IsBelowDiff( + fvg, + ob, + true // Ignore Inside ... + ); + + // + result = + isBullish + ? isAbove + : isBelow; + if (!result) + { + return result; + } + + // + // Check FVG Must Be Started ... + XOHCL fvgStartedBar; + ENUM_X_DIRECTION fvgStartedDir; + isStarted = fvg.IsStarted( + mDir, + fvgStartedBar, + fvgStartedDir // + ); + result = isStarted; + if (!result) + { + return result; + } + + // + // Check FVg Not Breaked in Reversal Direction ... + XOHCL fvgBreakedBar; + ENUM_X_DIRECTION fvgBreakedDir; + isBreaked = fvg.IsBreaked( + Opposit(mDir), + fvgBreakedBar, + fvgBreakedDir, + true // Ignore Activation ... + ); + result = !isBreaked; + if (!result) + { + return result; + } + + // + return result; + } + + // + ENUM_X_DIRECTION GetDirection() + { + return ob.GetDirection(); + } + + // + int CountUnActivatedOBs() + { + return ArraySize(unActivatedOBs); + } + + // + bool HasUnActivatedOBs() + { + return IsValidSize(CountUnActivatedOBs()); + } + + // + bool AddUnActivatedOB( + XCOrderBlock *_ob, + XOHCL &bar // + ) + { + // + bool result = false; + + // + result = IsValid() && + bar.IsValid() && + _ob != NULL && + _ob.IsValid(); + if (!result) + { + return result; + } + + // + // Check Order Block is not Same as Current OB ... + bool isSame = IsSame( + _ob, + ob // + ); + result = !isSame; + if (!result) + { + return result; + } + + // + ENUM_X_DIRECTION mDir = GetDirection(); + bool isBullish = IsBullish(mDir); + + // + // Check Bars ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + bool isPricePassed = + isBullish + ? IsAbove( + bar.low, + _ob // + ) && + IsAbove( + pBar.low, + _ob // + ) + : IsBelow( + bar.high, + _ob // + ) && + IsBelow( + pBar.high, + _ob // + ); + result = isPricePassed; + if (!result) + { + return result; + } + + // + // Validate Order Block is Not Activated ... + + // + // Validate Started Zones ... + XOHCL obStartedBar; + ENUM_X_DIRECTION obStartedDir; + bool isStarted = _ob.IsStarted( + mDir, + obStartedBar, + obStartedDir // + ); + result = isStarted; + if (!result) + { + return result; + } + + // + // Validate InActive Zone ... + XOHCL obActivatedBar; + ENUM_X_DIRECTION obActivatedDir; + bool isActivated = _ob.IsActivated( + mDir, + obActivatedBar, + obActivatedDir // + ); + result = !isActivated; + if (!result) + { + return result; + } + + // + // Validate Zone Iverse Breake ... + XOHCL obBreakedBar; + ENUM_X_DIRECTION obBreakedDir; + bool isBreaked = _ob.IsBreaked( + Opposit(mDir), + obBreakedBar, + obBreakedDir, + true // Ignore Activation ... + ); + result = !isBreaked; + if (!result) + { + return result; + } + + // + int idx = FindIndex( + _ob, + unActivatedOBs // + ); + result = !IsValidIndex(idx); + if (!result) + { + return result; + } + + // + bool isLastPassed = true; + bool isAboveLast = false; + bool isBelowLast = false; + XCOrderBlock *lastOB = NULL; + int unActivatedOBsCount = CountUnActivatedOBs(); + bool hasUnActivatedOBs = HasUnActivatedOBs(); + if (hasUnActivatedOBs) + { + lastOB = unActivatedOBs[unActivatedOBsCount - 1]; + } + bool hasLastOB = lastOB != NULL && + lastOB.IsValid(); + if (hasLastOB) + { + // + isAboveLast = IsAbove( + _ob, + lastOB, + true // Ignore Inside ... + ); + + // + isBelowLast = IsBelow( + _ob, + lastOB, + true // Ignore Inside ... + ); + + // + isLastPassed = + isBullish + ? isAboveLast + : isBelowLast; + } + result = isLastPassed; + if (!result) + { + return result; + } + + // + Add( + _ob, + unActivatedOBs // + ); + + // + return result; + } + + // + int CountUnActivatedFVGs() + { + return ArraySize(unActivatedFVGs); + } + + // + bool HasUnActivatedFVGs() + { + return IsValidSize(CountUnActivatedFVGs()); + } + + // + bool AddUnActivatedFVG( + XCFVG *_fvg, + XOHCL &bar // + ) + { + // + bool result = false; + + // + result = IsValid() && + bar.IsValid() && + _fvg != NULL && + _fvg.IsValid(); + if (!result) + { + return result; + } + + // + // Check Order Block is not Same as Current OB ... + bool isSame = IsSame( + _fvg, + fvg // + ); + result = !isSame; + if (!result) + { + return result; + } + + // + ENUM_X_DIRECTION mDir = GetDirection(); + bool isBullish = IsBullish(mDir); + + // + // Check Bars ... + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + bool isPricePassed = + isBullish + ? IsAbove( + bar.low, + _fvg // + ) && + IsAbove( + pBar.low, + _fvg // + ) + : IsBelow( + bar.high, + _fvg // + ) && + IsBelow( + pBar.high, + _fvg // + ); + result = isPricePassed; + if (!result) + { + return result; + } + + // + // Validate Order Block is Not Activated ... + + // + // Validate Started Zones ... + XOHCL fvgStartedBar; + ENUM_X_DIRECTION fvgStartedDir; + bool isStarted = _fvg.IsStarted( + mDir, + fvgStartedBar, + fvgStartedDir // + ); + result = isStarted; + if (!result) + { + return result; + } + + // + // Validate InActive Zone ... + XOHCL fvgActivatedBar; + ENUM_X_DIRECTION fvgActivatedDir; + bool isActivated = _fvg.IsActivated( + mDir, + fvgActivatedBar, + fvgActivatedDir // + ); + result = !isActivated; + if (!result) + { + return result; + } + + // + // Validate Zone Iverse Breake ... + XOHCL fvgBreakedBar; + ENUM_X_DIRECTION fvgBreakedDir; + bool isBreaked = _fvg.IsBreaked( + Opposit(mDir), + fvgBreakedBar, + fvgBreakedDir, + true // Ignore Activation ... + ); + result = !isBreaked; + if (!result) + { + return result; + } + + // + int idx = FindIndex( + _fvg, + unActivatedFVGs // + ); + result = !IsValidIndex(idx); + if (!result) + { + return result; + } + + // + XCFVG *lastFVG = NULL; + bool isLastPassed = true; + bool isAboveLast = false; + bool isBelowLast = false; + int unActivatedFVGsCount = CountUnActivatedFVGs(); + bool hasUnActivatedFVGs = HasUnActivatedFVGs(); + if (hasUnActivatedFVGs) + { + lastFVG = unActivatedFVGs[unActivatedFVGsCount - 1]; + } + bool hasLastFVG = lastFVG != NULL && + lastFVG.IsValid(); + if (hasLastFVG) + { + // + isAboveLast = IsAbove( + _fvg, + lastFVG, + true // Ignore Inside ... + ); + + // + isBelowLast = IsBelow( + _fvg, + lastFVG, + true // Ignore Inside ... + ); + + // + isLastPassed = + isBullish + ? isAboveLast + : isBelowLast; + } + result = isLastPassed; + if (!result) + { + return result; + } + + // + Add( + _fvg, + unActivatedFVGs // + ); + + // + return result; + } +}; + +// +struct X121SMCXSupDemOBSWorkingZone +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double upper; + double lower; + + // + double zoneUpper; + double zoneLower; + + // + double quarter1; + double quarter2; + double quarter3; + + // + datetime from; + + // + X121SMCXSupDemOBSWorkingZone() + { + Clean(); + } + + // + void Clean() + { + // + upper = 0; + lower = 0; + quarter1 = 0; + quarter2 = 0; + quarter3 = 0; + zoneLower = 0; + zoneUpper = 0; + + // + from = NULL; + symbol = NULL; + period = NULL; + + // + ZeroMemory(this); + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = + lower > 0 && + upper > 0 && + quarter1 > 0 && + quarter2 > 0 && + quarter3 > 0 && + upper > lower && + zoneLower > 0 && + zoneUpper > 0 && + IsValid(from) && + IsValid(symbol) && + IsValid(period) && + zoneUpper > upper && + zoneLower < lower; + + // + return result; + } + + // + bool DetectOveralTrend( + XOHCL &touchedBar, + ENUM_X_DIRECTION &trendDir, + int barIndex = 0 // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + trendDir = X_DIRECTION_NONE; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int fromBarIndex = iBarShift( + symbol, + period, + from // + ); + result = IsValidIndex(fromBarIndex); + if (!result) + { + return result; + } + + // + XOHCL nearestUpperTouchedBar; + XOHCL nearestLowerTouchedBar; + bool hasNearestUpperTouchedBar = false; + bool hasNearestLowerTouchedBar = false; + for (int i = barIndex; i < fromBarIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + period, + i // + ); + + // + hasNearestUpperTouchedBar = nearestUpperTouchedBar.IsValid(); + if (!hasNearestUpperTouchedBar) + { + // + bool isBarTouchedUpper = iBar.high > upper; + if (isBarTouchedUpper) + { + // + nearestUpperTouchedBar = iBar; + hasNearestUpperTouchedBar = true; + } + } + + // + hasNearestLowerTouchedBar = nearestLowerTouchedBar.IsValid(); + if (!hasNearestLowerTouchedBar) + { + // + bool isBarTouchedLower = iBar.low < lower; + if (isBarTouchedLower) + { + // + nearestLowerTouchedBar = iBar; + hasNearestLowerTouchedBar = true; + } + } + + // + if (hasNearestUpperTouchedBar && + hasNearestLowerTouchedBar) + { + break; + } + } + + // + result = hasNearestUpperTouchedBar || + hasNearestLowerTouchedBar; + if (result) + { + // + if (hasNearestUpperTouchedBar && + !hasNearestLowerTouchedBar) + { + // + trendDir = X_DIRECTION_BEARISH; + touchedBar = nearestUpperTouchedBar; + } + else if (!hasNearestUpperTouchedBar && + hasNearestLowerTouchedBar) + { + // + trendDir = X_DIRECTION_BULLISH; + touchedBar = nearestLowerTouchedBar; + } + else if (hasNearestUpperTouchedBar && + hasNearestLowerTouchedBar) + { + // + trendDir = + nearestUpperTouchedBar.time < nearestLowerTouchedBar.time + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + if (IsBullish(trendDir)) + { + touchedBar = nearestLowerTouchedBar; + } + else + { + touchedBar = nearestUpperTouchedBar; + } + } + } + + // + return result; + } + + // + bool IsDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + return result; + } + + // + bool isUpperBreaked = + bar.high > zoneUpper && + bar.close > zoneUpper; + + // + bool isLowerBreaked = + bar.low < zoneLower && + bar.close < zoneLower; + + // + result = isUpperBreaked || + isLowerBreaked; + if (result) + { + // + destroyedDir = + isUpperBreaked + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + // +}; + +// +// Definitions ... +struct X121SMCStrategyXSupDemOBSSignalConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + double target; + double reward; + double amountPercent; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + double pivot; + double point; + + // + ENUM_X121SMC_XSUPDEMOBS_PRIORITY priority; + + // + // Working Zone ... + + // + XCSupplyZone *visionHighestSupplyZone; + XCSupplyZone *consolidationHighestSupplyZone; + + // + XCDemandZone *visionLowestDemandZone; + XCDemandZone *consolidationLowestDemandZone; + + // + XCFVG *insideFVG; + XCOrderBlock *insideOB; + + // + XCFVG *rejectedFVG; + XCOrderBlock *rejectedOB; + + // + XCSupplyZone *insideSupplyZone; + XCDemandZone *insideDemandZone; + + // + XConsolidationZone consolidationZone; + + // + XOBFVG obFVGs[]; + + // + X121SMCXSupDemOBSWorkingZone workingZone; + + // + // Constructor ... + X121SMCStrategyXSupDemOBSSignalConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + target = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + + // + ExtensionClean(); + + // + ZeroMemory(this); + } + + /** + * Check Condition is Setting Up ... + * + * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... + * + * @return ( bool ) + */ + bool IsSetuped() + { + // + bool result = false; + + // + result = IsValid(setupTime) && + HasDirection(dir); + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Calculate Setup Age ... + * + * @return ( int ) + */ + int GetSetupAge() + { + // + int result = 0; + + // + if (!IsSetuped()) + { + return result; + } + + // + result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); + + // + return result; + } + + /** + * Detect How we Can Trigger Signal ... + * + * @return ( bool ) + */ + bool CanTrigger() + { + // + bool result = false; + + // + result = + // + sl > 0 && + IsValid(symbol) && + IsValid(period) && + IsValid(triggerTime) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + // + // Extensions ... + + /** + * Clean Additional Properties ... + */ + void ExtensionClean() + { + // + pivot = 0; + point = 0; + + // + reward = 0; + amountPercent = 0; + + // + Clean(obFVGs); + workingZone.Clean(); + consolidationZone.Clean(); + + // + insideOB = NULL; + insideFVG = NULL; + rejectedOB = NULL; + rejectedFVG = NULL; + insideSupplyZone = NULL; + insideDemandZone = NULL; + + // + visionLowestDemandZone = NULL; + visionHighestSupplyZone = NULL; + consolidationLowestDemandZone = NULL; + consolidationHighestSupplyZone = NULL; + + // + ZeroMemory(visionLowestDemandZone); + ZeroMemory(visionHighestSupplyZone); + ZeroMemory(consolidationLowestDemandZone); + ZeroMemory(consolidationHighestSupplyZone); + + // + priority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; + } + + // + // + // + + // + bool HasVisionHighestSupplyZone() + { + // + return visionHighestSupplyZone != NULL && + visionHighestSupplyZone.IsValid(); + } + + // + bool HasConsolidationHighestSupplyZone() + { + // + return consolidationHighestSupplyZone != NULL && + consolidationHighestSupplyZone.IsValid(); + } + + // + bool HasVisionLowestDemandZone() + { + // + return visionLowestDemandZone != NULL && + visionLowestDemandZone.IsValid(); + } + + // + bool HasConsolidationLowestDemandZone() + { + // + return consolidationLowestDemandZone != NULL && + consolidationLowestDemandZone.IsValid(); + } + + // + // X_DIRECTION_BULLISH: + // Supply Zone of Consolidation Cycle appears inside + // Supply Zone of Vision Cycle ... + // + // X_DIRECTION_BEARISH: + // Demnad Zone of Consolidation Cycle appears inside + // Demnad Zone of Vision Cycle ... + bool HasHighImpactSide(ENUM_X_DIRECTION &highImpactDir) + { + // + bool result = false; + + // + highImpactDir = X_DIRECTION_NONE; + + // + bool isSupplyInside = false; + bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); + bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); + if (hasVisionHighestSupplyZone && + hasConsolidationHighestSupplyZone) + { + isSupplyInside = IsInside( + consolidationHighestSupplyZone, + visionHighestSupplyZone // + ); + } + + // + bool isDemandInside = false; + bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); + bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); + if (hasVisionLowestDemandZone && + hasConsolidationLowestDemandZone) + { + // + isDemandInside = IsInside( + consolidationLowestDemandZone, + visionLowestDemandZone // + ); + } + + // + result = isSupplyInside || + isDemandInside; + if (result) + { + // + highImpactDir = + isSupplyInside + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + // + datetime ExtractNearestFromDate() + { + // + datetime result = NULL; + + // + bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); + bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); + bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); + bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); + if (hasVisionLowestDemandZone) + { + // + bool canSet = + !IsValid(result) + ? true + : visionLowestDemandZone.From() > result; + if (canSet) + { + result = visionLowestDemandZone.From(); + } + } + if (hasVisionHighestSupplyZone) + { + // + bool canSet = + !IsValid(result) + ? true + : visionHighestSupplyZone.From() > result; + if (canSet) + { + result = visionHighestSupplyZone.From(); + } + } + if (hasConsolidationLowestDemandZone) + { + // + bool canSet = + !IsValid(result) + ? true + : consolidationLowestDemandZone.From() > result; + if (canSet) + { + result = consolidationLowestDemandZone.From(); + } + } + if (hasConsolidationHighestSupplyZone) + { + // + bool canSet = + !IsValid(result) + ? true + : consolidationHighestSupplyZone.From() > result; + if (canSet) + { + result = consolidationHighestSupplyZone.From(); + } + } + + // + return result; + } + + // + datetime ExtractFarestFromDate() + { + // + datetime result = NULL; + + // + bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); + bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); + bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); + bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); + if (hasVisionLowestDemandZone) + { + // + bool canSet = + !IsValid(result) + ? true + : visionLowestDemandZone.From() < result; + if (canSet) + { + result = visionLowestDemandZone.From(); + } + } + if (hasVisionHighestSupplyZone) + { + // + bool canSet = + !IsValid(result) + ? true + : visionHighestSupplyZone.From() < result; + if (canSet) + { + result = visionHighestSupplyZone.From(); + } + } + if (hasConsolidationLowestDemandZone) + { + // + bool canSet = + !IsValid(result) + ? true + : consolidationLowestDemandZone.From() < result; + if (canSet) + { + result = consolidationLowestDemandZone.From(); + } + } + if (hasConsolidationHighestSupplyZone) + { + // + bool canSet = + !IsValid(result) + ? true + : consolidationHighestSupplyZone.From() < result; + if (canSet) + { + result = consolidationHighestSupplyZone.From(); + } + } + + // + return result; + } + + // + int CountOBFVGs() + { + return ArraySize(obFVGs); + } + + // + bool HasOBFVGs() + { + return IsValidSize(CountOBFVGs()); + } + + // + // Working Zone is an Area which + // we decide to trade inside it ... + bool ExtractWorkingZone( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + result = workingZone.IsValid(); + if (result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + + // + double upper = 0; + double lower = 0; + double quarter1 = 0; + double quarter2 = 0; + double quarter3 = 0; + double zoneUpper = 0; + double zoneLower = 0; + + // + ENUM_X_DIRECTION highImpactDir; + bool hasHighImpactSide = HasHighImpactSide(highImpactDir); + result = hasHighImpactSide; + if (!result) + { + return result; + } + + // + // Select Newest Zone From time ... + datetime from = ExtractFarestFromDate(); + + // + bool isSupplyHighImpacted = IsBullish(highImpactDir); + bool isDemandHighImpacted = IsBearish(highImpactDir); + + // + if (isSupplyHighImpacted) + { + // + upper = visionHighestSupplyZone.Lower(); + if (HasConsolidationLowestDemandZone()) + { + lower = consolidationLowestDemandZone.Upper(); + } + else + { + lower = visionLowestDemandZone.Upper(); + } + + // + zoneUpper = visionHighestSupplyZone.Upper(); + if (HasConsolidationLowestDemandZone()) + { + zoneLower = consolidationLowestDemandZone.Lower(); + } + else + { + zoneLower = visionLowestDemandZone.Lower(); + } + } + else + { + // + if (HasConsolidationHighestSupplyZone()) + { + upper = consolidationHighestSupplyZone.Lower(); + } + else + { + upper = visionHighestSupplyZone.Lower(); + } + lower = visionLowestDemandZone.Upper(); + + // + if (HasConsolidationHighestSupplyZone()) + { + zoneUpper = consolidationHighestSupplyZone.Upper(); + } + else + { + zoneUpper = visionHighestSupplyZone.Upper(); + } + zoneLower = visionLowestDemandZone.Lower(); + } + + // + result = + lower > 0 && + upper > 0 && + upper > lower && + zoneUpper > 0 && + zoneLower > 0 && + zoneUpper > upper && + zoneLower < lower; + if (!result) + { + return result; + } + + // + double range = (upper - lower) / 100; + double quarter = range * 25; + + // + quarter1 = upper - (1 * quarter); + quarter2 = upper - (2 * quarter); + quarter3 = upper - (3 * quarter); + + // + workingZone.from = from; + workingZone.upper = upper; + workingZone.lower = lower; + workingZone.symbol = symbol; + workingZone.period = period; + workingZone.quarter1 = quarter1; + workingZone.quarter2 = quarter2; + workingZone.quarter3 = quarter3; + workingZone.zoneUpper = zoneUpper; + workingZone.zoneLower = zoneLower; + + // + result = workingZone.IsValid(); + + // + return result; + } + + // + bool IsWorkingZoneDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = workingZone.IsValid(); + if (!result) + { + return result; + } + + // + result = workingZone.IsDestroyed( + destroyedDir, + barIndex, + forPeriod // + ); + + // + return result; + } + + // + bool DetectOveralTrend( + XOHCL &touchedBar, + ENUM_X_DIRECTION &trendDir, + int barIndex = 0 // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + trendDir = X_DIRECTION_NONE; + + // + result = workingZone.IsValid(); + if (!result) + { + return result; + } + + // + result = workingZone.DetectOveralTrend( + touchedBar, + trendDir, + barIndex // + ); + + // + return result; + } + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); + + // + bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); + if (hasVisionLowestDemandZone) + { + visionLowestDemandZone.To(value); + } + + bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); + if (hasVisionHighestSupplyZone) + { + visionHighestSupplyZone.To(value); + } + + bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); + if (hasConsolidationLowestDemandZone) + { + consolidationLowestDemandZone.To(value); + } + + bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); + if (hasConsolidationHighestSupplyZone) + { + consolidationHighestSupplyZone.To(value); + } + + // + bool hasInsideOB = insideOB != NULL && + insideOB.IsValid(); + if (hasInsideOB) + { + insideOB.To(value); + } + + // + bool hasInsideFVG = insideFVG != NULL && + insideFVG.IsValid(); + if (hasInsideFVG) + { + insideFVG.To(value); + } + + // + bool hasOBFVGs = HasOBFVGs(); + int obFVGsCount = CountOBFVGs(); + if (hasOBFVGs) + { + // + for (int i = 0; i < obFVGsCount; i++) + { + // + obFVGs[i].ob.To(value); + obFVGs[i].fvg.To(value); + + // + bool hasUnActivatedOBs = obFVGs[i].HasUnActivatedOBs(); + int unActivatedOBsCount = obFVGs[i].CountUnActivatedOBs(); + if (hasUnActivatedOBs) + { + // + for (int j = 0; j < unActivatedOBsCount; j++) + { + obFVGs[i].unActivatedOBs[j].To(value); + } + } + + // + bool hasUnActivatedFVGs = obFVGs[i].HasUnActivatedFVGs(); + int unActivatedFVGsCount = obFVGs[i].CountUnActivatedFVGs(); + if (hasUnActivatedFVGs) + { + // + for (int j = 0; j < unActivatedFVGsCount; j++) + { + obFVGs[i].unActivatedFVGs[j].To(value); + } + } + } + } + } + + // +}; diff --git a/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xwz.signal.class.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xwz.signal.class.mq5 new file mode 100644 index 0000000..757942e --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xwz.signal.class.mq5 @@ -0,0 +1,2996 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "./x-121.smc.xwz.signal.lib.mq5" + +// +// Definition ... +class XCX121SMCXWZSignalDetector : public XCBase +{ + // + public: + // + // Props ... + X121SMCStrategyXWZSignalConditions mConditions; + X121SMCStrategyXWZSignalConditions mConditionsCollection[]; + + // + // Constructor(s) ... + XCX121SMCXWZSignalDetector() + { + Init(); + } + + // + // Deconstructor ... + ~XCX121SMCXWZSignalDetector() + { + DeInit(); + } + + // + // + // + + // + // Detect Setup Conditions ... + bool DetectSignalSetup( + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + // Validate Cycle Helpers ... + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + mConditions.symbol = symbol; + mConditions.period = period; + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + double target = 0; + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // Setup Conditions ... + + // + XOHCL decisionZBar; + XOHCL decisionCBar; + XOHCL decisionPBar; + double decisionCBarBullishZoneChechValue = 0; + double decisionCBarBearishZoneChechValue = 0; + + // + result = decisionZBar.Init( + decisionState.symbol, + decisionState.period, + 0 // + ); + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + result = decisionZBar + .GetPreviousBar(decisionCBar); + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + result = decisionCBar + .GetPreviousBar(decisionPBar); + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + decisionCBarBullishZoneChechValue = decisionCBar + .GetZoneCheckValue(X_DIRECTION_BULLISH); + decisionCBarBearishZoneChechValue = decisionCBar + .GetZoneCheckValue(X_DIRECTION_BEARISH); + + // + // Check Working Zone ... + bool hasWorkingZone = mConditions.HasWorkingZone(); + if (!hasWorkingZone) + { + // + hasWorkingZone = mConditions.ExtractWorkingZone( + visionState, + consolidationState, + analyseState, + zIndex // + ); + } + + // + result = hasWorkingZone; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + mConditions.Clean(); + + // + return result; + } + + // + mConditions.UpdateTo(cTime); + + // + // Check Working Zone still Alive ... + ENUM_X_DIRECTION destroyedDir = X_DIRECTION_NONE; + bool isWorkingZoneDestroyed = mConditions + .IsWorkingZoneDestroyed( + destroyedDir, + zIndex, + decisionState.period // + ); + if (isWorkingZoneDestroyed) + { + RemoveWorkingZoneDraws(); + } + + // + result = !isWorkingZoneDestroyed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + mConditions.Clean(); + + // + return result; + } + + // + // Detecting Trend ... + ENUM_X_DIRECTION trend; + bool hasTrend = mConditions.DetectTrend( + trend, + period // + ); + bool hasBullishTrend = hasTrend && + IsBullish(trend); + bool hasBearishTrend = hasTrend && + IsBearish(trend); + result = hasTrend; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + RemoveDraws(); + RemoveWorkingZoneDraws(); + + // + mConditions.Clean(); + + // + return result; + } + + // + // Detect Start Zones ... + bool hasStartZone = mConditions.HasStartZone(); + if (!hasStartZone) + { + // + hasStartZone = mConditions.DetectStartZone( + trend, + analyseState, + decisionCycleHelper // + ); + } + + // + mConditions.UpdateTo(cTime); + + // + // Detect Condition Priority ... + ENUM_X121SMC_XWZ_PRIORITY bullishPriority; + ENUM_X121SMC_XWZ_PRIORITY bearishPriority; + mConditions.DetectPriority( + bullishPriority, + bearishPriority // + ); + + // + bool canLookupLong = bullishPriority != X121SMC_XWZ_PRIORITY_NONE && + bullishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool canLookupShort = bearishPriority != X121SMC_XWZ_PRIORITY_NONE && + bearishPriority != X121SMC_XWZ_PRIORITY_WEAK; + bool isPriorityPassed = + hasBullishTrend + ? canLookupLong + : hasBearishTrend + ? canLookupShort + : false; + + // + double pivot = 0; + double point = 0; + bool hasCondition = false; + ENUM_X_DIRECTION conditionsDir = X_DIRECTION_NONE; + + // + // Detect Start Zone Based Conditions ... + if (hasStartZone) + { + // + DrawConditions( + mConditions, + visionCycleHelper.mPOIDrawer // + ); + + // + // Detect Start Zone Conditions ... + hasCondition = mConditions + .startZone + .HasCondition( + decisionState, + zIndex, + NULL // period // + ); + conditionsDir = mConditions + .startZone + .GetDirection(); + if (hasCondition) + { + // + XBoxZone startZoneBox; + bool hasBox = mConditions.startZone.AsBox(startZoneBox); + if (hasBox) + { + // + bool isBullish = IsBullish(conditionsDir); + + // + pivot = + isBullish + ? startZoneBox.lower + : startZoneBox.upper; + + // + point = + isBullish + ? startZoneBox.upper + : startZoneBox.lower; + } + } + } + + // + RemoveWorkingZoneDraws(); + DrawWorkingZone(mConditions, visionCycleHelper.mPOIDrawer); + + // + // Detect Supply and Deman Zone Based Conditions ... + if (!hasCondition) + { + // + bool isPriceInsideSupplyZone = + bearishPriority == X121SMC_XWZ_PRIORITY_STRONG_HIGH; + + // + bool isPriceInsideDemandZone = + bullishPriority == X121SMC_XWZ_PRIORITY_STRONG_HIGH; + + // + bool isPriceInsideSupDem = isPriceInsideSupplyZone || + isPriceInsideDemandZone; + if (isPriceInsideSupDem) + { + // + hasCondition = mConditions.HasWorkingZoneConditions( + conditionsDir, + decisionState // + ); + + // + if (hasCondition) + { + // + if (IsBullish(conditionsDir)) + { + // + pivot = mConditions.demandZone.Lower(); + point = mConditions.demandZone.Upper(); + } + else if (IsBearish(conditionsDir)) + { + // + pivot = mConditions.supplyZone.Upper(); + point = mConditions.supplyZone.Lower(); + } + } + } + } + + // + isBullish = IsBullish(conditionsDir); + isBearish = IsBearish(conditionsDir); + + // + double reward; + double amountPercent; + ENUM_X121SMC_XWZ_PRIORITY priority = + isBullish + ? bullishPriority + : bearishPriority; + bool hasRewardAmount = CalculateRiskReward( + priority, + reward, + amountPercent // + ); + + // + bool hasLastBullishConsolidationZone = false; + bool hasLastBearishConsolidationZone = false; + bool hasPrevBullishConsolidationZone = false; + bool hasPrevBearishConsolidationZone = false; + XConsolidationZone lastBullishConsolidationZone; + XConsolidationZone lastBearishConsolidationZone; + XConsolidationZone prevBullishConsolidationZone; + XConsolidationZone prevBearishConsolidationZone; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + if (hasConsolidationZones) + { + // + int cZCount = 0; + XConsolidationZone tmp[]; + + // + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBullishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBullishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + cZCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + tmp // + ); + if (IsValidSize(cZCount)) + { + // + lastBearishConsolidationZone = tmp[cZCount - 1]; + if (cZCount >= 2) + { + prevBearishConsolidationZone = tmp[cZCount - 2]; + } + } + + // + Clean(tmp); + + // + hasLastBullishConsolidationZone = lastBullishConsolidationZone.IsValid(); + hasLastBearishConsolidationZone = lastBearishConsolidationZone.IsValid(); + hasPrevBullishConsolidationZone = prevBullishConsolidationZone.IsValid(); + hasPrevBearishConsolidationZone = prevBearishConsolidationZone.IsValid(); + } + + // + RemoveDraws(); + + // + if (hasLastBullishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + lastBullishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + if (hasLastBearishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + lastBearishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + if (hasPrevBullishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + prevBullishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + if (hasPrevBearishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = visionCycleHelper + .mPOIDrawer + .CreateConsolidationZone( + prevBearishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool isConsolidationZonePassed = + isBullish + ? (point > 0 && + hasPrevBullishConsolidationZone && + point >= prevBullishConsolidationZone.upper) + : (point > 0 && + hasPrevBearishConsolidationZone && + point <= prevBearishConsolidationZone.lower); + + // + result = hasCondition && + hasRewardAmount && + isPriorityPassed && + trend == conditionsDir && + isConsolidationZonePassed; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + mConditions.Clean(); + + // + return result; + } + + // + // Apply Traget ... + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + target = + isBullish + ? mConditions.workingZone.quarter3 + : mConditions.workingZone.quarter1; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + target = + isBullish + ? mConditions.workingZone.quarter2 + : mConditions.workingZone.quarter2; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + target = + isBullish + ? mConditions.workingZone.quarter1 + : mConditions.workingZone.quarter3; + break; + + // + default: + target = 0; + break; + } + + // + mConditions.pivot = pivot; + mConditions.point = point; + mConditions.reward = reward; + mConditions.target = target; + mConditions.setupTime = cTime; + mConditions.priority = priority; + mConditions.dir = conditionsDir; + mConditions.amountPercent = amountPercent; + + // + mConditions.UpdateTo(cTime); + + // + DrawConditions( + mConditions, + visionCycleHelper.mPOIDrawer // + ); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionZBar.Clean(); + decisionCBar.Clean(); + decisionPBar.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + consolidationState.Clean(); + decisionConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishConsolidationZone.Clean(); + lastBearishConsolidationZone.Clean(); + prevBullishConsolidationZone.Clean(); + prevBearishConsolidationZone.Clean(); + + // + return result; + } + + // + // Detect Trigger Conditions ... + bool DetectSignalTrigger( + // + X121SMCStrategyXWZSignalConditions &conditions, + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + int maxAllowedSetupAge = 60 + // + ) + { + // + bool result = false; + + // + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + result = conditions.IsSetuped(); + if (!result) + { + return result; + } + + // + datetime setupTime = conditions.setupTime; + ENUM_X_DIRECTION setupDir = conditions.dir; + + // + bool isBullish = IsBullish(setupDir); + bool isBearish = IsBearish(setupDir); + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + XOHCL zBar; + result = decisionCycleHelper.GetBar( + zBar, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = decisionCycleHelper.GetBar( + cBar, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = decisionCycleHelper.GetBar( + pBar, + pIndex // + ); + if (!result) + { + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + int swingLoopback = 9; + double ll = cBar.FindLowest(swingLoopback, MODE_LOW); + double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); + double llDown = cBar.FindLowesttDown(swingLoopback); + double hhUp = cBar.FindHighestUp(swingLoopback); + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + + // + // Trigger Conditions ... + + // + double point = conditions.point; + bool isPointBreaked = IsBarBreak( + point, + setupDir, + cBar // + ); + + // + // Summary ... + + // + isBullish = + // + isBullish + // && + // isPointBreaked + // + ; + + // + isBearish = + // + isBearish + // && + // isPointBreaked + // + ; + + // + result = isBullish || + isBearish; + if (!result) + { + // + // Cleanup Setup Conditions ... + int setupAge = conditions.GetSetupAge(); + if (IsValidSize(setupAge) && + IsValidSize(maxAllowedSetupAge) && + setupAge >= maxAllowedSetupAge) + { + conditions.Clean(); + } + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Nearest Pivot Point ... + + // + double entry = GetEntry( + conditions.symbol, + setupDir // + ); + + // + // Manipulate SL Based on Consolidation Zones ... + + // + double sls[]; + Add( + conditions.pivot, + sls // + ); + + // + double iAtr = decisionXConditions.atrBuffer[1]; + iAtr *= 2; + + // + double slsMin = GetMin(sls); + double slsMax = GetMax(sls); + + // + double sl = isBullish + ? slsMin - iAtr + : slsMax + iAtr; + double risk = MathAbs(entry - sl); + + // + // Filling Conditions Props ... + conditions.sl = sl; + conditions.triggerTime = cTime; + conditions.type = isBullish + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + // Cleanup ... + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Guards ... + bool DetectGuards( + // + X121SMCGuard &guards[], + const XPosition &positions[], + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + Clean(guards); + + // + bool isCycleHelpersValid = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + + // + // TODO: Implement Guards ... + return false; + + // + result = isCycleHelpersValid; + if (!result) + { + return result; + } + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + string symbol = decisionCycleHelper.GetSymbol(); + ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod(); + string provider = ToString(X_121_SMC_PROVIDER_XWZ); + + // + XPosition ownPositions[]; + XPosition ownLongPositions[]; + XPosition ownShortPositions[]; + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + bool isOwn = iPosition + .IsFiltersPassed( + symbol, + provider, + NULL, + X_POSITION_TYPE_ALL, + iPosition.magic // + ); + if (isOwn) + { + // + AddRef( + iPosition, + ownPositions // + ); + + // + bool isLong = IsLong(positions[i].type); + if (isLong) + { + // + AddRef( + iPosition, + ownLongPositions // + ); + } + else + { + // + AddRef( + iPosition, + ownShortPositions // + ); + } + } + } + + // + count = ArraySize(ownPositions); + + // + int longsCount = ArraySize(ownLongPositions); + bool hasLongs = IsValidSize(longsCount); + + // + int shortsCount = ArraySize(ownShortPositions); + bool hasShorts = IsValidSize(shortsCount); + + // + result = IsValidSize(count); + if (!result) + { + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + return result; + } + + // + // + // + + // + // Get Global and Common Guards ... + + // + ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = { + X_121_SMC_GUARD_ACTION_TRAIL_STOP}; + result = DetectX121SMCGuards( + provider, + guards, + positions, + decisionCycleHelper, + analyseCycleHelper, + consolidationCycleHelper, + visionCycleHelper, + // + ignoreGuards + // + ); + + // + // + // + + // + // Get Custom Implemented Guards ... + + // + // Here we Are Sure there is Positions to Guard ... + // based on Current Provider ... + + // + // Detect Required Data for Analyse Market to Guard Positions ... + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + // + result = HasChild(guards); + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + // + zBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + symbol, + period, + pIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL ppBar; + result = ppBar.Init( + symbol, + period, + ppIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + result = HasChild(guards); + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // + // + + // + // Detect Consolidation Zone ... + + // + XBoxZone lastBullishBox; + XBoxZone prevLastBullishBox; + bool hasLastBullishBox = false; + bool hasPrevLastBullishBox = false; + XConsolidationZone lastBullishZone; + bool isLastBullishAbovePrev = false; + bool isLastBullishBelowPrev = false; + XConsolidationZone prevLastBullishZone; + + // + XBoxZone lastBearishBox; + XBoxZone prevLastBearishBox; + bool hasLastBearishBox = false; + bool hasPrevLastBearishBox = false; + XConsolidationZone lastBearishZone; + bool isLastBearishAbovePrev = false; + bool isLastBearishBelowPrev = false; + XConsolidationZone prevLastBearishZone; + + // + int bullishConsolidationZonesCount = 0; + int bearishConsolidationZonesCount = 0; + bool hasBullishConsolidationZones = false; + bool hasBearishConsolidationZones = false; + XConsolidationZone bullishConsolidationZones[]; + XConsolidationZone bearishConsolidationZones[]; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones(); + if (hasConsolidationZones) + { + // + bullishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + bullishConsolidationZones // + ); + hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount); + + // + bearishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + bearishConsolidationZones // + ); + hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount); + + // + // + // + + // + if (hasBullishConsolidationZones && + bullishConsolidationZonesCount >= 2) + { + // + lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1]; + prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2]; + + // + hasLastBullishBox = ToBox( + lastBullishBox, + lastBullishZone // + ); + hasPrevLastBullishBox = ToBox( + prevLastBullishBox, + prevLastBullishZone // + ); + + // + isLastBullishAbovePrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxAbove( + lastBullishBox, + prevLastBullishBox // + ); + + // + isLastBullishBelowPrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxBelow( + lastBullishBox, + prevLastBullishBox // + ); + } + + // + if (hasBearishConsolidationZones && + bearishConsolidationZonesCount >= 2) + { + // + lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1]; + prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2]; + + // + hasLastBearishBox = ToBox( + lastBearishBox, + lastBearishZone // + ); + hasPrevLastBearishBox = ToBox( + prevLastBearishBox, + prevLastBearishZone // + ); + + // + isLastBearishAbovePrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxAbove( + lastBearishBox, + prevLastBearishBox // + ); + + // + isLastBearishBelowPrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxBelow( + lastBearishBox, + prevLastBearishBox // + ); + } + + // + } + + // + // Detect High Probability Swings ... + bool isSwingLow = + // + cBar.low > pBar.low && + ppBar.low > pBar.low && + // + zBar.low > pBar.low + // + ; + bool isSwingHigh = + // + cBar.high < pBar.high && + ppBar.high < pBar.high && + // + zBar.high < pBar.high + // + ; + bool isStrongSwingLow = + pBar.IsBullish() && + pBar.GetLowShadow() >= pBar.GetBody() * 2; + bool isStrongSwingHigh = + pBar.IsBearish() && + pBar.GetHighShadow() >= pBar.GetBody() * 2; + + // + bool isStrongSwingLowAboveLastBullishBox = + isStrongSwingLow && + hasLastBullishBox && + pBar.low > lastBullishBox.upper; + + // + bool isStrongSwingHighBelowLastBearishBox = + isStrongSwingHigh && + hasLastBearishBox && + pBar.high < lastBearishBox.lower; + + // + // Here We Have all Requirements for Guarding Positions ... + + // + // Available Guards: + // X_121_SMC_GUARD_ACTION_NONE + // X_121_SMC_GUARD_ACTION_CLOSE + // X_121_SMC_GUARD_ACTION_CLOSE_ALL + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE + // X_121_SMC_GUARD_ACTION_TRAIL_STOP + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET + // X_121_SMC_GUARD_ACTION_HEDGE + + // + // X_121_SMC_GUARD_ACTION_CLOSE: + // Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_ALL: + // Close All Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: + // Close All Long Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: + // Close All Short Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: + // Partial Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_STOP: + // Trail Stop Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: + // Trail Target Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_HEDGE: + // Hedge all Positions on Specified Conditions ... + + // + // Cleanup Collections ... + + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + decisionConditions.Clean(); + consolidationState.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishBox.Clean(); + lastBearishBox.Clean(); + lastBullishZone.Clean(); + lastBearishZone.Clean(); + prevLastBullishBox.Clean(); + prevLastBearishBox.Clean(); + prevLastBullishZone.Clean(); + prevLastBearishZone.Clean(); + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; + } + + // + // + // + + // + // Add Conditions to Conditions Collection ... + int AddConditionsIfNotExists( + int maxAllowed = 10 // + ) + { + // + int result = 0; + + // + bool isSetuped = IsValid(mConditions.setupTime) && + HasDirection(mConditions.dir); + if (!isSetuped) + { + return result; + } + + // + int count = ArraySize(mConditionsCollection); + if (IsValidSize(count)) + { + // + // Copy Original Items ... + X121SMCStrategyXWZSignalConditions tmpItems[]; + Copy( + mConditionsCollection, + tmpItems // + ); + + // + // Prese Item Data ... + bool isBullish = IsBullish(mConditions.dir); + + // + for (int i = 0; i < count; i++) + { + // + X121SMCStrategyXWZSignalConditions iItem = tmpItems[i]; + + // + bool canRemove = mConditions.dir == iItem.dir && + mConditions.pivot == iItem.pivot; + if (canRemove) + { + // + ArrayRemove( + mConditionsCollection, + i, + 1 // + ); + } + } + + // + Clean(tmpItems); + } + + // + AddRef( + mConditions, + mConditionsCollection // + ); + + // + // Remove Olds ... + CleanupArray( + mConditionsCollection, + maxAllowed // + ); + + // + result = ArraySize(mConditionsCollection); + + // + return result; + } + + // + // Draw Functions ... + // + + // + void RemoveDraws() + { + mObjects.Clear(); + } + + // + void RemoveWorkingZoneDraws() + { + mWorkingZoneObjects.Clear(); + } + + // + void DrawOrderBlock( + XCOrderBlock *ob, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (ob == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateOrderBlock( + ob, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = ob.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + ob.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawFairValueGap( + XCFVG *fvg, + XCPOIDrawer *drawer, + bool forWorkingZone = false // + ) + { + // + if (fvg == NULL || + drawer == NULL) + { + return; + } + + // + ENUM_X_DIRECTION forDir = fvg.GetDirection(); + + // + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + color forColor = IsBullish(forDir) + ? bullishColor + : bearishColor; + + // + // Draw Order Block ... + XCBaseObject *obj; + bool isCreated = drawer.CreateFairValueGap( + fvg, + obj // + ); + if (isCreated) + { + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = fvg.IsStarted( + forDir, + startedBar, + startedDir // + ); + if (isStarted) + { + // + datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); + + // + XCOHCLObject *obj; + bool isCreated = drawer.CreateBar( + startedBar, + obj, + to // + ); + if (isCreated) + { + // + obj.BodyColor(clrYellow); + obj.HighShadowColor(clrYellow); + obj.LowShadowColor(clrYellow); + + // + obj.BodyStyle(STYLE_SOLID); + obj.HighShadowStyle(STYLE_SOLID); + obj.LowShadowStyle(STYLE_SOLID); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(obj); + } + else + { + mObjects.Add(obj); + } + } + + // + string startVLineName = "Start_" + fvg.GetTag(); + + // + CChartObjectVLine *startVLine; + startVLine = new CChartObjectVLine(); + isCreated = startVLine.Create( + chartID, + startVLineName, + subWindow, + startedBar.time // + ); + if (isCreated) + { + // + startVLine.Color(forColor); + + // + if (forWorkingZone) + { + mWorkingZoneObjects.Add(startVLine); + } + else + { + mObjects.Add(startVLine); + } + } + } + } + + // + void DrawWorkingZone( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + bool hasWorkingZone = conditions.HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + string prefix = "WKZ_" + conditions.workingZone.symbol + ToString(conditions.workingZone.period) + "_"; + string tag = prefix + ToString(conditions.workingZone.upper) + "_" + ToString(conditions.workingZone.lower); + string suffix = ToMD5(tag); + + // + string upperName = prefix + "_Upper_" + suffix; + string lowerName = prefix + "_Lower_" + suffix; + string zoneUpperName = prefix + "_ZoneUpper_" + suffix; + string zoneLowerName = prefix + "_ZoneLower_" + suffix; + + // + string q1Name = prefix + "_Q1_" + suffix; + string q2Name = prefix + "_Q2_" + suffix; + string q3Name = prefix + "_Q3_" + suffix; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + + // + bool isCreated = false; + + // + // Check For Trend Approced ... + bool isTrendApproved = conditions.HasOrderBlock() && + conditions.HasFairValueGap(); + if (isTrendApproved) + { + // + DrawOrderBlock( + conditions.orderBlock, + drawer, + true // + ); + + // + DrawFairValueGap( + conditions.fairValueGap, + drawer, + true // + ); + } + + // + XCSupplyZoneObject *iSupObj; + isCreated = drawer.CreateSupplyZone( + conditions.supplyZone, + iSupObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iSupObj); + } + + // + XCDemandZoneObject *iDemObj; + isCreated = drawer.CreateDemandZone( + conditions.demandZone, + iDemObj // + ); + if (isCreated) + { + mWorkingZoneObjects.Add(iDemObj); + } + + // + // Lower ... + CChartObjectTrend *lowerHLine; + lowerHLine = new CChartObjectTrend(); + isCreated = lowerHLine.Create( + chartID, + lowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.lower, + conditions.workingZone.to, + conditions.workingZone.lower // + ); + if (isCreated) + { + // + lowerHLine.Color(clrLime); + mWorkingZoneObjects.Add(lowerHLine); + } + + // + CChartObjectTrend *upperHLine; + upperHLine = new CChartObjectTrend(); + isCreated = upperHLine.Create( + chartID, + upperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.upper, + conditions.workingZone.to, + conditions.workingZone.upper // + ); + if (isCreated) + { + // + upperHLine.Color(clrLime); + mWorkingZoneObjects.Add(upperHLine); + } + + // + CChartObjectTrend *zoneLowerHLine; + zoneLowerHLine = new CChartObjectTrend(); + isCreated = zoneLowerHLine.Create( + chartID, + zoneLowerName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneLower, + conditions.workingZone.to, + conditions.workingZone.zoneLower // + ); + if (isCreated) + { + // + zoneLowerHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneLowerHLine); + } + + // + CChartObjectTrend *zoneUpperHLine; + zoneUpperHLine = new CChartObjectTrend(); + isCreated = zoneUpperHLine.Create( + chartID, + zoneUpperName, + subWindow, + conditions.workingZone.from, + conditions.workingZone.zoneUpper, + conditions.workingZone.to, + conditions.workingZone.zoneUpper // + ); + if (isCreated) + { + // + zoneUpperHLine.Color(clrRed); + mWorkingZoneObjects.Add(zoneUpperHLine); + } + + // + CChartObjectTrend *quarter1HLine; + quarter1HLine = new CChartObjectTrend(); + isCreated = quarter1HLine.Create( + chartID, + q1Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter1, + conditions.workingZone.to, + conditions.workingZone.quarter1 // + ); + if (isCreated) + { + // + quarter1HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter1HLine); + } + + // + CChartObjectTrend *quarter2HLine; + quarter2HLine = new CChartObjectTrend(); + isCreated = quarter2HLine.Create( + chartID, + q2Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter2, + conditions.workingZone.to, + conditions.workingZone.quarter2 // + ); + if (isCreated) + { + // + quarter2HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter2HLine); + } + + // + CChartObjectTrend *quarter3HLine; + quarter3HLine = new CChartObjectTrend(); + isCreated = quarter3HLine.Create( + chartID, + q3Name, + subWindow, + conditions.workingZone.from, + conditions.workingZone.quarter3, + conditions.workingZone.to, + conditions.workingZone.quarter3 // + ); + if (isCreated) + { + // + quarter3HLine.Color(clrYellow); + mWorkingZoneObjects.Add(quarter3HLine); + } + + // + } + + // + void DrawConditions( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer, + bool forceClean = false // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + if (forceClean) + { + mObjects.Clear(); + } + + // + bool isCreated = false; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + + // + // Start Zone ... + bool hasStartZone = conditions.HasStartZone(); + if (hasStartZone) + { + // + bool isBullish = conditions.startZone.IsBullish(); + + // + bool hasOB = conditions.startZone.HasOB(); + if (hasOB) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateOrderBlock( + // conditions.startZone.ob, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawOrderBlock( + conditions.startZone.ob, + drawer // + ); + } + + // + bool hasFVG = conditions.startZone.HasFVG(); + if (hasFVG) + { + // // + // XCBaseObject *iObj; + // isCreated = drawer.CreateFairValueGap( + // conditions.startZone.fvg, + // iObj // + // ); + + // // + // if (isCreated) + // { + // mObjects.Add(iObj); + // } + + // + DrawFairValueGap( + conditions.startZone.fvg, + drawer // + ); + } + + // + bool hasSupply = conditions.startZone.HasSupply(); + if (hasSupply) + { + // + XCSupplyZoneObject *iObj; + isCreated = drawer.CreateSupplyZone( + conditions.startZone.supply, + iObj // + ); + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool hasDemand = conditions.startZone.HasDemand(); + if (hasDemand) + { + // + XCDemandZoneObject *iObj; + isCreated = drawer.CreateDemandZone( + conditions.startZone.demand, + iObj // + ); + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool hasSupport = conditions.startZone.HasSupport(); + if (hasSupport) + { + // + XCSupportZoneObject *iObj; + isCreated = drawer.CreateSupportZone( + conditions.startZone.support, + iObj // + ); + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool hasResistance = conditions.startZone.HasResistance(); + if (hasResistance) + { + // + XCResistanceZoneObject *iObj; + isCreated = drawer.CreateResistanceZone( + conditions.startZone.resistance, + iObj // + ); + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool hasBullishCZone = conditions.startZone.HasBullishConsolidationZone(); + if (hasBullishCZone) + { + // + XCConsolidationZoneObject *iObj; + isCreated = drawer.CreateConsolidationZone( + conditions.startZone.bullishConsolidationZone, + iObj // + ); + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + bool hasBearishCZone = conditions.startZone.HasBearishConsolidationZone(); + if (hasBearishCZone) + { + // + XCConsolidationZoneObject *iObj; + isCreated = drawer.CreateConsolidationZone( + conditions.startZone.bearishConsolidationZone, + iObj // + ); + + // + if (isCreated) + { + mObjects.Add(iObj); + } + } + + // + // + // + + // + string bName = ""; + int arrowCode = 0; + string bSuffix = ""; + color arrowColor = clrNONE; + ENUM_X_PRICE bPrice = X_PRICE_CLOSE; + + // + bool hasSwingBar = conditions.startZone.swingBar.IsValid(); + if (hasSwingBar) + { + // + bSuffix = ToMD5(conditions.startZone.swingBar.GetTag()); + bName = + (isBullish + ? "SWING_LOW" + : "SWING_HIGH") + + "_" + bSuffix; + arrowCode = 159; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZone.swingBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasBreakerBar = conditions.startZone.breakerBar.IsValid(); + if (hasBreakerBar) + { + // + bSuffix = ToMD5(conditions.startZone.breakerBar.GetTag()); + bName = + (isBullish + ? "BULL_BREAKER" + : "BEAR_BREAKER") + + "_" + bSuffix; + arrowCode = + isBullish + ? 71 + : 72; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZone.breakerBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasMomentumBar = conditions.startZone.momentumBar.IsValid(); + if (hasMomentumBar) + { + // + bSuffix = ToMD5(conditions.startZone.momentumBar.GetTag()); + bName = + (isBullish + ? "BULL_MOMENTUM" + : "BEAR_MOMENTUM") + + "_" + bSuffix; + arrowCode = + isBullish + ? 233 + : 234; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZone.momentumBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasRejectionBar = conditions.startZone.rejectionBar.IsValid(); + if (hasRejectionBar) + { + // + bSuffix = ToMD5(conditions.startZone.rejectionBar.GetTag()); + bName = + (isBullish + ? "BULL_REJECTION" + : "BEAR_REJECTION") + + "_" + bSuffix; + arrowCode = + isBullish + ? 241 + : 242; + arrowColor = + isBullish + ? bullishColor + : bearishColor; + bPrice = + isBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + + // + XCBarArrowObject *iObj; + iObj = new XCBarArrowObject(); + isCreated = iObj.CreateByBar( + chartID, + bName, + subWindow, + arrowCode, + conditions.startZone.rejectionBar, + bPrice // + ); + if (isCreated) + { + // + iObj.ArrowColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + + // + bool hasAppliedBox = conditions.startZone.appliedBox.IsValid(); + if (hasAppliedBox) + { + // + arrowColor = + IsBullish(conditions.startZone.appliedBox.dir) + ? bullishColor + : bearishColor; + + // + XCBoxObject *iObj; + isCreated = drawer.CreateBox( + conditions.startZone.appliedBox, + iObj // + ); + + // + if (isCreated) + { + // + iObj.BoxWidth(2); + iObj.BoxColor(arrowColor); + + // + mObjects.Add(iObj); + } + } + } + } + + // + protected: + // + + // + private: + // + // Props ... + CArrayObj mObjects; + CArrayObj mWorkingZoneObjects; + + /** + * Initialize ... + */ + void Init() + { + } + + /** + * DeInitialize ... + */ + void DeInit() + { + // + RemoveDraws(); + mConditions.Clean(); + RemoveWorkingZoneDraws(); + Clean(mConditionsCollection); + } + + // + // Helpers ... + + // + bool CalculateRiskReward( + ENUM_X121SMC_XWZ_PRIORITY priority, + double &reward, + double &amountPercent // + ) + { + // + bool result = false; + + // + reward = 0; + amountPercent = 0; + + // + result = priority != X121SMC_XWZ_PRIORITY_NONE; + if (!result) + { + return result; + } + + // + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + reward = 6; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + reward = 4; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + reward = 3; + amountPercent = 1.5; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + reward = 2; + amountPercent = 1; + break; + + // + case X121SMC_XWZ_PRIORITY_WEAK: + // + reward = 1; + amountPercent = 0.5; + break; + } + + // + result = + // + reward > 0 && + amountPercent > 0 + // + ; + + // + return result; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xwz.signal.lib.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xwz.signal.lib.mq5 new file mode 100644 index 0000000..23b7f26 --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/x-121.smc.xwz.signal.lib.mq5 @@ -0,0 +1,3283 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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 "../../Libraries/x-trade.lib" +#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" + +// +enum ENUM_X121SMC_XWZ_PRIORITY +{ + X121SMC_XWZ_PRIORITY_NONE, + X121SMC_XWZ_PRIORITY_WEAK, + X121SMC_XWZ_PRIORITY_LOW, + X121SMC_XWZ_PRIORITY_REGULAR, + X121SMC_XWZ_PRIORITY_HIGH, + X121SMC_XWZ_PRIORITY_STRONG_HIGH, +}; + +// +struct X121SMCXWZZone +{ + // + // Props ... + XCFVG *fvg; + XCOrderBlock *ob; + XCSupplyZone *supply; + XCDemandZone *demand; + XCSupportZone *support; + XCResistanceZone *resistance; + XConsolidationZone bullishConsolidationZone; + XConsolidationZone bearishConsolidationZone; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + // Constructor ... + X121SMCXWZZone() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + ZeroMemory(ob); + ZeroMemory(fvg); + ZeroMemory(supply); + ZeroMemory(demand); + ZeroMemory(support); + ZeroMemory(resistance); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + bullishConsolidationZone.Clean(); + bearishConsolidationZone.Clean(); + } + + // + bool IsValid() + { + // + return HasOB() && + HasFVG() && + HasDirection(); + } + + // + bool AsBox(XBoxZone &box) + { + // + bool result = false; + + // + box.Clean(); + + // + result = IsValid() && + HasDirection(); + if (!result) + { + return result; + } + + // + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + ob // + ); + result = hasOBBox; + if (!result) + { + // + box.Clean(); + obBox.Clean(); + return result; + } + + // + box = obBox; + + // + obBox.Clean(); + + // + bool hasOB = HasOB(); + bool hasFVG = HasFVG(); + bool hasSupply = HasSupply(); + bool hasDemand = HasDemand(); + bool hasSupport = HasSupport(); + bool hasResistance = HasResistance(); + + // + // OB Compared since box used obBox ... + + // + if (hasFVG) + { + // + if (fvg.Upper() > box.upper) + { + box.upper = fvg.Upper(); + } + + // + if (fvg.Lower() < box.lower) + { + box.lower = fvg.Lower(); + } + } + + // + result = box.IsValid(); + + // + return result; + } + + // + bool HasOB() + { + return ob != NULL && + ob.IsValid(); + } + + // + bool HasFVG() + { + return fvg != NULL && + fvg.IsValid(); + } + + // + bool HasSupply() + { + return supply != NULL && + supply.IsValid(); + } + + // + bool HasDemand() + { + return demand != NULL && + demand.IsValid(); + } + + // + bool HasSupport() + { + return support != NULL && + support.IsValid(); + } + + // + bool HasResistance() + { + return resistance != NULL && + resistance.IsValid(); + } + + // + bool HasBullishConsolidationZone() + { + return bullishConsolidationZone.IsValid() && + bullishConsolidationZone.IsBreaked() && + IsBullish(bullishConsolidationZone.breakDir); + } + + // + bool HasBearishConsolidationZone() + { + return bearishConsolidationZone.IsValid() && + bearishConsolidationZone.IsBreaked() && + IsBullish(bearishConsolidationZone.breakDir); + } + + // + bool IsBullish() + { + // + return HasOB() && + ob.IsBullish() && + HasFVG() && + fvg.IsBullish() && + HasSupport() && + HasDemand(); + } + + // + bool IsBearish() + { + // + return HasOB() && + ob.IsBearish() && + HasFVG() && + fvg.IsBearish() && + HasSupply() && + HasResistance(); + } + + // + bool HasDirection() + { + return IsBullish() || + IsBearish(); + } + + // + ENUM_X_DIRECTION GetDirection() + { + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + bool hasDirection = HasDirection(); + if (!hasDirection) + { + return result; + } + + // + bool isBullish = IsBullish(); + + // + result = + isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + // + bool HasCondition( + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + result = IsValid() && + HasDirection() && + state.IsValid() && + state.HasChild(); + if (!result) + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + string symbol = ob.GetSymbol(); + if (!IsValid(forPeriod)) + { + forPeriod = ob.GetPeriod(); + } + datetime cTime = iTime( + symbol, + forPeriod, + barIndex // + ); + + // + bool isInside = IsPriceInside( + barIndex, + forPeriod // + ); + result = isInside; + if (!result) + { + return result; + } + + // + XBoxZone box; + result = AsBox(box); + if (!result) + { + // + box.Clean(); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + bool isBullish = IsBullish(); + ENUM_X_DIRECTION forDir = box.dir; + + // + int supportsCount = 0; + bool hasSupports = false; + XCSupportZone *supports[]; + + // + int resistancesCount = 0; + bool hasResistances = false; + XCResistanceZone *resistances[]; + + // + XBoxZone supResBoxes[]; + int supresBoxesCount = 0; + bool hasSupResBoxes = false; + + // + int count = 0; + bool has = false; + + // + has = state.HasSupportZones(); + if (has) + { + // + count = state.CountSupportZones(); + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = state.supportZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + box // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + Add( + iZone, + supports // + ); + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + } + + // + supportsCount = ArraySize(supports); + hasSupports = IsValidSize(supportsCount); + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + has = state.HasResistanceZones(); + if (has) + { + // + count = state.CountResistanceZones(); + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = state.resistanceZones[i]; + + // + iZone.To(cTime); + + // + XBoxZone iBox; + bool hasBox = ToBox( + iBox, + iZone // + ); + if (!hasBox) + { + // + iBox.Clean(); + continue; + } + + // + // Check From ... + bool isInside = IsBoxInside( + iBox, + box // + ); + if (!isInside) + { + // + iBox.Clean(); + continue; + } + + // + Add( + iZone, + resistances // + ); + + // + AddRef( + iBox, + supResBoxes // + ); + + // + iBox.Clean(); + } + + // + resistancesCount = ArraySize(resistances); + hasResistances = IsValidSize(resistancesCount); + + // + supresBoxesCount = ArraySize(supResBoxes); + hasSupResBoxes = IsValidSize(supresBoxesCount); + } + + // + result = hasSupResBoxes; + if (!result) + { + // + box.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + // Detect Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + XOHCL ppBar; + result = pBar.GetPreviousBar(ppBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + + // + return result; + } + + // + // Check Conditions ... + + // + // Detect Start Senario ... + + // + double fiboPressureLevel = GetFiboLevelValue(X_FIBO_LEVEL_382); + + // + double fiboUpDown = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BEARISH // + ); + double fiboDownUp = GetFibonacciLevel( + pBar.high, + pBar.low, + X_FIBO_LEVEL_382, + X_DIRECTION_BULLISH // + ); + + // + bool hasFiboToUpPressure = + fiboDownUp > 0 && + fiboDownUp <= pBar.GetDown(); + bool hasFiboToDownPressure = + fiboUpDown > 0 && + fiboUpDown >= pBar.GetUp(); + + // + int selectedBoxIDX = -1; + for (int j = 0; j < supresBoxesCount; j++) + { + // + double appliedPrice = + isBullish + ? supResBoxes[j].lower + : supResBoxes[j].upper; + + // + // Check Swing Low ... + bool isSwingLow = + // + pBar.low < ppBar.low && + pBar.low < cBar.low && + zBar.open > pBar.low && + // + appliedPrice > pBar.low && + appliedPrice < pBar.GetDown() + // + ; + bool isPressuredSwingLow = + isSwingLow && + hasFiboToUpPressure; + bool isPressuredStrongSwingLow = + pBar.IsBullish() && + isPressuredSwingLow; + + // + bool isSwingHigh = + // + pBar.high > ppBar.high && + pBar.high > cBar.high && + zBar.open < pBar.high && + // + appliedPrice < pBar.high && + appliedPrice > pBar.GetUp() + // + ; + bool isPressuredSwingHigh = + isSwingHigh && + hasFiboToDownPressure; + bool isPressuredStrongSwingHigh = + pBar.IsBearish() && + isPressuredSwingHigh; + + // + bool hasValidSwing = + isBullish + ? isSwingLow + : isSwingHigh; + bool hasValidPressuredSwing = + isBullish + ? isPressuredSwingLow + : isPressuredSwingHigh; + bool hasValidPressuredStrongSwing = + isBullish + ? isPressuredStrongSwingLow + : isPressuredStrongSwingHigh; + if (hasValidSwing) + { + swingBar = pBar; + } + if (hasValidPressuredSwing) + { + swingBar = pBar; + } + if (hasValidPressuredStrongSwing) + { + swingBar = pBar; + } + + // + bool isCBarBreaked = IsBarBreak( + appliedPrice, + forDir, + cBar // + ); + if (isCBarBreaked) + { + breakerBar = cBar; + } + bool isPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarBreaked && isPBarBreaked) + { + breakerBar = pBar; + } + else + { + isPBarBreaked = false; + } + bool isPPBarBreaked = IsBarBreak( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarBreaked && + !isPBarBreaked && + isPPBarBreaked) + { + breakerBar = ppBar; + } + else + { + isPPBarBreaked = false; + } + bool isBoxBreaked = isCBarBreaked || + isPBarBreaked || + isPPBarBreaked; + + // + bool isCBarRejected = IsBarReject( + appliedPrice, + forDir, + cBar // + ); + if (isCBarRejected) + { + rejectionBar = cBar; + } + bool isPBarRejected = IsBarReject( + appliedPrice, + forDir, + pBar // + ); + if (!isCBarRejected && isPBarRejected) + { + rejectionBar = pBar; + } + else + { + isPBarRejected = false; + } + bool isPPBarRejected = IsBarReject( + appliedPrice, + forDir, + ppBar // + ); + if (!isCBarRejected && + !isPBarRejected && + isPPBarRejected) + { + rejectionBar = ppBar; + } + else + { + isPPBarRejected = false; + } + bool isBoxRejected = isCBarRejected || + isPBarRejected || + isPPBarRejected; + + // + bool hasRejectionBar = false; + if (isBullish) + { + // + count = state.CountBullishRejectionBars(); + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iZone = state.bullishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasRejectionBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasRejectionBar) + { + // + if (!rejectionBar.IsValid()) + { + rejectionBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountBearishRejectionBars(); + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iZone = state.bearishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasRejectionBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasRejectionBar) + { + // + if (!rejectionBar.IsValid()) + { + rejectionBar = iBar; + } + + // + break; + } + } + } + + // + bool hasMomentumBar = false; + if (isBullish) + { + // + count = state.CountBullishMomentumBars(); + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iZone = state.bullishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasMomentumBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasMomentumBar) + { + // + if (!momentumBar.IsValid()) + { + momentumBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountBearishMomentumBars(); + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iZone = state.bearishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iZone.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasMomentumBar = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasMomentumBar) + { + // + if (!momentumBar.IsValid()) + { + momentumBar = iBar; + } + + // + break; + } + } + } + + // + bool hasSwing = false; + if (isBullish) + { + // + count = state.CountSwingLows(); + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingLows[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasSwing = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasSwing) + { + // + if (!swingBar.IsValid()) + { + swingBar = iBar; + } + + // + break; + } + } + } + else + { + // + count = state.CountSwingHighs(); + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = state.swingHighs[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + int iBarIndex = iBar.Index(); + + // + hasSwing = + // + (iBarIndex == cBar.Index() || + iBarIndex == pBar.Index()) + // + ; + if (hasSwing) + { + // + if (!swingBar.IsValid()) + { + swingBar = iBar; + } + + // + break; + } + } + } + + // + bool hasRequiredValidations = + // + (hasRejectionBar || + hasMomentumBar) + // + || + // + (hasRejectionBar || + hasSwing) + // + || + // + (hasMomentumBar || + hasSwing) + // + ; + + // + result = + // + (isBoxBreaked && + (hasRequiredValidations || + hasValidPressuredSwing)) + // + || + // + (isBoxRejected && + (hasRequiredValidations || + hasValidPressuredSwing)) + // + ; + if (result) + { + // + selectedBoxIDX = j; + break; + } + } + + // + result = + result && + (isBullish + ? zBar.open > box.upper + : zBar.open < box.lower) && + IsValidIndex(selectedBoxIDX); + if (result) + { + appliedBox = supResBoxes[selectedBoxIDX]; + } + + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + Clean(supports); + Clean(resistances); + Clean(supResBoxes); + + // + return result; + } + + // + bool IsPriceInside( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = IsValid() && + HasOB() && + HasFVG() && + HasDirection(); + if (!result) + { + return result; + } + + // + string symbol = ob.GetSymbol(); + if (forPeriod == NULL) + { + forPeriod = ob.GetPeriod(); + } + + // + ENUM_X_DIRECTION forDir = ob.GetDirection(); + bool isBullish = IsBullish(forDir); + + // + // Check Start Bars ... + + // + XOHCL obStartedBar; + ENUM_X_DIRECTION obStartedDir; + bool isOBStarted = ob.IsStarted( + forDir, + obStartedBar, + obStartedDir // + ); + result = isOBStarted; + if (!result) + { + return result; + } + + // + XOHCL fvgStartedBar; + ENUM_X_DIRECTION fvgStartedDir; + bool isFVGStarted = fvg.IsStarted( + forDir, + fvgStartedBar, + fvgStartedDir // + ); + result = isFVGStarted; + if (!result) + { + return result; + } + + // + // Get Zone Box ... + XBoxZone box; + bool hasBox = AsBox(box); + result = hasBox; + if (!result) + { + // + box.Clean(); + + // + return result; + } + + // + // Retrieve Bars ... + + // + XOHCL zBar; + result = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + + // + return result; + } + + // + XOHCL cBar; + result = zBar.GetPreviousBar(cBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + + // + return result; + } + + // + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + result = + // + isBullish + ? ( + // + pBar.low > box.upper && + cBar.low <= box.upper && + zBar.open <= box.upper + // + ) + : ( + // + pBar.high < box.lower && + cBar.high >= box.lower && + zBar.open >= box.lower + // + ) + // + ; + + // + box.Clean(); + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // +}; + +// +struct X121SMCXWZWorkingZone +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double upper; + double lower; + + // + double zoneUpper; + double zoneLower; + + // + double quarter1; + double quarter2; + double quarter3; + + // + datetime to; + datetime from; + + // + XOHCL swingBar; + XOHCL breakerBar; + XOHCL momentumBar; + XOHCL rejectionBar; + XBoxZone appliedBox; + + // + X121SMCXWZWorkingZone() + { + Clean(); + } + + // + void Clean() + { + // + upper = 0; + lower = 0; + quarter1 = 0; + quarter2 = 0; + quarter3 = 0; + zoneLower = 0; + zoneUpper = 0; + + // + from = NULL; + symbol = NULL; + period = NULL; + + // + CleanConditionBars(); + + // + ZeroMemory(this); + } + + // + void CleanConditionBars() + { + // + swingBar.Clean(); + breakerBar.Clean(); + appliedBox.Clean(); + momentumBar.Clean(); + rejectionBar.Clean(); + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = + lower > 0 && + upper > 0 && + quarter1 > 0 && + quarter2 > 0 && + quarter3 > 0 && + upper > lower && + zoneLower > 0 && + zoneUpper > 0 && + IsValid(from) && + IsValid(symbol) && + IsValid(period) && + zoneUpper > upper && + zoneLower < lower; + + // + return result; + } + + // + bool IsDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + return result; + } + + // + bool isUpperBreaked = + bar.high > zoneUpper && + bar.close > zoneUpper; + + // + bool isLowerBreaked = + bar.low < zoneLower && + bar.close < zoneLower; + + // + result = isUpperBreaked || + isLowerBreaked; + if (result) + { + // + destroyedDir = + isUpperBreaked + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + } + + // + return result; + } + + // +}; + +// +// Definitions ... +struct X121SMCStrategyXWZSignalConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + double target; + double reward; + double amountPercent; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + double pivot; + double point; + + // + ENUM_X121SMC_XWZ_PRIORITY priority; + + // + // Working Zone ... + XCFVG *fairValueGap; + XCOrderBlock *orderBlock; + XCSupplyZone *supplyZone; + XCDemandZone *demandZone; + X121SMCXWZWorkingZone workingZone; + + // + X121SMCXWZZone startZone; + + // + // Constructor ... + X121SMCStrategyXWZSignalConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + target = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + + // + ExtensionClean(); + + // + ZeroMemory(this); + } + + /** + * Check Condition is Setting Up ... + * + * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... + * + * @return ( bool ) + */ + bool IsSetuped() + { + // + bool result = false; + + // + result = IsValid(setupTime) && + HasDirection(dir); + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Calculate Setup Age ... + * + * @return ( int ) + */ + int GetSetupAge() + { + // + int result = 0; + + // + if (!IsSetuped()) + { + return result; + } + + // + result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); + + // + return result; + } + + /** + * Detect How we Can Trigger Signal ... + * + * @return ( bool ) + */ + bool CanTrigger() + { + // + bool result = false; + + // + result = + // + sl > 0 && + IsValid(symbol) && + IsValid(period) && + IsValid(triggerTime) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + // + // Extensions ... + + /** + * Clean Additional Properties ... + */ + void ExtensionClean() + { + // + pivot = 0; + point = 0; + + // + target = 0; + reward = 0; + amountPercent = 0; + + // + ZeroMemory(supplyZone); + + // + ZeroMemory(demandZone); + + // + ZeroMemory(orderBlock); + + // + ZeroMemory(fairValueGap); + + // + startZone.Clean(); + + // + workingZone.Clean(); + } + + // + // + // + + // + bool HasWorkingZone() + { + return workingZone.IsValid(); + } + + // + bool HasOrderBlock() + { + return orderBlock != NULL && + orderBlock.IsValid(); + } + + // + bool HasFairValueGap() + { + return fairValueGap != NULL && + fairValueGap.IsValid(); + } + + // + bool HasSupplyZone() + { + return supplyZone != NULL && + supplyZone.IsValid(); + } + + // + bool HasDemandZone() + { + return demandZone != NULL && + demandZone.IsValid(); + } + + // + bool HasStartZone() + { + return startZone.IsValid(); + } + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); + + // + bool hasSupplyZone = HasSupplyZone(); + if (hasSupplyZone) + { + supplyZone.To(value); + } + + // + bool hasDemandZone = HasDemandZone(); + if (hasDemandZone) + { + demandZone.To(value); + } + + // + bool hasOrderBlock = HasOrderBlock(); + if (hasOrderBlock) + { + orderBlock.To(value); + } + + // + bool hasFairValueGap = HasFairValueGap(); + if (hasFairValueGap) + { + fairValueGap.To(value); + } + + // + // Working Zone ... + bool hasWorkingZone = HasWorkingZone(); + if (hasWorkingZone) + { + workingZone.to = value; + } + + // + // Start Zone ... + bool hasStartZone = HasStartZone(); + if (hasStartZone) + { + // + bool hasOB = startZone.HasOB(); + if (hasOB) + { + startZone.ob.To(value); + } + + // + bool hasFVG = startZone.HasFVG(); + if (hasFVG) + { + startZone.fvg.To(value); + } + + // + bool hasSupply = startZone.HasSupply(); + if (hasSupply) + { + startZone.supply.To(value); + } + + // + bool hasDemand = startZone.HasDemand(); + if (hasDemand) + { + startZone.demand.To(value); + } + + // + bool hasSupport = startZone.HasSupport(); + if (hasSupport) + { + startZone.support.To(value); + } + + // + bool hasResistance = startZone.HasResistance(); + if (hasResistance) + { + startZone.resistance.To(value); + } + + // + bool hasBullishCZone = startZone.HasBullishConsolidationZone(); + if (hasBullishCZone) + { + // startZone.bullishConsolidationZone.to = cTime; + } + + // + bool hasBearishCZone = startZone.HasBearishConsolidationZone(); + if (hasBearishCZone) + { + // startZone.bearishConsolidationZone.to = cTime; + } + } + } + + // + // + // + + // + // Working Zone is an Area which + // we decide to trade inside it ... + bool ExtractWorkingZone( + XPOIState &htfState, + XPOIState &mtfState, + XPOIState &stfState, + int barIndex = 0 // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + int zIndex = barIndex; + + // + result = !HasWorkingZone(); + if (!result) + { + return result; + } + + // + result = IsValid(symbol) && + IsValid(period); + if (!result) + { + // + Clean(); + return result; + } + + // + datetime cTime = iTime( + symbol, + period, + zIndex // + ); + + // + result = + // + htfState.IsValid() && + htfState.HasChild() && + htfState.HasSupplyZones() && + htfState.HasDemandZones() && + // + mtfState.IsValid() && + mtfState.HasChild() && + mtfState.HasSupplyZones() && + mtfState.HasDemandZones() && + // + stfState.IsValid() && + stfState.HasChild() + // + ; + if (!result) + { + return result; + } + + // + // Retrieve Highest Supply Zone ... + int hSupplyIDX = GetHighest(htfState.supplyZones); + int lDemandIDX = GetLowest(htfState.demandZones); + + // + result = + // + IsValidIndex(hSupplyIDX) && + IsValidIndex(lDemandIDX) + // + ; + if (!result) + { + return result; + } + + // + supplyZone = htfState.supplyZones[hSupplyIDX]; + demandZone = htfState.demandZones[lDemandIDX]; + + // + result = + // + supplyZone != NULL && + demandZone != NULL && + supplyZone.IsValid() && + demandZone.IsValid() + // + ; + if (!result) + { + // + Clean(); + return result; + } + + // + // Check Validation of Supply and Demand Zones ... + lDemandIDX = GetLowest(mtfState.demandZones); + hSupplyIDX = GetHighest(mtfState.supplyZones); + result = IsValidIndex(lDemandIDX) && + IsValidIndex(hSupplyIDX); + if (!result) + { + // + Clean(); + return result; + } + + // + // Validate Supply and Demand ... + bool isMTFHSupplyInside = + IsInside( + mtfState.supplyZones[hSupplyIDX], + supplyZone); + bool isMTFLDemandInside = + IsInside( + mtfState.demandZones[lDemandIDX], + demandZone // + ); + if (isMTFHSupplyInside && + !isMTFLDemandInside) + { + demandZone = mtfState.demandZones[lDemandIDX]; + } + else if (!isMTFHSupplyInside && + isMTFLDemandInside) + { + supplyZone = mtfState.supplyZones[hSupplyIDX]; + } + else if (isMTFHSupplyInside && + isMTFLDemandInside) + { + // + supplyZone = mtfState.supplyZones[hSupplyIDX]; + demandZone = mtfState.demandZones[lDemandIDX]; + } + + // + // Check Zones Validation ... + bool hasTrend = + supplyZone != NULL && + supplyZone.IsValid() && + demandZone != NULL && + demandZone.IsValid(); + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + datetime from = MathMax( + supplyZone.From(), + demandZone.From()); + + // + int fromIndex = iBarShift( + symbol, + period, + from // + ); + + // + // Detect Trend ... + ENUM_X_DIRECTION trend = X_DIRECTION_NONE; + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = zIndex; i < fromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + period, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + hasTrend = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (hasTrend) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + // Check Trend ... + result = hasTrend; + if (!result) + { + // + Clean(); + return result; + } + + // + bool hasBullishTrend = IsBullish(trend); + bool hasBearishTrend = IsBearish(trend); + + // + // Find Order Block and FVG for Trend Approve ... + + // + bool isBullishTrendApproved = false; + bool isBearishTrendApproved = false; + + // + // Now We Have to Detect at least One OrderBlock with FVG ... + // for Trend Approvement ... + bool hasOrderBlock = HasOrderBlock(); + bool hasFairValueGap = HasFairValueGap(); + if (!hasOrderBlock && + !hasFairValueGap) + { + // + int count = 0; + bool has = false; + + // + XCFVG *fvg = NULL; + XCOrderBlock *ob = NULL; + + // + has = mtfState.HasBullishOrderBlocks(); + count = mtfState.CountBullishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bullishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > demandZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + demandZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBullishFairValueGaps(); + count = stfState.CountBullishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bullishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BULLISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBullishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + + // + if (!isBullishTrendApproved) + { + // + has = mtfState.HasBearishOrderBlocks(); + count = mtfState.CountBearishOrderBlocks(); + + // + if (has) + { + // + // Check Order Block ... + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mtfState.bearishOrderBlocks[i]; + + // + iOB.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iOB.From() > supplyZone.From(); + if (!isFromPassed) + { + continue; + } + + // + // Must inside DemandZone ... + bool isInsideDemand = IsInsideDiff( + iOB, + supplyZone // + ); + if (!isInsideDemand) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iOB.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone obBox; + bool hasOBBox = ToBox( + obBox, + iOB // + ); + if (!hasOBBox) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Zone Must not Used before ... + bool isUsed = IsBoxUsed( + obBox, + startedBar.Index() - 1, + zIndex // + ); + if (isUsed) + { + // + obBox.Clean(); + startedBar.Clean(); + continue; + } + + // + ob = iOB; + + // + obBox.Clean(); + startedBar.Clean(); + + // + break; + } + + // + // Detect Fair Value Gap ... + if (ob != NULL && + ob.IsValid()) + { + // + has = stfState.HasBearishFairValueGaps(); + count = stfState.CountBearishFairValueGaps(); + if (has) + { + // + // Check Fir Value Gap ... + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = stfState.bearishFairValueGaps[i]; + + // + iFVG.To(cTime); + + // + // Check From Passes ... + bool isFromPassed = iFVG.From() > ob.From(); + if (!isFromPassed) + { + continue; + } + + // + // Check Started ... + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + bool isStarted = iFVG.IsStarted( + X_DIRECTION_BEARISH, + startedBar, + startedDir // + ); + if (!isStarted) + { + // + startedBar.Clean(); + continue; + } + + // + // Converts to Box ... + XBoxZone fvgBox; + bool hasFVGBox = ToBox( + fvgBox, + iFVG // + ); + if (!hasFVGBox) + { + // + fvgBox.Clean(); + startedBar.Clean(); + continue; + } + + // + // Check Inside Order Block ... + bool isInside = IsInsideDiff( + iFVG, + ob, + true // Force Side Out ... + ); + if (!isInside) + { + continue; + } + + // + fvg = iFVG; + + // + fvgBox.Clean(); + startedBar.Clean(); + + // + break; + } + } + else + { + // + ob = NULL; + } + } + + // + if (ob != NULL && + fvg != NULL) + { + // + orderBlock = ob; + fairValueGap = fvg; + } + + // + hasOrderBlock = HasOrderBlock(); + hasFairValueGap = HasFairValueGap(); + isBearishTrendApproved = hasOrderBlock && + hasFairValueGap; + } + } + } + + // + // Check Trend Approved ... + bool isTrendApproved = + hasOrderBlock && + hasFairValueGap && + (isBullishTrendApproved || + isBearishTrendApproved); + result = isTrendApproved; + if (!result) + { + // + Clean(); + return result; + } + + // + // Prepare Working Zone ... + workingZone.symbol = symbol; + workingZone.period = period; + + // + workingZone.upper = supplyZone.Lower(); + workingZone.zoneUpper = supplyZone.Upper(); + + // + workingZone.lower = demandZone.Upper(); + workingZone.zoneLower = demandZone.Lower(); + + // + workingZone.from = from; + + // + double upper = workingZone.upper; + double range = + workingZone.upper - workingZone.lower; + double ranegPercent = range / 100; + double quarterValue = ranegPercent * 25; + + // + workingZone.quarter1 = upper - (quarterValue * 1); + workingZone.quarter2 = upper - (quarterValue * 2); + workingZone.quarter3 = upper - (quarterValue * 3); + + // + result = workingZone.IsValid(); + if (!result) + { + Clean(); + } + + // + return result; + } + + // + bool IsWorkingZoneDestroyed( + ENUM_X_DIRECTION &destroyedDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + destroyedDir = X_DIRECTION_NONE; + + // + result = workingZone.IsValid(); + if (!result) + { + return result; + } + + // + result = workingZone.IsDestroyed( + destroyedDir, + barIndex, + forPeriod // + ); + + // + return result; + } + + // + bool DetectTrend( + ENUM_X_DIRECTION &trend, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (forPeriod == NULL) + { + forPeriod = period; + } + + // + trend = X_DIRECTION_NONE; + + // + result = HasWorkingZone(); + if (!result) + { + return result; + } + + // + int FromIndex = iBarShift( + symbol, + forPeriod, + workingZone.from // + ); + + // + datetime supplyTouch = NULL; + datetime demandTouch = NULL; + for (int i = barIndex; i < FromIndex; i++) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + forPeriod, + i // + ); + if (!isInited) + { + continue; + } + + // + bool isTouchSupplyZone = + // + iBar.low < supplyZone.Lower() && + iBar.GetUp() > supplyZone.Lower() + // + ; + if (isTouchSupplyZone && + !IsValid(supplyTouch)) + { + supplyTouch = iBar.time; + } + + // + bool isTouchDemandZone = + // + iBar.high > demandZone.Upper() && + iBar.GetDown() < demandZone.Upper() + // + ; + if (isTouchDemandZone && + !IsValid(demandTouch)) + { + demandTouch = iBar.time; + } + + // + bool canBreak = + IsValid(supplyTouch) && + IsValid(demandTouch); + + // + iBar.Clean(); + + // + if (canBreak) + { + break; + } + } + + // + result = + // + IsValid(supplyTouch) || + IsValid(demandTouch) + // + ; + if (result) + { + // + trend = + // + supplyTouch > demandTouch + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH + // + ; + } + + // + return result; + } + + // + bool DetectStartZone( + ENUM_X_DIRECTION forDir, + XPOIState &state, + XC121SMCCycleHelper *cycleHelper // + ) + { + // + bool result = false; + + // + result = state.IsValid() && + state.HasChild() && + HasDirection(forDir); + if (!result) + { + return result; + } + + // + bool isBullish = IsBullish(forDir); + + // + int idx = -1; + int count = 0; + int has = false; + + // + // Supply Zones ... + has = state.HasSupplyZones(); + if (has) + { + // + idx = GetYoungest(state.supplyZones); + if (IsValidIndex(idx)) + { + startZone.supply = state.supplyZones[idx]; + } + } + + // + // Demand Zones ... + has = state.HasDemandZones(); + if (has) + { + // + idx = GetYoungest(state.demandZones); + if (IsValidIndex(idx)) + { + startZone.demand = state.demandZones[idx]; + } + } + + // + // Support Zones ... + has = state.HasSupportZones(); + if (has) + { + // + idx = GetYoungest(state.supportZones); + if (IsValidIndex(idx)) + { + startZone.support = state.supportZones[idx]; + } + } + + // + // Resistance Zones ... + has = state.HasResistanceZones(); + if (has) + { + // + idx = GetYoungest(state.resistanceZones); + if (IsValidIndex(idx)) + { + startZone.resistance = state.resistanceZones[idx]; + } + } + + // + // Other Zones ... + if (isBullish) + { + // + // Order Block ... + has = state.HasBullishOrderBlocks(); + if (has) + { + // + idx = GetYoungest(state.bullishOrderBlocks); + if (IsValidIndex(idx)) + { + startZone.ob = state.bullishOrderBlocks[idx]; + } + } + + // + // Fair Value Gap ... + has = state.HasBullishFairValueGaps(); + if (has) + { + // + idx = GetYoungest(state.bullishFairValueGaps); + if (IsValidIndex(idx)) + { + startZone.fvg = state.bullishFairValueGaps[idx]; + } + } + } + else + { + // + // Order Block ... + has = state.HasBearishOrderBlocks(); + if (has) + { + // + idx = GetYoungest(state.bearishOrderBlocks); + if (IsValidIndex(idx)) + { + startZone.ob = state.bearishOrderBlocks[idx]; + } + } + + // + // Fair Value Gap ... + has = state.HasBearishFairValueGaps(); + if (has) + { + // + idx = GetYoungest(state.bearishFairValueGaps); + if (IsValidIndex(idx)) + { + startZone.fvg = state.bearishFairValueGaps[idx]; + } + } + } + + // + bool hasOBFVG = startZone.HasOB() && + startZone.HasFVG(); + bool isOBStarted = false; + bool isFVGStarted = false; + bool isOBActivated = false; + bool isFVGActivated = false; + bool isOBInsideFVG = false; + bool isFVGInsideOB = false; + if (hasOBFVG) + { + // + ENUM_X_DIRECTION forDir = startZone.ob.GetDirection(); + + // + XOHCL startedBar; + ENUM_X_DIRECTION startedDir; + + // + isOBStarted = startZone.ob.IsStarted( + forDir, + startedBar, + startedDir // + ); + + // + isOBActivated = startZone.ob.IsActivated( + forDir, + startedBar, + startedDir // + ); + + // + forDir = startZone.fvg.GetDirection(); + + // + isFVGStarted = startZone.fvg.IsStarted( + forDir, + startedBar, + startedDir // + ); + + // + isFVGActivated = startZone.fvg.IsActivated( + forDir, + startedBar, + startedDir // + ); + + // + isOBInsideFVG = + IsInsideDiff( + startZone.ob, + startZone.fvg // + ) || + (isBullish + ? IsAboveDiff( + startZone.ob, + startZone.fvg, + true // IgnoreInside + ) + : IsBelowDiff( + startZone.ob, + startZone.fvg, + true // IgnoreInside + )); + // + isFVGInsideOB = + IsInsideDiff( + startZone.fvg, + startZone.ob // + ) || + (isBullish + ? IsAboveDiff( + startZone.fvg, + startZone.ob, + true // IgnoreInside + ) + : IsBelowDiff( + startZone.fvg, + startZone.ob, + true // IgnoreInside + )); + + // + startedBar.Clean(); + } + + // + result = + isOBStarted && + isFVGStarted && + !isOBActivated && + !isFVGActivated && + startZone.IsValid() && + (isOBInsideFVG || + isFVGInsideOB) && + (isBullish + ? startZone.IsBullish() + : startZone.IsBearish()); + if (!result) + { + // + startZone.Clean(); + + // + return result; + } + + // + return result; + } + + // + void DetectPriority( + ENUM_X121SMC_XWZ_PRIORITY &bullish, + ENUM_X121SMC_XWZ_PRIORITY &bearish, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + bool hasWorkingZone = HasWorkingZone(); + if (!hasWorkingZone) + { + return; + } + + // + XOHCL zBar; + bool isInited = zBar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!isInited) + { + // + zBar.Clean(); + return; + } + + // + XOHCL cBar; + isInited = zBar.GetPreviousBar(cBar); + if (!isInited) + { + // + zBar.Clean(); + cBar.Clean(); + return; + } + + // + // ZoneUpper, Upper ... + if (cBar.low > workingZone.upper && + cBar.high < workingZone.zoneUpper && + zBar.low > workingZone.upper && + zBar.high < workingZone.zoneUpper) + { + // + bullish = X121SMC_XWZ_PRIORITY_NONE; + bearish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + } + // + // Upper, Quarter1 ... + else if (cBar.low > workingZone.quarter1 && + cBar.high < workingZone.upper && + zBar.low > workingZone.quarter1 && + zBar.high < workingZone.upper) + { + // + bullish = X121SMC_XWZ_PRIORITY_WEAK; + bearish = X121SMC_XWZ_PRIORITY_HIGH; + } + // + // Quarter1, Quarter2 ... + else if (cBar.low > workingZone.quarter2 && + cBar.high < workingZone.quarter1 && + zBar.low > workingZone.quarter2 && + zBar.high < workingZone.quarter1) + { + // + bullish = X121SMC_XWZ_PRIORITY_LOW; + bearish = X121SMC_XWZ_PRIORITY_REGULAR; + } + // + // Quarter2, Quarter3 ... + else if (cBar.low > workingZone.quarter3 && + cBar.high < workingZone.quarter2 && + zBar.low > workingZone.quarter3 && + zBar.high < workingZone.quarter2) + { + // + bullish = X121SMC_XWZ_PRIORITY_REGULAR; + bearish = X121SMC_XWZ_PRIORITY_LOW; + } + // + // Quarter3, Lower ... + else if (cBar.low > workingZone.lower && + cBar.high < workingZone.quarter3 && + zBar.low > workingZone.lower && + zBar.high < workingZone.quarter3) + { + // + bullish = X121SMC_XWZ_PRIORITY_HIGH; + bearish = X121SMC_XWZ_PRIORITY_WEAK; + } + // + // Lower, ZoneLower ... + else if (cBar.low > workingZone.zoneLower && + cBar.high < workingZone.lower && + zBar.low > workingZone.zoneLower && + zBar.high < workingZone.lower) + { + // + bullish = X121SMC_XWZ_PRIORITY_STRONG_HIGH; + bearish = X121SMC_XWZ_PRIORITY_NONE; + } + + // + zBar.Clean(); + cBar.Clean(); + } + + // + bool HasWorkingZoneConditions( + ENUM_X_DIRECTION &conditionsDir, + XPOIState &state, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + conditionsDir = X_DIRECTION_NONE; + + // + result = HasWorkingZone(); + if (!result) + { + return result; + } + + // + XBoxZone appliedBox; + + // + // Clean Condition Bars ... + workingZone.CleanConditionBars(); + + // + // Validate ... + result = state.IsValid() && + state.HasChild(); + if (!result) + { + // + workingZone.CleanConditionBars(); + return result; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + datetime cTime = iTime( + symbol, + forPeriod, + barIndex // + ); + + // + // Check Supply Zone ... + + // + XBoxZone supplyBox; + bool hasSupplyBox = + supplyZone != NULL && + supplyZone.IsValid() && + ToBox( + supplyBox, + supplyZone // + ); + if (hasSupplyBox) + { + // + result = CheckBoxForTradeConditions( + supplyBox, + appliedBox, + workingZone.swingBar, + workingZone.breakerBar, + workingZone.rejectionBar, + workingZone.momentumBar, + state, + barIndex, + forPeriod // + ); + + // + if (result) + { + conditionsDir = X_DIRECTION_BEARISH; + } + } + + // + // Check Demand Zone ... + XBoxZone demandBox; + bool hasDemandBox = false; + if (!result) + { + // + hasDemandBox = + demandZone != NULL && + demandZone.IsValid() && + ToBox( + demandBox, + demandZone // + ); + if (hasDemandBox) + { + // + result = CheckBoxForTradeConditions( + demandBox, + appliedBox, + workingZone.swingBar, + workingZone.breakerBar, + workingZone.rejectionBar, + workingZone.momentumBar, + state, + barIndex, + forPeriod // + ); + + // + if (result) + { + conditionsDir = X_DIRECTION_BULLISH; + } + } + } + + // + if (!result) + { + workingZone.CleanConditionBars(); + } + + // + supplyBox.Clean(); + demandBox.Clean(); + appliedBox.Clean(); + + // + return result; + } + + // + double GetSpread() + { + // + double result = 0; + + // + if (!IsValid(symbol)) + { + return result; + } + + // + result = GetSpread( + symbol // + ); + + // + return result; + } + + // +}; diff --git a/BKPS/14031206/Documents/BKP/xsupdem/x-saherelm.x-121.smc.alert.ea.mq5 b/BKPS/14031206/Documents/BKP/xsupdem/x-saherelm.x-121.smc.alert.ea.mq5 new file mode 100644 index 0000000..1eb6e98 --- /dev/null +++ b/BKPS/14031206/Documents/BKP/xsupdem/x-saherelm.x-121.smc.alert.ea.mq5 @@ -0,0 +1,464 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center XTest MQL5 Expert Advisor +// ------------------------------------------------- +// Name: X121SMCEA +// Description: an Exper Advisor which used Panels +// +// Maintainer: +// ------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +////////////////////////////////////////////////////// +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm X121SMCEA" +#property strict + +// +#define ShortName "X121SMCEA" + +// +// Imports ... +#include "../X121SMCEA/Experts/x-121.smc.expert.alert.class.mq5" + +// +// Inputs ... + +// +// Common ... +input group "Common"; +input long eaMagicNumber = 78692110; // Magic Number +input int eaSlippage = 10; // Slippgae +input string eaLogSuffix = ""; // Log Suffix + +// +// Symbols ... +input group "Symbols"; +input bool eaMultiSymbol = false; // Use Multi Symbol +input string eaSymbols = "EURUSDb"; // Trading Symbols + +// +// Signalling ... +input group "Signalling"; +input bool eaAllowLong = true; // Allow Long Signals +input bool eaAllowShort = true; // Allow Short Signals +input int eaMaxAllowedLongs = 5; // Max Allowed Long Signals +input int eaMaxAllowedShorts = 5; // Max Allowed Short Signals +input bool eaUseMaxAllowedSignalsPerSymbol = true; // Use Max Allowed Signal Types Per Symbol +input double eaLastPositionProfitForAcceptNextInPoint = 0; // Last Position Profit In Points for Accept new Signal +input int eaDelaysBetweenTwoSignalsInBar = 0; // Delay between two Signals in Bars +input double eaMaxAllowedSpread = 25; // Max Allowed Spread for Signalling +input int eaMinRequiredVerificationForSpreadPass = 20; // Minimum Spread Verification for Signalling + +// +// Trade ... +input group "Trade"; +input bool eaAllowTrade = false; // Allow Open Trade On Signals +input string eaStartTradeAt = ""; // Enable Trade on Signals on Time +input string eaStopTradeAt = ""; // Enable Trade on Signals on Time +input string eaCloseAllTradesAt = ""; // Enable Close All Trades on Signals on Time + +// +// Risk Management ... +input group "Risk Management"; +input double eaR2R = 4; // Signallers Risk to Reward Ratio +input double eaVolume = 0; // Static Volume +input double eaStaticBalance = 1000; // Static Balance +input double eaBalancePerTrade = 10; // Balance Used in Each Trade +input double eaRiskPercentPerBalance = 0; // Risk Percent Per Balance in Each Trade +input bool eaDynamicRiskManagement = false; // Dynamic Risk Management +input bool eaUseDynamicVolume = false; // Use Dynamic Volume +input double eaDynamicVolumeStep = 0.01; // Increase Volume Step +input double eaDynamicVolumeBalanceFactor = 200; // Balance Factor for Generate Dynamic Volume +input double eaMaxAllowedDrawdownToOpenTrades = 3; // Max Allowed Drawdown for Open Trades +input int eaMaxAllowedSLToPauseSignallingPerSymbol = 2; // Max Allowed SL for Pause Signalling Per Symbol +input int eaPauseSignallingAfterReachesMaxAllowedSLInSecconds = 7200; // Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds + +// +// Protection ... +input group "Protection"; +input bool eaAllowHedging = false; // Allow Hedge Positions +input int eaMinOpenTradesFroHedging = 4; // Minimum Open Positions for Hedging +input double eaHedgingMinVolumeStep = 0.01; // Minimum Volume Step for Hedging +input double eaHedgeingMinRequiredProfitPerVolumeStep = 2.0; // Minimum Required Profit Per Volume Step for Hedging + +// +// Alert ... +// Here we Provider All Requirements for +// Configuring Alert Provider ... +input group "Alert"; +input bool eaEnableAlerts = true; // Enable Alerts +input bool eaLogAlerts = true; // Log Alerts +input bool eaMailAlerts = false; // Mail Alerts +input bool eaPushAlerts = true; // Push Alerts +input bool eaTerminalAlerts = false; // Terminal Alerts + +// +// Time Report ... +input group "Reports"; +input bool eaReportNewMonths = false; // Report New Month +input bool eaReportNewWeeks = false; // Report New Weeks +input bool eaReportNewDays = true; // Report New Days +input bool eaReportNewHours = false; // Report New Hours + +// +// Define Local Variables ... + +XC121SMCExpert *eaExpert; + +// +// Event Handlers ... + +// +// Initialization ... +int OnInit() +{ + // + // Validate Inputs and Required Parameters + // for EA to Works fine ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Timer ... + if (!InitTimer()) + { + return INIT_FAILED; + } + + // + // Configure EA Expert Class ... + eaExpert = new XC121SMCExpert(); + + // + // Event Handlers ... + eaExpert.OnSignalEventListener = OnSignalRecieved; + eaExpert.OnDealsChangedEventListener = OnDealsChanged; + eaExpert.OnOrdersChangedEventListener = OnOrdersChanged; + eaExpert.OnPositionSLEventListener = OnStopLossTriggered; + eaExpert.OnPositionTPEventListener = OnTakeProfitTriggered; + eaExpert.OnPositionsChangedEventListener = OnPositionsChanged; + eaExpert.OnPositionForceCloseEventListener = OnPositionForceClosed; + + // + // Common ... + eaExpert.MagicNumber(eaMagicNumber); + eaExpert.Slippage(eaSlippage); + eaExpert.TagPrefix(eaLogSuffix); + + // + // Symbol ... + eaExpert.SetSymbol(_Symbol); + eaExpert.SetPeriod(_Period); + eaExpert.Symbols(eaSymbols); + eaExpert.MultiSymbol(eaMultiSymbol); + + // + // Signalling ... + eaExpert.AllowLong(eaAllowLong); + eaExpert.AllowShort(eaAllowShort); + eaExpert.MaxAllowedLongs(eaMaxAllowedLongs); + eaExpert.MaxAllowedShorts(eaMaxAllowedShorts); + eaExpert.UseMaxAllowedSignalsPerSymbol(eaUseMaxAllowedSignalsPerSymbol); + eaExpert.LastPositionProfitForAcceptNextInPoint(eaLastPositionProfitForAcceptNextInPoint); + eaExpert.DelaysBetweenTwoSignalsInBar(eaDelaysBetweenTwoSignalsInBar); + eaExpert.MaxAllowedSpread(eaMaxAllowedSpread); + eaExpert.MinRequiredVerificationForSpreadPass(eaMinRequiredVerificationForSpreadPass); + + // + // Trade ... + eaExpert.AllowTrade(eaAllowTrade); + eaExpert.StartTradeAt(eaStartTradeAt); + eaExpert.StopTradeAt(eaStopTradeAt); + eaExpert.CloseAllTradesAt(eaCloseAllTradesAt); + + // + // Risk Management ... + eaExpert.R2R(eaR2R); + eaExpert.Volume(eaVolume); + eaExpert.StaticBalance(eaStaticBalance); + eaExpert.BalancePerTrade(eaBalancePerTrade); + eaExpert.RiskPercentPerBalance(eaRiskPercentPerBalance); + eaExpert.DynamicRiskManagement(eaDynamicRiskManagement); + eaExpert.UseDynamicVolume(eaUseDynamicVolume); + eaExpert.DynamicVolumeStep(eaDynamicVolumeStep); + eaExpert.DynamicVolumeBalanceFactor(eaDynamicVolumeBalanceFactor); + eaExpert.MaxAllowedDrawdownToOpenTrades(eaMaxAllowedDrawdownToOpenTrades); + eaExpert.MaxAllowedSLToPauseSignallingPerSymbol(eaMaxAllowedSLToPauseSignallingPerSymbol); + eaExpert.PauseSignallingAfterReachesMaxAllowedSLInSecconds(eaPauseSignallingAfterReachesMaxAllowedSLInSecconds); + + // + // Protection ... + eaExpert.AllowHedging(eaAllowHedging); + eaExpert.MinOpenTradesFroHedging(eaMinOpenTradesFroHedging); + eaExpert.HedgingMinVolumeStep(eaHedgingMinVolumeStep); + eaExpert.HedgeingMinRequiredProfitPerVolumeStep(eaHedgeingMinRequiredProfitPerVolumeStep); + + // + // Alert ... + eaExpert.SetAlertEnableAlerts(eaEnableAlerts); + eaExpert.SetAlertLogAlerts(eaLogAlerts); + eaExpert.SetAlertMailAlerts(eaMailAlerts); + eaExpert.SetAlertPushAlerts(eaPushAlerts); + eaExpert.SetAlertTerminalAlerts(eaTerminalAlerts); + + // + // Reports ... + eaExpert.ReportNewMonths(eaReportNewMonths); + eaExpert.ReportNewWeeks(eaReportNewWeeks); + eaExpert.ReportNewDays(eaReportNewDays); + eaExpert.ReportNewHours(eaReportNewHours); + + // + bool isInited = eaExpert.HandleOnInit(); + if (!isInited) + { + return INIT_FAILED; + } + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +// +// DeInitialization ... +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed + + // + // Destroy Timer ... + eaExpert.HandleOnDeInit(); + + // + delete eaExpert; + + // + ZeroMemory(eaExpert); +} + +// +// On Tick Handler ... +void OnTick() +{ + eaExpert.HandleOnTick(); +} + +// +// Handle On Trade Event ... +void OnTrade() +{ + eaExpert.HandleOnTrade(); +} + +// +// On Timer ... +void OnTimer() +{ + eaExpert.HandleOnTimer(); +} + +// +// Chart Event Handler ... +void OnChartEvent( + const int id, + const long &lparam, + const double &dparam, + const string &sparam // +) +{ + eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam); +} + +// +// Event Listeners ... + +/** + * Do What we Want by Specific Signal ... + * + * @param signal: XSignal instance ... + * @param conditions: XStrategyConditions instance ... + */ +void OnSignalRecieved( + XSignal &signal, + X121SMCStrategyConditions &conditions // +) +{ + // + eaExpert.HandleOnSignalRecieved( + signal, + conditions // + ); +} + +/** + * Handle StopLoss Triggered Positions ... + * + * @param deal: XDeal instance ... + */ +void OnStopLossTriggered(const XDeal &deal) +{ + eaExpert.HandleOnStopLossTriggered(deal); +} + +/** + * Handle Take Profit Triggered Positions ... + * + * @param deal: XDeal instance ... + */ +void OnTakeProfitTriggered(const XDeal &deal) +{ + eaExpert.HandleOnTakeProfitTriggered(deal); +} + +/** + * Handle Force Close a Position ... + * + * @param ticket: ULONG ... + * @param position: XPosition instance ... + * @param comment: String ... + */ +void OnPositionForceClosed( + const ulong ticket, + const XPosition &position, + const string comment // +) +{ + // + eaExpert.HandleOnPositionForceClosed( + ticket, + position, + comment // + ); +} + +/** + * Handle Deals Changes ... + * + * @param count: Integer, Number of Changes ... + */ +void OnDealsChanged(int count) +{ + eaExpert.HandleOnDealsChanged(count); +} + +/** + * Handle Orders Changes ... + * + * @param count: Integer, Number of Changes ... + */ +void OnOrdersChanged(int count) +{ + eaExpert.HandleOnOrdersChanged(count); +} + +/** + * Handle Positions Changes ... + * + * @param count: Integer, Number of Changes ... + */ +void OnPositionsChanged(int count) +{ + eaExpert.HandleOnPositionsChanged(count); +} + +// +// Custom Functions ... + +/** + * Validate all Inputs of Expert Adviser ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + string errMessage = ""; + + // + bool isCommonValid = ( + // + eaSlippage > 0 && + eaMagicNumber > 0 + // + ); + if (!isCommonValid) + { + // + errMessage += "common configurations error;" + "\n"; + } + + // + result = + // + // Common ... + isCommonValid && + // + // Otere ... + true + // + ; + + // + if (!result) + { + // + // Since here Logger not Initiallized, we Use Raw Print Command ... + Print(ShortName + " Errors: \n", errMessage); + } + + // + return result; +} + +/** + * Initialize Timer ... + * + * @return ( bool ) + */ +bool InitTimer() +{ + // + bool result = false; + + // + // TODO: Initialize Timer if necessary ... + // result = EventSetTimer(1); + // result = EventSetMillisecondTimer(100); + result = true; + + // + return result; +} + +/** + * Destroy Timer ... + */ +void DestroyTimer() +{ + // + // TODO: Use This ... + // EventKillTimer(); +} + +// diff --git a/BKPS/14031206/Documents/Diagrams/Position Protection.drawio b/BKPS/14031206/Documents/Diagrams/Position Protection.drawio new file mode 100644 index 0000000..d425cb2 --- /dev/null +++ b/BKPS/14031206/Documents/Diagrams/Position Protection.drawio @@ -0,0 +1,279 @@ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + \ No newline at end of file diff --git a/BKPS/14031206/Documents/JsModules/x-color.tools.js b/BKPS/14031206/Documents/JsModules/x-color.tools.js new file mode 100644 index 0000000..c3ac5f9 --- /dev/null +++ b/BKPS/14031206/Documents/JsModules/x-color.tools.js @@ -0,0 +1,506 @@ +/** + * XColor Tools Module ... + * a module for handle colorify text contents in node js ... + * + * Maintainer + * + * Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) + */ + +// +//#region Module Imports ... +const XValueTools = require("./x-value.tools"); +//#endregion + +// +//#region Constants ... +/** + * these are available style which can applied to an string ... + */ +const AVAILABLE_STYLES = { + // + Bold: "\x1b[1m", + Dim: "\x1b[2m", + Underlined: "\x1b[4m", + Blink: "\x1b[5m", + ReverseFandB: "\x1b[7m", + Hidden: "\x1b[8m", + // + // Commonly used for reset all Styles ... + Reset: "\x1b[0m" +}; + +/** + * these are available foreground colors which can applied to an string ... + */ +const AVAILABLE_FOREGROUND_COLORS = { + Default: "\x1b[39m", + Black: "\x1b[30m", + Red: "\x1b[31m", + Green: "\x1b[32m", + Yellow: "\x1b[33m", + Blue: "\x1b[34m", + Magenta: "\x1b[35m", + Cyan: "\x1b[36m", + LightGray: "\x1b[37m", + DarkGray: "\x1b[90m", + LightRed: "\x1b[91m", + LightGreen: "\x1b[92m", + LightYellow: "\x1b[93m", + LightBlue: "\x1b[94m", + LightMagenta: "\x1b[95m", + LightCyan: "\x1b[96m", + White: "\x1b[97m", +}; + +/** + * these are available background colors which can applied to an string ... + */ +const AVAILABLE_BACKGROUND_COLORS = { + Default: "\x1b[49m", + Black: "\x1b[40m", + Red: "\x1b[41m", + Green: "\x1b[42m", + Yellow: "\x1b[43m", + Blue: "\x1b[44m", + Magenta: "\x1b[45m", + Cyan: "\x1b[46m", + LightGray: "\x1b[47m", + DarkGray: "\x1b[100m", + LightRed: "\x1b[101m", + LightGreen: "\x1b[102m", + LightYellow: "\x1b[103m", + LightBlue: "\x1b[104m", + LightMagenta: "\x1b[105m", + LightCyan: "\x1b[106m", + White: "\x1b[107m", +}; + +/** + * these are available style names, which exports from module and + * users can use them ... + */ +const STYLE_NAMES = { + Bold: "Bold", + Dim: "Dim", + Underlined: "Underlined", + Blink: "Blink", + ReverseFandB: "ReverseFandB", + Hidden: "Hidden", + Reset: "Reset", +}; + +/** + * these are available color names, which exports from module and + * users can use them ... + */ +const COLOR_NAMES = { + Default: "Default", + Black: "Black", + Red: "Red", + Green: "Green", + Yellow: "Yellow", + Blue: "Blue", + Magenta: "Magenta", + Cyan: "Cyan", + LightGray: "LightGray", + DarkGray: "DarkGray", + LightRed: "LightRed", + LightGreen: "LightGreen", + LightYellow: "LightYellow", + LightBlue: "LightBlue", + LightMagenta: "LightMagenta", + LightCyan: "LightCyan", + White: "White", +}; +//#endregion + +// +//#region Actions ... +/** + * apply specified style and color on a content ... + * + * @param {string} content specified content for styling ... + * @param {string} color specific color name for using to styling ... + * @param {string} style soecufic style name to use ... + * @param {boolean} toForeground apply specified color as foreground ... + * @param {boolean} toBackground apply specified color as background ... + * @returns {string} styled content ... + */ +function apply( + content, + color, + style, + toForeground = true, + toBackground = false +) { + // + let result = content; + + // + // Validate Arg ... + if (!XValueTools.isValidArg(content)) { + return result; + } + + // + // Detect and Validate Style and Apply it ... + let eStyle = AVAILABLE_STYLES[style]; + if (XValueTools.isValidArg(eStyle)) { + result = `${eStyle}${result}${AVAILABLE_STYLES.Reset}`; + } + + // + // Detect and Validate Foreground Color and Apply it ... + let eFColor = AVAILABLE_FOREGROUND_COLORS[color]; + if ( + !!toForeground + && XValueTools.isValidArg(eFColor) + ) { + result = `${eFColor}${result}${AVAILABLE_STYLES.Reset}`; + } + + // + // Detect and Validate Background Color and Apply it ... + let eBColor = AVAILABLE_BACKGROUND_COLORS[color]; + if ( + !!toBackground + && XValueTools.isValidArg(eBColor) + ) { + result = `${eBColor}${result}${AVAILABLE_STYLES.Reset}`; + } + +} + +/** + * apply specific style on a content ... + * + * @param {string} content specific content which going to styled ... + * @param {string} style a member of STYLE_NAMES which specified that which style going to applied to content ... + * @returns {string} styled content ... + */ +function applyStyle(content, style) { + // + // Validate Arg ... + if (!XValueTools.isValidArg(content)) { + return content; + } + + // + let eStyle = AVAILABLE_STYLES[style]; + if (eStyle === undefined) { + return content; + } + + // + return `${eStyle}${content}${AVAILABLE_STYLES.Reset}`; +} + +/** + * apply specific foreground color on a content ... + * + * @param {string} content specific content which going to colorified ... + * @param {string} color a member of COLOR_NAMES which specified that which color going to applied to content ... + * @returns {string} colorified content ... + */ +function applyForegroundColor(content, color) { + // + // Validate Arg ... + if (!XValueTools.isValidArg(content)) { + return content; + } + + // + let eColor = AVAILABLE_FOREGROUND_COLORS[color]; + if (eColor === undefined) { + return content; + } + + // + return `${eColor}${content}${AVAILABLE_STYLES.Reset}`; +} + +/** + * apply specific background color on a content ... + * + * @param {string} content specific content which going to colorified ... + * @param {string} color a member of COLOR_NAMES which specified that which color going to applied to content ... + * @returns {string} colorified content ... + */ +function applyBackgroundColor(content, color) { + // + // Validate Arg ... + if (!XValueTools.isValidArg(content)) { + return content; + } + + // + let eColor = AVAILABLE_BACKGROUND_COLORS[color]; + if (eColor === undefined) { + return content; + } + + // + return `${eColor}${content}${AVAILABLE_STYLES.Reset}`; +} + +/** + * generate style and color applier expression ... + * + * @param {string} color specific color name for using to styling ... + * @param {string} style soecufic style name to use ... + * @param {boolean} reset close applier string by reset styles ... + * @param {boolean} toForeground apply specified color as foreground ... + * @param {boolean} toBackground apply specified color as background ... + * @returns {string} style and color applier string ... + */ +function getApplier( + style = "", + color = "", + reset = false, + toForeground = true, + toBackground = false +) { + // + let result = ""; + + // + // Detect and Validate Style and Apply it ... + let eStyle = AVAILABLE_STYLES[style]; + if (XValueTools.isValidArg(eStyle)) { + result = `${eStyle}`; + } + + // + // Detect and Validate Foreground Color and Apply it ... + let eFColor = AVAILABLE_FOREGROUND_COLORS[color]; + if ( + !!toForeground + && XValueTools.isValidArg(eFColor) + ) { + result = `${eFColor}`; + } + + // + // Detect and Validate Background Color and Apply it ... + let eBColor = AVAILABLE_BACKGROUND_COLORS[color]; + if ( + !!toBackground + && XValueTools.isValidArg(eBColor) + ) { + result = `${eBColor}`; + } + + // + if ( + !!reset && + result.length > 0 + ) { + result = `${result}${AVAILABLE_STYLES.Reset}`; + } + + // + return result; +} + +/** + * generate style applier expression ... + * + * @param {string} style soecufic style name to use ... + * @param {boolean} reset close applier string by reset styles ... + * @returns {string} style applier string ... + */ +function getStyleApplier( + style = "", + reset = false +) { + // + let result = ""; + + // + // Detect and Validate Style and Apply it ... + let eStyle = AVAILABLE_STYLES[style]; + if (XValueTools.isValidArg(eStyle)) { + result = `${eStyle}`; + } + + // + if ( + !!reset && + result.length > 0 + ) { + result = `${result}${AVAILABLE_STYLES.Reset}`; + } + + // + return result; +} + +/** + * generate color applier expression ... + * + * @param {string} color specific color name for using to styling ... + * @param {boolean} reset close applier string by reset styles ... + * @param {boolean} toForeground apply specified color as foreground ... + * @param {boolean} toBackground apply specified color as background ... + * @returns {string} color applier string ... + */ +function getColorApplier( + color = "", + reset = false, + toForeground = true, + toBackground = false +) { + // + let result = ""; + + // + // Detect and Validate Foreground Color and Apply it ... + let eFColor = AVAILABLE_FOREGROUND_COLORS[color]; + if ( + !!toForeground + && XValueTools.isValidArg(eFColor) + ) { + result = `${eFColor}`; + } + + // + // Detect and Validate Background Color and Apply it ... + let eBColor = AVAILABLE_BACKGROUND_COLORS[color]; + if ( + !!toBackground + && XValueTools.isValidArg(eBColor) + ) { + result = `${eBColor}`; + } + + // + if ( + !!reset && + result.length > 0 + ) { + result = `${result}${AVAILABLE_STYLES.Reset}`; + } + + // + return result; +} + +/** + * colorified specific content ... + * + * @param {string} content specified content for styling ... + * @param {string} color specific color name for using to styling ... + * @param {boolean} toForeground apply specified color as foreground ... + * @param {boolean} toBackground apply specified color as background ... + * @returns {string} + */ +function colorifyContent( + content = "", + color = "", + toForeground = true, + toBackground = false +) { + // + let result = content; + + // + if (!XValueTools.isValidArg(content)) { + return result; + } + + // + // Finde Colors ... + + // + // Detect and Validate Foreground Color and Apply it ... + let eFColor = AVAILABLE_FOREGROUND_COLORS[color]; + if ( + !!toForeground + && XValueTools.isValidArg(eFColor) + ) { + result = `${eFColor}${result}`; + } + + // + // Detect and Validate Background Color and Apply it ... + let eBColor = AVAILABLE_BACKGROUND_COLORS[color]; + if ( + !!toBackground + && XValueTools.isValidArg(eBColor) + ) { + result = `${eBColor}${result}`; + } + + // + if ( + result.length > 0 + && ( + XValueTools.isValidArg(eFColor) || + XValueTools.isValidArg(eBColor) + ) + ) { + result = `${result}${AVAILABLE_STYLES.Reset}`; + } + + // + return result; +} + +/** + * apply style on specific content ... + * + * @param {string} content specified content for styling ... + * @param {string} style soecufic style name to use ... + * @returns {string} + */ +function stylifiyContent( + content = "", + style = "", +) { + // + let result = content; + + // + if (!XValueTools.isValidArg(content)) { + return result; + } + + // + // Detect and Validate Style and Apply it ... + let eStyle = AVAILABLE_STYLES[style]; + if (XValueTools.isValidArg(eStyle)) { + result = `${eStyle}${result}`; + } + + // + if ( + result.length > 0 + && XValueTools.isValidArg(eStyle) + ) { + result = `${result}${AVAILABLE_STYLES.Reset}`; + } + + // + return result; +} +//#endregion + +// +//#region Module Exports ... +module.exports = { + // + STYLE_NAMES, + COLOR_NAMES, + // + apply, + applyStyle, + getApplier, + getColorApplier, + getStyleApplier, + colorifyContent, + stylifiyContent, + applyForegroundColor, + applyBackgroundColor, +} +//#endregion \ No newline at end of file diff --git a/BKPS/14031206/Documents/JsModules/x-file.tools.js b/BKPS/14031206/Documents/JsModules/x-file.tools.js new file mode 100644 index 0000000..2a3535d --- /dev/null +++ b/BKPS/14031206/Documents/JsModules/x-file.tools.js @@ -0,0 +1,887 @@ +/** + * XFile Tools Module ... + * a module for handle all file/folder manipulating task in node js ... + * + * Maintainer + * + * Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) + */ + +// +//#region Module Imports ... +const fs = require('fs'); +const os = require('os'); +const Path = require('path'); +const http = require('http'); +const https = require('https'); +const XValueTools = require('./x-value.tools'); +//#endregion + +// +//#region Constants ... +/** + * current os path separators ... + */ +const PathSeparator = Path.sep; + +/** + * current directory ... + */ +const CurrentDir = __dirname; +//#endregion + +// +//#region Actions ... +// +//#region Global ... +/** + * retrieve a path status ... + * + * @param {string} path a path value to check ... + * @returns an stat object ... + */ +function getStatus(path = '') { + // + if (!XValueTools.isValidArg(path)) { + return undefined; + } + + // + return fs.statSync(path); +} + +/** + * retrieve user's Home path ... + * + * @returns {string} a path ... + */ +function getHomePath() { + return os.homedir(); +} +//#endregion + +// +//#region Path ... +/** + * retrieve the base name of specific address path ... + * + * @param {string} path address of file or folder ... + * @returns string ... + */ +function basename(path = '') { + // + if (!XValueTools.isValidArg(path)) { + return ''; + } + + // + const result = Path.basename(path); + return result; +} + +/** + * join several path segments together ... + * + * @param {...string} path path params ... + * @returns a joined paths ... + */ +function joinPath(...path) { + return Path.join(...path); +} + +/** + * resolve a relative path to absolute ... + * + * @param {string[]} path a path value to check ... + * @returns {string} + */ +function resolvePath(...path) { + return Path.resolve(...path); +} +//#endregion + +// +//#region File ... +/** + * determines a path destination is a file or not ... + * + * @param {string} path a path value to check ... + * @returns a boolean value ... + */ +function isFileExists(path = '') { + // + if (!XValueTools.isValidArg(path)) { + return false; + } + + // + try { + const stat = getStatus(path); + if (!stat) { + return false; + } + + // + return stat.isFile(); + } catch { + return false; + } +} + +/** + * remove a file ... + * + * @param {string} path a file path ... + * @returns {Promise} action done or not ... + */ +function removeFile(path = '') { + return new Promise((resolve) => { + // + if (!isFileExists(path)) { + resolve(false); + } + + // + fs.unlink(path, (err) => { + // + if (err) { + resolve(false); + return; + } + + // + resolve(true); + }); + }); +} + +/** + * copy a file to destination path ... + * + * @param {string} source source file path ... + * @param {string} dest dest folder path ... + * @returns {Promise} action done or not ... + */ +function copyFile( + source = '', + dest = '' +) { + return new Promise((resolve) => { + // + if ( + !isFileExists(source) || + !isDirectoryExists(dest) + ) { + resolve(false); + return; + } + + // + const destFilePath = Path.join(dest, Path.basename(source)); + fs.copyFile(source, destFilePath, (err) => { + // + if (err) { + resolve(false); + return; + } + + // + resolve(true); + }); + }); +} + +/** + * reading specified file content ... + * + * @param {string} path a file path ... + * @returns {Promise} file content ... + */ +function readFile(path = '') { + return new Promise((resolve) => { + // + if (!isFileExists(path)) { + resolve(''); + return; + } + + // + fs.readFile(path, 'utf8', (err, content) => { + // + if (err) { + resolve(undefined); + return; + } + + // + resolve(content); + }); + }); +} + +/** + * write content to a file ... + * + * @param {string} path a file path ... + * @param {string} content the content which going to write to the file ... + * @param {bool} overwrite determines file overwrite if exists ... + * @returns {Promise} action done or not ... + */ +function writeFile( + path = '', + content = '', + overwrite = true +) { + return new Promise((resolve) => { + // + if (isFileExists(path) && !overwrite) { + // + resolve(false); + return; + } + + // + // Normalize Content ... + content = XValueTools.isValidArg(content) ? + content : + ''; + + // + fs.writeFile(path, content, (err) => { + // + if (err) { + // + resolve(false); + return; + } + + // + resolve(true); + }); + }); +} + +/** + * create a file ... + * + * @param {string} path file path ... + * @param {string} fileName file name ... + * @returns {Promise} action done or not ... + */ +function createFile( + path = '', + fileName = '' +) { + return new Promise((resolve) => { + // + const filePath = Path.join(path, fileName); + if ( + isFileExists(filePath) || + !XValueTools.isValidArg(path) || + !XValueTools.isValidArg(fileName) + ) { + // + resolve(false); + return; + } + + // + fs.writeFile(filePath, '', (err) => { + // + if (err) { + // + resolve(false); + return; + } + + // + resolve(true); + }); + }); +} + +/** + * remove a file name extension ... + * + * @param {string} name + * @returns {string} name without extension ... + */ +function removeFileExtension(name = '') { + return name.substring(0, name.lastIndexOf('.')) || name; +} + +/** + * retrieve a file extension ... + * + * @param {string} path a path which locate a file ... + * @returns {string} + */ +function getFileExtension(path = '') { + // + let result = ""; + + // + // Validate Arg ... + if ( + !XValueTools.isValidArg(path) + || !isFileExists(path) + ) { + return result; + } + + // + // Retrieve just file name ... + const fileName = basename(path); + result = fileName.replace( + removeFileExtension(fileName), + "" + ); + + // + return result; +} + +/** + * retrieve all files list recursively from specific path ... + * + * @param {string} path a source folder path ... + * @param {string[]} extensions which file extensions need to be listed, live empty for all files ... + * @returns {Promise} + */ +async function getRecursiveFilesList( + path = "", + extensions = [] +) { + // + let result = []; + + // + // Validate Args ... + if ( + !XValueTools.isValidArg(path) + || !isDirectoryExists(path) + ) { + return result; + } + + // + const contents = await getDirectoryContents(path); + for (const item of contents) { + // + const itemPath = joinPath( + path, + item + ); + + // + const isItemFile = isFileExists(itemPath); + if (isItemFile) { + // + const itemFileExtension = getFileExtension(itemPath); + const isFileInSupportedExtensions = + extensions === undefined || extensions.length === 0 + ? true + : extensions.includes(itemFileExtension) + ; + if (isFileInSupportedExtensions) { + result.push(itemPath); + } + } else if (isDirectoryExists(itemPath)) { + // + const itemPathFiles = await getRecursiveFilesList(itemPath, extensions); + result.push(...itemPathFiles); + } + } + + // + return result; +} + +/** + * Extract Specific files from a folder and it's content ... + * + * @param {string} path Folder Path ... + * @returns + */ +async function extractFiles(path = "", ext = [], excludeWorkspaceFolders = []) { + // + const result = []; + + // + if (!ext || ext.length == 0) { + return result; + } + + // + const pathContent = await getDirectoryContents(path); + if (!pathContent || pathContent.length == 0) { + return result; + } + + // + // Loop through Content ... + for (const c of pathContent) { + // + // Prepare full path ... + const cPath = joinPath(path, c); + + // + // check content path is file or not ... + const isCFile = isFileExists(cPath); + const isCDirectory = isDirectoryExists(cPath); + if (isCFile) { + // + // Check it is MQL file or not ... + const cExt = getFileExtension(cPath); + if (ext.includes(cExt)) { + result.push(cPath); + } + } else if (isCDirectory) { + // + const destFolderName = basename(cPath); + const isExcluded = excludeWorkspaceFolders.includes(destFolderName); + if (isExcluded) { + continue; + } + + // + const cFiles = await extractFiles(cPath, ext); + if (cFiles && cFiles.length > 0) { + result.push(...cFiles); + } + } + } + + // + return result; +} +//#endregion + +// +//#region Directory ... +/** + * create a directory ... + * + * @param {string} path destination path including dir name ... + * @param {boolean} recursive create directories recursively ... + * @returns action done or not ... + */ +function createDirectory( + path = '', + recursive = true +) { + // + let result = false; + + // + if ( + isDirectoryExists(path) || + !XValueTools.isValidArg(path) + ) { + return false; + } + + // + try { + // + fs.mkdirSync(path, { recursive: recursive }); + result = true; + return result; + } catch { + return false; + } +} + +/** + * remove a directory ... + * + * @param {string} path destination path including dir name ... + * @param {boolean} recursive removes directories recursively ... + * @returns {Promise} action done or not ... + */ +function removeDirectory( + path = '', + recursive = false +) { + return new Promise((resolve) => { + // + if (!isDirectoryExists(path)) { + resolve(false); + return; + } + + // + fs.rm(path, { + recursive + }, (err) => { + // + if (err) { + resolve(false); + return; + } + + // + resolve(true); + }); + }); +} + +/** + * determines a path destination is a directory or not ... + * + * @param {string} path a folder path ... + * @returns represent destnation path is Directory or not ... + */ +function isDirectoryExists(path = '') { + // + if (!XValueTools.isValidArg(path)) { + return false; + } + + // + try { + // + const isExists = fs.existsSync(path); + if (!isExists) { + return false; + } + + // + const stat = getStatus(path); + if (!stat) { + return false; + } + + // + const result = stat.isDirectory(); + return result; + } catch { + return false; + } +} + +/** + * retrieve a directory content ... + * + * @param {string} path a folder path ... + * @returns {Promise} a collection of folder files ... + */ +function getDirectoryContents(path = '') { + return new Promise((resolve) => { + // + if (!isDirectoryExists(path)) { + resolve([]); + return; + } + + // + fs.readdir(path, (err, content) => { + // + if (err) { + resolve([]); + return; + } + + // + resolve(content); + }); + }); +} + +/** + * retrieve a directory files ... + * + * @param {string} path a folder path ... + * @returns {Promise} a collection of folder files ... + */ +function getDirectoryFiles( + path = '', + containsHiddenFiles = false +) { + return new Promise((resolve) => { + // + if (!isDirectoryExists(path)) { + resolve([]); + return; + } + + // + fs.readdir(path, (err, content) => { + // + if (err) { + resolve([]); + return; + } + + // + if (!containsHiddenFiles) { + content = content.filter(c => !c.startsWith('.')); + } + + // + const result = []; + content + .forEach(c => { + // + const cPath = Path.join(path, c); + if (isFileExists(cPath)) { + result.push(c); + } + }); + + // + resolve(result); + }); + }); +} + +/** + * retrieve a directory folders ... + * + * @param {string} path a folder path ... + * @returns {Promise} a collection of folder names ... + */ +function getDirectoryFolders(path = '') { + return new Promise((resolve) => { + // + if (!isDirectoryExists(path)) { + resolve([]); + return; + } + + // + fs.readdir(path, (err, content) => { + // + if (err) { + resolve([]); + return; + } + + // + const result = []; + content.forEach(c => { + // + const cPath = Path.join(path, c); + if (isDirectoryExists(cPath)) { + result.push(c); + } + }); + + // + resolve(result); + }); + }); +} + +/** + * copy a folder with all of it's content to dest ... + * + * @param {string} source source folder path ... + * @param {string} dest dest folder path ... + * @returns {Promise} action done or not ... + */ +async function copyFolder( + source = '', + dest = '' +) { + // + if ( + !isDirectoryExists(source) || + !XValueTools.isValidArg(dest) || + !XValueTools.isValidArg(source) + ) { + return false; + } + + // + const folderName = Path.basename(source); + const destPath = Path.join(dest, folderName); + + // + // Create Dest Path folder if not exists ... + if (!isDirectoryExists(destPath)) { + // + let result = createDirectory(destPath, true); + if (!result) { + return false; + } + } + + // + // Files ... + const files = await getDirectoryFiles(source); + if (files && files.constructor === Array && files.length > 0) { + // + const filesPromises = files.map(file => copyFile(Path.join(source, file), destPath)); + const filesResult = (await Promise.all(filesPromises)).every(r => !!r); + if (!filesResult) { + return false; + } + } + + // + // Folders ... + const folders = await getDirectoryFolders(source); + if (folders && folders.constructor === Array && folders.length > 0) { + // + const folderPromises = folders.map(folder => copyFolder(Path.join(source, folder), destPath)); + const filesResult = (await Promise.all(folderPromises)).every(r => !!r); + if (!filesResult) { + return false; + } + } + + // + return true; +} +//#endregion + +// +//#region Downloader ... +/** + * download a file from specific url and store it ... + * + * @param {string} filepath the file name and path which required to put download file on it ... + * @param {string} url the web url for downloading ... + */ +function download(filepath, url) { + // + // Validate Args ... + if ( + !XValueTools.isValidArg(url) + || !XValueTools.isValidURL(url) + || !XValueTools.isValidArg(filepath) + ) { + return; + } + + // + var file = fs.createWriteStream(filepath); + + // + if (url.startsWith('https:')) { + https.get(url, function (response) { + response.pipe(file); + }); + } else if (url.startsWith('http:')) { + http.get(url, function (response) { + response.pipe(file); + }); + } +} +//#endregion + +// +//#region JSON ... +/** + * read and parse a JSON content from a file ... + * + * @param {string} path source file path ... + * @returns {any} + */ +function readJSON(path = "") { + // + // Validate Args ... + if (!isFileExists(path)) { + return undefined; + } + + // + let result = undefined; + try { + result = require(path); + } catch { + result = undefined; + } + + // + return result; +} + +/** + * write a JSON Object content into a file ... + * + * @param {string} path dest file path ... + * @param {any} content an object which required to write to file ... + * @returns {Promise} + */ +async function writeJSON( + path = "", + content = undefined +) { + // + let result = false; + + // + // Validate Args ... + if (!XValueTools.isValidArg(path)) { + return result; + } + + // + // Normallize Content ... + if (content === undefined) { + content = {}; + } + + // + const contentString = XValueTools.beautifyJSON(content); + + // + result = await writeFile( + path, + contentString, + true + ); + + // + return result; +} +//#endregion +//#endregion + +// +//#region Module Exports ... +module.exports = { + // + CurrentDir, + PathSeparator, + + // + getStatus, + getHomePath, + + // + basename, + joinPath, + resolvePath, + + // + download, + + // + readJSON, + writeJSON, + + // + copyFile, + readFile, + writeFile, + createFile, + removeFile, + isFileExists, + getFileExtension, + removeFileExtension, + getRecursiveFilesList, + extractFiles, + + // + copyFolder, + createDirectory, + removeDirectory, + isDirectoryExists, + getDirectoryFiles, + getDirectoryFolders, + getDirectoryContents, +}; +//#endregion \ No newline at end of file diff --git a/BKPS/14031206/Documents/JsModules/x-shell.tools.js b/BKPS/14031206/Documents/JsModules/x-shell.tools.js new file mode 100644 index 0000000..0ee13de --- /dev/null +++ b/BKPS/14031206/Documents/JsModules/x-shell.tools.js @@ -0,0 +1,219 @@ +/** + * XShell Tools Module ... + * a module for handling shell actions and retrieve OS Info in node js ... + * + * Maintainer + * + * Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) + */ + +// +//#region Imports ... +const os = require('os'); +const process = require('process'); +const { exec } = require("child_process"); +const XFileTools = require('./x-file.tools'); +//#endregion + +// +//#region Constants ... +// +const OS = { + Aix: 'aix', + Darwin: 'darwin', + FreeBSD: 'freebsd', + Linux: 'linux', + OpenBSD: 'openbsd', + SnOS: 'sunos', + Windows: 'win32' +}; + +// +const isWindows = process.platform === OS.Windows; +//#endregion + +// +//#region Actions ... +// +//#region Pure shell commands ... +/** + * execute a command using NodeJS on shell ... + * + * @param {string} cmd command to execute ... + * @param {string} cwd working directory ... + * + * @returns Promise instance ... + */ +function execute(cmd, cwd) { + return new Promise((resolve, reject) => { + // + if (!cmd || cmd.toString().length === 0 || (cwd && !XFileTools.isDirectoryExists(cwd))) { + reject('invalid args ...'); + return; + } + + // + exec(cmd, { cwd }, (err, result, stdError) => { + // + if (err) { + reject(err); + return; + } + + // + if (stdError) { + // + // reject(stdError); + // return; + } + + // + resolve(result); + }); + }); +}; + +/** + * determines a command exists on host or not ... + * + * @param {string} name specific command name ... + * + * @returns boolean Promise ... + */ +function checkCommandExists(name) { + return new Promise(resolve => { + // + if (!name) { + resolve(false); + return; + } + + // + const cmd = isWindows ? `${name} >nul 2>&1` : `type ${name} >/dev/null 2>&1`; + execute(cmd).then(result => { + resolve(true); + }) + .catch(err => { + resolve(false); + }); + }); +} +//#endregion + +// +//#region required commands state ... +/** + * check al required commands exists or not ... + * + * @returns + */ +async function isRequiredCommandsExists() { + // + let result = false; + + // + // const isTarExists = await isTarCommandExists(); + // const isCatExists = await isCatCommandExists(); + // const isGrepExists = await isGrepCommandExists(); + // const isSedExists = await isSedCommandExists(); + const isNpmExists = await isNpmCommandExists(); + const isNgExists = await isNgCommandExists(); + const isIonicExists = await isIonicCommandExists(); + const isCordovaExists = await isCordovaCommandExists(); + + // + result = isNpmExists + && isNgExists + && isIonicExists + && isCordovaExists + ; + + // + return result; +} + +/** + * retrieve required commands state object ... + * + * @returns + */ +async function getRequiredCommandsStates() { + // + const result = {}; + + // + // const isTarExists = await isTarCommandExists(); + // const isCatExists = await isCatCommandExists(); + // const isGrepExists = await isGrepCommandExists(); + // const isSedExists = await isSedCommandExists(); + const isNpmExists = await isNpmCommandExists(); + const isNgExists = await isNgCommandExists(); + const isIonicExists = await isIonicCommandExists(); + const isCordovaExists = await isCordovaCommandExists(); + + // + result['npm'] = isNpmExists; + result['ng'] = isNgExists; + result['ionic'] = isIonicExists; + result['cordova'] = isCordovaExists; + + // + return result; +} +//#endregion + +// +//#region Commonly used Command Checkers ... +/** + * determines npm command exists or not ... + * + * @returns + */ +function isNpmCommandExists() { + return checkCommandExists('npm'); +} + +/** + * determines ng command exists or not ... + * + * @returns + */ +function isNgCommandExists() { + return checkCommandExists('ng'); +} + +/** + * determines ionic command exists or not ... + * + * @returns + */ +function isIonicCommandExists() { + return checkCommandExists('ionic'); +} + +/** + * determines cordova command exists or not ... + * + * @returns + */ +function isCordovaCommandExists() { + return checkCommandExists('cordova'); +} +//#endregion +//#endregion + +// +//#region Module Exports ... +module.exports = { + // + execute, + checkCommandExists, + isRequiredCommandsExists, + getRequiredCommandsStates, + + // + isNgCommandExists, + isIonicCommandExists, + isCordovaCommandExists, +} +//#endregion \ No newline at end of file diff --git a/BKPS/14031206/Documents/JsModules/x-type-detector.tools.js b/BKPS/14031206/Documents/JsModules/x-type-detector.tools.js new file mode 100644 index 0000000..86ed3d8 --- /dev/null +++ b/BKPS/14031206/Documents/JsModules/x-type-detector.tools.js @@ -0,0 +1,268 @@ +/** + * DataType Tools Module ... + * a module for manipulate and detect supported data types in node js ... + * + * Maintainer + * + * Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) + */ + +// +//#region Constants ... +/** + * all supported data types ... + */ +const DataTypes = { + Null: 'null', + Date: 'date', + Array: 'array', + Object: 'object', + String: 'string', + Number: 'number', + Unknown: 'unknown', + Boolean: 'boolean', + Function: 'function', + Undefined: 'undefined', +}; +//#endregion + +// +//#region Actions ... +/** + * detect type of a content ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function getType(value) { + // + const type = typeof value; + + // + let result = DataTypes.Unknown; + let dateIdentifier = '[object Date]'; + let constructor = value && value.constructor ? + value.constructor.toString() : + ''; + + // + switch (type) { + // + case 'undefined': + result = DataTypes.Undefined; + break; + + // + case 'boolean': + result = DataTypes.Boolean; + break; + + // + case 'string': + result = DataTypes.String; + break; + + // + case 'number': + result = DataTypes.Number; + break; + + // + case 'function': + result = DataTypes.Function; + break; + + // + case 'object': + // + // Null ... + if (value === null) { + result = DataTypes.Null; + } else + // + // Array ... + if (Array.isArray(value)) { + result = DataTypes.Array; + } else + // + // Data ... + if ( + value instanceof Date || + isFunction(value.getMonth) || + constructor.includes(dateIdentifier) || + Object.prototype.toString.call(value) === dateIdentifier + ) { + result = DataTypes.Date; + } else + // + // Object ... + { + result = DataTypes.Object; + } + break; + + // + default: + result = DataTypes.Unknown; + break; + } + + // + return result; +} + +/** + * retrieve an object constructor ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function getConstructor(value) { + // + const result = value && value.constructor ? + value.constructor.toString() : + ''; + + // + return result; +} + +/** + * retrieve an object prototype ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function getPrototype(value) { + // + const result = value ? + Object.prototype.toString.call(value) : + ''; + + // + return result; +} + +/** + * check an object is null or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isNull(value) { + return getType(value) === DataTypes.Null; +} + +/** + * check an object is undefined or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isUndefined(value) { + return getType(value) === DataTypes.Undefined; +} + +/** + * check an object is null or undefined or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isNullOrUndefined(value) { + return isNull(value) || isUndefined(value); +} + +/** + * check an object is a date or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isDate(value) { + return getType(value) === DataTypes.Date; +} + +/** + * check an object is number or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isNumber(value) { + return getType(value) === DataTypes.Number; +} + +/** + * check an object is string or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isString(value) { + return getType(value) === DataTypes.String; +} + +/** + * check an object is boolean or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isBoolean(value) { + return getType(value) === DataTypes.Boolean; +} + +/** + * check an object is an Array or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isArray(value) { + return getType(value) === DataTypes.Array; +} + +/** + * check an object is and Object or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isObject(value) { + return getType(value) === DataTypes.Object; +} + +/** + * check an object is a Function or not ... + * + * @param {any} value the content which going to check ... + * @returns + */ +function isFunction(value) { + return getType(value) === DataTypes.Function; +} +//#endregion + +// +//#region Module Exports ... +module.exports = { + // + DataTypes, + + // + getType, + getConstructor, + getPrototype, + isNull, + isUndefined, + isNullOrUndefined, + isDate, + isNumber, + isString, + isBoolean, + isArray, + isObject, + isFunction, +} +//#endregion \ No newline at end of file diff --git a/BKPS/14031206/Documents/JsModules/x-value.tools.js b/BKPS/14031206/Documents/JsModules/x-value.tools.js new file mode 100644 index 0000000..81cfcc4 --- /dev/null +++ b/BKPS/14031206/Documents/JsModules/x-value.tools.js @@ -0,0 +1,1528 @@ +/** + * Value Tools Module ... + * a module for Validate args and values ... + * + * Maintainer + * + * Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) + */ + +// +//#region Imports ... +const XTypeTools = require('./x-type-detector.tools'); +//#endregion + +// +//#region Actions ... +/** +* validate a value as an argument ... +* +* @param {string} value the value which going to validate ... +* @returns +*/ +function isValidArg(value) { + // + let result = false; + + // + result = value && + value.length > 0; + + // + return result; +} + +/** + * validate a collection of valuea as an arguments ... + * + * @param {string|string[]} values the value collection which going to checked ... + * @returns + */ +function isValidArgs(values) { + // + // Normalize Values ... + const normalValues = toNormalArray(values); + if (!hasChildArray(normalValues)) { + return false; + } + + // + let result = normalValues.every(nv => isValidArg(nv)); + return result; +} + +/** + * converts content to an array object ... + * + * @param {string|string[]} content the content which required to normalized ... + * @returns {string[]} array object ... + */ +function toNormalArray(content = '') { + // + // Validate Args ... + if (!isValidArg(content)) { + return []; + } + + // + const result = Array.isArray(content) ? + [...content] : + content.includes(',') && + content !== ',' ? + [...content.split(',')] : + [content]; + + // + return result; +} + +/** + * determines value is array and has atleast one child ... + * + * @param {any} value the value which going to checked ... + * @returns {boolean} result of checking ... + */ +function hasChildArray(value) { + // + let result = false; + result = value && + Array.isArray(value) && + value.length > 0; + + // + return result; +} + +/** + * check an string is ends with specified symbol ... + * + * @param {string} symbol specified search symbol ... + * @param {string} value specified search content ... + * @param {boolean} ignoreCase specified search case sensitive or not ... + * @returns + */ +function endsWidth( + symbol = '', + value = '', + ignoreCase = true +) { + // + if (!isValidArg(value)) { + return false; + } + + // + if (!isValidArg(symbol)) { + return true; + } + + // + // TODO: uncomment it if necessary ... + // symbol = symbol.trim(); + + // + let result = false; + const subtractedContent = value.substring(value.length - symbol.length); + result = !!ignoreCase ? + subtractedContent + .toLowerCase() === symbol + .toLowerCase() : + subtractedContent === symbol; + + // + return result; +} + +/** + * surround specified content by provided symbol ... + * + * @param {string} symbol surround string ... + * @param {string} content used content to surrounded by symbol ... + * @returns surrounded content ... + */ +function surroundBy( + symbol = '', + content = '' +) { + // + // Validate Args ... + if (!isValidArg(content)) { + content = ''; + } + + // + if (!isValidArg(symbol)) { + symbol = ''; + } + + // + if (isSurrounded(symbol, content)) { + return content; + } + + // + const result = `${symbol}${content}${symbol}`; + return result; +} + +/** + * convert a parsed sign to clear string ... + * + * @param {string} value a parsed content ... + * @returns clear parsed signs ... + */ +function toStringExpression(value) { + // + let result = ''; + result = value; + + // + if ( + !value || + !isValidArg(value) || + !isSurroundedString(value) + ) { + return result; + } + + // + const startSymbol = value.charAt(0); + const endSymbol = value.charAt(value.length - 1); + + // + if (startSymbol !== endSymbol) { + return result; + } + + // + if ( + startSymbol === "\"" || + startSymbol === "\'" + ) { + result = clearSurround(startSymbol, value); + } + + // + return result; +} + + + +/** + * find and cleare proposed candidates from specified content ... + * + * @param {string|string[]} candidates the proposed string(s) whic going to cleared from content ... + * @param {string} content the destination content which used to find and replace candidates on it ... + * @returns cleared content ... + */ +function clearContent( + candidates, + content +) { + // + // Validate Args ... + if ( + !candidates || + !isValidArg(content) + ) { + return ''; + } + + // + // Normalize candidates ... + const normalCandidates = toNormalArray(candidates) + .filter(c => isValidArg(c)); + if (!hasChildArray(normalCandidates)) { + return content; + } + + // + // define regexp for content ... + const regExpExpression = normalCandidates.join('|'); + const regExp = new RegExp( + regExpExpression, + 'gi' + ); + + // + let result = ''; + result = content.replace(regExp, ''); + + // + return result; +} + +/** + * clear surrounded symbol from content ... + * + * @param {string} symbol specified search symbol ... + * @param {string} content specified content to clear ... + * @returns + */ +function clearSurround( + symbol = '', + content = '' +) { + // + // Validate Args ... + if ( + !isValidArg(content) || + (isValidArg(symbol) && + symbol.length >= content.length - 1) + ) { + return ''; + } + + // + // Validate Surround ... + if (!isSurrounded(symbol, content)) { + return content; + } + + // + if (!isValidArg(symbol)) { + return content; + } + + // + let result = content.substring(symbol.length, content.length - symbol.length); + return result; +} + +/** + * clear object sign ... + * + * @param {string} content + * @returns cleared content ... + */ +function clearObjectSurround(content = '') { + // + // Validate Args ... + if ( + !isValidArg(content) || + !isSurroundedObject(content) + ) { + return content; + } + + // + const endIndex = content.length - ( + endsWidth('}', content) ? + 1 : + endsWidth('},', content) || + endsWidth('};', content) || + endsWidth('}\n', content) ? + 2 : + 0 + ); + + // + const result = content.substring(1, endIndex); + return result; +} + +/** + * clear array sign ... + * + * @param {string} content + * @returns cleared content ... + */ +function clearArraySurround(content = '') { + // + // Validate Args ... + if ( + !isValidArg(content) || + !isSurroundedArray(content) + ) { + return content; + } + + // + const endIndex = content.length - ( + endsWidth(']', content) ? + 1 : + endsWidth('],', content) || + endsWidth('];', content) || + endsWidth(']\n', content) ? + 2 : + 0 + ); + + // + const result = content.substring(1, endIndex); + return result; +} + +/** + * slice a content to individual parts ... + * + * @param {number|number[]} indexes which indexes used to slice ... + * @param {strng} content the content which going to sliced ... + * @returns sliced parts of content ... + */ +function sliceContent(indexes, content) { + // + // Validate Args ... + if ( + !isValidArg(indexes) || + !isValidArg(content) + ) { + return []; + } + + // + // Normalize indexes ... + const normalIndexes = toNormalArray(indexes) + .filter(index => index > -1 && index < content.length); + if (!hasChildArray(normalIndexes)) { + return []; + } + + // + let result = ['']; + result.pop(); + + // + let lastIndex = 0; + for (const index of normalIndexes) { + // + const part = content.substring(lastIndex, index); + if (isValidArg(part)) { + result.push(part.trim()); + } + + // + lastIndex = index + 1; + } + + // + // check remained parts ... + if (lastIndex < content.length) { + // + const part = content.substring(lastIndex); + if (isValidArg(part)) { + result.push(part.trim()); + } + } + + // + return result; +} + + + +/** + * check an string is starts and ends with specified symbol ... + * + * @param {string} symbol specified search symbol ... + * @param {string} content specified search content ... + * @param {boolean} ignoreCase specified search case sensitive or not ... + * @returns + */ +function isSurrounded( + symbol = '', + content = '', + ignoreCase = true +) { + // + // Validate Args ... + if (!isValidArg(content)) { + return false; + } + + // + if (!isValidArg(symbol)) { + return true; + } + + // + symbol = symbol.trim(); + + // + let result = false; + result = (!!ignoreCase ? + content + .toLowerCase() + .startsWith(symbol.toLowerCase()) : + content.startsWith(symbol) + ) && + endsWidth(symbol, content, ignoreCase); + + // + return result; +} + +/** + * determines a content is an string surrounded value or not ... + * + * @param {string} content a content which going to check ... + * @returns + */ +function isSurroundedString(content = '') { + // + // Validate Args ... + if (!isValidArg(content)) { + return false; + } + + // + let result = false; + result = ( + content.startsWith('\'') && + ( + endsWidth('\'', content) || + endsWidth('\',', content) || + endsWidth('\';', content) || + endsWidth('\'\n', content) + ) || + content.startsWith('\"') && + ( + endsWidth('\"', content) || + endsWidth('\",', content) || + endsWidth('\";', content) || + endsWidth('\"\n', content) + ) || + content.startsWith('`') && + ( + endsWidth('\`', content) || + endsWidth('\`,', content) || + endsWidth('\`;', content) || + endsWidth('\`\n', content) + ) + ); + return result; +} + +/** + * check a content is an array content or not ... + * + * @param {string} content + * @returns + */ +function isSurroundedArray(content = '') { + // + // Validate Args ... + if (!isValidArg(content)) { + return false; + } + + // + let result = false; + result = content.startsWith('[') && + ( + endsWidth(']', content) || + endsWidth('],', content) || + endsWidth('];', content) || + endsWidth(']\n', content) + ); + return result; +} + +/** + * check a content is an object content or not ... + * + * @param {string} content + * @returns + */ +function isSurroundedObject(content = '') { + // + // Validate Args ... + if (!isValidArg(content)) { + return false; + } + + // + let result = false; + result = content.startsWith('{') && + ( + endsWidth('}', content) || + endsWidth('},', content) || + endsWidth('};', content) || + endsWidth('}\n', content) + ); + return result; +} + +/** + * check an index model is contains inside anothers or not ... + * + * @param {{ start: number, end: number}} source the source index model to check ... + * @param {...{ start: number, end: number}} dest the collection of index models which going to check ... + * @returns + */ +function isIndexInside(source, ...dest) { + // + let result = false; + + // + // Validate Args ... + if (!source || !dest) { + return result; + } + + // + // Check idx is standard ... + if ( + !source || + !source.end || + !source.start || + source.start > source.end + ) { + return false; + } + + // + // Check types of destinations ... + for (let index of dest) { + // + // Check idx is standard ... + if ( + !index || + !index.end || + !index.start || + index.start > index.end + ) { + return false; + } + } + + // + if (dest.includes(source)) { + dest = dest.filter(d => d !== source); + } + + // + const insideContentIndex = dest.find(dIndex => { + // + const result = source.start >= dIndex.start && + source.start <= dIndex.end && + source.end >= dIndex.start && + source.end <= dIndex.end; + return result; + }); + + // + result = insideContentIndex; + return result; +} + +/** + * check a number exists in + * @param {number} idx the number which going to check ... + * @param {{ start: number, end: number}} index the index model + * @returns + */ +function isInsideIndex(idx = -1, index) { + // + let result = false; + + // + // Validate Args ... + if ( + !index || + !index.hasOwnProperty('end') || + !index.hasOwnProperty('start') + ) { + return result; + } + + // + result = idx > index.start && idx < index.end; + return result; +} + +/** + * determines an object is key/value and type ... + * + * @param {any} content the object which we are going to check ... + * @returns + */ +function isKeyValueType(content) { + // + const result = content && + content.hasOwnProperty('key') && + content.hasOwnProperty('type') && + content.hasOwnProperty('value'); + + // + return result; +} + + + +/** + * find all indexes of token(s) in content ... + * + * @param {string|string[]} tokens the tokens which require to search ... + * @param {string} content the content which using to search ... + * @returns {number[]} all occured indexes ... + */ +function findAllIndexes( + tokens, + content +) { + // + // Validate Args ... + if ( + !isValidArg(tokens) || + !isValidArg(content) + ) { + return []; + } + + // + // normalize tokens ... + const normalTokens = toNormalArray(tokens); + if (!hasChildArray(normalTokens)) { + return []; + } + + // + // Parse contents ... + let match; + const result = []; + const regExp = new RegExp( + normalTokens.join('|'), + 'g' + ); + while ((match = regExp.exec(content)) !== null) { + result.push(match.index); + } + if (!hasChildArray(result)) { + return []; + } + + // + return result; +} + +/** + * find nearest symbol in a content from specified index ... + * + * @param {string|string[]} candidates specifies which symbols to find ... + * @param {string} content te content for seasrch ... + * @param {number} startFromIndex the index of start position ... + * @returns + */ +function findNearest( + candidates, + content = '', + startFromIndex = 0 +) { + // + // Validate Args ... + if ( + !isValidArg(content) || + !isValidArg(candidates) || + !isValidArg(content.trim()) + ) { + return ''; + } + + // + // Normalize Content ... + content = content.trim(); + + // + // Normalize Starts From ... + startFromIndex = startFromIndex < 0 || startFromIndex > content.length - 1 ? 0 : startFromIndex; + + // + // Normalize Symbols ... + const normalCandidates = toNormalArray(candidates); + if (!hasChildArray(normalCandidates)) { + return ''; + } + + // + let nearestIndex = findNearestIndex( + normalCandidates, + content, + startFromIndex + ); + if (nearestIndex < 0) { + return ''; + } + + // + let result = content.substring( + nearestIndex, + nearestIndex + Math.max(...normalCandidates.map(nc => nc.length)) + ).trim(); + return result; +} + +/** + * search candidates in content and find nearest one and return it ... + * + * @param {string|string[]} candidates which candidates required to check ... + * @param {string} content the content which required to search candidates ... + * @param {number} startFromIndex the proposed index to start searching content from on ... + * @returns + */ +function findNearestIndex( + candidates = [''], + content = '', + startFromIndex = 0, + ignoreClosedItems = false +) { + // + // Validate Args ... + if ( + !isValidArg(content) || + !isValidArg(candidates) + ) { + return -1; + } + + // + // Mormalize startFromIndex value ... + startFromIndex = startFromIndex < 0 ? + 0 : + startFromIndex > content.length - 1 ? + content.length - 1 : + startFromIndex; + + // + // Normalize candidates ... + let normalCandidates = toNormalArray(candidates); + + // + if (!!ignoreClosedItems) { + normalCandidates = normalCandidates + .map(c => content.indexOf( + c, + startFromIndex + ) + ).map(c => +c) + .filter(c => +c > -1); + } else { + normalCandidates = findAllIndexesOutOfCloseds(normalCandidates, content) + .filter(c => c >= startFromIndex); + } + if (!hasChildArray(normalCandidates)) { + return -1; + } + + // + let result = -1; + result = Math.min(...normalCandidates); + + // + return result; +} + +/** + * find close index of specific sign in destination content ... + * + * @param {string} openSymbol open of area sign ... + * @param {string} closeSymbol close of area sign ... + * @param {string} content the destination content for parsing ... + * @param {number} startsFrom an start index of content for start parsing ... + * @returns + */ +function findCloseIndex( + openSymbol = '', + closeSymbol = '', + content = '', + startsFrom = -1 +) { + // + // Validate Args ... + if ( + startsFrom < 0 || + !isValidArg(content) || + !isValidArg(openSymbol) || + !isValidArg(closeSymbol) || + openSymbol === closeSymbol || + !content.includes(openSymbol) || + !content.includes(closeSymbol) || + startsFrom > content.length - 1 + ) { + return -1; + } + + // + let result = -1; + + // + let index = startsFrom; + const openSignStack = []; + while (index < content.length) { + // + const openCandidate = content.substring(index, index + openSymbol.length); + const closeCandidate = content.substring(index, index + closeSymbol.length); + + // + if (openCandidate === openSymbol) { + openSignStack.push(index); + } else if (closeCandidate === closeSymbol) { + // + if (openSignStack.length > 0) { + openSignStack.pop(); + } + + // + if (openSignStack.length === 0) { + result = index; + break; + } + } + + // + index++; + } + + // + return result; +} + +/** + * find closed contents of specific sign in destination content ... + * + * @param {string} openSymbol open of area sign ... + * @param {string} closeSymbol close of area sign ... + * @param {string} content the destination content for parsing ... + * @param {number} startsFrom an start index of content for start parsing ... + * @returns + */ +function findClosedContent( + openSymbol = '', + closeSymbol = '', + content = '', + startsFrom = 0, +) { + // + let result = [{ + start: -1, + end: -1, + content: '' + }]; + result.pop(); + + // + // Validate Args ... + if ( + !isValidArg(content) || + !isValidArg(openSymbol) || + !isValidArg(closeSymbol) || + !content.includes(openSymbol) || + !content.includes(closeSymbol) || + openSymbol.length >= content.length || + closeSymbol.length >= content.length + ) { + return result; + } + + // + // Normalize Start From ... + startsFrom = startsFrom < 0 || startsFrom >= content.length ? 0 : startsFrom; + + // + let canContinue = true; + while (!!canContinue) { + // + let openSymbolIndex = content.indexOf(openSymbol, startsFrom); + if (openSymbolIndex < 0) { + // + canContinue = false; + continue; + } + + // + let closeSymbolIndex = findCloseIndex( + openSymbol, + closeSymbol, + content, + openSymbolIndex + ); + if (closeSymbolIndex < 0) { + // + canContinue = false; + continue; + } + if (content.charAt(closeSymbolIndex) !== closeSymbol) { + closeSymbolIndex++; + } + + // + // Prevent ${} string interpolations ... + if ( + openSymbol === '{' && + openSymbolIndex - 1 >= 0 + ) { + // + const prevChar = content.charAt(openSymbolIndex - 1); + if (prevChar === '$') { + continue; + } + } + + // + const item = content + .substring(openSymbolIndex, closeSymbolIndex + 1) + .trim(); + startsFrom = closeSymbolIndex + 1; + result.push({ + start: openSymbolIndex, + end: closeSymbolIndex, + content: item + }); + } + + // + if (!hasChildArray(result)) { + return result; + } + + // + return result; +} + +/** + * extract a collection of closed contents exists in a content ... + * + * @param symbols a collection of open and close contents ... + * @param {string} content a content for searching inside it ... + * @returns a collection of closed content ... + */ +function findClosedContents( + symbols = [ + { + openSymbol: '', + closeSymbol: '' + } + ], + content = '' +) { + // + let result = [{ + start: -1, + end: -1, + content: '' + }]; + result.pop(); + + // + if ( + !isValidArg(content) || + !hasChildArray(symbols) + ) { + return []; + } + + // + symbols.forEach(symbol => { + // + const closedContent = findClosedContent( + symbol.openSymbol, + symbol.closeSymbol, + content + ); + + // + if (hasChildArray(closedContent)) { + result.push( + ...closedContent + ); + } + }); + + // + return result; +} + +/** + * find all string content closed items ... + * + * @param {string} content a content which going to search ... + * @returns a collection of index descriptors ... + */ +function findClosedStrings(content = '') { + // + // Validate Args ... + if (!isValidArg(content)) { + return []; + } + + // + // there are 3 types of strings ... + // ' " and ` + + // + const token1 = '\''; + const token1Stack = [0]; + token1Stack.pop(); + + // + const token2 = '"'; + const token2Stack = [0]; + token2Stack.pop(); + + // + const token3 = '`'; + const token3Stack = [0]; + token3Stack.pop(); + + // + const result = [ + { + start: -1, + end: -1, + content: '' + } + ]; + result.pop(); + + // + for (let i = 0; i < content.length; i++) { + // + const currentChart = content.charAt(i); + + // + //#region Token 1 ... + if (currentChart === token1) { + // + if (!hasChildArray(token1Stack)) { + token1Stack.push(i); + } else { + // + const start = token1Stack.pop(); + const end = i + 1; + const pContent = content.substring(start, end); + result.push({ + start, + end, + content: pContent + }); + } + } + //#endregion + + // + //#region Token 2 ... + if (currentChart === token2) { + // + if (!hasChildArray(token2Stack)) { + token2Stack.push(i); + } else { + // + const start = token2Stack.pop(); + const end = i + 1; + const pContent = content.substring(start, end); + result.push({ + start, + end, + content: pContent + }); + } + } + //#endregion + + // + //#region Token 3 ... + if (currentChart === token3) { + // + if (!hasChildArray(token3Stack)) { + token3Stack.push(i); + } else { + // + const start = token3Stack.pop(); + const end = i + 1; + const pContent = content.substring(start, end); + result.push({ + start, + end, + content: pContent + }); + } + } + //#endregion + } + + // + return result; +} + +/** + * find container indexes from within indexes ... + * + * @param {...{start: number, end: number}} index the collection of indexes to find beiggers inside ... + * @returns + */ +function findContainerIndexes(...index) { + // + let result = [ + { + start: -1, + end: -1, + content: '' + } + ]; + result.pop(); + + // + let concatedIndexes = []; + for (let idx of index) { + // + // Index Childs ... + for (let iix of idx) { + // + // Check idx is standard ... + if ( + !iix || + !iix.end || + !iix.start || + iix.start > iix.end + ) { + continue; + } + + // + // Check index inside another index ... + concatedIndexes.push(iix); + } + } + + // + if (!hasChildArray(concatedIndexes)) { + return result; + } + + // + for (let ccIdx of concatedIndexes) { + // + const isInside = isIndexInside(ccIdx, ...concatedIndexes); + if (isInside) { + continue; + } + + // + if (hasChildArray(result)) { + // + const isInsideResult = isIndexInside(ccIdx, ...result); + if (isInsideResult) { + continue; + } + } + + // + result.push(ccIdx); + } + + // + return result; +} + +/** + * find all tokens indexes inside a content which they are not inside closed items ... + * + * @param {string|string[]} tokens the tokens which require to search ... + * @param {string} content the content which using to search ... + * @returns + */ +function findAllIndexesOutOfCloseds1( + tokens, + content, +) { + // + // Validate Args ... + if (!isValidArg(content)) { + return []; + } + + // + // Extract token Indexes ... + const tokensIndexes = findAllIndexes(tokens, content); + if (!hasChildArray(tokensIndexes)) { + return []; + } + + // + // Extract Closed Objects Indexes ... + const closedArrays = findClosedContent('[', ']', content); + const closedObjects = findClosedContent('{', '}', content); + const closedStrings = findClosedStrings(content); + if ( + !hasChildArray(closedObjects) && + !hasChildArray(closedArrays) && + !hasChildArray(closedStrings) + ) { + return tokensIndexes; + } + + // + // find bigger sloded ... + let containerClosedItems = findContainerIndexes( + closedArrays, + closedObjects, + closedStrings + ).filter(i => !isSurroundedString(i.content)); + + // + let result = [-1]; + result.pop(); + + // + for (let tIdx of tokensIndexes) { + // + let canAdd = true; + for (let ccIndex of containerClosedItems) { + // + canAdd = isInsideIndex(tIdx, ccIndex); + if (canAdd) { + break; + } + } + + // + if (!canAdd) { + result.push(tIdx); + } + } + + // + return result; +} + +/** + * find all tokens indexes inside a content which they are not inside closed items ... + * + * @param {string|string[]} tokens the tokens which require to search ... + * @param {string} content the content which using to search ... + * @returns + */ +function findAllIndexesOutOfCloseds( + tokens, + content, +) { + // + // Define Result ... + let result = [-1]; + result.pop(); + + // + // Validate Args ... + if (!isValidArg(content)) { + return []; + } + + // + // Normalize Tokens ... + const normalizeTokens = toNormalArray(tokens); + if (!hasChildArray(normalizeTokens)) { + return result; + } + + // + // Extract Closed Objects Indexes ... + let openSymbols = [ + '{', + '[', + '\'', + '"', + '`' + ]; + let closeSymbols = [ + '}', + ']', + '\'', + '"', + '`' + ]; + let openStack = []; + let lastOpenSymbol = ''; + let lastClosedIndex = -1; + for (let i = 0; i < content.length; i++) { + // + const prevChar = content.charAt(i - 1) || ''; + const char = content.charAt(i); + const nextChar = content.charAt(i + 1) || ''; + + // + const isToken = normalizeTokens.includes(char); + const isOpenSymbol = openSymbols.includes(char); + const isCloseSymbol = closeSymbols.includes(char); + + // + if (isOpenSymbol && lastOpenSymbol !== char) { + openStack.push(i); + lastOpenSymbol = char === '\'' || char === '"' || char === '`' ? char : lastOpenSymbol; + } else if (isCloseSymbol) { + // + lastOpenSymbol = char === '\'' || char === '"' || char === '`' ? '' : lastOpenSymbol; + let lastPop = openStack.pop(); + if (openStack.length === 0) { + lastClosedIndex = lastPop; + } + } else if (isToken) { + if ( + i > lastClosedIndex && + openStack.length === 0 + ) { + result.push(i); + } + } + } + + // + return result; +} +//#endregion + +// +//#region Validator Actions ... +/** + * check specified value is Valid URL Address or not ... + * + * @param {string} value specified string which required to check + * @returns {boolean} + */ +function isValidURL(value = "") { + // + if (!isValidArg(value)) { + return false; + } + + const pattern = new RegExp( + '^([a-zA-Z]+:\\/\\/)?' + // protocol + '((([a-z\\d]([a-z\\d-]*[a-z\\d])*)\\.)+[a-z]{2,}|' + // domain name + '((\\d{1,3}\\.){3}\\d{1,3}))' + // OR IP (v4) address + '(\\:\\d+)?(\\/[-a-z\\d%_.~+]*)*' + // port and path + '(\\?[;&a-z\\d%_.~+=-]*)?' + // query string + '(\\#[-a-z\\d_]*)?$', // fragment locator + 'i' + ); + + // + const result = pattern.test(value); + return result; +} + +/** + * check specified value is Valid URL Address or not ... + * + * @param {string} value specified string which required to check + */ +function isValidEmail(value = "") { + // + if (!isValidArg(value)) { + return false; + } + + // + const pattern = /[A-Z0-9._%+-]+@[A-Z0-9.-]+\.[A-Z]{2,4}/gim; + + // + const result = pattern.test(value); + return result; +} +//#endregion + +// +//#region Normallizers ... +/** + * normallize an string ... + * + * @param {string} value specified value ... + * @returns {string} + */ +function toNormalString(value = "") { + // + if (!XTypeTools.isString(value)) { + value = ""; + } + + // + const result = value + .trim() + .toLowerCase(); + + // + return result; +} +//#endregion + +// +//#region Beautifiers ... +/** + * converts an object to string based on json and beautify result ... + * + * @param {any} object + * @returns {string} + */ +function beautifyJSON(object = undefined) { + // + // TODO: Complete this ... + let result = ""; + + // + // validate object ... + if (object === undefined) { + return result; + } + + // + // Convert result ... + result = JSON.stringify( + object, + null, + 4 + ); + + // + return result; +} +//#endregion + +// +//#region Module Exports ... +module.exports = { + // + endsWidth, + surroundBy, + isValidArg, + isValidArgs, + toNormalArray, + hasChildArray, + toStringExpression, + + // + sliceContent, + clearContent, + clearSurround, + clearArraySurround, + clearObjectSurround, + + // + isSurrounded, + isIndexInside, + isInsideIndex, + isKeyValueType, + isSurroundedArray, + isSurroundedString, + isSurroundedObject, + + // + findNearest, + findAllIndexes, + findCloseIndex, + findNearestIndex, + findClosedContent, + findClosedStrings, + findClosedContents, + findAllIndexesOutOfCloseds, + + // + // Validator Actions ... + isValidURL, + isValidEmail, + + // + // Normallizers ... + toNormalString, + + // + beautifyJSON, +} +//#endregion \ No newline at end of file diff --git a/BKPS/14031206/Documents/Temlates/x-saherelm.x-ea.template.ea.mq5 b/BKPS/14031206/Documents/Temlates/x-saherelm.x-ea.template.ea.mq5 new file mode 100644 index 0000000..ec3e257 --- /dev/null +++ b/BKPS/14031206/Documents/Temlates/x-saherelm.x-ea.template.ea.mq5 @@ -0,0 +1,542 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center XTest MQL5 Expert Advisor +// ------------------------------------------------- +// Name: XEATemplate +// Description: a Template For Exper Advisors +// +// Maintainer: +// ------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +//////////////////////////////////////////////////////x +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm XEATemplate" +#property strict + +// +#define ShortName "XEATemplate" + +// +// Imports ... +#include "../Classes/x-saherelm.xalert.class.mq5" +#include "../Classes/x-saherelm.xtrade.class.mq5" +#include "../Helpers/x-saherelm.xcc.helper.mq5" +#include "../Helpers/x-saherelm.xct.helper.mq5" + +// +// Inputs ... + +// +// Common ... +input group "Common"; +input long eaMagicNumber = 78692110; // Magic Number +input int eaSlippage = 10; // Slippgae +input string eaLogSuffix = ""; // Log Suffix + +// +// Alert ... +// Here we Provider All Requirements for +// Configuring Alert Provider ... +input group "Alert"; +input bool eAEnableAlerts = true; // Enable Alerts +input bool eALogAlerts = true; // Log Alerts +input bool eAMailAlerts = false; // Mail Alerts +input bool eAPushAlerts = false; // Push Alerts +input bool eATerminalAlerts = false; // Terminal Alerts + +// +// Time Report ... +input group "Reports"; +input bool eaReportNewMonths = false; // Report New Month +input bool eaReportNewWeeks = false; // Report New Weeks +input bool eaReportNewDays = false; // Report New Days +input bool eaReportNewHours = false; // Report New Hours + +// +// Define Local Variables ... + +// +string eaLogTag; // EA Log Prefix ... +XSCAlert *eaAlert; // Alert Provider for Expert Adviser ... +XSCTrade *eaTrader; // Trader of Expert Adviser ... +XTimeTracker eaTimeTracker; // Time Tracker for Providing Reports ... +XSCXCTHelper *eaCHelper; // Bar Timer Indicator Helper class ... +XSCXCCHelper *eaCCHelper; // Chart Styler Indicator Helper Class ... + +// +// Event Handlers ... + +// +// Initialization ... +int OnInit() +{ + // + // Validate Inputs and Required Parameters + // for EA to Works fine ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Timer ... + if (!InitTimer()) { + return INIT_FAILED; + } + + // + // Initialize all Requirements ... + if (!InitEA()) + { + return INIT_FAILED; + } + + // + // Initialize all GUI Objects and Classes ... + if (!InitGUI()) + { + return INIT_FAILED; + } + + // + // Alert Initialization ... + string msg = "Initialized Successfully ..."; + eaAlert.Alert(msg); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +// +// DeInitialization ... +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed + + // + // Destroy Timer ... + DestroyTimer(); + + // + // Destroy all GUI Requirements ... + DestroyGUI(); + + // + // Alert De Initialization Succeeded ... + string msg = "De Initialized Successfully ..."; + eaAlert.Alert(msg); + + // + // Destroy all EA Requirements ... + DestroyEA(); +} + +// +// On Tick Handler ... +void OnTick() +{ + // + UpdateGUI(); + HandleReportTime(); + UpdatePositionsState(); + + // + // TODO: Implemetn Tick Processors Algorithm ... +} + +// +// Handle On Trade Event ... +void OnTrade() +{ + eaTrader.HandleOnTrade(); +} + +// +// On Timer ... +void OnTimer() +{ + // + // TODO: Implement Time Based Functionalities ... +} + +// +// Chart Event Handler ... +void OnChartEvent( + const int id, + const long &lparam, + const double &dparam, + const string &sparam // +) +{ + // + // Handle OnClick Event ... + if (id == CHARTEVENT_OBJECT_CLICK) + { + HandleOnClickEvent(sparam); + } +} + +// +// Custom Event Handlers ... + +/** + * Handle StopLoss Triggered Positions ... + * + * @param deal: XDeal ... + */ +void OnStopLossTriggered(const XDeal &deal) +{ + // + HandleReportBalance(); +} + +/** + * Handle Take Profit Triggered Positions ... + * + * @param deal: XDeal ... + */ +void OnTakeProfitTriggered(const XDeal &deal) +{ + // + HandleReportBalance(); +} + +/** + * Handle Force Close a Position ... + * + * @param ticket: Position Ticket ... + * @param position: XPosition ... + * @param comment: Closing Comment ... + */ +void OnPositionForceClosed( + const ulong ticket, + const XPosition &position, + const string comment // +) +{ + // + HandleReportBalance(); +} + +// +// Custom Functions ... + +/** + * Validate all Inputs of Expert Adviser ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + string errMessage = ""; + + // + bool isCommonValid = ( + // + eaSlippage > 0 && + eaMagicNumber > 0 + // + ); + if (!isCommonValid) + { + // + errMessage += "common configurations error;" + "\n"; + } + + // + result = + // + // Common ... + isCommonValid && + // + // Otere ... + true + // + ; + + // + if (!result) + { + // + // Since here Logger not Initiallized, we Use Raw Print Command ... + Print(ShortName + " Errors: \n", errMessage); + } + + // + return result; +} + +/** + * Initialize Timer ... + * + * @return ( bool ) + */ +bool InitTimer() { + // + bool result = false; + + // + // TODO: Initialize Timer if necessary ... + // result = EventSetTimer(1); + // result = EventSetMillisecondTimer(100); + result = true; + + // + return result; +} + +/** + * Destroy Timer ... + */ +void DestroyTimer() { + // + // TODO: Use This ... + // EventKillTimer(); +} + +/** + * Initialize all Requirements for Working Fine ... + * + * @return ( bool ) + */ +bool InitEA() +{ + // + bool result = false; + + // + // Locally Apply Changes on Prefix ... + eaLogTag = ShortName + ">" + eaLogSuffix; + + // + // Bar Timer ... + XCTInputs ctInputs; + ctInputs.Default(); // Default Configurations ... + eaCHelper = new XSCXCTHelper(); + result = eaCHelper.Init( + _Symbol, + _Period, + ctInputs // + ); + if (!result) + { + return result; + } + + // + // Bar Styles ... + XCCInputs ccInputs; + ccInputs.Default(); // Default Configurations ... + eaCCHelper = new XSCXCCHelper(); + result = eaCCHelper.Init( + _Symbol, + _Period, + ccInputs // + ); + if (!result) + { + return result; + } + + // + // Create Instance of Alert Class and Configure it ... + eaAlert = new XSCAlert(); + eaAlert.SetPrefix(eaLogTag); + eaAlert.SetLogAlerts(eALogAlerts); + eaAlert.SetMailAlerts(eAMailAlerts); + eaAlert.SetPushAlerts(eAPushAlerts); + eaAlert.SetEnableAlerts(eAEnableAlerts); + eaAlert.SetTerminalAlerts(eATerminalAlerts); + + // + // Create Trader Instance and Configure it ... + eaTrader = new XSCTrade( + eaSlippage, + eaMagicNumber // + ); + eaTrader.AddOnStopLossEventHandler(OnStopLossTriggered); + eaTrader.AddOnTakeProfitEventHandler(OnTakeProfitTriggered); + eaTrader.AddOnForceClosePositionEventHandler(OnPositionForceClosed); + + // + return result; +} + +/** + * Destroy all Initialized EA Requirements ... + */ +void DestroyEA() +{ + // + delete eaCHelper; + delete eaCCHelper; + + // + delete eaAlert; +} + +/** + * Initialize all GUI Requirements for EA ... + * + * @return ( bool ) + */ +bool InitGUI() +{ + // + bool result = false; + + // + // TODO: Fix This ... + result = true; + + // + return result; +} + +/** + * Update GUI based on Each Ticks ... + */ +void UpdateGUI() +{ + // + // TODO: Implement this ... +} + +/** + * Destroy all Initialized GUi Requirements ... + */ +void DestroyGUI() +{ + // + // TODO: Complete this ... +} + +// +// Others ... + +/** + * Update Positions States ... + */ +void UpdatePositionsState() +{ + // + // TODO: Implement this ... +} + +/** + * Handle On Click Event for GUI Components ... + * + * @param name: Object Name ... + */ +void HandleOnClickEvent(string name) +{ + // + if (!IsValid(name)) + { + return; + } + + // + bool isClicked = false; + + // + // TODO: Implement Chart Objects On Click ... + + // + if (isClicked) + { + UpdateGUI(); + } +} + +/** + * Report Account Balance ... + */ +void HandleReportBalance() +{ + // + if (!IsRunningOnTestMode()) + { + return; + } + + // + string msg = "Balance: " + ToString(eaTrader.mAccount.GetBalance()); + eaAlert.Log(msg); +} + +/** + * Time Reporting based on Inputs ... + */ +void HandleReportTime() +{ + // + // Monthly Report .... + if (eaReportNewMonths && + eaTimeTracker.IsNewMonth()) + { + // + string msg = "New Month ..."; + + // + eaAlert.Alert(msg); + } + + // + // Weekly Report .... + if (eaReportNewWeeks && + eaTimeTracker.IsNewWeek()) + { + // + string msg = "New Week ..."; + + // + eaAlert.Alert(msg); + } + + // + // Daily Report .... + if (eaReportNewDays && + eaTimeTracker.IsNewDay()) + { + // + string msg = "New Day ..."; + + // + eaAlert.Alert(msg); + } + + // + // Hourly Report .... + if (eaReportNewHours && + eaTimeTracker.IsNewHour()) + { + // + string msg = "New Hour ..."; + + // + eaAlert.Alert(msg); + } +} + +// diff --git a/BKPS/14031206/Documents/Temlates/x-saherelm.x-panel.ea.mq5 b/BKPS/14031206/Documents/Temlates/x-saherelm.x-panel.ea.mq5 new file mode 100644 index 0000000..c04228d --- /dev/null +++ b/BKPS/14031206/Documents/Temlates/x-saherelm.x-panel.ea.mq5 @@ -0,0 +1,575 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center XTest MQL5 Expert Advisor +// ------------------------------------------------- +// Name: XPanelEA +// Description: an Exper Advisor which used Panels +// +// Maintainer: +// ------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +//////////////////////////////////////////////////////x +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm XPanelEA" +#property strict + +// +#define ShortName "XPANELEA" + +// +// Imports ... +#include "../Classes/x-saherelm.x-app-dialog.class.mq5" +#include "../Classes/x-saherelm.xalert.class.mq5" +#include "../Classes/x-saherelm.xtrade.class.mq5" +#include "../Helpers/x-saherelm.xcc.helper.mq5" +#include "../Helpers/x-saherelm.xct.helper.mq5" + +// +// Inputs ... + +// +// Common ... +input group "Common"; +input long eaMagicNumber = 78692110; // Magic Number +input int eaSlippage = 10; // Slippgae +input string eaLogSuffix = ""; // Log Suffix + +// +// Alert ... +// Here we Provider All Requirements for +// Configuring Alert Provider ... +input group "Alert"; +input bool eAEnableAlerts = true; // Enable Alerts +input bool eALogAlerts = true; // Log Alerts +input bool eAMailAlerts = false; // Mail Alerts +input bool eAPushAlerts = false; // Push Alerts +input bool eATerminalAlerts = false; // Terminal Alerts + +// +// Time Report ... +input group "Reports"; +input bool eaReportNewMonths = false; // Report New Month +input bool eaReportNewWeeks = false; // Report New Weeks +input bool eaReportNewDays = false; // Report New Days +input bool eaReportNewHours = false; // Report New Hours + +// +// Define Local Variables ... + +// +string eaLogTag; // EA Log Prefix ... +XSCAlert *eaAlert; // Alert Provider for Expert Adviser ... +XSCTrade *eaTrader; // Trader of Expert Adviser ... +XTimeTracker eaTimeTracker; // Time Tracker for Providing Reports ... +XSCXCTHelper *eaCTHelper; // Bar Timer Indicator Helper class ... +XSCXCCHelper *eaCCHelper; // Chart Styler Indicator Helper Class ... + +// +XCAppDialog eaMainWindow; // EA Main Dialog ... + +// +// Event Handlers ... + +// +// Initialization ... +int OnInit() +{ + // + // Validate Inputs and Required Parameters + // for EA to Works fine ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Timer ... + if (!InitTimer()) + { + return INIT_FAILED; + } + + // + // Initialize all Requirements ... + if (!InitEA()) + { + return INIT_FAILED; + } + + // + // Initialize all GUI Objects and Classes ... + if (!InitGUI()) + { + return INIT_FAILED; + } + + // + // Alert Initialization ... + string msg = "Initialized Successfully ..."; + eaAlert.Alert(msg); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +// +// DeInitialization ... +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed + + // + // Destroy Timer ... + DestroyTimer(); + + // + // Destroy all GUI Requirements ... + DestroyGUI(); + + // + // Alert De Initialization Succeeded ... + string msg = "De Initialized Successfully ..."; + eaAlert.Alert(msg); + + // + // Destroy all EA Requirements ... + DestroyEA(); +} + +// +// On Tick Handler ... +void OnTick() +{ + // + UpdateGUI(); + HandleReportTime(); + UpdatePositionsState(); + + // + // TODO: Implemetn Tick Processors Algorithm ... +} + +// +// Handle On Trade Event ... +void OnTrade() +{ + eaTrader.HandleOnTrade(); +} + +// +// On Timer ... +void OnTimer() +{ + // + // TODO: Implement Time Based Functionalities ... +} + +// +// Chart Event Handler ... +void OnChartEvent( + const int id, + const long &lparam, + const double &dparam, + const string &sparam // +) +{ + // + // Apply Chart Event on Main Window ... + eaMainWindow.ChartEvent(id, lparam, dparam, sparam); + + // + // Handle OnClick Event ... + if (id == CHARTEVENT_OBJECT_CLICK) + { + HandleOnClickEvent(sparam); + } +} + +// +// Custom Event Handlers ... + +/** + * Handle StopLoss Triggered Positions ... + * + * @param deal: XDeal ... + */ +void OnStopLossTriggered(const XDeal &deal) +{ + // + HandleReportBalance(); +} + +/** + * Handle Take Profit Triggered Positions ... + * + * @param deal: XDeal ... + */ +void OnTakeProfitTriggered(const XDeal &deal) +{ + // + HandleReportBalance(); +} + +/** + * Handle Force Close a Position ... + * + * @param ticket: Position Ticket ... + * @param position: XPosition ... + * @param comment: Closing Comment ... + */ +void OnPositionForceClosed( + const ulong ticket, + const XPosition &position, + const string comment // +) +{ + // + HandleReportBalance(); +} + +// +// Custom Functions ... + +/** + * Validate all Inputs of Expert Adviser ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + string errMessage = ""; + + // + bool isCommonValid = ( + // + eaSlippage > 0 && + eaMagicNumber > 0 + // + ); + if (!isCommonValid) + { + // + errMessage += "common configurations error;" + "\n"; + } + + // + result = + // + // Common ... + isCommonValid && + // + // Otere ... + true + // + ; + + // + if (!result) + { + // + // Since here Logger not Initiallized, we Use Raw Print Command ... + Print(ShortName + " Errors: \n", errMessage); + } + + // + return result; +} + +/** + * Initialize Timer ... + * + * @return ( bool ) + */ +bool InitTimer() +{ + // + bool result = false; + + // + // TODO: Initialize Timer if necessary ... + // result = EventSetTimer(1); + // result = EventSetMillisecondTimer(100); + result = true; + + // + return result; +} + +/** + * Destroy Timer ... + */ +void DestroyTimer() +{ + // + // TODO: Use This ... + // EventKillTimer(); +} + +/** + * Initialize all Requirements for Working Fine ... + * + * @return ( bool ) + */ +bool InitEA() +{ + // + bool result = false; + + // + // Locally Apply Changes on Prefix ... + eaLogTag = ShortName + ">" + eaLogSuffix; + + // + // Bar Timer ... + XCTInputs ctInputs; + ctInputs.Default(); // Default Configurations ... + eaCTHelper = new XSCXCTHelper(); + result = eaCTHelper.Init( + _Symbol, + _Period, + ctInputs // + ); + if (!result) + { + return result; + } + + // + // Bar Styles ... + XCCInputs ccInputs; + ccInputs.Default(); // Default Configurations ... + eaCCHelper = new XSCXCCHelper(); + result = eaCCHelper.Init( + _Symbol, + _Period, + ccInputs // + ); + if (!result) + { + return result; + } + + // + // Create Instance of Alert Class and Configure it ... + eaAlert = new XSCAlert(); + eaAlert.SetPrefix(eaLogTag); + eaAlert.SetLogAlerts(eALogAlerts); + eaAlert.SetMailAlerts(eAMailAlerts); + eaAlert.SetPushAlerts(eAPushAlerts); + eaAlert.SetEnableAlerts(eAEnableAlerts); + eaAlert.SetTerminalAlerts(eATerminalAlerts); + + // + // Create Trader Instance and Configure it ... + eaTrader = new XSCTrade( + eaSlippage, + eaMagicNumber // + ); + eaTrader.AddOnStopLossEventHandler(OnStopLossTriggered); + eaTrader.AddOnTakeProfitEventHandler(OnTakeProfitTriggered); + eaTrader.AddOnForceClosePositionEventHandler(OnPositionForceClosed); + + // + return result; +} + +/** + * Destroy all Initialized EA Requirements ... + */ +void DestroyEA() +{ + // + delete eaCTHelper; + delete eaCCHelper; + + // + delete eaAlert; +} + +/** + * Initialize all GUI Requirements for EA ... + * + * @return ( bool ) + */ +bool InitGUI() +{ + // + bool result = false; + + // + // Initialize Application Main Window ... + result = eaMainWindow.Create( + ChartID(), + ShortName, // Dialog Name ... + 0, // SubWindow ... + 10, // X1 ... + 35, // Y1 ... + 300, // X2 ... + 200 // Y2 ... + ); + + // + // Configuring Dialog ... + // eaMainWindow.MinimizeButton(false); // Hide Minimize Button ... + // eaMainWindow.CloseButton(false); // Hide Close Button ... + eaMainWindow.BackgroundColor(clrBlack); + // result = true; + + // + // Try To Run Main Window ... + if (result) + { + eaMainWindow.Run(); + } + + // + return result; +} + +/** + * Update GUI based on Each Ticks ... + */ +void UpdateGUI() +{ + // + // TODO: Implement this ... +} + +/** + * Destroy all Initialized GUi Requirements ... + */ +void DestroyGUI() +{ + // + eaMainWindow.Destroy(); +} + +// +// Others ... + +/** + * Update Positions States ... + */ +void UpdatePositionsState() +{ + // + // TODO: Implement this ... +} + +/** + * Handle On Click Event for GUI Components ... + * + * @param name: Object Name ... + */ +void HandleOnClickEvent(string name) +{ + // + if (!IsValid(name)) + { + return; + } + + // + bool isClicked = false; + + // + // TODO: Implement Chart Objects On Click ... + + // + if (isClicked) + { + UpdateGUI(); + } +} + +/** + * Report Account Balance ... + */ +void HandleReportBalance() +{ + // + if (!IsRunningOnTestMode()) + { + return; + } + + // + string msg = "Balance: " + ToString(eaTrader.mAccount.GetBalance()); + eaAlert.Log(msg); +} + +/** + * Time Reporting based on Inputs ... + */ +void HandleReportTime() +{ + // + // Monthly Report .... + if (eaReportNewMonths && + eaTimeTracker.IsNewMonth()) + { + // + string msg = "New Month ..."; + + // + eaAlert.Alert(msg); + } + + // + // Weekly Report .... + if (eaReportNewWeeks && + eaTimeTracker.IsNewWeek()) + { + // + string msg = "New Week ..."; + + // + eaAlert.Alert(msg); + } + + // + // Daily Report .... + if (eaReportNewDays && + eaTimeTracker.IsNewDay()) + { + // + string msg = "New Day ..."; + + // + eaAlert.Alert(msg); + } + + // + // Hourly Report .... + if (eaReportNewHours && + eaTimeTracker.IsNewHour()) + { + // + string msg = "New Hour ..."; + + // + eaAlert.Alert(msg); + } +} + +// diff --git a/BKPS/14031206/Experts/Advisors/ExpertMACD.ex5 b/BKPS/14031206/Experts/Advisors/ExpertMACD.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..91268bb6d69dffa14b8f6a6456738383ac7c8ac7 GIT binary patch literal 136234 zcmdRVQ;aV_v**~hZQGvz*tTukw$IqMZQEyTojGIMd%nB5FE`nT-M6hur>d*FI`!*H zx|4>OCOe1|5ELp97|=fg2Kw_~@<00jrfD&QlbEzds4!KXM3WR--v74$x19TL<^Lc( zA%TGYQ-lTxss3jd8x=?#c~@@!ep?X)ZyRfQZQL=VKy?G@5Kv)aJ2!1|1v*^!iI)zG z|M-alIRH5Vc>y^CSpiu9SpvBN5dpCPG5r_Q|Ch!B#12IF&ngFG_OI0lND0X8pO5Rm zn#(_{>_5#Eh~a;R@c&KyKZsrb&43FK4-n%&_V_Pm0I~ye0A6mQrZ}9xz z2Fm;o;eWFI|4PvYuAk1JYu=(1t{=h zkTHF8WU1N?u8F7Z( 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z{65~$yW=5|ag+8xX*y*yuqUW2SCYErz0?B3g~`}=@UyNEbA;eobCG=6$zeQY0_h?I zEF+=kfr$(7n%)ZP#Bcgy250oAl8f{uP@A31dkK<%ggMX6=_!Olu zXz2Ih&g~aMy%_deV}iD}wg3CSxPO9}d45>Zw*}q^Ab6H`EAlK^#}`3yM}ydeCwUM4 csgUDV@!xdZpzTU#i^5^{o=Qx-Ca`+`Kk?^{qyPW_ literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Experts/Advisors/ExpertMACD.mq5 b/BKPS/14031206/Experts/Advisors/ExpertMACD.mq5 new file mode 100644 index 0000000..0e4c57c --- /dev/null +++ b/BKPS/14031206/Experts/Advisors/ExpertMACD.mq5 @@ -0,0 +1,168 @@ +//+------------------------------------------------------------------+ +//| ExpertMACD.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" +//+------------------------------------------------------------------+ +//| Include | +//+------------------------------------------------------------------+ +#include +#include +#include +#include +//+------------------------------------------------------------------+ +//| Inputs | +//+------------------------------------------------------------------+ +//--- inputs for expert +input string Inp_Expert_Title ="ExpertMACD"; +int Expert_MagicNumber =10981; +bool Expert_EveryTick =false; +//--- inputs for signal +input int Inp_Signal_MACD_PeriodFast =12; +input int Inp_Signal_MACD_PeriodSlow =24; +input int Inp_Signal_MACD_PeriodSignal=9; +input int Inp_Signal_MACD_TakeProfit =50; +input int Inp_Signal_MACD_StopLoss =20; +//+------------------------------------------------------------------+ +//| Global expert object | +//+------------------------------------------------------------------+ +CExpert ExtExpert; +//+------------------------------------------------------------------+ +//| Initialization function of the expert | +//+------------------------------------------------------------------+ +int OnInit(void) + { +//--- Initializing expert + if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber)) + { + //--- failed + printf(__FUNCTION__+": error initializing expert"); + ExtExpert.Deinit(); + return(-1); + } +//--- Creation of signal object + CSignalMACD *signal=new CSignalMACD; + if(signal==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating signal"); + ExtExpert.Deinit(); + return(-2); + } +//--- Add signal to expert (will be deleted automatically)) + if(!ExtExpert.InitSignal(signal)) + { + //--- failed + printf(__FUNCTION__+": error initializing signal"); + ExtExpert.Deinit(); + return(-3); + } +//--- Set signal parameters + signal.PeriodFast(Inp_Signal_MACD_PeriodFast); + signal.PeriodSlow(Inp_Signal_MACD_PeriodSlow); + signal.PeriodSignal(Inp_Signal_MACD_PeriodSignal); + signal.TakeLevel(Inp_Signal_MACD_TakeProfit); + signal.StopLevel(Inp_Signal_MACD_StopLoss); +//--- Check signal parameters + if(!signal.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error signal parameters"); + ExtExpert.Deinit(); + return(-4); + } +//--- Creation of trailing object + CTrailingNone *trailing=new CTrailingNone; + if(trailing==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating trailing"); + ExtExpert.Deinit(); + return(-5); + } +//--- Add trailing to expert (will be deleted automatically)) + if(!ExtExpert.InitTrailing(trailing)) + { + //--- failed + printf(__FUNCTION__+": error initializing trailing"); + ExtExpert.Deinit(); + return(-6); + } +//--- Set trailing parameters +//--- Check trailing parameters + if(!trailing.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error trailing parameters"); + ExtExpert.Deinit(); + return(-7); + } +//--- Creation of money object + CMoneyNone *money=new CMoneyNone; + if(money==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating money"); + ExtExpert.Deinit(); + return(-8); + } +//--- Add money to expert (will be deleted automatically)) + if(!ExtExpert.InitMoney(money)) + { + //--- failed + printf(__FUNCTION__+": error initializing money"); + ExtExpert.Deinit(); + return(-9); + } +//--- Set money parameters +//--- Check money parameters + if(!money.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error money parameters"); + ExtExpert.Deinit(); + return(-10); + } +//--- Tuning of all necessary indicators + if(!ExtExpert.InitIndicators()) + { + //--- failed + printf(__FUNCTION__+": error initializing indicators"); + ExtExpert.Deinit(); + return(-11); + } +//--- succeed + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Deinitialization function of the expert | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + ExtExpert.Deinit(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "tick" | +//+------------------------------------------------------------------+ +void OnTick(void) + { + ExtExpert.OnTick(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "trade" | +//+------------------------------------------------------------------+ +void OnTrade(void) + { + ExtExpert.OnTrade(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "timer" | +//+------------------------------------------------------------------+ +void OnTimer(void) + { + ExtExpert.OnTimer(); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Advisors/ExpertMAMA.ex5 b/BKPS/14031206/Experts/Advisors/ExpertMAMA.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..d729e2f1039ed28c99bd4aced4792eed2c9a4fd5 GIT binary patch literal 145544 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Inputs | +//+------------------------------------------------------------------+ +//--- inputs for expert +input string Inp_Expert_Title ="ExpertMAMA"; +int Expert_MagicNumber =12003; +bool Expert_EveryTick =false; +//--- inputs for signal +input int Inp_Signal_MA_Period =12; +input int Inp_Signal_MA_Shift =6; +input ENUM_MA_METHOD Inp_Signal_MA_Method =MODE_SMA; +input ENUM_APPLIED_PRICE Inp_Signal_MA_Applied =PRICE_CLOSE; +//--- inputs for trailing +input int Inp_Trailing_MA_Period =12; +input int Inp_Trailing_MA_Shift =0; +input ENUM_MA_METHOD Inp_Trailing_MA_Method =MODE_SMA; +input ENUM_APPLIED_PRICE Inp_Trailing_MA_Applied=PRICE_CLOSE; +//+------------------------------------------------------------------+ +//| Global expert object | +//+------------------------------------------------------------------+ +CExpert ExtExpert; +//+------------------------------------------------------------------+ +//| Initialization function of the expert | +//+------------------------------------------------------------------+ +int OnInit(void) + { +//--- Initializing expert + if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber)) + { + //--- failed + printf(__FUNCTION__+": error initializing expert"); + ExtExpert.Deinit(); + return(-1); + } +//--- Creation of signal object + CSignalMA *signal=new CSignalMA; + if(signal==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating signal"); + ExtExpert.Deinit(); + return(-2); + } +//--- Add signal to expert (will be deleted automatically)) + if(!ExtExpert.InitSignal(signal)) + { + //--- failed + printf(__FUNCTION__+": error initializing signal"); + ExtExpert.Deinit(); + return(-3); + } +//--- Set signal parameters + signal.PeriodMA(Inp_Signal_MA_Period); + signal.Shift(Inp_Signal_MA_Shift); + signal.Method(Inp_Signal_MA_Method); + signal.Applied(Inp_Signal_MA_Applied); +//--- Check signal parameters + if(!signal.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error signal parameters"); + ExtExpert.Deinit(); + return(-4); + } +//--- Creation of trailing object + CTrailingMA *trailing=new CTrailingMA; + if(trailing==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating trailing"); + ExtExpert.Deinit(); + return(-5); + } +//--- Add trailing to expert (will be deleted automatically)) + if(!ExtExpert.InitTrailing(trailing)) + { + //--- failed + printf(__FUNCTION__+": error initializing trailing"); + ExtExpert.Deinit(); + return(-6); + } +//--- Set trailing parameters + trailing.Period(Inp_Trailing_MA_Period); + trailing.Shift(Inp_Trailing_MA_Shift); + trailing.Method(Inp_Trailing_MA_Method); + trailing.Applied(Inp_Trailing_MA_Applied); +//--- Check trailing parameters + if(!trailing.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error trailing parameters"); + ExtExpert.Deinit(); + return(-7); + } +//--- Creation of money object + CMoneyNone *money=new CMoneyNone; + if(money==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating money"); + ExtExpert.Deinit(); + return(-8); + } +//--- Add money to expert (will be deleted automatically)) + if(!ExtExpert.InitMoney(money)) + { + //--- failed + printf(__FUNCTION__+": error initializing money"); + ExtExpert.Deinit(); + return(-9); + } +//--- Set money parameters +//--- Check money parameters + if(!money.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error money parameters"); + ExtExpert.Deinit(); + return(-10); + } +//--- Tuning of all necessary indicators + if(!ExtExpert.InitIndicators()) + { + //--- failed + printf(__FUNCTION__+": error initializing indicators"); + ExtExpert.Deinit(); + return(-11); + } +//--- succeed + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Deinitialization function of the expert | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + ExtExpert.Deinit(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "tick" | +//+------------------------------------------------------------------+ +void OnTick(void) + { + ExtExpert.OnTick(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "trade" | +//+------------------------------------------------------------------+ +void OnTrade(void) + { + ExtExpert.OnTrade(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "timer" | +//+------------------------------------------------------------------+ +void OnTimer(void) + { + ExtExpert.OnTimer(); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Advisors/ExpertMAPSAR.ex5 b/BKPS/14031206/Experts/Advisors/ExpertMAPSAR.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..9eb2c8c38e4a0403d2c8bfa03132e82f4919cfd7 GIT binary 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+#include +#include +#include +#include +//+------------------------------------------------------------------+ +//| Inputs | +//+------------------------------------------------------------------+ +//--- inputs for expert +input string Inp_Expert_Title ="ExpertMAPSAR"; +int Expert_MagicNumber =14598; +bool Expert_EveryTick =false; +//--- inputs for signal +input int Inp_Signal_MA_Period =12; +input int Inp_Signal_MA_Shift =6; +input ENUM_MA_METHOD Inp_Signal_MA_Method =MODE_SMA; +input ENUM_APPLIED_PRICE Inp_Signal_MA_Applied =PRICE_CLOSE; +//--- inputs for trailing +input double Inp_Trailing_ParabolicSAR_Step =0.02; +input double Inp_Trailing_ParabolicSAR_Maximum=0.2; +//+------------------------------------------------------------------+ +//| Global expert object | +//+------------------------------------------------------------------+ +CExpert ExtExpert; +//+------------------------------------------------------------------+ +//| Initialization function of the expert | +//+------------------------------------------------------------------+ +int OnInit(void) + { +//--- Initializing expert + if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber)) + { + //--- failed + printf(__FUNCTION__+": error initializing expert"); + ExtExpert.Deinit(); + return(-1); + } +//--- Creation of signal object + CSignalMA *signal=new CSignalMA; + if(signal==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating signal"); + ExtExpert.Deinit(); + return(-2); + } +//--- Add signal to expert (will be deleted automatically)) + if(!ExtExpert.InitSignal(signal)) + { + //--- failed + printf(__FUNCTION__+": error initializing signal"); + ExtExpert.Deinit(); + return(-3); + } +//--- Set signal parameters + signal.PeriodMA(Inp_Signal_MA_Period); + signal.Shift(Inp_Signal_MA_Shift); + signal.Method(Inp_Signal_MA_Method); + signal.Applied(Inp_Signal_MA_Applied); +//--- Check signal parameters + if(!signal.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error signal parameters"); + ExtExpert.Deinit(); + return(-4); + } +//--- Creation of trailing object + CTrailingPSAR *trailing=new CTrailingPSAR; + if(trailing==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating trailing"); + ExtExpert.Deinit(); + return(-5); + } +//--- Add trailing to expert (will be deleted automatically)) + if(!ExtExpert.InitTrailing(trailing)) + { + //--- failed + printf(__FUNCTION__+": error initializing trailing"); + ExtExpert.Deinit(); + return(-6); + } +//--- Set trailing parameters + trailing.Step(Inp_Trailing_ParabolicSAR_Step); + trailing.Maximum(Inp_Trailing_ParabolicSAR_Maximum); +//--- Check trailing parameters + if(!trailing.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error trailing parameters"); + ExtExpert.Deinit(); + return(-7); + } +//--- Creation of money object + CMoneyNone *money=new CMoneyNone; + if(money==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating money"); + ExtExpert.Deinit(); + return(-8); + } +//--- Add money to expert (will be deleted automatically)) + if(!ExtExpert.InitMoney(money)) + { + //--- failed + printf(__FUNCTION__+": error initializing money"); + ExtExpert.Deinit(); + return(-9); + } +//--- Set money parameters +//--- Check money parameters + if(!money.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error money parameters"); + ExtExpert.Deinit(); + return(-10); + } +//--- Tuning of all necessary indicators + if(!ExtExpert.InitIndicators()) + { + //--- failed + printf(__FUNCTION__+": error initializing indicators"); + ExtExpert.Deinit(); + return(-11); + } +//--- succeed + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Deinitialization function of the expert | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + ExtExpert.Deinit(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "tick" | +//+------------------------------------------------------------------+ +void OnTick(void) + { + ExtExpert.OnTick(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "trade" | +//+------------------------------------------------------------------+ +void OnTrade(void) + { + ExtExpert.OnTrade(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "timer" | +//+------------------------------------------------------------------+ +void OnTimer(void) + { + ExtExpert.OnTimer(); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Advisors/ExpertMAPSARSizeOptimized.ex5 b/BKPS/14031206/Experts/Advisors/ExpertMAPSARSizeOptimized.ex5 new file mode 100644 index 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+#include +#include +//+------------------------------------------------------------------+ +//| defines | +//+------------------------------------------------------------------+ +//--- indents and gaps +#define INDENT_LEFT (11) // indent from left (with allowance for border width) +#define INDENT_TOP (11) // indent from top (with allowance for border width) +#define INDENT_RIGHT (11) // indent from right (with allowance for border width) +#define INDENT_BOTTOM (11) // indent from bottom (with allowance for border width) +#define CONTROLS_GAP_X (5) // gap by X coordinate +#define CONTROLS_GAP_Y (5) // gap by Y coordinate +//--- for buttons +#define BUTTON_WIDTH (100) // size by X coordinate +#define BUTTON_HEIGHT (20) // size by Y coordinate +//--- for the indication area +#define EDIT_HEIGHT (20) // size by Y coordinate +//--- for group controls +#define GROUP_WIDTH (150) // size by X coordinate +#define LIST_HEIGHT (179) // size by Y coordinate +#define RADIO_HEIGHT (56) // size by Y coordinate +#define CHECK_HEIGHT (93) // size by Y coordinate +//+------------------------------------------------------------------+ +//| Class CControlsDialog | +//| Usage: main dialog of the Controls application | +//+------------------------------------------------------------------+ +class CControlsDialog : public CAppDialog + { +private: + CEdit m_edit; // the display field object + CButton m_button1; // the button object + CButton m_button2; // the button object + CButton m_button3; // the fixed button object + CSpinEdit m_spin_edit; // the up-down object + CDatePicker m_date; // the datepicker object + CListView m_list_view; // the list object + CComboBox m_combo_box; // the dropdown list object + CRadioGroup m_radio_group; // the radio buttons group object + CCheckGroup m_check_group; // the check box group object + +public: + CControlsDialog(void); + ~CControlsDialog(void); + //--- create + virtual bool Create(const long chart,const string name,const int subwin,const int x1,const int y1,const int x2,const int y2); + //--- chart event handler + virtual bool OnEvent(const int id,const long &lparam,const double &dparam,const string &sparam); + +protected: + //--- create dependent controls + bool CreateEdit(void); + bool CreateButton1(void); + bool CreateButton2(void); + bool CreateButton3(void); + bool CreateSpinEdit(void); + bool CreateDate(void); + bool CreateListView(void); + bool CreateComboBox(void); + bool CreateRadioGroup(void); + bool CreateCheckGroup(void); + //--- handlers of the dependent controls events + void OnClickButton1(void); + void OnClickButton2(void); + void OnClickButton3(void); + void OnChangeSpinEdit(void); + void OnChangeDate(void); + void OnChangeListView(void); + void OnChangeComboBox(void); + void OnChangeRadioGroup(void); + void OnChangeCheckGroup(void); + }; +//+------------------------------------------------------------------+ +//| Event Handling | +//+------------------------------------------------------------------+ +EVENT_MAP_BEGIN(CControlsDialog) + ON_EVENT(ON_CLICK,m_button1,OnClickButton1) + ON_EVENT(ON_CLICK,m_button2,OnClickButton2) + ON_EVENT(ON_CLICK,m_button3,OnClickButton3) + ON_EVENT(ON_CHANGE,m_spin_edit,OnChangeSpinEdit) + ON_EVENT(ON_CHANGE,m_date,OnChangeDate) + ON_EVENT(ON_CHANGE,m_list_view,OnChangeListView) + ON_EVENT(ON_CHANGE,m_combo_box,OnChangeComboBox) + ON_EVENT(ON_CHANGE,m_radio_group,OnChangeRadioGroup) + ON_EVENT(ON_CHANGE,m_check_group,OnChangeCheckGroup) +EVENT_MAP_END(CAppDialog) +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CControlsDialog::CControlsDialog(void) + { + } +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CControlsDialog::~CControlsDialog(void) + { + } +//+------------------------------------------------------------------+ +//| Create | +//+------------------------------------------------------------------+ +bool CControlsDialog::Create(const long chart,const string name,const int subwin,const int x1,const int y1,const int x2,const int y2) + { + if(!CAppDialog::Create(chart,name,subwin,x1,y1,x2,y2)) + return(false); +//--- create dependent controls + if(!CreateEdit()) + return(false); + if(!CreateButton1()) + return(false); + if(!CreateButton2()) + return(false); + if(!CreateButton3()) + return(false); + if(!CreateSpinEdit()) + return(false); + if(!CreateListView()) + return(false); + if(!CreateDate()) + return(false); + if(!CreateRadioGroup()) + return(false); + if(!CreateCheckGroup()) + return(false); + if(!CreateComboBox()) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the display field | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateEdit(void) + { +//--- coordinates + int x1=INDENT_LEFT; + int y1=INDENT_TOP; + int x2=ClientAreaWidth()-INDENT_RIGHT; + int y2=y1+EDIT_HEIGHT; +//--- create + if(!m_edit.Create(m_chart_id,m_name+"Edit",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_edit.ReadOnly(true)) + return(false); + if(!Add(m_edit)) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Button1" button | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateButton1(void) + { +//--- coordinates + int x1=INDENT_LEFT; + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+BUTTON_WIDTH; + int y2=y1+BUTTON_HEIGHT; +//--- create + if(!m_button1.Create(m_chart_id,m_name+"Button1",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_button1.Text("Button1")) + return(false); + if(!Add(m_button1)) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Button2" button | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateButton2(void) + { +//--- coordinates + int x1=INDENT_LEFT+(BUTTON_WIDTH+CONTROLS_GAP_X); + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+BUTTON_WIDTH; + int y2=y1+BUTTON_HEIGHT; +//--- create + if(!m_button2.Create(m_chart_id,m_name+"Button2",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_button2.Text("Button2")) + return(false); + if(!Add(m_button2)) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Button3" fixed button | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateButton3(void) + { +//--- coordinates + int x1=INDENT_LEFT+2*(BUTTON_WIDTH+CONTROLS_GAP_X); + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+BUTTON_WIDTH; + int y2=y1+BUTTON_HEIGHT; +//--- create + if(!m_button3.Create(m_chart_id,m_name+"Button3",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_button3.Text("Locked")) + return(false); + if(!Add(m_button3)) + return(false); + m_button3.Locking(true); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "SpinEdit" element | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateSpinEdit(void) + { +//--- coordinates + int x1=INDENT_LEFT; + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y)+(BUTTON_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+GROUP_WIDTH; + int y2=y1+EDIT_HEIGHT; +//--- create + if(!m_spin_edit.Create(m_chart_id,m_name+"SpinEdit",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_spin_edit)) + return(false); + m_spin_edit.MinValue(10); + m_spin_edit.MaxValue(1000); + m_spin_edit.Value(100); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "DatePicker" element | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateDate(void) + { +//--- coordinates + int x1=INDENT_LEFT+GROUP_WIDTH+2*CONTROLS_GAP_X; + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y)+(BUTTON_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+GROUP_WIDTH; + int y2=y1+EDIT_HEIGHT; +//--- create + if(!m_date.Create(m_chart_id,m_name+"Date",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_date)) + return(false); + m_date.Value(TimeCurrent()); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "ListView" element | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateListView(void) + { +//--- coordinates + int x1=INDENT_LEFT+GROUP_WIDTH+2*CONTROLS_GAP_X; + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y)+ + (BUTTON_HEIGHT+CONTROLS_GAP_Y)+ + (EDIT_HEIGHT+2*CONTROLS_GAP_Y); + int x2=x1+GROUP_WIDTH; + int y2=y1+LIST_HEIGHT-CONTROLS_GAP_Y; +//--- create + if(!m_list_view.Create(m_chart_id,m_name+"ListView",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_list_view)) + return(false); +//--- fill out with strings + for(int i=0;i<16;i++) + if(!m_list_view.AddItem("Item "+IntegerToString(i))) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "ComboBox" element | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateComboBox(void) + { +//--- coordinates + int x1=INDENT_LEFT; + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y)+ + (BUTTON_HEIGHT+CONTROLS_GAP_Y)+ + (EDIT_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+GROUP_WIDTH; + int y2=y1+EDIT_HEIGHT; +//--- create + if(!m_combo_box.Create(m_chart_id,m_name+"ComboBox",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_combo_box)) + return(false); +//--- fill out with strings + for(int i=0;i<16;i++) + if(!m_combo_box.ItemAdd("Item "+IntegerToString(i))) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "RadioGroup" element | +//+------------------------------------------------------------------+ +bool CControlsDialog::CreateRadioGroup(void) + { +//--- coordinates + int x1=INDENT_LEFT; + int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y)+ + (BUTTON_HEIGHT+CONTROLS_GAP_Y)+ + (EDIT_HEIGHT+CONTROLS_GAP_Y)+ + (EDIT_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+GROUP_WIDTH; + int y2=y1+RADIO_HEIGHT; +//--- create + if(!m_radio_group.Create(m_chart_id,m_name+"RadioGroup",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_radio_group)) + return(false); +//--- fill out with strings + for(int i=0;i<3;i++) + if(!m_radio_group.AddItem("Item "+IntegerToString(i),1< +#include +#include +#include +//--- +input double InpLots =0.1; // Lots +input int InpTakeProfit =50; // Take Profit (in pips) +input int InpTrailingStop =30; // Trailing Stop Level (in pips) +input int InpMACDOpenLevel =3; // MACD open level (in pips) +input int InpMACDCloseLevel=2; // MACD close level (in pips) +input int InpMATrendPeriod =26; // MA trend period +//--- +int ExtTimeOut=10; // time out in seconds between trade operations +//+------------------------------------------------------------------+ +//| MACD Sample expert class | +//+------------------------------------------------------------------+ +class CSampleExpert + { +protected: + double m_adjusted_point; // point value adjusted for 3 or 5 points + CTrade m_trade; // trading object + CSymbolInfo m_symbol; // symbol info object + CPositionInfo m_position; // trade position object + CAccountInfo m_account; // account info wrapper + //--- indicators + int m_handle_macd; // MACD indicator handle + int m_handle_ema; // moving average indicator handle + //--- indicator buffers + double m_buff_MACD_main[]; // MACD indicator main buffer + double m_buff_MACD_signal[]; // MACD indicator signal buffer + double m_buff_EMA[]; // EMA indicator buffer + //--- indicator data for processing + double m_macd_current; + double m_macd_previous; + double m_signal_current; + double m_signal_previous; + double m_ema_current; + double m_ema_previous; + //--- + double m_macd_open_level; + double m_macd_close_level; + double m_traling_stop; + double m_take_profit; + +public: + CSampleExpert(void); + ~CSampleExpert(void); + bool Init(void); + void Deinit(void); + bool Processing(void); + +protected: + bool InitCheckParameters(const int digits_adjust); + bool InitIndicators(void); + bool LongClosed(void); + bool ShortClosed(void); + bool LongModified(void); + bool ShortModified(void); + bool LongOpened(void); + bool ShortOpened(void); + }; +//--- global expert +CSampleExpert ExtExpert; +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CSampleExpert::CSampleExpert(void) : m_adjusted_point(0), + m_handle_macd(INVALID_HANDLE), + m_handle_ema(INVALID_HANDLE), + m_macd_current(0), + m_macd_previous(0), + m_signal_current(0), + m_signal_previous(0), + m_ema_current(0), + m_ema_previous(0), + m_macd_open_level(0), + m_macd_close_level(0), + m_traling_stop(0), + m_take_profit(0) + { + ArraySetAsSeries(m_buff_MACD_main,true); + ArraySetAsSeries(m_buff_MACD_signal,true); + ArraySetAsSeries(m_buff_EMA,true); + } +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CSampleExpert::~CSampleExpert(void) + { + } +//+------------------------------------------------------------------+ +//| Initialization and checking for input parameters | +//+------------------------------------------------------------------+ +bool CSampleExpert::Init(void) + { +//--- initialize common information + m_symbol.Name(Symbol()); // symbol + m_trade.SetExpertMagicNumber(MACD_MAGIC); // magic + m_trade.SetMarginMode(); + m_trade.SetTypeFillingBySymbol(Symbol()); +//--- tuning for 3 or 5 digits + int digits_adjust=1; + if(m_symbol.Digits()==3 || m_symbol.Digits()==5) + digits_adjust=10; + m_adjusted_point=m_symbol.Point()*digits_adjust; +//--- set default deviation for trading in adjusted points + m_macd_open_level =InpMACDOpenLevel*m_adjusted_point; + m_macd_close_level=InpMACDCloseLevel*m_adjusted_point; + m_traling_stop =InpTrailingStop*m_adjusted_point; + m_take_profit =InpTakeProfit*m_adjusted_point; +//--- set default deviation for trading in adjusted points + m_trade.SetDeviationInPoints(3*digits_adjust); +//--- + if(!InitCheckParameters(digits_adjust)) + return(false); + if(!InitIndicators()) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Checking for input parameters | +//+------------------------------------------------------------------+ +bool CSampleExpert::InitCheckParameters(const int digits_adjust) + { +//--- initial data checks + if(InpTakeProfit*digits_adjustm_symbol.LotsMax()) + { + printf("Lots amount must be in the range from %f to %f",m_symbol.LotsMin(),m_symbol.LotsMax()); + return(false); + } + if(MathAbs(InpLots/m_symbol.LotsStep()-MathRound(InpLots/m_symbol.LotsStep()))>1.0E-10) + { + printf("Lots amount is not corresponding with lot step %f",m_symbol.LotsStep()); + return(false); + } +//--- warning + if(InpTakeProfit<=InpTrailingStop) + printf("Warning: Trailing Stop must be less than Take Profit"); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Initialization of the indicators | +//+------------------------------------------------------------------+ +bool CSampleExpert::InitIndicators(void) + { +//--- create MACD indicator + if(m_handle_macd==INVALID_HANDLE) + if((m_handle_macd=iMACD(NULL,0,12,26,9,PRICE_CLOSE))==INVALID_HANDLE) + { + printf("Error creating MACD indicator"); + return(false); + } +//--- create EMA indicator and add it to collection + if(m_handle_ema==INVALID_HANDLE) + if((m_handle_ema=iMA(NULL,0,InpMATrendPeriod,0,MODE_EMA,PRICE_CLOSE))==INVALID_HANDLE) + { + printf("Error creating EMA indicator"); + return(false); + } +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Check for long position closing | +//+------------------------------------------------------------------+ +bool CSampleExpert::LongClosed(void) + { + bool res=false; +//--- should it be closed? + if(m_macd_current>0) + if(m_macd_currentm_signal_previous) + if(m_macd_current>m_macd_close_level) + { + //--- close position + if(m_trade.PositionClose(Symbol())) + printf("Long position by %s to be closed",Symbol()); + else + printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment()); + //--- processed and cannot be modified + res=true; + } +//--- result + return(res); + } +//+------------------------------------------------------------------+ +//| Check for short position closing | +//+------------------------------------------------------------------+ +bool CSampleExpert::ShortClosed(void) + { + bool res=false; +//--- should it be closed? + if(m_macd_current<0) + if(m_macd_current>m_signal_current && m_macd_previousm_macd_close_level) + { + //--- close position + if(m_trade.PositionClose(Symbol())) + printf("Short position by %s to be closed",Symbol()); + else + printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment()); + //--- processed and cannot be modified + res=true; + } +//--- result + return(res); + } +//+------------------------------------------------------------------+ +//| Check for long position modifying | +//+------------------------------------------------------------------+ +bool CSampleExpert::LongModified(void) + { + bool res=false; +//--- check for trailing stop + if(InpTrailingStop>0) + { + if(m_symbol.Bid()-m_position.PriceOpen()>m_adjusted_point*InpTrailingStop) + { + double sl=NormalizeDouble(m_symbol.Bid()-m_traling_stop,m_symbol.Digits()); + double tp=m_position.TakeProfit(); + if(m_position.StopLoss()0) + { + if((m_position.PriceOpen()-m_symbol.Ask())>(m_adjusted_point*InpTrailingStop)) + { + double sl=NormalizeDouble(m_symbol.Ask()+m_traling_stop,m_symbol.Digits()); + double tp=m_position.TakeProfit(); + if(m_position.StopLoss()>sl || m_position.StopLoss()==0.0) + { + //--- modify position + if(m_trade.PositionModify(Symbol(),sl,tp)) + printf("Short position by %s to be modified",Symbol()); + else + { + printf("Error modifying position by %s : '%s'",Symbol(),m_trade.ResultComment()); + printf("Modify parameters : SL=%f,TP=%f",sl,tp); + } + //--- modified and must exit from expert + res=true; + } + } + } +//--- result + return(res); + } +//+------------------------------------------------------------------+ +//| Check for long position opening | +//+------------------------------------------------------------------+ +bool CSampleExpert::LongOpened(void) + { + bool res=false; +//--- check for long position (BUY) possibility + if(m_macd_current<0) + if(m_macd_current>m_signal_current && m_macd_previous(m_macd_open_level) && m_ema_current>m_ema_previous) + { + double price=m_symbol.Ask(); + double tp =m_symbol.Bid()+m_take_profit; + //--- check for free money + if(m_account.FreeMarginCheck(Symbol(),ORDER_TYPE_BUY,InpLots,price)<0.0) + printf("We have no money. Free Margin = %f",m_account.FreeMargin()); + else + { + //--- open position + if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,InpLots,price,0.0,tp)) + printf("Position by %s to be opened",Symbol()); + else + { + printf("Error opening BUY position by %s : '%s'",Symbol(),m_trade.ResultComment()); + printf("Open parameters : price=%f,TP=%f",price,tp); + } + } + //--- in any case we must exit from expert + res=true; + } +//--- result + return(res); + } +//+------------------------------------------------------------------+ +//| Check for short position opening | +//+------------------------------------------------------------------+ +bool CSampleExpert::ShortOpened(void) + { + bool res=false; +//--- check for short position (SELL) possibility + if(m_macd_current>0) + if(m_macd_currentm_signal_previous) + if(m_macd_current>(m_macd_open_level) && m_ema_current=limit_time) + { + //--- check for data + if(Bars(Symbol(),Period())>2*InpMATrendPeriod) + { + //--- change limit time by timeout in seconds if processed + if(ExtExpert.Processing()) + limit_time=TimeCurrent()+ExtTimeOut; + } + } + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Examples/Math 3D Morpher/Functions.mqh b/BKPS/14031206/Experts/Examples/Math 3D Morpher/Functions.mqh new file mode 100644 index 0000000..1f27019 --- /dev/null +++ b/BKPS/14031206/Experts/Examples/Math 3D Morpher/Functions.mqh @@ -0,0 +1,372 @@ +//+------------------------------------------------------------------+ +//| Functions.mqh | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ + +//--- custom function y=f(x,y) +typedef double(*MathFunction)(double,double); + +//+------------------------------------------------------------------+ +//| math functions | +//+------------------------------------------------------------------+ +enum EnMathFunction + { + Peaks=0, + Chomolungma=1, + ClimberDream=2, + Granite=3, + Hedgehog=4, + Hill=5, + Josephine=6, + Screw=7, + DoubleScrew=8, + MultiExtremalScrew=9, + Sink=10, + Skin=11, + Trapfall=12, + }; +//+------------------------------------------------------------------+ +//| Names of the math functions | +//+------------------------------------------------------------------+ +const string ExtFunctionsNames[]= + { + "Peaks", + "Chomolungma", + "Climber Dream", + "Granite", + "Hedgehog", + "Hill", + "Josephine", + "Screw", + "Double Screw", + "Multi Extremal Screw", + "Sinc", + "Skin", + "Trapfall" + }; +//+------------------------------------------------------------------+ +//| Function Peaks | +//+------------------------------------------------------------------+ +double PeaksFunction(double x,double y) + { + double res = 3*MathPow((1-x),2)*MathExp(-x*x-(y+1)*(y+1))-10*(0.2*x-MathPow(x,3)-MathPow(y,5))*MathExp(-x*x-y*y)-1/3*MathExp(-(x+1)*(x+1)-y*y); +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Chomolungma | +//+------------------------------------------------------------------+ +double ChomolungmaFunction(double x,double y) + { + double a= MathCos(x*x)+MathCos(y*y); + double b= MathPow(MathCos(5*x*y),5); + double c=1.0/MathPow(2,b); +//--- calculate result + double res=a-c; +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function ClimberDream | +//+------------------------------------------------------------------+ +double ClimberDreamFunction(double x,double y) + { + double a= MathSin(MathSqrt(MathAbs(x - 1.3) + MathAbs(y))); + double b= MathCos(MathSqrt(MathAbs(MathSin(x))) + MathSqrt(MathAbs(MathSin(y)))); + double f=a+b; +//--- calculate result + double res=MathPow(f,4); +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Granite | +//+------------------------------------------------------------------+ +double GraniteFunction(double x,double y) + { + double a= MathPow(MathSin(MathSqrt(MathAbs(x)+MathAbs(y))),2); + double b= MathPow(MathCos(MathSqrt(MathAbs(x)+MathAbs(y))),2); +//--- calculate result + double res=a*b; +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Hedgehog | +//+------------------------------------------------------------------+ +double HedgehogFunction(double x,double y) + { + double a1=MathSin(MathSqrt(MathAbs(x-2)+MathAbs(y))); + double a2=MathCos(MathSqrt(MathAbs(MathSin(x)))+MathSqrt(MathAbs(MathSin(y)))); +//--- calculate result + double res=a1+a2; +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Hill | +//+------------------------------------------------------------------+ +double HillFunction(double x,double y) + { +//--- calculate result + double res=MathExp(-x*x-y*y); +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Josephine | +//+------------------------------------------------------------------+ +double JosephineFunction(double x,double y) + { + double a= MathSin(MathPow(MathAbs(x)+MathAbs(y),0.5)); + double b= MathCos(MathPow(MathAbs(x),0.5)+MathPow(MathAbs(y),0.5)); +//--- calculate function + double res=a+b; +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Screw | +//+------------------------------------------------------------------+ +double ScrewFunction(double x,double y) + { + double a=(y==0)?0:((x*y<0)?MathArctan(x/y):MathArctan(x/y)+M_PI); + double b=x*x+y*y; + double f=MathSin(b+a); +//--- calculate result + double res=(f*f); +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function DoubleScrew | +//+------------------------------------------------------------------+ +double DoubleScrewFunction(double x,double y) + { + double a=(y==0)?0:((x*y<0)?MathArctan(x/y):MathArctan(x/y)+M_PI); + double b=x*x+y*y; + double res1=MathCos(b/2+a*3); + res1=((res1*res1)/sqrt(b+1)-0.2); + double res2=MathCos(b/2-a*3); + res2=((res2*res2)/sqrt(b+1)-0.2); + double f=fmax(res1,res2); +//--- calculate result + double res=(f>0)?f:0; +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function MultiExtremalScrew | +//+------------------------------------------------------------------+ +double MultiExtremalScrewFunction(double x,double y) + { + double a=(y==0)?0:((x*y<0)?MathArctan(x/y):MathArctan(x/y)+M_PI); + double b=x*x+y*y; + double res1=MathCos(b/2+a*3); + res1=((res1*res1)/sqrt(b+1)-0.2); + double res2=MathCos(b/2-a*3); + res2=((res2*res2)/sqrt(b+1)-0.2); +//--- calculate function + double res=fmin(res1,res2); +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Sink | +//+------------------------------------------------------------------+ +double SinkFunction(double x,double y) + { + static double k=5.0; + static double p=6.0; +//--- calculate result + double res=MathSin(x*x+y*y)+k*MathExp(-p*x*x-p*y*y); +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Skin | +//+------------------------------------------------------------------+ +double SkinFunction(double x,double y) + { + double a1=2*x*x; + double a2=2*y*y; + double b1=MathCos(a1)-1.1; + b1=b1*b1; + double c1=MathSin(0.5*x)-1.2; + c1=c1*c1; + double d1=MathCos(a2)-1.1; + d1=d1*d1; + double e1=MathSin(0.5*y)-1.2; + e1=e1*e1; +//--- calculate result + double res=b1+c1-d1+e1; +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| Function Trapfall | +//+------------------------------------------------------------------+ +double TrapfallFunction(double x,double y) + { + double a1=MathSqrt(MathAbs(MathSin(x-1.0))); + double b1=MathSqrt(MathAbs(MathSin(y+2.0))); +//--- calculate result + double res=-MathSqrt(MathAbs(MathSin(MathSin(a1+b1)))); +//--- + return(res); + } +//+------------------------------------------------------------------+ +//| GenerateFunctionData | +//+------------------------------------------------------------------+ +void GenerateFunctionData(double &data[],int &x_size,int &y_size,double x_min,double x_max,double y_min,double y_max,MathFunction function) + { + double dx = 0.1; + double dy = 0.1; +//--- + x_size = (int)((x_max - x_min)/dx) + 1; + y_size = (int)((y_max - y_min)/dy) + 1; + ArrayResize(data,x_size*y_size); +//--- + for(int j = 0; j < y_size; j++) + { + for(int i = 0; i < x_size; i++) + { + double x = x_min + i*dx; + double y = y_min + j*dy; + data[j*x_size + i] = function(x,y); + } + } + } +//+------------------------------------------------------------------+ +//| GenerateData | +//+------------------------------------------------------------------+ +void GenerateData(EnMathFunction function_id,double &data[],int &x_size,int &y_size) + { +//--- + switch(function_id) + { + case Peaks: + GenerateFunctionData(data,x_size,y_size,-3.0,+3.0,-3.0,+3.0,PeaksFunction); + break; + case Chomolungma: + GenerateFunctionData(data,x_size,y_size,-2.0,+2.0,-2.0,+2.0,ChomolungmaFunction); + break; + case ClimberDream: + GenerateFunctionData(data,x_size,y_size,-10.0,+10.0,-10.0,+10.0,ClimberDreamFunction); + break; + case Granite: + GenerateFunctionData(data,x_size,y_size,-4.0,+4.0,-4.0,+4.0,GraniteFunction); + break; + case Hedgehog: + GenerateFunctionData(data,x_size,y_size,-10.0,+10.0,-10.0,+10.0,HedgehogFunction); + break; + case Hill: + GenerateFunctionData(data,x_size,y_size,-1.5,+1.5,-1.5,+1.5,HillFunction); + break; + case Josephine: + GenerateFunctionData(data,x_size,y_size,-200.0,+200.0,-200.0,+200.0,JosephineFunction); + break; + case Screw: + GenerateFunctionData(data,x_size,y_size,-3.0,+3.0,-3.0,+3.0,ScrewFunction); + break; + case DoubleScrew: + GenerateFunctionData(data,x_size,y_size,-3.0,+3.0,-3.0,+3.0,DoubleScrewFunction); + break; + case MultiExtremalScrew: + GenerateFunctionData(data,x_size,y_size,-3.0,+3.0,-3.0,+3.0,MultiExtremalScrewFunction); + break; + case Sink: + GenerateFunctionData(data,x_size,y_size,-3.0,+3.0,-3.0,+3.0,SinkFunction); + break; + case Skin: + GenerateFunctionData(data,x_size,y_size,-5.0,+5.0,-5.0,+5.0,SkinFunction); + break; + case Trapfall: + GenerateFunctionData(data,x_size,y_size,-5.0,+5.0,-5.0,+5.0,TrapfallFunction); + break; + } + } +//+------------------------------------------------------------------+ +//| GenerateFunctionDataFixedSize | +//+------------------------------------------------------------------+ +bool GenerateFunctionDataFixedSize(int x_size,int y_size,double &data[],double x_min,double x_max,double y_min,double y_max,MathFunction function) + { + if(x_size<2 || y_size<2) + { + PrintFormat("Error in data sizes: x_size=%d,y_size=%d",x_size,y_size); + return(false); + } + double dx = (x_max - x_min)/(x_size-1); + double dy = (y_max - y_min)/(y_size-1); + ArrayResize(data,x_size*y_size); +//--- + for(int j = 0; j < y_size; j++) + { + for(int i = 0; i < x_size; i++) + { + double x = x_min + i*dx; + double y = y_min + j*dy; + data[j*x_size + i] = function(x,y); + } + } + return(true); + } +//+------------------------------------------------------------------+ +//| GenerateDataFixedSize | +//+------------------------------------------------------------------+ +bool GenerateDataFixedSize(int x_size,int y_size,EnMathFunction function_id,double &data[]) + { + if(x_size<2 || y_size<2) + { + PrintFormat("Error in data sizes: x_size=%d,y_size=%d",x_size,y_size); + return(false); + } + bool result=false; +//--- + switch(function_id) + { + case Peaks: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-3.0,+3.0,-3.0,+3.0,PeaksFunction); + break; + case Chomolungma: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-2.0,+2.0,-2.0,+2.0,ChomolungmaFunction); + break; + case ClimberDream: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-10.0,+10.0,-10.0,+10.0,ClimberDreamFunction); + break; + case Granite: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-4.0,+4.0,-4.0,+4.0,GraniteFunction); + break; + case Hedgehog: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-10.0,+10.0,-10.0,+10.0,HedgehogFunction); + break; + case Hill: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-1.5,+1.5,-1.5,+1.5,HillFunction); + break; + case Josephine: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-200.0,+200.0,-200.0,+200.0,JosephineFunction); + break; + case Screw: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-3.0,+3.0,-3.0,+3.0,ScrewFunction); + break; + case DoubleScrew: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-3.0,+3.0,-3.0,+3.0,DoubleScrewFunction); + break; + case MultiExtremalScrew: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-3.0,+3.0,-3.0,+3.0,MultiExtremalScrewFunction); + break; + case Sink: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-3.0,+3.0,-3.0,+3.0,SinkFunction); + break; + case Skin: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-5.0,+5.0,-5.0,+5.0,SkinFunction); + break; + case Trapfall: + result=GenerateFunctionDataFixedSize(x_size,y_size,data,-5.0,+5.0,-5.0,+5.0,TrapfallFunction); + break; + } +//--- + return(result); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Examples/Math 3D Morpher/Math 3D Morpher.ex5 b/BKPS/14031206/Experts/Examples/Math 3D Morpher/Math 3D Morpher.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..c186737c50e3ab115d7699d84e7592b3d4adf496 GIT binary patch literal 68560 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percentage +input double DecreaseFactor = 3; // Descrease factor +input int MovingPeriod = 12; // Moving Average period +input int MovingShift = 6; // Moving Average shift +//--- +int ExtHandle=0; +bool ExtHedging=false; +CTrade ExtTrade; + +#define MA_MAGIC 1234501 +//+------------------------------------------------------------------+ +//| Calculate optimal lot size | +//+------------------------------------------------------------------+ +double TradeSizeOptimized(void) + { + double price=0.0; + double margin=0.0; +//--- select lot size + if(!SymbolInfoDouble(_Symbol,SYMBOL_ASK,price)) + return(0.0); + if(!OrderCalcMargin(ORDER_TYPE_BUY,_Symbol,1.0,price,margin)) + return(0.0); + if(margin<=0.0) + return(0.0); + + double lot=NormalizeDouble(AccountInfoDouble(ACCOUNT_MARGIN_FREE)*MaximumRisk/margin,2); +//--- calculate number of losses orders without a break + if(DecreaseFactor>0) + { + //--- select history for access + HistorySelect(0,TimeCurrent()); + //--- + int orders=HistoryDealsTotal(); // total history deals + int losses=0; // number of losses orders without a break + + for(int i=orders-1;i>=0;i--) + { + ulong ticket=HistoryDealGetTicket(i); + if(ticket==0) + { + Print("HistoryDealGetTicket failed, no trade history"); + break; + } + //--- check symbol + if(HistoryDealGetString(ticket,DEAL_SYMBOL)!=_Symbol) + continue; + //--- check Expert Magic number + if(HistoryDealGetInteger(ticket,DEAL_MAGIC)!=MA_MAGIC) + continue; + //--- check profit + double profit=HistoryDealGetDouble(ticket,DEAL_PROFIT); + if(profit>0.0) + break; + if(profit<0.0) + losses++; + } + //--- + if(losses>1) + lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1); + } +//--- normalize and check limits + double stepvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP); + lot=stepvol*NormalizeDouble(lot/stepvol,0); + + double minvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN); + if(lotmaxvol) + lot=maxvol; +//--- return trading volume + return(lot); + } +//+------------------------------------------------------------------+ +//| Check for open position conditions | +//+------------------------------------------------------------------+ +void CheckForOpen(void) + { + MqlRates rt[2]; +//--- go trading only for first ticks of new bar + if(CopyRates(_Symbol,_Period,0,2,rt)!=2) + { + Print("CopyRates of ",_Symbol," failed, no history"); + return; + } + if(rt[1].tick_volume>1) + return; +//--- get current Moving Average + double ma[1]; + if(CopyBuffer(ExtHandle,0,0,1,ma)!=1) + { + Print("CopyBuffer from iMA failed, no data"); + return; + } +//--- check signals + ENUM_ORDER_TYPE signal=WRONG_VALUE; + + if(rt[0].open>ma[0] && rt[0].closema[0]) + signal=ORDER_TYPE_BUY; // buy conditions + } +//--- additional checking + if(signal!=WRONG_VALUE) + { + if(TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) && Bars(_Symbol,_Period)>100) + ExtTrade.PositionOpen(_Symbol,signal,TradeSizeOptimized(), + SymbolInfoDouble(_Symbol,signal==ORDER_TYPE_SELL ? SYMBOL_BID:SYMBOL_ASK), + 0,0); + } +//--- + } +//+------------------------------------------------------------------+ +//| Check for close position conditions | +//+------------------------------------------------------------------+ +void CheckForClose(void) + { + MqlRates rt[2]; +//--- go trading only for first ticks of new bar + if(CopyRates(_Symbol,_Period,0,2,rt)!=2) + { + Print("CopyRates of ",_Symbol," failed, no history"); + return; + } + if(rt[1].tick_volume>1) + return; +//--- get current Moving Average + double ma[1]; + if(CopyBuffer(ExtHandle,0,0,1,ma)!=1) + { + Print("CopyBuffer from iMA failed, no data"); + return; + } +//--- positions already selected before + bool signal=false; + long type=PositionGetInteger(POSITION_TYPE); + + if(type==(long)POSITION_TYPE_BUY && rt[0].open>ma[0] && rt[0].closema[0]) + signal=true; +//--- additional checking + if(signal) + { + if(TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) && Bars(_Symbol,_Period)>100) + ExtTrade.PositionClose(_Symbol,3); + } +//--- + } +//+------------------------------------------------------------------+ +//| Position select depending on netting or hedging | +//+------------------------------------------------------------------+ +bool SelectPosition() + { + bool res=false; +//--- check position in Hedging mode + if(ExtHedging) + { + uint total=PositionsTotal(); + for(uint i=0; ifQlg-|3RVwvVr8?bD zr!Ok$l&A(PupuZToIhYpE$y=q1+<;&0;r&i`)@|G&Zi zgZF>{0RG1S0k{q$)Ou37#wHD)5oY8g7HGs?3Bm8`c8aDjGTx9n;dk zcJu#PCk(I$H~>5WP5?`QIluzo0w4e|0T})>768qESQcRVU(OJq2yp$c(&fL%`M<2p zf5-$t_kV8u|HJry7`yy;1I_?00R4aJ{=bwCU<+^r*Z^4n<7oUJZ`=PLGW&mbWXAs( zGW@6iUj@glN8A~s(#aUn&KFG>)LRYEz@13V3F?i4#JOYjW-uEp?1$o!4x0|{pHva`C|lru2jtEuj&W8?0j0v(2Hw;qN=@kE zpWG0A*~++x*8zlE(UKoWGWYuOjVR_y>;Db95Sv&s06)k^XZ?o%5mDTogdo)aT=Juv zfUpF%=0L^jVMqscLX=^OBt^hP1e-4tP9lSggZS6<-J8+^i!y{2na&tZm1fE7Sjykb zROwLshOAHX!=>2LLs`^$+Ul8~#?i}Z1wMMgHx2##%zEV@mh)|7HD(x0B6$shJ+kwT 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zA{fJYLvmtmo3`BW4;t5!`vd6gTRPO)i%4|z%I^6!YKXc2N$cCsdea~CwaM0NIVBhU z-_OlpcPET5YfAL$8*|LekSzYcf4cM6mqBXP2_0JE;FwNc_fI0mUC(=$6*gx84X3=+ z|Hql1?%HV9%zHjX(JJdD^G58nL~Km#7Y?~^DXpNMU3s6gk~j0CyTYfd8c**22gUJm zml7gj2`E{gDbdBQ8*;vqI}2v^aa>L`zWVBhQ2}NNeOw0oFNfgZ{5k{5J$bU0Rsb%U z&Eef;2*3swFNX`Sb>|Q)o4ogs)Na=9#*PUOJt@*aHsz?VCid%jM?&Z@!05 zdz#A;OJGqrHjdh^$9SeTv7C-{-rLD%a2|suVnOTS5^BT4cO!i?Lw~rOq|x|p6(}OA zZIUBC$sh@>I;=QUS}$W2c@s-xx`I?%sg)yCo +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpPeriodCCI =37; // CCI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=120100; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iCCI(_Symbol, _Period, InpPeriodCCI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long black + (Open(2)-Close(2)>AvgBody(1)) && + (Open(1)-Close(1)>AvgBody(1)) && + (MidPoint(2)AvgBody(1)) && // long white + (Close(2)-Open(2)>AvgBody(1)) && + (Close(1)-Open(1)>AvgBody(1)) && + (MidPoint(2)>MidPoint(3)) && // higher midpoints + (MidPoint(1)>MidPoint(2))) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\n3 White Soldiers detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=CCI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<-50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI<-50"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI>50"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((CCI(1)<80) && (CCI(2)>80)) || ((CCI(1)<-80) && (CCI(2)>-80))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((CCI(1)>-80) && (CCI(2)<-80)) || ((CCI(1)>80) && (CCI(2)<80))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| CCI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double CCI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the CCI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } 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MFI.mq5 new file mode 100644 index 0000000..e9bb791 --- /dev/null +++ b/BKPS/14031206/Experts/Free Robots/BlackCrows WhiteSoldiers MFI.mq5 @@ -0,0 +1,657 @@ +//+------------------------------------------------------------------+ +//| BlackCrows WhiteSoldiers MFI.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpPeriodMFI =37; // MFI period +input ENUM_APPLIED_VOLUME InpVolume=VOLUME_TICK; // volume type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=120200; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iMFI(_Symbol, _Period, InpPeriodMFI, InpVolume); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating MFI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long black + (Open(2)-Close(2)>AvgBody(1)) && + (Open(1)-Close(1)>AvgBody(1)) && + (MidPoint(2)AvgBody(1)) && // long white + (Close(2)-Open(2)>AvgBody(1)) && + (Close(1)-Open(1)>AvgBody(1)) && + (MidPoint(2)>MidPoint(3)) && // higher midpoints + (MidPoint(1)>MidPoint(2))) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\n3 White Soldiers detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=MFI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<40)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI<40"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((MFI(1)<70) && (MFI(2)>70)) || ((MFI(1)<30) && (MFI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((MFI(1)>30) && (MFI(2)<30)) || ((MFI(1)>70) && (MFI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| MFI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double MFI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the MFI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ 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signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpPeriodRSI =37; // RSI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=120300; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long black + (Open(2)-Close(2)>AvgBody(1)) && + (Open(1)-Close(1)>AvgBody(1)) && + (MidPoint(2)AvgBody(1)) && // long white + (Close(2)-Open(2)>AvgBody(1)) && + (Close(1)-Open(1)>AvgBody(1)) && + (MidPoint(2)>MidPoint(3)) && // higher midpoints + (MidPoint(1)>MidPoint(2))) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\n3 White Soldiers detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=RSI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<40)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI<40"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| RSI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double RSI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ 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+#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpStochK =47; // period %K +input int InpStochD =9; // period %D +input int InpStochSlow =13; // smoothing period %K +input ENUM_STO_PRICE InpStochApplied =STO_LOWHIGH; // calculation type +input ENUM_MA_METHOD InpStochMA =MODE_SMA; // smoothing type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=120400; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iStochastic(_Symbol, _Period, InpStochK, InpStochD, InpStochSlow, InpStochMA, InpStochApplied); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating iStochastic indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long black + (Open(2)-Close(2)>AvgBody(1)) && + (Open(1)-Close(1)>AvgBody(1)) && + (MidPoint(2)AvgBody(1)) && // long white + (Close(2)-Open(2)>AvgBody(1)) && + (Close(1)-Open(1)>AvgBody(1)) && + (MidPoint(2)>MidPoint(3)) && // higher midpoints + (MidPoint(1)>MidPoint(2))) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\n3 White Soldiers detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=StochSignal(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<30)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal<30"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>70)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal>70"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((StochSignal(1)<80) && (StochSignal(2)>80))|| // 80 crossed downwards + ((StochSignal(1)<20) && (StochSignal(2)>20))) // 20 crossed downwards + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if((((StochSignal(1)>20) && (StochSignal(2)<20)) || // 20 crossed upwards + ((StochSignal(1)>80) && (StochSignal(2)<80)))) // 80 crossed upwards + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Stochastic indicator value at the specified bar | +//+------------------------------------------------------------------+ +double StochSignal(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, SIGNAL_LINE, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the iStochastic indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish Engulfing CCI.ex5 b/BKPS/14031206/Experts/Free Robots/BullishBearish Engulfing CCI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..023d1e4d5b4cb7466713590fbcf4b8d7c88ba0ac GIT binary patch literal 43548 zcmdS9W2`Pr&@K3E+qP}nw$HY0+qTWKZS!o~wr$&*_q&t(=O&X(=HFDMQ>!Y~>0aGQ zrPJMF8f?Ih07w)7DBwQ<0v!D>`#<>qmN=GV3fRtIv3O?C8*vi<*#8~>-xmIVgZ~HX z0RaH~PXh$tQU0GPdKkv^Zeaf;6wD@UJzQ!{Ng%YKzcr4*+>qnR3UM?j_OMP+mtOyw z|4%;=fIYwg;0bU7SOUxe762CjA%Gdc_+MiM(Ef+z0H*)N3;{|2*Z(qI{_~vwi^~3o zOaS!%=fM9z^#6yk%YQ524B!SZ{HN~!OX&f&07rlgfbBny#{coQ{r@4e|94Yn`i~*w zfBOGb`ayPer^#fD7{J%z??k8#hj^`Z(ErS0Dfg$jGo&j%&k_4k)4<&vosKc}=1>h7 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z)%ObWL}7mJb(?f*c7t|kbo#Ub^hNjcm{BuPpiE!JP(HO87D{Va`e{#9&@hJUUy$pn4+#Ge0{;Av7beLQQ2zNwiCdScJXDkcXaGWUN99_YFRgG+64 zt5QfP1r9}mr>O`!H4)sfb_864`IGo!$lwwCO=>$-15V7Yx~8@Hw!^llv^vxm!4(t_ zv~7$uE6f;x3iz+*7f9OcCEs>D6R(Dqy4<=eX0rEFqnryFA73S-ZATz?1ckPj;h@j! zA`SU!+QKa-h=j`J`oBlg9p~OCUniNKhAn7FCNDR1tF1+MAG$8#dqr3U+_FcVi!x(F zDKb8Lrl=G~2jlO<%1fSfx>{{PkpVc({K2#-O3?Ho7(zU>{Cup^SX( zT}8624GHQ68sBH~I|ckkDeCdT_oHNDh95CNY*Y?%Vkc@cbsBNox0_o zvEC(7O0z z(7PN8x{P&WdQ;Ahl6;GE=WqR}7+o1!Nan(kwDH>*t^+ +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodCCI =37; // CCI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=121100; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iCCI(_Symbol, _Period, InpPeriodCCI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // body of the candle is higher than average value of the body + (Close(1)CloseAvg(2)) && // uptrend + (Open(1)>Close(2))) // Open price of the bearish candle is higher than close price of the bullish candle + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Engulfing detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Engulfing + if((Open(2)>Close(2)) && // previous candle is bearish + (Close(1)-Open(1)>AvgBody(1)) && // body of the bullish candle is higher than average value of the body + (Close(1)>Open(2)) && // close price of the bullish candle is higher than open price of the bearish candle + (MidOpenClose(2)50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI>50"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((CCI(1)<80) && (CCI(2)>80)) || ((CCI(1)<-80) && (CCI(2)>-80))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((CCI(1)>-80) && (CCI(2)<-80)) || ((CCI(1)>80) && (CCI(2)<80))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| CCI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double CCI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the CCI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } 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Robots/BullishBearish Engulfing MFI.mq5 @@ -0,0 +1,682 @@ +//+------------------------------------------------------------------+ +//| BullishBearish Engulfing MFI.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodMFI =37; // MFI period +input ENUM_APPLIED_VOLUME InpVolume=VOLUME_TICK; // volume type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=120600; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iMFI(_Symbol, _Period, InpPeriodMFI, InpVolume); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating MFI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // body of the candle is higher than average value of the body + (Close(1)CloseAvg(2)) && // uptrend + (Open(1)>Close(2))) // Open price of the bearish candle is higher than close price of the bullish candle + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Engulfing detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Engulfing + if((Open(2)>Close(2)) && // previous candle is bearish + (Close(1)-Open(1)>AvgBody(1)) && // body of the bullish candle is higher than average value of the body + (Close(1)>Open(2)) && // close price of the bullish candle is higher than open price of the bearish candle + (MidOpenClose(2)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((MFI(1)<70) && (MFI(2)>70)) || ((MFI(1)<30) && (MFI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((MFI(1)>30) && (MFI(2)<30)) || ((MFI(1)>70) && (MFI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| MFI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double MFI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the MFI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free 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SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodRSI =37; // RSI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=121300; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // body of the candle is higher than average value of the body + (Close(1)CloseAvg(2)) && // uptrend + (Open(1)>Close(2))) // Open price of the bearish candle is higher than close price of the bullish candle + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Engulfing detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Engulfing + if((Open(2)>Close(2)) && // previous candle is bearish + (Close(1)-Open(1)>AvgBody(1)) && // body of the bullish candle is higher than average value of the body + (Close(1)>Open(2)) && // close price of the bullish candle is higher than open price of the bearish candle + (MidOpenClose(2)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| RSI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double RSI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free 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+//+------------------------------------------------------------------+ +//| BullishBearish Engulfing Stoch.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpStochK =47; // period %K +input int InpStochD =9; // period %D +input int InpStochSlow=13; // smoothing period %K +input ENUM_STO_PRICE InpStochApplied =STO_LOWHIGH; // calculation type +input ENUM_MA_METHOD InpStochMA =MODE_SMA; // smoothing type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=121400; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iStochastic(_Symbol, _Period, InpStochK, InpStochD, InpStochSlow, InpStochMA, InpStochApplied); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating iStochastic indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod,0, MODE_SMA,PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } +//--- + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } + +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // body of the candle is higher than average value of the body + (Close(1)CloseAvg(2)) && // uptrend + (Open(1)>Close(2))) // Open price of the bearish candle is higher than close price of the bullish candle + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Engulfing detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Engulfing + if((Open(2)>Close(2)) && // previous candle is bearish + (Close(1)-Open(1)>AvgBody(1)) && // body of the bullish candle is higher than average value of the body + (Close(1)>Open(2)) && // close price of the bullish candle is higher than open price of the bearish candle + (MidOpenClose(2)70)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal>70"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((StochSignal(1)<80) && (StochSignal(2)>80))|| // 80 crossed downwards + ((StochSignal(1)<20) && (StochSignal(2)>20))) // 20 crossed downwards + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if((((StochSignal(1)>20) && (StochSignal(2)<20)) || // 20 crossed upwards + ((StochSignal(1)>80) && (StochSignal(2)<80)))) // 80 crossed upwards + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Stochastic indicator value at the specified bar | +//+------------------------------------------------------------------+ +double StochSignal(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, SIGNAL_LINE, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the iStochastic indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish Harami CCI.ex5 b/BKPS/14031206/Experts/Free Robots/BullishBearish Harami CCI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..ebf82d2a5792e9a7f074750a025a39ae6e6a4b85 GIT binary patch literal 44164 zcmdS9Q;auE@Gkfpd*&V6wr$(CZQHhO+qP}IW82m{-0y!j=jJ4vZ1!%eQmLmZ)#-jZ zebcED)nEm71VADKKmq>=5a9TK`TxQHw}5--QE}ozb}I#Jurz#iZL@B}ykECJ>K3xErN0Kf!b_|I4XH2+~)fa!lZLx3W{^}kA&|03uAvNHc6 z69C=+x$*xG9M*CRM8hHX?bFfHz>UtJR;WL5}N*I=3=S30Z<%Q87_3sLhW84PNxKoUTmQM7?Q5x z3NL}~eswqzOb(Uu1%;5J`ISMH(+e=2J(i_6I5>EV1ddN5VVNJ(0~=;vToGXKFaPzY zv;ULAI#Ayf#2rnf$41w7Ldg_wVa?aOZzoSt!mZt;6t`ZN-I$65;B@@?Ly`D&PzBDS z$;O4KK7d!pz9Je8kHB|sB|vzj+$<1{mL-wod&eCDA?Z?%?rHnPcSSUAioq&ElH~6s z<|va*MC%c*jmPN5DuMxn1LPVRc!=u)tkCKpd#7_kFS*+}tae}cCGzMLGj(zN>sEr&+q 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z^bephG_K>h6!%74lJ#7UkW=8*&vH)|pP##TDLES^8Tzo;9tAKt{s<#VJ%Cb9>4 literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish Harami CCI.mq5 b/BKPS/14031206/Experts/Free Robots/BullishBearish Harami CCI.mq5 new file mode 100644 index 0000000..b61b438 --- /dev/null +++ b/BKPS/14031206/Experts/Free Robots/BullishBearish Harami CCI.mq5 @@ -0,0 +1,682 @@ +//+------------------------------------------------------------------+ +//| BullishBearish Harami CCI.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodCCI =37; // CCI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=122100; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iCCI(_Symbol, _Period, InpPeriodCCI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // the previous candle is bullish, its body is greater than average (long white) + (Close(1)>Open(2)) && // close price of the bearish candle is higher than open price of the bullish candle + (Open(1)CloseAvg(2))) // up trend + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Harami detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Harami + if((Close(1)>Open(1)) && // the last completed bar is bullish (white day) + ((Open(2)-Close(2))>AvgBody(1)) && // the previous candle is bearish, its body is greater than average (long black) + (Close(1)Close(2)) && // open price of the bullish candle is higher than close price of the bearish candle + (MidPoint(2)50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI>50"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((CCI(1)<80) && (CCI(2)>80)) || ((CCI(1)<-80) && (CCI(2)>-80))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((CCI(1)>-80) && (CCI(2)<-80)) || ((CCI(1)>80) && (CCI(2)<80))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| CCI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double CCI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the CCI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } 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Robots/BullishBearish Harami MFI.mq5 b/BKPS/14031206/Experts/Free Robots/BullishBearish Harami MFI.mq5 new file mode 100644 index 0000000..ff639f8 --- /dev/null +++ b/BKPS/14031206/Experts/Free Robots/BullishBearish Harami MFI.mq5 @@ -0,0 +1,682 @@ +//+------------------------------------------------------------------+ +//| BullishBearish Harami MFI.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodMFI =37; // MFI period +input ENUM_APPLIED_VOLUME InpVolume=VOLUME_TICK; // volume type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=121600; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iMFI(_Symbol, _Period, InpPeriodMFI, InpVolume); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating MFI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // the previous candle is bullish, its body is greater than average (long white) + (Close(1)>Open(2)) && // close price of the bearish candle is higher than open price of the bullish candle + (Open(1)CloseAvg(2))) // up trend + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Harami detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Harami + if((Close(1)>Open(1)) && // the last completed bar is bullish (white day) + ((Open(2)-Close(2))>AvgBody(1)) && // the previous candle is bearish, its body is greater than average (long black) + (Close(1)Close(2)) && // open price of the bullish candle is higher than close price of the bearish candle + (MidPoint(2)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((MFI(1)<70) && (MFI(2)>70)) || ((MFI(1)<30) && (MFI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((MFI(1)>30) && (MFI(2)<30)) || ((MFI(1)>70) && (MFI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| MFI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double MFI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the MFI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } 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version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodRSI =37; // RSI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=121300; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // the previous candle is bullish, its body is greater than average (long white) + (Close(1)>Open(2)) && // close price of the bearish candle is higher than open price of the bullish candle + (Open(1)CloseAvg(2))) // up trend + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Harami detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Harami + if((Close(1)>Open(1)) && // the last completed bar is bullish (white day) + ((Open(2)-Close(2))>AvgBody(1)) && // the previous candle is bearish, its body is greater than average (long black) + (Close(1)Close(2)) && // open price of the bullish candle is higher than close price of the bearish candle + (MidPoint(2)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| RSI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double RSI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } 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b/BKPS/14031206/Experts/Free Robots/BullishBearish Harami Stoch.mq5 @@ -0,0 +1,685 @@ +//+------------------------------------------------------------------+ +//| BullishBearish Harami Stoch.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpStochK =47; // period %K +input int InpStochD =9; // period %D +input int InpStochSlow =13; // smoothing period %K +input ENUM_STO_PRICE InpStochApplied=STO_LOWHIGH; // calculation type +input ENUM_MA_METHOD InpStochMA =MODE_SMA; // smoothing type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=122400; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle =INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iStochastic(_Symbol, _Period, InpStochK, InpStochD, InpStochSlow, InpStochMA, InpStochApplied); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating iStochastic indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } +//--- open position not found + return(false); + } + +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // the previous candle is bullish, its body is greater than average (long white) + (Close(1)>Open(2)) && // close price of the bearish candle is higher than open price of the bullish candle + (Open(1)CloseAvg(2))) // up trend + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish Harami detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish Harami + if((Close(1)>Open(1)) && // the last completed bar is bullish (white day) + ((Open(2)-Close(2))>AvgBody(1)) && // the previous candle is bearish, its body is greater than average (long black) + (Close(1)Close(2)) && // open price of the bullish candle is higher than close price of the bearish candle + (MidPoint(2)70)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal>70"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((StochSignal(1)<80) && (StochSignal(2)>80))|| // 80 crossed downwards + ((StochSignal(1)<20) && (StochSignal(2)>20))) // 20 crossed downwards + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if((((StochSignal(1)>20) && (StochSignal(2)<20)) || // 20 crossed upwards + ((StochSignal(1)>80) && (StochSignal(2)<80)))) // 80 crossed upwards + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Stochastic indicator value at the specified bar | +//+------------------------------------------------------------------+ +double StochSignal(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, SIGNAL_LINE, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the iStochastic indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines CCI.ex5 b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines CCI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..3a01619c1880a61e6a50d690f267761e3bfb570c GIT binary patch literal 42860 zcmdSAV~j3N@Gkg{J#)skZQHhOzhm3BZQIrv+nzb2GoCZHXMg{@xnFLw$!5Q8RXX)l zr8?bDr$2P6(&Ad|piTg2Q~)^OKLG(8{V)4J`2Uu>Z&@&LNRCVzM8N7DiMZ|mj{k3q z_`kvbgY|?00RCqH0`aN-&y-thP|OR>3J)B7EbwzIe7bx}9{G3c3LpZo0GR$8Yyi6dusp#0znC#V8Q}I`rt5#6 z%YRY1|BxAg;s0Ft|A+qnFn0a#1Y7_-0LK5+<9{gwzz*O900P+m<7oOHZ@d2=GW&nG zW#<1FGX1CjUxkV20#=s}dYnAk8k+e^|}6 z>>HZpDqV~h36t&XW5bYL@7?%5yB>+nkzrWuBG9S)+pnNzVzwh{2-bg59fX 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// period for calculating average candlestick size +input int InpPeriodCCI =37; // CCI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=123100; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error + +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iCCI(_Symbol, _Period, InpPeriodCCI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long white candle + ((Open(1)-Close(1))>AvgBody(1)) && // long black candle + (MathAbs(Close(1)-Close(2))<0.1*AvgBody(1))) // doji close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish MeetingLines detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish MeetingLines + if((Open(2)-Close(2)>AvgBody(1)) && // long black candle + ((Close(1)-Open(1))>AvgBody(1)) && // long white candle + (MathAbs(Close(1)-Close(2))<0.1*AvgBody(1))) // doji close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nBullish MeetingLines detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } + +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=CCI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<-50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI<-50"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI>50"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((CCI(1)<80) && (CCI(2)>80)) || ((CCI(1)<-80) && (CCI(2)>-80))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((CCI(1)>-80) && (CCI(2)<-80)) || ((CCI(1)>80) && (CCI(2)<80))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| CCI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double CCI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the CCI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines MFI.ex5 b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines MFI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..cca7e4119e6e80fcf67e1f28539f35aef2c4e428 GIT binary patch literal 42300 zcmdSAQ>-sc@Gbb;w(YZR+qP}n_Sv>=+cwU&ZQHgv-~UeT%S|Sk%-gI=rB+p{)4e+B z^izpyumU>*AW;CIfd2plIQn1lfB63m)5ANKXT`e5N!Lz5$A`$&|E~Y<2>-vy|3mbE z0092S0seRt|7XjAx*X@PgpQXr?u-SN$c5>Sp$qV*d7%h{^rM{ymxtOseGu&0YrFaX ztP=*<0~`RJ04IPYz#L!!Z~^=QFaa3;a~1&2e_R$|`d`fupa^jNuhZqf%=y2n%zw-T zK=*%c{QtxJe-yj?cLUAqDl4pipV^K|-Geh>-5XTH`yKum`g8?IMMQ^7+RZDWkA@d4Dr| zNUEUBMkWcak2|1`12K7gyXJUtD>83vRY{X!8^?TY=sMAQ> z^T1@oN0JyT4O%QRwo$6PQOb{FRT+gKBWfdycG9ppAi^2TtwEphYg&m@>ssgAW+0*p 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+//| BullishBearish MeetingLines MFI.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpPeriodMFI =37; // MFI period +input ENUM_APPLIED_VOLUME InpVolume=VOLUME_TICK; // volume type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=121200; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iMFI(_Symbol, _Period, InpPeriodMFI, InpVolume); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating MFI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long white candle + ((Open(1)-Close(1))>AvgBody(1)) && // long black candle + (MathAbs(Close(1)-Close(2))<0.1*AvgBody(1))) // doji close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish MeetingLines detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish MeetingLines + if((Open(2)-Close(2)>AvgBody(1)) && // long black candle + ((Close(1)-Open(1))>AvgBody(1)) && // long white candle + (MathAbs(Close(1)-Close(2))<0.1*AvgBody(1))) // doji close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nBullish MeetingLines detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=MFI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<40)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI<40"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((MFI(1)<70) && (MFI(2)>70)) || ((MFI(1)<30) && (MFI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((MFI(1)>30) && (MFI(2)<30)) || ((MFI(1)>70) && (MFI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| MFI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double MFI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the MFI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines RSI.ex5 b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines RSI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..f65cadcacc24171e2d7e6895bcf02716cc2729e7 GIT binary patch literal 42872 zcmdS7Q;aWM@Gbaj+qP}ncAvIw+jjS9+qP|-wr$(CyXX7g$$h!WB$IiYRjI61m8$H$ z_Tv`QU;}mpK%xLZ0sjFAaP+_UfAs$iEA}Dw$nGyZHEoi$7%pjs|K0!J4FA8y{{wqK z0094!fB-zo|8pc1fyKFjO;fa3BF{=41DmUel1XsWfyY-ElaUe6WlF)tY!+kvwcY%G z_Cx^o00)34zzJXpFb7xwTmXasW&q=V$qJzTPs;&J|LYk7{s3J6n{@fFa{jL?`=2ra z(EpzY|NpT5AIC2Ly?`@-8^G{ixc{%92iO7}0X6`(|2!K1=iB!GhtB@rU76`Whm8Nl z|5wxsNuWQ--3uvr0YR(^92p0ise4?>zu+tP#7N6U_)11oQ`3k$pzj#igi~b_w1HrI 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zaS_>Q?qj^ej_|yibsMb~g(=QQgTTG)rMRFaEC+K=<_=txM-KL8Jzdy*ErfSpVqbT3YMwqnP&2~+~h5Jd9DmkW%0d`N0 zS-Xd0KIC>kOS4aLtm)=WEwqrLsDtn75GY>VBQ}yPuzstCpjM;99*v6t;o=uOUte5h z?X;XMk)aX+vj+LFvqfD4`FBKM#qs#OE zL|3z}P98>#bj?TT7QgL8sf5xrLb6S|l!8xT)v> literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines RSI.mq5 b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines RSI.mq5 new file mode 100644 index 0000000..76a9be9 --- /dev/null +++ b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines RSI.mq5 @@ -0,0 +1,653 @@ +//+------------------------------------------------------------------+ +//| BullishBearish MeetingLines RSI.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpPeriodRSI =37; // RSI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot =0.1; // lot +//--- Expert ID +input long InpMagicNumber=122300; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } + +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long white candle + ((Open(1)-Close(1))>AvgBody(1)) && // long black candle + (MathAbs(Close(1)-Close(2))<0.1*AvgBody(1))) // doji close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nBearish MeetingLines detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Bullish MeetingLines + if((Open(2)-Close(2)>AvgBody(1)) && // long black candle + ((Close(1)-Open(1))>AvgBody(1)) && // long white candle + (MathAbs(Close(1)-Close(2))<0.1*AvgBody(1))) // doji close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nBullish MeetingLines detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=RSI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<40)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI<40"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| RSI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double RSI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines Stoch.ex5 b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines Stoch.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..4c8f3424a994021e9bf46f26590504ee613a61ac GIT binary patch literal 44070 zcmdSAW2`Vd@Gp35+qP}nwrxMhwr$(CZQHhOpMC##bHChVlg)nHnKXk;)Bc*KZKfGf z4OSpW00?9N5P<&(5a9TK$^X&+Z)&QtA91qBGf= z{-*)><5K*eA#OhYsH0?X;?H6#@?k<}PDe)8E)qlopeF!+6l(v(y`=a$_&46#&HtyL zFn~RP1AqsB6M!XvIe-O#GXMbq69B`1jRk<_KV25U^go{=fFgj)f054rS^xg?%KWF9 z0MPxP1ONZf{vX87|E<7304@Of|Jdz+F&%&{fFpnn0PBAkjsL@K`~O2^|L>;E_#Z-s z|M>qaMcZy-j|vqV=upbZ9dkX9#F>*I;bM6asXQx8S(;2+eKr2EZINSoB~DS4(k4Uf zRJ(ua79GR1J`+Bcz)gH^wmPbIl4QC)BfwIfS*(CC*pWGScr#+HQ{8?DbDhxH6r6ro zjH-Co&MtK&O%I>y#~@Y_mq@3__++L9Eg=jda_)Vqv`OLQ)F2jVH|KB!%-%+D4)m`q2#r^hT3NQqutA>Dut=v2K``D0R}l!9|47a z)Lb3|$~89_2e(?@e|}#;2X3ir&(<}Mw}wReKGnQ9VXmViiby_iJ&Exu8LM=QE~i<) zFDX8q*1Oh)aGoYfZ;?5*UD_qYuhN@k22kMLh^`J70BFYol5sW?hy=d@r1uxOX(Mb@ z0Vk?ih$B_{2@(&OwJySP1U{6b zl?cH@o!n`Qy|3+7tKCF<4M)NpQ3x>44o9q}k_+Y?ZiT)f{|^)a6Uk)<39B!+%fXi6 zhP=6Vz#_r0O_Gk2nb;&o12seM5Urc2BRu<_yT35op=|8l9+e`5bD2A?XNs_wO4zSw z(9MfjNZCag87V%M0?Csc$T3gwC? z92cvQsiYQ+Qpn7QspH^)X`%I5i4C&6a|5@Or2`kx*FnO4f-Ss zv)KpE@6c33+oS8=K;sn_O2hRB_@CrG!4S>1a#!Te?3hyT)AMNO;87K5Q~l^^51vz6 z0o6h*ijl9iqE;XfwGRGl$C;KDJs zXVak(Pwh(-0yVj}1j-ToCBRr+gVir>?3z3h;aNvq9$SWd5_QNKWeS%7O;8Db~}?Rs}gny^tF&X3A*-2!}3QC>xHDmj(mZH@N3@=+PQ z{5C6bD=WL-odDNuh_Yms3WeN|PgxUp9(LB4=0sT|b3T?LO~Ltv1vrQALFv4nX4lHH z*IgG$1>Qm!iTf?(pc088*I2FFcv+AEa>PS4y|nc zE@pr9BZer_H}nezKqmECBd{&?nUFuuZ{qccfSKh-fDioel?MbKg0{keTCnTaX5YYFci+W}l$2s&|qgcL`m zu?ByJ={h}&B+?J&EpKa!4gt+zTkP_(U7EVcZ|+uY=+tTJA)imD13W+ovxxye>D%I=W44{6 z(`ohmsR|<}Sbwwc!l62cUESxJ>UnvWI+G+DIjU>Gi=GZ>f|9hh33(`lgfdMgJces= ztDfCZvSeFhS$MvNX+3qMN0~5XA76{G^fUZ);+qpqpdnXX6#ZgdY>M)!Ai_l|z9g>+ zRY}xxX3#F6PRoqE*-YR54Gz+U(-Z898B(>yFt8Aw69PwlqDL?Tpmw0Dqe&w?lIiB2 z$FzV}kZtQm_Xw=Iqw`f)`Q)SLic=n|>9I1^CpIh>X4Y%dSTUf%5ZXNqu}b_TP*NF@ zHjZ2QotWsQplt^95x<=-^uqtXQQ*Y6AtBiE5T(^E86jumRCeufwEbT)jWGSK_cU7y zU7KI<6z2I*Pb`NSSe%`w1Lupw&F~D)@zNZMNk%-mYG(WU?u7zEjO^Ha>r7OX(aGD9z z*4UG2nfqGg%cnxljr)u*WBkMC;v^o;wmGh!zOC_Rsr(=mOo`qD#R&3vV@Piuj*dd5N0IrqG0@ zi+M^4ajFWkG0O6^pQ&mfGD$5Ru?hWNIC{uJc}7Fh1#(`e^dK@n1R;8n8TQVTS~Uxo z@`mW?JAh*w?y6WSi(|2+5b67Vvct?lT5#n^F?}%!w={0Y82!%l#|P)@g}A#m-?_tA ziTyaacY9SFX3JKwCx$JiR}~kdc3oo$j?+QjVT^9z+s1>jmCFU{3`l*S8Q}T_J?aF4 z3m~;ta1sJ??No3u=SbG($Rdk22(V+B3s*ip)g zm$}`+FN%c)^QXx9_anv1L+uDJANY?LJuN=F#};ELR=!uQJIkZlsI7zUZSldOW48vM zxd7ry0D${kNW`6;#

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zIre~yM4&G+2UZ2std4#-$JfI$4ef@_LwZMb3#n7K^XxDo$x&cRgR1I1t1d`s?Fx_) zm3@@@$1|}5L7q+FhsxsgHYESHuie1jyM=-eLva@AGT-Zl@KaIC(Csk(M+dL7W1nE8tT zmD6ZIfO@)IzGI0pLZe=yciPz8vC}<1=y=5vXRlK6S)cFMb-b+W>vyC+dN6!@B!g#? zXRAg`RQC%Sir3arHx33c zjHSyR4G9_QsG7HcZ#ij4%q~ks^P-llI&|O+0oxIbs~SsSCHQtsV&0>O`m-raK))Mm zPT=R>f#rQ?cK36=a+QE9zo4F=emiZJJ)=6f +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpStochK =47; // period %K +input int InpStochD =9; // period %D +input int InpStochSlow =13; // smoothing period %K +input ENUM_STO_PRICE InpStochApplied=STO_LOWHIGH; // calculation type +input ENUM_MA_METHOD InpStochMA =MODE_SMA; // smoothing type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=120800; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iStochastic(_Symbol, _Period, InpStochK, InpStochD, InpStochSlow, InpStochMA, InpStochApplied); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating iStochastic indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod,0, MODE_SMA,PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long body of the white candlestick (long white) + (Close(1)Open(2)) && // close within the previous candlestick body (white) + (MidOpenClose(2)>CloseAvg(2)) && // uptrend + (Open(1)>High(2))) // open above the previous day's High price (open at new high) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nDark Cloud Cover detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Piercing Line + if((Close(1)-Open(1)>AvgBody(1)) && // long body of the white candlestick (long white) + (Open(2)-Close(2)>AvgBody(1)) && // long body of the previous black candlestick (long black) + (Close(1)>Close(2)) && // close within the body + (Close(1)70)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal>70"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((StochSignal(1)<80) && (StochSignal(2)>80))|| // 80 crossed downwards + ((StochSignal(1)<20) && (StochSignal(2)>20))) // 20 crossed downwards + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if((((StochSignal(1)>20) && (StochSignal(2)<20)) || // 20 crossed upwards + ((StochSignal(1)>80) && (StochSignal(2)<80)))) // 80 crossed upwards + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Stochastic indicator value at the specified bar | +//+------------------------------------------------------------------+ +double StochSignal(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, SIGNAL_LINE, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the iStochastic indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/HangingMan Hammer CCI.ex5 b/BKPS/14031206/Experts/Free Robots/HangingMan Hammer CCI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..829afb1a800fa55292cca741b6d8bff9ea7b53a4 GIT binary patch literal 43512 zcmdSAV~j9N&@DK&ZQHhO+qP}nwr$(CZQFdtGy8sbbN}3Alg<9ys#NM!r8?cGQ|Y8T zX;BSUAV&ZQWB?F={{#@=jZfzav&s@B+@tOT727~ITXNzp?V5YY3Si_m2It;76( z#t8%112_P90yqI!0+<6>0Js1U05AbC{AVlxH2+~)0Mq|+h5(8HuK!iK{1-X@mzDVs znE=rJpA-N8F#aFLF8}R-GXNI={eSBIzmyKZ7Qhj}27vWHj>iA-w*CJhv;TKXX8eyK z!+-k!RaV7@*)K`Fr3;1Xsn`5#;HF86Rg#f3nb^fC6WFCfH20OUiz;vkse9aE!WUR|q+3%SA z30XYobk+1jJ*A~bV1=L`_`CtSY!FdQx%z;CeJH>pka(a1RMVL3^buV#yk5jrkQ5Z5 z(c_&GK_xJQS*OG&CBU$4A$kE!e6cCQWcJ&Pe;r{P7Mp7;UD7|~u854w9$8IO&oN{Z z1|P}vv9Tfjm2|Z#zm@4-YDVEjXg>qxbGKNbok^3i(K8zS4Dgi6w|I5-1RX8A>r2zt 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+#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodCCI =37; // CCI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=124100; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iCCI(_Symbol, _Period, InpPeriodCCI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeCloseAvg(2)) && // up trend + (MathMin(Open(1), Close(1))> (High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)>Close(2)) && (Open(1)>Open(2))) // body gap + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nHanging Man detected"; + ExtDirection="Sell"; + return(true); + } + + +//--- check Hammer + if((MidPoint(1)(High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI>50"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((CCI(1)<80) && (CCI(2)>80)) || ((CCI(1)<-80) && (CCI(2)>-80))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((CCI(1)>-80) && (CCI(2)<-80)) || ((CCI(1)>80) && (CCI(2)<80))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| CCI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double CCI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the CCI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/HangingMan Hammer MFI.ex5 b/BKPS/14031206/Experts/Free Robots/HangingMan Hammer MFI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..cbfedf7847a0ba7b0ef188bd522dfcbe32038de9 GIT binary patch literal 41890 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trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodMFI =37; // MFI period +input ENUM_APPLIED_VOLUME InpVolume=VOLUME_TICK; // volume type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=123600; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iMFI(_Symbol, _Period, InpPeriodMFI, InpVolume); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating MFI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } + +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeCloseAvg(2)) && // up trend + (MathMin(Open(1), Close(1))> (High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)>Close(2)) && (Open(1)>Open(2))) // body gap + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nHanging Man detected"; + ExtDirection="Sell"; + return(true); + } + + +//--- check Hammer + if((MidPoint(1)(High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((MFI(1)<70) && (MFI(2)>70)) || ((MFI(1)<30) && (MFI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((MFI(1)>30) && (MFI(2)<30)) || ((MFI(1)>70) && (MFI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| MFI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double MFI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the MFI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/HangingMan Hammer RSI.ex5 b/BKPS/14031206/Experts/Free Robots/HangingMan Hammer RSI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..28ed465d73cc1c28aaf5577ba263d43ea9b83ccf GIT binary patch literal 43486 zcmdSAQ;auE@Gkfp+qP}nwr$(yJNCR|+qP}nw*8Jhv)})0&do_S+3ej`rBhE;s?+^+ zCtWwyVw!BgP5?+004U%;0RkNVFZ)0E{}x*HZw`)R(2EM4RZWj?n>{LcUc;8FgcDXvnvf?@0NIe^)JF(ZHy!0o?G*Z(}1|Dv-0 zAyWYT|GDu05B>jP?E2pcxB$2T4F9Re|5AE@9l!}-3t;! z_)%b=PQQgKT|m`1V?%RFZ|ym$d=ZXxbKd|b)Wa-Gd*|~x!*$}dAf(zToQZa&?eI=I z|GTPcL`SUG_GGd}nMEl65|;e{+62(>J4qU*X~b}; z`wgooFKm*^K_AE?N@6u(KRFa}rxTr==+6!j3U!P}k&dlheuPX19eJ0!VBG3yuFCEP zZio#OK48>LxJlQ1$+SF~ZVXH`GOVt>fv=FKowrh`#nA1r;sKo#(cVH@Y!^+B z=Z}ss>1~JHLbeoisQ3u_N8~)k5<4COWQPKgX)Ou&66cOK6AM5vU8rJ{z`98D5euUm z98=-VcphosXZ(Y^dsW{{%v1fFTB56PyxlplW6@`{(?y(?!qRc>ML<}JkoW6HB;scc zF4^}Zqo=alCeHV%-}D@`A4Hgo({#2~MDmKaf)MNssP4N7QCWu5b1&`p$^}#kEL6GF zxL_#cB3Pcin6&m+oOkD?-(q{9{tgmP-dWZ1S9y0^#>%O2L`FW1-(Lz^L?-DWVZ4gN z8$D~RLZaP$*PnAC3nJLf5o@^F_(LeQJdD7CaF!16+?4q{IZOdrSvx55eob^A4Yobc zfYsliQl&ik@848a}XA8l1nkftE$ywNFI0`9ZAGYIX>a-oHCpw{mVC%FFqYe8OgV1;xK}Fwt zUZJt-6Gidd@AY<=Vrfcw8!X!6GAq_Ol z>tWO+S1VY0Y?d2}J^=$W{WBb!@Tt_u6K{hh%9=UOyh(N?taHfbnEKC!S6vHT7A+s5 zzWnUq07%8F5aqzy87fe?j-{)=!Ogb&y$|K&Se>VhKQ9OM84~xS-cn%3orGw&+kcy< z>6YtFLBy9SzG-`Z{dVTdfGdHYKRg*>3n1 zH6^Iphma$FU7OOaBVI1v+}tN_!~3MD{@@a*RP6w#2z$0M9iLCC@R3g|?X85iX>os| zJ7YW{SnyKAO8d;icp7eCe=y@qPsWsS9NFy%<~01%OUjfc7bY1wa_GDM>9A0O?DhDI zlWSl8ZRq(m8C3A14RZEWfM>7t`()U;s#~js=0aq#pm*Ku^hoTD_=y&VNyG)TwfPPB z(5D~`g@rps8-Eagc<5m$@i9yfpF%>iTTuPnWYOn*KhT4T8Zd!EICVbRLjP2TzR?k{ zi6=XkzQ(|qs_A}8>?AWK^aRB=Qe(ycrT4@i!S@cKR>Ud)*#yA4S>M>8RzdrR`B1hb zs=Q*lS~GOgb^QUFR-1VzG^0JdwQyf1t<5l$?kQF>AV5}5kG+;g-MigBp3LUGGThm9 zwBiMuI(W-&l1lI+C+1>?gC^+%C4fz#6*6V^GQCbd!PL-CZZNWOgj9ntJA1#m@QNWE zq3|e0g3#auMtGC+X&QZVl0zw{eKYQAJd|-)W8;T%4iaP>f4-YC48(V?A_kg*K6w59 z`gPfuTnH90I%D!yW7qJTGCU&`Se3rVgeeoshs~7@JsbzmQRk3ART9T}cdQQC6_oJ> zZ}(BSOG-$+fRUVm!{weOfvVMr&;;@rgjz&CPOs>b9%Y1&gviJH4KSDCr9qJ`#JmB)5&O=u8$k{|v^6>2sw1Z-Q4siq3&}@yaTsO^@p1kU`67XZLkxg!>shG-SpXzE_M<2y}-mu|9JT(Y^B%rK0{bDc(YT{ zV(yHy{psf*=Oxs`j~@mnW*u}DIQ3JTdqAo`nBvNk1vQ?XnSB7-=E9`V!tGwoCFLXkq7Ibokq@N|5u z`MCwK&Gg#JP?2ARHjH2!bjc^oekuxSItxpB4merpa)%g;X++YWbs&Z?6A+j3GLW3AEjDxZ$GrpguQ?7m?cGD;H8yff{k{kjRYD@LRjR@ zZHUz0OeYt2@PXz#{_v2-|y zZl6S=P~KwO4$Ad$%UGs-!Kt=Yg_=A;pa#j*isPe4>Ig;e87tkZ2!D)QW(0lq$wZs7 z^&<)`J}HK_HE|6t$@$2qtcgK$K?LX0Bpi<&_x?Di)Igy%(C$d3-I1Q_(lSHDfDC6> z_uaW$f_I_Xc&avwq6E|^qpABzyNwl@*sr7Yp)bpWPLVJ!W7G1DMT={gC!jeM+UUgO zd$p+0$gU=-t$hIT%)?PJ5vY#!YNJV_(mYcR9B?RO_W?uK+gz0+Z_VwzAtKy|^(@|g z#*E#RVcF*vgNspf%{i8wfg#QTriQK!CaG>U7f6bVv=!D`7|b7krTt6JT~PHXpCb@} zEmEZ@eC-ANk2nu9qlE;RjG(AwCa)WL<5KseUM~08&;IP&8um0L-+I~rz~|DvAi)1p}@F<2~TyNo?-sykkL#uwf-50SORQ( zayE=$n--MJG9m3Am@^o3U?ne0Y;h4Md0sPn42$wOU?b@4-%q*wcyg&l@Q=m_cvKR) znq_5{(`t5oX*76tCaZJTla$?lR_yYGH1HCCw0fEp@_E&8HeKEgT{r%UUXsEQz^g6I zX|vGfN50x!&O{?TAHk(%b>(C_jP6mYN8)AM0E%i+!C6AMxv%@H(}y{9Z%W=_cz=Y; 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zL6v}{D^SuUaz2FlV7;rvG=M+wk9#p>#3Ry=t6V7=-cI;2~_V_Wx+5>#cR zz8P6>P++)DAX#UdeXwDO)4Ho+gW_zIc0V`**`$iIrZ%TIhJ1h*7we|Cc^IbK&*9?) zpJC$QtjAwoAFnAvk5N5YqLvxRW(z&yg6RT(jSJXJ^F*u9>d0?!w>bFi0bKPcQl^o$ zJYiwp&9m=u*EG3f9itQFjfI|-gg7OwxfE1tPhYo9Zl_j?wC5c}J0d9F24(ytgG@F5 zq;EWBJIh(>I4*>CcT1qitl^aI;PUhpuyXV9z1XNIbRg4t!-ZvHI!XkkL+Bd6U&h~D zYUsJ{l#MUt0N%}A7ku@6l<$bU=R5 zU3d@=&|uo~Kmy|5x5t4Zz-6aE=k97eNXC-~uK#9=rGs(;ydjz)Ih4xe4?<-6fu^P- z68JQ>9C@bM_Fxx#9~Xo@C)ktr)d}5v;hU4Gik|$`PL_AeYJMY|NaLWrJ1{Q7v zB3s1@6_b+G?$z|FE{&SPK?<6)jf`@ejvmKYrktQRHw$2hY@t-Hpt2P@6vb_ImIJ-q Ztu|YGs#;i4x#AEgs-5 +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodRSI =37; // RSI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=123300; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod, 0, MODE_SMA, PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeCloseAvg(2)) && // up trend + (MathMin(Open(1), Close(1))> (High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)>Close(2)) && (Open(1)>Open(2))) // body gap + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nHanging Man detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Hammer + if((MidPoint(1)(High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| RSI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double RSI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/HangingMan Hammer Stoch.ex5 b/BKPS/14031206/Experts/Free Robots/HangingMan Hammer Stoch.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..f799ec8e2809d7399b5c92409c12cc6b3653d625 GIT binary patch literal 43566 zcmdSAV~j3N@Gkg{ea4*xBm0LjsFMj 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// signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpStochK =47; // period %K +input int InpStochD =9; // period %D +input int InpStochSlow =13; // smoothing period %K +input ENUM_STO_PRICE InpStochApplied=STO_LOWHIGH; // calculation type +input ENUM_MA_METHOD InpStochMA =MODE_SMA; // smoothing type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=124400; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iStochastic(_Symbol, _Period, InpStochK, InpStochD, InpStochSlow, InpStochMA, InpStochApplied); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating iStochastic indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod,0, MODE_SMA,PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } +//--- + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeCloseAvg(2)) && // up trend + (MathMin(Open(1), Close(1))> (High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)>Close(2)) && (Open(1)>Open(2))) // body gap + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nHanging Man detected"; + ExtDirection="Sell"; + return(true); + } + + +//--- check Hammer + if((MidPoint(1)(High(1)-(High(1)-Low(1))/3.0)) && // body in upper 1/3 + (Close(1)70)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal>70"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((StochSignal(1)<80) && (StochSignal(2)>80))|| // 80 crossed downwards + ((StochSignal(1)<20) && (StochSignal(2)>20))) // 20 crossed downwards + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if((((StochSignal(1)>20) && (StochSignal(2)<20)) || // 20 crossed upwards + ((StochSignal(1)>80) && (StochSignal(2)<80)))) // 80 crossed upwards + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Stochastic indicator value at the specified bar | +//+------------------------------------------------------------------+ +double StochSignal(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, SIGNAL_LINE, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the iStochastic indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/MorningEvening StarDoji CCI.ex5 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Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpPeriodCCI =37; // CCI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration =10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage =10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=130100; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iCCI(_Symbol, _Period, InpPeriodCCI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Open(1)AvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Close(1)AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(2)) && // upward price gap on the last candlestick + (Close(1)>Close(2))) // last candlestick close higher than second candlestick close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Doji detected"; + ExtDirection="Buy"; + return(true); + } + +//--- check Morning Star + if((Open(3)-Close(3)>AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))MidOpenClose(3))) // last candlestick close is lower than the middle of the first (bearish) one + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Star detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=CCI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<-50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI<-50"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI>50"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((CCI(1)<80) && (CCI(2)>80)) || ((CCI(1)<-80) && (CCI(2)>-80))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((CCI(1)>-80) && (CCI(2)<-80)) || ((CCI(1)>80) && (CCI(2)<80))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| CCI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double CCI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the CCI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/MorningEvening StarDoji MFI.ex5 b/BKPS/14031206/Experts/Free 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zm@P=zcW-~%HGvv7Dd09_lds-%8uYq46xK;7nvvZZFFWZJ*1j4Tn2fp_Gp-r@=P~Yo#CgO%7h=U0Y0#$EyJS0H9rE6Ji+X(naM2 z;?K4Z?p}*wA(hAhbcP-%<;}?!sGhGoy&0!+7weQkn)J;EwfeU9h^pyE<(1||)MDd&8F=78C_YfMmJ0xmXn)%SisKm1zk?A}$N1s2op-`wgY9Y*bL4FTKF^MM(WZqZ5^9 zt7`%9pl8@vCghB^kC&vnDvRy(!048g-KA!cx*BEoDB3Men|nPzXlucJiC(m+sOY~O z-BN@7-JTE1cy>hf6GES6`mR%VzoyZaCF{B03X;7|Pp47{_XftZ&crhN!Q;HZ;S~$g zo3-@bPaU2}1- +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpPeriodMFI =37; // MFI period +input ENUM_APPLIED_VOLUME InpVolume=VOLUME_TICK; // volume type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=130200; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iMFI(_Symbol, _Period, InpPeriodMFI, InpVolume); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating MFI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Open(1)AvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Close(1)AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(2)) && // upward price gap on the last candlestick + (Close(1)>Close(2))) // last candlestick close higher than second candlestick close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Doji detected"; + ExtDirection="Buy"; + return(true); + } + +//--- check Morning Star + if((Open(3)-Close(3)>AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))MidOpenClose(3))) // last candlestick close is lower than the middle of the first (bearish) one + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Star detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=MFI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<40)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI<40"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((MFI(1)<70) && (MFI(2)>70)) || ((MFI(1)<30) && (MFI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((MFI(1)>30) && (MFI(2)<30)) || ((MFI(1)>70) && (MFI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| MFI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double MFI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the MFI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/MorningEvening StarDoji RSI.ex5 b/BKPS/14031206/Experts/Free 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// period for calculating average candlestick size +input int InpPeriodRSI =37; // RSI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=130300; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Open(1)AvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Close(1)AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(2)) && // upward price gap on the last candlestick + (Close(1)>Close(2))) // last candlestick close higher than second candlestick close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Doji detected"; + ExtDirection="Buy"; + return(true); + } + +//--- check Morning Star + if((Open(3)-Close(3)>AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))MidOpenClose(3))) // last candlestick close is lower than the middle of the first (bearish) one + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Star detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=RSI(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<40)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI<40"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| RSI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double RSI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/MorningEvening StarDoji Stoch.ex5 b/BKPS/14031206/Experts/Free 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znW%yw{#iEtO=HsM&{fy<^dbL|WOr!pkldJHgmVMCWW`PHGL(`m)%s;rA1w^jC{gB( zVP*YsQ-{u-Rf=NcMNK@0nME3x&jE)I05t&lJ&?e5kZi8>vMvAp=Zbtv|0~TY6RUE4 zgaQuswvUV+`a7YEC^R47<3Gjn*tIcat3N z)tj#b0E6wv-2a^-ZzfYQx3fF)?h1+eU;YSsxh~-khk@*4c!gm>jIL`go$DU@mgz#x z`O0~xovtV;ahW_#elc`hTSy*iC%Y2K@S|zgWR4({mV5w~Y_3nSWZccNc!g6`A$ktl zqEoRr@X6qt#mxGMXNyL_vegX4a4?EpCBfEm)Nq?TS k@vI4U{NX%CpyKrAeN6eO-CuxY?B_S-GE}3xL?L2+gLpddIRF3v literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Experts/Free Robots/MorningEvening StarDoji Stoch.mq5 b/BKPS/14031206/Experts/Free Robots/MorningEvening StarDoji Stoch.mq5 new file mode 100644 index 0000000..8a58965 --- /dev/null +++ b/BKPS/14031206/Experts/Free Robots/MorningEvening StarDoji Stoch.mq5 @@ -0,0 +1,691 @@ +//+------------------------------------------------------------------+ +//| MorningEvening StarDoji Stoch.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpStochK =47; // period %K +input int InpStochD =9; // period %D +input int InpStochSlow =13; // smoothing period %K +input ENUM_STO_PRICE InpStochApplied =STO_LOWHIGH; // calculation type +input ENUM_MA_METHOD InpStochMA =MODE_SMA; // smoothing type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=130400; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iStochastic(_Symbol, _Period, InpStochK, InpStochD, InpStochSlow, InpStochMA, InpStochApplied); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating iStochastic indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Open(1)AvgBody(1)) && // bullish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(3)) && // second candlestick close is higher than first candlestick close + (Open(2)>Open(3)) && // second candlestick open is higher than first candlestick open + (Close(1)AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))Close(2)) && // upward price gap on the last candlestick + (Close(1)>Close(2))) // last candlestick close higher than second candlestick close + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Doji detected"; + ExtDirection="Buy"; + return(true); + } + +//--- check Morning Star + if((Open(3)-Close(3)>AvgBody(1)) && // bearish candlestick, its body is larger than average + (MathAbs(Close(2)-Open(2))MidOpenClose(3))) // last candlestick close is lower than the middle of the first (bearish) one + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\nMorning Star detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=StochSignal(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<30)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal<30"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>70)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal>70"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((StochSignal(1)<80) && (StochSignal(2)>80))|| // 80 crossed downwards + ((StochSignal(1)<20) && (StochSignal(2)>20))) // 20 crossed downwards + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if((((StochSignal(1)>20) && (StochSignal(2)<20)) || // 20 crossed upwards + ((StochSignal(1)>80) && (StochSignal(2)<80)))) // 80 crossed upwards + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Stochastic indicator value at the specified bar | +//+------------------------------------------------------------------+ +double StochSignal(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, SIGNAL_LINE, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the iStochastic indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/x-saherelm.x-121.smc.ea.ex5 b/BKPS/14031206/Experts/x-saherelm.x-121.smc.ea.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..ec81bd5cfdcc2d09ed3498c4b9cb0c1ebfda38cd GIT binary patch literal 1521716 zcmdSAQ;aZ7&@MQ(ZQHhO+cw{^ZQHhO+qP}nGyDC!n@!GMocmLabfG(WsxBIp7S&({ zas+@t761VN1o*EWg8=+5bYLU-G-T%yLi-f1Rwl%T@xLhlV`d5d|C0ZQ2mF86fj|ZT z@Pq&W5Lm{i5CHmLZST-#894}eFuoARrLGigK*rrkWhPMb&|(d3fNZontrW!%X=dZQ z&HrbXFn~RP1Aqs>KLASra{vnfX8-~KCIE*28Z!XRe`93;!~dkF|LH{mYyfQklSl%n z{MQTrC$sy{`hPV4C)58RcK*);P5@j0^#2v7{|~R}|BaXKKfnB+jqraT9Yz4U|Dw(C zzc>2dXy-}3xs9DNIOfnseB6PiDgXKO`$>^n3HCH06wa3zo3dPFpSrI=hGr{fpc*w6 zvfw2FnOjTsv06Cd7u>EtZtjQ=#ujl;>OTFMfKL!d&$ACm8xB`0eOck0@%O)Z?OG%U# z#WzOMwi!ZO)1q=#Kw*`g6D0;@Lb|pUl_973)g#pwl9Xa3#Gj>2|48DIWYH^7lOeiA33 z!K-^SGiY}swig*()__$7kZmg!$I?P6xW>m4Re?LXK=dv;;UXe>dMyUL6HuP3dzYWX 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// + if (!result) + { + // + // Since here Logger not Initiallized, we Use Raw Print Command ... + Print(ShortName + " Errors: \n", errMessage); + } + + // + return result; +} + +/** + * Initialize Timer ... + * + * @return ( bool ) + */ +bool InitTimer() +{ + // + bool result = false; + + // + // TODO: Initialize Timer if necessary ... + // result = EventSetTimer(1); + // result = EventSetMillisecondTimer(100); + result = true; + + // + return result; +} + +/** + * Destroy Timer ... + */ +void DestroyTimer() +{ + // + // TODO: Use This ... + // EventKillTimer(); +} + +// diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..68eeb0333f834c740eb5859226b9cd17b1d23c4f GIT binary patch literal 7272 zcmdT{MO+--t{&Xool=~^io3($GPo29#ob+tySG?zcONKPw79!lp|};9p}hX@dv|vi zcl(lGPENj@v-py1BB#%X;0iz`03ZVXB?tfK|2F~v#^Ob)5|MY{C~Rt@P!`rA{*C{) 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zYEZetiPk#97p3!~uxz(f13WjFG{!3h#zr&gHzZcZWGsMT>g+SN#Y)I;iEdAy^bZi! ztuA!44Ir|IV+)k(LFcd(InhV3OY-@6J)(F!qmN`BS^rX)K4v=DdS~p*_2}3K4IgNj zp^9-(_wfV%(ocq|3BhPx68p3WFB#L5g8*}-D%@MWJ3MY2^gGmu-Zh<#W;};JWwSc+IGn@`THtII1CVZ2j zfr;o-(t;@oM?~{Fw<4cG=8v=8kYd~SX)lC#Zs5&hH(G|0{uUJ$4NGQbi%N#-=z(Wk zo6@W5ow|{R>vbmn*jKAYM;`l{OW~lpEv^rlZw8+)umZSyeVGcQr*6z6Sc5-rgT4kj z?i*Ut-HcPI!nx`{&?Jp=>4?D>Y9a>F_HH_|Xw51U9-|D9ww~|~JoRT6ijilLQCg9k ze3XK@PZQT8Wz`mXNw6}z5~(FK;RLf_&;AkcDD{0ugqyQn$?8zwgk&9TLtPj_Q6DJ= zCjNmgI`^PwPZVdr_~lQBy6`2sJ$EKQ0M4&~2R}k`}UNOh`bSKZfuLGF~p-|h)Wo<&H%7EADuOJ2$mMNEdz6NU#0 zezyIL`{h`Ssvkd!zbyNGw`bE9<{v!W;FgGSv;Ltxe<_5sOtl``upa$6^$Y%T%Eb|u za~QeY@-dKC&(hPF!>Ussp)4N~y2huLT+Q{A;g2Ez!;lLsWeZP}w}s^oe~BUhvitaa z=y~nU$eqT0y?pljtySUC&%J8n1A5t=7tgqrNd7CGxCe|u;hc3q@2foY^GwZk#t>Wg z9(lkUjPoq67GwK>`QmKS&%%^7swAW-_*DX>eIQU}&965^V+w#B)qO{0kwk8^% zpprYixyrk4fyPdD0!FpxEMrs~CYYv{%i>P4y zhSY=6Cz`9s6|DQ^SB~0eloWmH*Fm8?k#p&dpXGEpRIw&rw(f^WLw(}@j5V00>kd4BWhO?zyV zWj;F{{hG$Aut`D!ALel*BuJf}Kne0K z1zwZKQPcB`%=ri|>DV7YAlFPD@)c(F@c#UJ1)1l@*vN~gpUf8@8zeGUJFN7nlmd{) zO?U0rPGY?tx8PAW6t*5ttxA=LN}dj?QNO9oED2mX>4Z~!lrLfgciyan!mH_B<_?NK zocJyA@9Na|ZSZT}4)MCJQoH>fx;Uh97uU91Vo!8MPwE}{cKZXbRk-94=^luyxS81C zHPHjw_*x&=AD3#%Emu5*Qm-#+Z^`XjH526C+Yal;#}Nqb?tOF!@q(ni9?~`0T#qrSuXOqc6- z;0O6-h?{ym$?of^2vT$MH4I6fj&oq>77t@%Si*lOvFXaI8P-#bo7Xi+)j~=lvygL+$g#H9L9aJQ~VMb)xzYLB;_>@waxy(VKALN-2Zvc0Jk%G>uQG2#<>jd-l7Sgxbh*? zYTxeEmH*gZ3mgM`bfnMLGIj$fpVG`xGjwW^TMc`AEUvSfXvL9Kfrxk~hER;!gyzr_ zzeJp2e%kxRZ#3-L8ees|s*)-nYqRn?pELe4Ra`wwMZqGJ1KAn#G4+`!G>dB^-W}E9 z!Q=rrV+JopZI;WsO+aMml~wC1IF%%v9>D^eJd9BXJy zY@|P)=0^Ja)cBZVddj;;oNr7|1+4YEl!=HAyfT~Wdj)jLg|k~|zb$*uL%5TD&E!#j z6)wOCm{Dk@9C8ExK8x)lSJcRyV@@a>F%2hW*(#m^3b6#2f6H`83M>^jLQth<4z#!< znDM~^IoJd&SxL2cNi6Gc1X&@Vf^cdAxbw5@^p?DA(AQs@qk|U|8=&oht-pPW7co7{ ziw{0kc^h?c$45`HfakfktCX_e&ax5kgmevx RSI ..." + separator + + "-----------------------" + separator + + ToString("isRsiOverBought", isRsiOverBought, ignoreFalseConditions, separator) + + ToString("isRsiCrossedOverOverBought", isRsiCrossedOverOverBought, ignoreFalseConditions, separator) + + ToString("isRsiCrossedUnderOverBought", isRsiCrossedUnderOverBought, ignoreFalseConditions, separator) + + ToString("isRsiOverSold", isRsiOverSold, ignoreFalseConditions, separator) + + ToString("isRsiCrossedUnderOverSold", isRsiCrossedUnderOverSold, ignoreFalseConditions, separator) + + ToString("isRsiCrossedOverOverSold", isRsiCrossedOverOverSold, ignoreFalseConditions, separator) + + // + "-----------------------" + separator + + "ATR ..." + separator + + "-----------------------" + separator + + ToString("isClosedOverAtrUpper", isClosedOverAtrUpper, ignoreFalseConditions, separator) + + ToString("isClosedOverAtrLower", isClosedOverAtrLower, ignoreFalseConditions, separator) + + ToString("isClosedUnderAtrUpper", isClosedUnderAtrUpper, ignoreFalseConditions, separator) + + ToString("isClosedUnderAtrLower", isClosedUnderAtrLower, ignoreFalseConditions, separator) + + ToString("isRejectedUpAtrUpper", isRejectedUpAtrUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDownAtrUpper", isRejectedDownAtrUpper, ignoreFalseConditions, separator) + + ToString("isRejectedUpAtrLower", isRejectedUpAtrLower, ignoreFalseConditions, separator) + + ToString("isRejectedDownAtrLower", isRejectedDownAtrLower, ignoreFalseConditions, separator) + + ToString("isBreakedUpAtrUpper", isBreakedUpAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDownAtrUpper", isBreakedDownAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedUpAtrLower", isBreakedUpAtrLower, ignoreFalseConditions, separator) + + // + "-----------------------" + separator + + "DON ..." + separator + + "-----------------------" + separator + + ToString("isBreakedDownAtrLower", isBreakedDownAtrLower, ignoreFalseConditions, separator) + + ToString("isRejectedDonOpenUpper", isRejectedDonOpenUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDonHighUpper", isRejectedDonHighUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDonLowUpper", isRejectedDonLowUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDonCloseUpper", isRejectedDonCloseUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDonOpenLower", isRejectedDonOpenLower, ignoreFalseConditions, separator) + + ToString("isRejectedDonHighLower", isRejectedDonHighLower, ignoreFalseConditions, separator) + + ToString("isRejectedDonLowLower", isRejectedDonLowLower, ignoreFalseConditions, separator) + + ToString("isRejectedDonCloseLower", isRejectedDonCloseLower, ignoreFalseConditions, separator) + + ToString("isBreakedDonOpenUpper", isBreakedDonOpenUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDonHighUpper", isBreakedDonHighUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDonLowUpper", isBreakedDonLowUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDonCloseUpper", isBreakedDonCloseUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDonOpenLower", isBreakedDonOpenLower, ignoreFalseConditions, separator) + + ToString("isBreakedDonHighLower", isBreakedDonHighLower, ignoreFalseConditions, separator) + + ToString("isBreakedDonLowLower", isBreakedDonLowLower, ignoreFalseConditions, separator) + + ToString("isBreakedDonCloseLower", isBreakedDonCloseLower, ignoreFalseConditions, separator) + + // + "-----------------------" + separator + + "VWAP ..." + separator + + "-----------------------" + separator + + ToString("isVWapFastBullish", isVWapFastBullish, ignoreFalseConditions, separator) + + ToString("isVWapFastBearish", isVWapFastBearish, ignoreFalseConditions, separator) + + ToString("isVWapFastNeutural", isVWapFastNeutural, ignoreFalseConditions, separator) + + ToString("isVWapMidBullish", isVWapMidBullish, ignoreFalseConditions, separator) + + ToString("isVWapMidBearish", isVWapMidBearish, ignoreFalseConditions, separator) + + ToString("isVWapMidNeutural", isVWapMidNeutural, ignoreFalseConditions, separator) + + ToString("isVWapSlowBullish", isVWapSlowBullish, ignoreFalseConditions, separator) + + ToString("isVWapSlowBearish", isVWapSlowBearish, ignoreFalseConditions, separator) + + ToString("isVWapSlowNeutural", isVWapSlowNeutural, ignoreFalseConditions, separator) + + ToString("isVWapFastOverMid", isVWapFastOverMid, ignoreFalseConditions, separator) + + ToString("isVWapMidOverSlow", isVWapMidOverSlow, ignoreFalseConditions, separator) + + ToString("isVWapFastUnderMid", isVWapFastUnderMid, ignoreFalseConditions, separator) + + ToString("isVWapMidUnderSlow", isVWapMidUnderSlow, ignoreFalseConditions, separator) + + ToString("isVWapBullishState", isVWapBullishState, ignoreFalseConditions, separator) + + ToString("isVWapBearishState", isVWapBearishState, ignoreFalseConditions, separator) + + ToString("isVWapNeuturalState", isVWapNeuturalState, ignoreFalseConditions, separator) + + ToString("isVWapBullishOrdered", isVWapBullishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapBearishOrdered", isVWapBearishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBullishOrdered", isVWapSwitchedToBullishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBearishOrdered", isVWapSwitchedToBearishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBullishState", isVWapSwitchedToBullishState, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBearishState", isVWapSwitchedToBearishState, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToNeuturalState", isVWapSwitchedToNeuturalState, ignoreFalseConditions, separator) + + // + "-----------------------" + separator + + "CHE ..." + separator + + "-----------------------" + separator + + ToString("isChe1Bullish", isChe1Bullish, ignoreFalseConditions, separator) + + ToString("isChe1Bearish", isChe1Bearish, ignoreFalseConditions, separator) + + ToString("isChe1SwitchedToBullish", isChe1SwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isChe1SwitchedToBearish", isChe1SwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isChe2Bullish", isChe2Bullish, ignoreFalseConditions, separator) + + ToString("isChe2Bearish", isChe2Bearish, ignoreFalseConditions, separator) + + ToString("isChe2SwitchedToBullish", isChe2SwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isChe2SwitchedToBearish", isChe2SwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isCheBullish", isCheBullish, ignoreFalseConditions, separator) + + ToString("isCheBearish", isCheBearish, ignoreFalseConditions, separator) + + ToString("isCheSwitchedToBullish", isCheSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isCheSwitchedToBearish", isCheSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isClosedOverCheMin", isClosedOverCheMin, ignoreFalseConditions, separator) + + ToString("isClosedOverCheMax", isClosedOverCheMax, ignoreFalseConditions, separator) + + ToString("isClosedUnderCheMin", isClosedUnderCheMin, ignoreFalseConditions, separator) + + ToString("isClosedUnderCheMax", isClosedUnderCheMax, ignoreFalseConditions, separator) + + // + "-----------------------" + separator + + "HK ..." + separator + + "-----------------------" + separator + + ToString("isSMHKBullish", isSMHKBullish, ignoreFalseConditions, separator) + + ToString("isRawHKBullish", isRawHKBullish, ignoreFalseConditions, separator) + + ToString("isSMHKBearish", isSMHKBearish, ignoreFalseConditions, separator) + + ToString("isRawHKBearish", isRawHKBearish, ignoreFalseConditions, separator) + + ToString("isBreakedUpSMHK", isBreakedUpSMHK, ignoreFalseConditions, separator) + + ToString("isBreakedUpRawHK", isBreakedUpRawHK, ignoreFalseConditions, separator) + + ToString("isRejectedUpSMHK", isRejectedUpSMHK, ignoreFalseConditions, separator) + + ToString("isClosedOverSMHK", isClosedOverSMHK, ignoreFalseConditions, separator) + + ToString("isRejectedUpRawHK", isRejectedUpRawHK, ignoreFalseConditions, separator) + + ToString("isBreakedDownSMHK", isBreakedDownSMHK, ignoreFalseConditions, separator) + + ToString("isClosedUnderSMHK", isClosedUnderSMHK, ignoreFalseConditions, separator) + + ToString("isClosedOverRawHK", isClosedOverRawHK, ignoreFalseConditions, separator) + + ToString("isClosedUnderRawHK", isClosedUnderRawHK, ignoreFalseConditions, separator) + + ToString("isBreakedDownRawHK", isBreakedDownRawHK, ignoreFalseConditions, separator) + + ToString("isRejectedDownSMHK", isRejectedDownSMHK, ignoreFalseConditions, separator) + + ToString("isRejectedDownRawHK", isRejectedDownRawHK, ignoreFalseConditions, separator) + + ToString("isRawHKBreakedUpSMHK", isRawHKBreakedUpSMHK, ignoreFalseConditions, separator) + + ToString("isRawHKClosedOverSMHK", isRawHKClosedOverSMHK, ignoreFalseConditions, separator) + + ToString("isSMHKSwitchedToBearish", isSMHKSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isRawHKSwitchedToBearish", isRawHKSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isRawHKClosedUnderSMHK", isRawHKClosedUnderSMHK, ignoreFalseConditions, separator) + + ToString("isRawHKBreakedDownSMHK", isRawHKBreakedDownSMHK, ignoreFalseConditions, separator) + + ToString("isSMHKSwitchedToBullish", isSMHKSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isRawHKSwitchedToBullish", isRawHKSwitchedToBullish, ignoreFalseConditions, separator) + + // + "-----------------------" + separator + + "Slopes ..." + separator + + "-----------------------" + separator + + ToString("isRsiSlopeBullish", isRsiSlopeBullish, ignoreFalseConditions, separator) + + ToString("isStrSlopeBullish", isStrSlopeBullish, ignoreFalseConditions, separator) + + ToString("isAtrUpperSlopeBullish", isAtrUpperSlopeBullish, ignoreFalseConditions, separator) + + ToString("isAtrLowerSlopeBullish", isAtrLowerSlopeBullish, ignoreFalseConditions, separator) + + ToString("isVwapFastSlopeBullish", isVwapFastSlopeBullish, ignoreFalseConditions, separator) + + ToString("isVwapMidSlopeBullish", isVwapMidSlopeBullish, ignoreFalseConditions, separator) + + ToString("isVwapSlowSlopeBullish", isVwapSlowSlopeBullish, ignoreFalseConditions, separator) + + ToString("isRsiSlopeBearish", isRsiSlopeBearish, ignoreFalseConditions, separator) + + ToString("isStrSlopeBearish", isStrSlopeBearish, ignoreFalseConditions, separator) + + ToString("isAtrUpperSlopeBearish", isAtrUpperSlopeBearish, ignoreFalseConditions, separator) + + ToString("isAtrLowerSlopeBearish", isAtrLowerSlopeBearish, ignoreFalseConditions, separator) + + ToString("isVwapFastSlopeBearish", isVwapFastSlopeBearish, ignoreFalseConditions, separator) + + ToString("isVwapMidSlopeBearish", isVwapMidSlopeBearish, ignoreFalseConditions, separator) + + ToString("isVwapSlowSlopeBearish", isVwapSlowSlopeBearish, ignoreFalseConditions, separator) + + // + "-----------------------" + separator + + "Coplex ..." + separator + + "-----------------------" + separator + + ToString("isSarIncreased", isSarIncreased, ignoreFalseConditions, separator) + + ToString("isSarDecreased", isSarDecreased, ignoreFalseConditions, separator) + + ToString("isSarEqualsToPeak", isSarEqualsToPeak, ignoreFalseConditions, separator) + + + ToString("isStrEqualsToPeak", isStrEqualsToPeak, ignoreFalseConditions, separator) + + ToString("isStrEqualsToVale", isStrEqualsToVale, ignoreFalseConditions, separator) + + ToString("isPeakOverAtrUpper", isPeakOverAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevSar", isBreakedUpPrevSar, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevStr", isBreakedUpPrevStr, ignoreFalseConditions, separator) + + ToString("isVWapMinBreakedUp", isVWapMinBreakedUp, ignoreFalseConditions, separator) + + ToString("isVWapMaxBreakedUp", isVWapMaxBreakedUp, ignoreFalseConditions, separator) + + ToString("isStrUpperOverPeak", isStrUpperOverPeak, ignoreFalseConditions, separator) + + ToString("isStrLowerOverVale", isStrLowerOverVale, ignoreFalseConditions, separator) + + ToString("isAtrUpperOverPeak", isAtrUpperOverPeak, ignoreFalseConditions, separator) + + ToString("isAtrLowerUnderVale", isAtrLowerUnderVale, ignoreFalseConditions, separator) + + ToString("isClosedOverVWapMin", isClosedOverVWapMin, ignoreFalseConditions, separator) + + ToString("isClosedOverVWapMax", isClosedOverVWapMax, ignoreFalseConditions, separator) + + ToString("isStrUpperUnderPeak", isStrUpperUnderPeak, ignoreFalseConditions, separator) + + ToString("isValeUnderAtrLower", isValeUnderAtrLower, ignoreFalseConditions, separator) + + ToString("isStrLowerUnderVale", isStrLowerUnderVale, ignoreFalseConditions, separator) + + ToString("isVWapMinBreakedDown", isVWapMinBreakedDown, ignoreFalseConditions, separator) + + ToString("isVWapMaxBreakedDown", isVWapMaxBreakedDown, ignoreFalseConditions, separator) + + ToString("isClosedUnderVWapMin", isClosedUnderVWapMin, ignoreFalseConditions, separator) + + ToString("isClosedUnderVWapMax", isClosedUnderVWapMax, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevSar", isBreakedDownPrevSar, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevStr", isBreakedDownPrevStr, ignoreFalseConditions, separator) + + ToString("isSarCrossedOverVale", isSarCrossedOverVale, ignoreFalseConditions, separator) + + ToString("isStrCrossedOverVale", isStrCrossedOverVale, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevCheLE1", isBreakedUpPrevCheLE1, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevCheLE2", isBreakedUpPrevCheLE2, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevCheSE1", isBreakedUpPrevCheSE1, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevCheSE2", isBreakedUpPrevCheSE2, ignoreFalseConditions, separator) + + ToString("isSarCrossedUnderPeak", isSarCrossedUnderPeak, ignoreFalseConditions, separator) + + ToString("isStrCrossedUnderPeak", isStrCrossedUnderPeak, ignoreFalseConditions, separator) + + ToString("isNewPeakOverAtrUpper", isNewPeakOverAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevCheMin", isBreakedUpPrevCheMin, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevCheMax", isBreakedUpPrevCheMax, ignoreFalseConditions, separator) + + ToString("isNewValeUnderAtrLower", isNewValeUnderAtrLower, ignoreFalseConditions, separator) + + ToString("isStrUpperOverAtrUpper", isStrUpperOverAtrUpper, ignoreFalseConditions, separator) + + ToString("isStrLowerOverAtrLower", isStrLowerOverAtrLower, ignoreFalseConditions, separator) + + ToString("isAtrUpperEqualsToPeak", isAtrUpperEqualsToPeak, ignoreFalseConditions, separator) + + ToString("isAtrLowerEqualsToVale", isAtrLowerEqualsToVale, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevCheMin", isBreakedDownPrevCheMin, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevCheMax", isBreakedDownPrevCheMax, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevCheLE1", isBreakedDownPrevCheLE1, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevCheLE2", isBreakedDownPrevCheLE2, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevCheSE1", isBreakedDownPrevCheSE1, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevCheSE2", isBreakedDownPrevCheSE2, ignoreFalseConditions, separator) + + ToString("isAtrUpperCrossedUpPeak", isAtrUpperCrossedUpPeak, ignoreFalseConditions, separator) + + ToString("isAtrLowerCrossedUpVale", isAtrLowerCrossedUpVale, ignoreFalseConditions, separator) + + ToString("isStrUpperUnderAtrUpper", isStrUpperUnderAtrUpper, ignoreFalseConditions, separator) + + ToString("isStrLowerUnderAtrLower", isStrLowerUnderAtrLower, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevAtrUpper", isBreakedUpPrevAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevAtrLower", isBreakedUpPrevAtrLower, ignoreFalseConditions, separator) + + ToString("isVWapFastCrossedOverMid", isVWapFastCrossedOverMid, ignoreFalseConditions, separator) + + ToString("isRejectedUpPrevAtrUpper", isRejectedUpPrevAtrUpper, ignoreFalseConditions, separator) + + ToString("isRejectedUpPrevAtrLower", isRejectedUpPrevAtrLower, ignoreFalseConditions, separator) + + ToString("isAtrUpperCrossedDownPeak", isAtrUpperCrossedDownPeak, ignoreFalseConditions, separator) + + ToString("isAtrLowerCrossedDownVale", isAtrLowerCrossedDownVale, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevAtrUpper", isBreakedDownPrevAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevAtrLower", isBreakedDownPrevAtrLower, ignoreFalseConditions, separator) + + ToString("isVWapFastCrossedUnderMid", isVWapFastCrossedUnderMid, ignoreFalseConditions, separator) + + ToString("isVWapFastCrossedOverSlow", isVWapFastCrossedOverSlow, ignoreFalseConditions, separator) + + ToString("isStrUpperCrossedOverPeak", isStrUpperCrossedOverPeak, ignoreFalseConditions, separator) + + ToString("isStrLowerOverDonLowLower", isStrLowerOverDonLowLower, ignoreFalseConditions, separator) + + ToString("isStrLowerCrossedOverVale", isStrLowerCrossedOverVale, ignoreFalseConditions, separator) + + ToString("isDonLowLowerEqualsToVale", isDonLowLowerEqualsToVale, ignoreFalseConditions, separator) + + ToString("isRejectedDownPrevAtrUpper", isRejectedDownPrevAtrUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDownPrevAtrLower", isRejectedDownPrevAtrLower, ignoreFalseConditions, separator) + + ToString("isVWapFastCrossedUnderSlow", isVWapFastCrossedUnderSlow, ignoreFalseConditions, separator) + + ToString("isStrUpperCrossedUnderPeak", isStrUpperCrossedUnderPeak, ignoreFalseConditions, separator) + + ToString("isStrLowerCrossedUnderVale", isStrLowerCrossedUnderVale, ignoreFalseConditions, separator) + + ToString("isDonHighUpperEqualsToPeak", isDonHighUpperEqualsToPeak, ignoreFalseConditions, separator) + + ToString("isStrUpperOverDonHighUpper", isStrUpperOverDonHighUpper, ignoreFalseConditions, separator) + + ToString("isStrLowerUnderDonLowLower", isStrLowerUnderDonLowLower, ignoreFalseConditions, separator) + + ToString("isStrUpperUnderDonHighUpper", isStrUpperUnderDonHighUpper, ignoreFalseConditions, separator) + + ToString("isStrUpperCrossedOverAtrUpper", isStrUpperCrossedOverAtrUpper, ignoreFalseConditions, separator) + + ToString("isStrLowerCrossedOverAtrLower", isStrLowerCrossedOverAtrLower, ignoreFalseConditions, separator) + + ToString("isStrUpperCrossedUnderAtrUpper", isStrUpperCrossedUnderAtrUpper, ignoreFalseConditions, separator) + + ToString("isStrLowerCrossedUnderAtrLower", isStrLowerCrossedUnderAtrLower, ignoreFalseConditions, separator) + + ToString("isStrLowerCrossedOverDonLowLower", isStrLowerCrossedOverDonLowLower, ignoreFalseConditions, separator) + + ToString("isStrUpperCrossedOverDonHighUpper", isStrUpperCrossedOverDonHighUpper, ignoreFalseConditions, separator) + + ToString("isStrLowerCrossedUnderDonLowLower", isStrLowerCrossedUnderDonLowLower, ignoreFalseConditions, separator) + + ToString("isStrUpperCrossedUnderDonHighUpper", isStrUpperCrossedUnderDonHighUpper, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Implementation ... +class XCX121Helper : public XCBase +{ + // + public: + // + + // + // Helpers ... + XCX121XPVHelper *xpvHelper; + XCX121XHKHelper *xhkHelper; + XCX121XATRHelper *xatrHelper; + XCX121XSTRHelper *xstrHelper; + XCX121XCHEHelper *xcheHelper; + XCX121XDONHelper *xdonHelper; + XCX121XVWAPHelper *xvwapHelper; + XCX121XTRENDHelper *xtrendHelper; + + // + // Constructors ... + XCX121Helper() + { + } + + // + // Deconstructor ... + ~XCX121Helper() + { + // + delete xpvHelper; + delete xhkHelper; + delete xatrHelper; + delete xstrHelper; + delete xcheHelper; + delete xdonHelper; + delete xvwapHelper; + delete xtrendHelper; + + // + ZeroMemory(xpvHelper); + ZeroMemory(xhkHelper); + ZeroMemory(xatrHelper); + ZeroMemory(xstrHelper); + ZeroMemory(xcheHelper); + ZeroMemory(xdonHelper); + ZeroMemory(xvwapHelper); + ZeroMemory(xtrendHelper); + } + + // + string GetSymbol() + { + return mSymbol; + } + + // + ENUM_TIMEFRAMES GetPeriod() + { + return mPeriod; + } + + // + // Tools ... + + /** + * Initialize Indicator Helper ... + * + * @param symbol: String, Symbol ... + * @param period: ENUM_TIMEFRAMES member, Period ... + * @param inputs: X121Inputs instance, Indicator Inputs ... + * + * @return ( bool ) + */ + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121Inputs &inputs // Inputs + ) + { + // + bool result = false; + + // + result = + IsValid(symbol) && + IsValid(period) && + inputs.IsValid(); + if (!result) + { + return result; + } + + // + mSymbol = symbol; + mPeriod = period; + + // + // Setting Inputs ... + + // + mInputs = inputs; + xpvInputs = inputs.xpvInputs; + xhkInputs = inputs.xhkInputs; + xatrInputs = inputs.xatrInputs; + xstrInputs = inputs.xstrInputs; + xcheInputs = inputs.xcheInputs; + xdonInputs = inputs.xdonInputs; + xvwapInputs = inputs.xvwapInputs; + xtrendInputs = inputs.xtrendInputs; + + // + // Initial Helpers ... + + // + // XPV ... + xpvHelper = new XCX121XPVHelper(); + result = xpvHelper.Init( + symbol, + period, + xpvInputs // + ); + if (!result) + { + return result; + } + + // + // XHK ... + xhkHelper = new XCX121XHKHelper(); + result = xhkHelper.Init( + symbol, + period, + xhkInputs // + ); + if (!result) + { + return result; + } + + // + // XATR ... + xatrHelper = new XCX121XATRHelper(); + result = xatrHelper.Init( + symbol, + period, + xatrInputs // + ); + if (!result) + { + return result; + } + + // + // XSTR ... + xstrHelper = new XCX121XSTRHelper(); + result = xstrHelper.Init( + symbol, + period, + xstrInputs // + ); + if (!result) + { + return result; + } + + // + // XCHE ... + xcheHelper = new XCX121XCHEHelper(); + result = xcheHelper.Init( + symbol, + period, + xcheInputs // + ); + if (!result) + { + return result; + } + + // + // XDON ... + xdonHelper = new XCX121XDONHelper(); + result = xdonHelper.Init( + symbol, + period, + xdonInputs // + ); + if (!result) + { + return result; + } + + // + // XVWAP ... + xvwapHelper = new XCX121XVWAPHelper(); + result = xvwapHelper.Init( + symbol, + period, + xvwapInputs // + ); + if (!result) + { + return result; + } + + // + // XTREND ... + xtrendHelper = new XCX121XTRENDHelper(); + result = xtrendHelper.Init( + symbol, + period, + xtrendInputs // + ); + if (!result) + { + return result; + } + + // + if (inputs.showRSI) + { + // + mRSIHandler = iRSI( + symbol, + period, + xatrInputs.rsiLength, + xatrInputs.rsiAppliedTo // + ); + + // + result = mRSIHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + } + + // + return result; + } + + // + // Conditions Readers ... + + // + // XPV ... + bool GetPVConditions( + X121XPVConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xpvHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + // XHK ... + bool GetHKConditions( + X121XHKConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xhkHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + // XATR ... + bool GetATRConditions( + X121XATRConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xatrHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + // XSTR ... + bool GetSTRConditions( + X121XSTRConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xstrHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + // XCHE ... + bool GetCHEConditions( + X121XCHEConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xcheHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + // XDON ... + bool GetDONConditions( + X121XDONConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xdonHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + // XVWAP ... + bool GetVWAPConditions( + X121XVWAPConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xvwapHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + // XTREND ... + bool GetTrendConditions( + X121XTRENDConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = false; + + // + result = xtrendHelper.GetConditions( + conditions, + barIndex, + loopback // + ); + + // + return result; + } + + // + void Free() + { + // + xpvHelper.Free(); + xhkHelper.Free(); + xatrHelper.Free(); + xstrHelper.Free(); + xcheHelper.Free(); + xdonHelper.Free(); + xvwapHelper.Free(); + xtrendHelper.Free(); + } + + // + bool GetConditions( + X121Conditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // XPV ... + X121XPVConditions xpvConditions; + result = GetPVConditions( + xpvConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // XHK ... + X121XHKConditions xhkConditions; + result = GetHKConditions( + xhkConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // XATR ... + X121XATRConditions xatrConditions; + result = GetATRConditions( + xatrConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // XSTR ... + X121XSTRConditions xstrConditions; + result = GetSTRConditions( + xstrConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // XCHE ... + X121XCHEConditions xcheConditions; + result = GetCHEConditions( + xcheConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // XDON ... + X121XDONConditions xdonConditions; + result = GetDONConditions( + xdonConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // XVWAP ... + X121XVWAPConditions xvwapConditions; + result = GetVWAPConditions( + xvwapConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // XTREND ... + X121XTRENDConditions xtrendConditions; + result = GetTrendConditions( + xtrendConditions, + barIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // Fill Volume Buffer ... + for (int i = barIndex; i < barIndex + loopback; i++) + { + // + // Reading Bar Valuem ... + long iVol = iVolume( + mSymbol, + mPeriod, + i // + ); + + // + Add( + iVol, + conditions.volumeBuffer // + ); + } + + // + // Fill X121 Conditions Reference by Using + // Retrieved Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + // XPV ... + + // + // Buffers ... + + // + Copy( + xpvConditions.peaksBuffer, + conditions.peaksBuffer // + ); + + // + Copy( + xpvConditions.valesBuffer, + conditions.valesBuffer // + ); + + // + Copy( + xpvConditions.sarBuffer, + conditions.sarBuffer // + ); + + // + Copy( + xpvConditions.cHHBuffer, + conditions.cHHBuffer // + ); + + // + Copy( + xpvConditions.cLLBuffer, + conditions.cLLBuffer // + ); + + // + Copy( + xpvConditions.sHHBuffer, + conditions.sHHBuffer // + ); + + // + Copy( + xpvConditions.sLLBuffer, + conditions.sLLBuffer // + ); + + // + Copy( + xpvConditions.mHHBuffer, + conditions.mHHBuffer // + ); + + // + Copy( + xpvConditions.mLLBuffer, + conditions.mLLBuffer // + ); + + // + Copy( + xpvConditions.lHHBuffer, + conditions.lHHBuffer // + ); + + // + Copy( + xpvConditions.lLLBuffer, + conditions.lLLBuffer // + ); + + // + Copy( + xpvConditions.hHHBuffer, + conditions.hHHBuffer // + ); + + // + Copy( + xpvConditions.hLLBuffer, + conditions.hLLBuffer // + ); + + // + // Conditions ... + + // + conditions.isNewPeak = xpvConditions.isNewPeak; + conditions.isNewVale = xpvConditions.isNewVale; + conditions.isSarBullish = xpvConditions.isSarBullish; + conditions.isSarBearish = xpvConditions.isSarBearish; + conditions.isNewPeakOverLast = xpvConditions.isNewPeakOverLast; + conditions.isNewValeOverLast = xpvConditions.isNewValeOverLast; + conditions.isNewPeakUnderLast = xpvConditions.isNewPeakUnderLast; + conditions.isNewValeUnderLast = xpvConditions.isNewValeUnderLast; + conditions.isRejectedPrevVale = xpvConditions.isRejectedPrevVale; + conditions.isRejectedPrevPeak = xpvConditions.isRejectedPrevPeak; + conditions.isBreakedUpPrevPeak = xpvConditions.isBreakedUpPrevPeak; + conditions.isBreakedDownPrevVale = xpvConditions.isBreakedDownPrevVale; + conditions.isSarSwitchedToBullish = xpvConditions.isSarSwitchedToBullish; + conditions.isSarSwitchedToBearish = xpvConditions.isSarSwitchedToBearish; + + // + // XHK ... + + // + // Buffers ... + + // + Copy( + xhkConditions.xhkRawOpenBuffer, + conditions.xhkRawOpenBuffer // + ); + + // + Copy( + xhkConditions.xhkRawHighBuffer, + conditions.xhkRawHighBuffer // + ); + + // + Copy( + xhkConditions.xhkRawLowBuffer, + conditions.xhkRawLowBuffer // + ); + + // + Copy( + xhkConditions.xhkRawCloseBuffer, + conditions.xhkRawCloseBuffer // + ); + + // + Copy( + xhkConditions.xhkSMOpenBuffer, + conditions.xhkSMOpenBuffer // + ); + + // + Copy( + xhkConditions.xhkSMHighBuffer, + conditions.xhkSMHighBuffer // + ); + + // + Copy( + xhkConditions.xhkSMLowBuffer, + conditions.xhkSMLowBuffer // + ); + + // + Copy( + xhkConditions.xhkSMCloseBuffer, + conditions.xhkSMCloseBuffer // + ); + + // + // Conditions ... + conditions.isSMHKBullish = xhkConditions.isSMHKBullish; + conditions.isRawHKBullish = xhkConditions.isRawHKBullish; + conditions.isSMHKBearish = xhkConditions.isSMHKBearish; + conditions.isRawHKBearish = xhkConditions.isRawHKBearish; + conditions.isBreakedUpSMHK = xhkConditions.isBreakedUpSMHK; + conditions.isBreakedUpRawHK = xhkConditions.isBreakedUpRawHK; + conditions.isRejectedUpSMHK = xhkConditions.isRejectedUpSMHK; + conditions.isClosedOverSMHK = xhkConditions.isClosedOverSMHK; + conditions.isRejectedUpRawHK = xhkConditions.isRejectedUpRawHK; + conditions.isBreakedDownSMHK = xhkConditions.isBreakedDownSMHK; + conditions.isClosedUnderSMHK = xhkConditions.isClosedUnderSMHK; + conditions.isClosedOverRawHK = xhkConditions.isClosedOverRawHK; + conditions.isClosedUnderRawHK = xhkConditions.isClosedUnderRawHK; + conditions.isBreakedDownRawHK = xhkConditions.isBreakedDownRawHK; + conditions.isRejectedDownSMHK = xhkConditions.isRejectedDownSMHK; + conditions.isRejectedDownRawHK = xhkConditions.isRejectedDownRawHK; + conditions.isRawHKBreakedUpSMHK = xhkConditions.isRawHKBreakedUpSMHK; + conditions.isRawHKClosedOverSMHK = xhkConditions.isRawHKClosedOverSMHK; + conditions.isSMHKSwitchedToBearish = xhkConditions.isSMHKSwitchedToBearish; + conditions.isRawHKSwitchedToBearish = xhkConditions.isRawHKSwitchedToBearish; + conditions.isRawHKClosedUnderSMHK = xhkConditions.isRawHKClosedUnderSMHK; + conditions.isRawHKBreakedDownSMHK = xhkConditions.isRawHKBreakedDownSMHK; + conditions.isSMHKSwitchedToBullish = xhkConditions.isSMHKSwitchedToBullish; + conditions.isRawHKSwitchedToBullish = xhkConditions.isRawHKSwitchedToBullish; + + // + // XTREND ... + + // + // Buffers ... + + // + Copy( + xtrendConditions.upTrendBuffer, + conditions.upTrendBuffer // + ); + + // + Copy( + xtrendConditions.downTrendBuffer, + conditions.downTrendBuffer // + ); + + // + Copy( + xtrendConditions.maBuffer, + conditions.maBuffer // + ); + + // + Copy( + xtrendConditions.adxBuffer, + conditions.adxBuffer // + ); + + // + Copy( + xtrendConditions.adxPBuffer, + conditions.adxPBuffer // + ); + + // + Copy( + xtrendConditions.adxMBuffer, + conditions.adxMBuffer // + ); + + // + Copy( + xtrendConditions.upTBuffer, + conditions.upTBuffer // + ); + + // + Copy( + xtrendConditions.downTBuffer, + conditions.downTBuffer // + ); + + // + conditions.isTrendBullish = xtrendConditions.isTrendBullish; + conditions.isTrendBearish = xtrendConditions.isTrendBearish; + conditions.isTrendSwitchedToBullish = xtrendConditions.isTrendSwitchedToBullish; + conditions.isTrendSwitchedToBearish = xtrendConditions.isTrendSwitchedToBearish; + + // + // XATR ... + + // + // Buffers ... + + // + Copy( + xatrConditions.atrUpperBuffer, + conditions.atrUpperBuffer // + ); + + // + Copy( + xatrConditions.atrLowerBuffer, + conditions.atrLowerBuffer // + ); + + // + Copy( + xatrConditions.atrUpperRawBuffer, + conditions.atrUpperRawBuffer // + ); + + // + Copy( + xatrConditions.atrLowerRawBuffer, + conditions.atrLowerRawBuffer // + ); + + // + Copy( + xatrConditions.atrBuffer, + conditions.atrBuffer // + ); + + // + Copy( + xatrConditions.rsiBuffer, + conditions.rsiBuffer // + ); + + // + // Conditions ... + + // + conditions.isRsiOverSold = xatrConditions.isRsiOverSold; + conditions.isRsiOverBought = xatrConditions.isRsiOverBought; + conditions.isBreakedUpAtrUpper = xatrConditions.isBreakedUpAtrUpper; + conditions.isBreakedUpAtrLower = xatrConditions.isBreakedUpAtrLower; + conditions.isClosedOverAtrUpper = xatrConditions.isClosedOverAtrUpper; + conditions.isRejectedUpAtrUpper = xatrConditions.isRejectedUpAtrUpper; + conditions.isRejectedUpAtrLower = xatrConditions.isRejectedUpAtrLower; + conditions.isClosedOverAtrLower = xatrConditions.isClosedOverAtrLower; + conditions.isBreakedDownAtrUpper = xatrConditions.isBreakedDownAtrUpper; + conditions.isBreakedDownAtrLower = xatrConditions.isBreakedDownAtrLower; + conditions.isClosedUnderAtrUpper = xatrConditions.isClosedUnderAtrUpper; + conditions.isClosedUnderAtrLower = xatrConditions.isClosedUnderAtrLower; + conditions.isRejectedDownAtrUpper = xatrConditions.isRejectedDownAtrUpper; + conditions.isRejectedDownAtrLower = xatrConditions.isRejectedDownAtrLower; + conditions.isRsiCrossedOverOverSold = xatrConditions.isRsiCrossedOverOverSold; + conditions.isRsiCrossedUnderOverSold = xatrConditions.isRsiCrossedUnderOverSold; + conditions.isRsiCrossedOverOverBought = xatrConditions.isRsiCrossedOverOverBought; + conditions.isRsiCrossedUnderOverBought = xatrConditions.isRsiCrossedUnderOverBought; + + // + // XSTR ... + + // + // Buffers ... + + // + Copy( + xstrConditions.strBuffer, + conditions.strBuffer // + ); + + // + Copy( + xstrConditions.strPriceBuffer, + conditions.strPriceBuffer // + ); + + // + Copy( + xstrConditions.strUpBuffer, + conditions.strUpBuffer // + ); + + // + Copy( + xstrConditions.strDownBuffer, + conditions.strDownBuffer // + ); + + // + Copy( + xstrConditions.strStateBuffer, + conditions.strStateBuffer // + ); + + // + // Conditions ... + + // + conditions.isStrBullish = xstrConditions.isStrBullish; + conditions.isStrBearish = xstrConditions.isStrBearish; + conditions.isStrSwitchedToBullish = xstrConditions.isStrSwitchedToBullish; + conditions.isStrSwitchedToBearish = xstrConditions.isStrSwitchedToBearish; + + // + // XCHE ... + + // + // Buffers ... + + // + Copy( + xcheConditions.le1Buffer, + conditions.le1Buffer // + ); + + // + Copy( + xcheConditions.se1Buffer, + conditions.se1Buffer // + ); + + // + Copy( + xcheConditions.le2Buffer, + conditions.le2Buffer // + ); + + // + Copy( + xcheConditions.se2Buffer, + conditions.se2Buffer // + ); + + // + Copy( + xcheConditions.le1StartBuffer, + conditions.le1StartBuffer // + ); + + // + Copy( + xcheConditions.se1StartBuffer, + conditions.se1StartBuffer // + ); + + // + Copy( + xcheConditions.le2StartBuffer, + conditions.le2StartBuffer // + ); + + // + Copy( + xcheConditions.se2StartBuffer, + conditions.se2StartBuffer // + ); + + // + // Conditions ... + + conditions.isCheBullish = xcheConditions.isCheBullish; + conditions.isCheBearish = xcheConditions.isCheBearish; + conditions.isChe1Bullish = xcheConditions.isChe1Bullish; + conditions.isChe1Bearish = xcheConditions.isChe1Bearish; + conditions.isChe2Bullish = xcheConditions.isChe2Bullish; + conditions.isChe2Bearish = xcheConditions.isChe2Bearish; + conditions.isClosedOverCheMin = xcheConditions.isClosedOverCheMin; + conditions.isClosedOverCheMax = xcheConditions.isClosedOverCheMax; + conditions.isClosedUnderCheMin = xcheConditions.isClosedUnderCheMin; + conditions.isClosedUnderCheMax = xcheConditions.isClosedUnderCheMax; + conditions.isCheSwitchedToBullish = xcheConditions.isCheSwitchedToBullish; + conditions.isCheSwitchedToBearish = xcheConditions.isCheSwitchedToBearish; + conditions.isChe1SwitchedToBullish = xcheConditions.isChe1SwitchedToBullish; + conditions.isChe1SwitchedToBearish = xcheConditions.isChe1SwitchedToBearish; + conditions.isChe2SwitchedToBullish = xcheConditions.isChe2SwitchedToBullish; + conditions.isChe2SwitchedToBearish = xcheConditions.isChe2SwitchedToBearish; + + // + // XDON ... + + // + // Buffers ... + + // + Copy( + xdonConditions.donOpenUpperBuffer, + conditions.donOpenUpperBuffer // + ); + + // + Copy( + xdonConditions.donOpenLowerBuffer, + conditions.donOpenLowerBuffer // + ); + + // + Copy( + xdonConditions.donHighUpperBuffer, + conditions.donHighUpperBuffer // + ); + + // + Copy( + xdonConditions.donHighLowerBuffer, + conditions.donHighLowerBuffer // + ); + + // + Copy( + xdonConditions.donLowUpperBuffer, + conditions.donLowUpperBuffer // + ); + + // + Copy( + xdonConditions.donLowLowerBuffer, + conditions.donLowLowerBuffer // + ); + + // + Copy( + xdonConditions.donCloseUpperBuffer, + conditions.donCloseUpperBuffer // + ); + + // + Copy( + xdonConditions.donCloseLowerBuffer, + conditions.donCloseLowerBuffer // + ); + + // + // Conditions ... + + // + conditions.isBreakedDonLowUpper = xdonConditions.isBreakedDonLowUpper; + conditions.isBreakedDonLowLower = xdonConditions.isBreakedDonLowLower; + conditions.isRejectedDonLowUpper = xdonConditions.isRejectedDonLowUpper; + conditions.isRejectedDonLowLower = xdonConditions.isRejectedDonLowLower; + conditions.isBreakedDonOpenUpper = xdonConditions.isBreakedDonOpenUpper; + conditions.isBreakedDonHighUpper = xdonConditions.isBreakedDonHighUpper; + conditions.isBreakedDonOpenLower = xdonConditions.isBreakedDonOpenLower; + conditions.isBreakedDonHighLower = xdonConditions.isBreakedDonHighLower; + conditions.isRejectedDonOpenUpper = xdonConditions.isRejectedDonOpenUpper; + conditions.isRejectedDonHighUpper = xdonConditions.isRejectedDonHighUpper; + conditions.isRejectedDonOpenLower = xdonConditions.isRejectedDonOpenLower; + conditions.isRejectedDonHighLower = xdonConditions.isRejectedDonHighLower; + conditions.isBreakedDonCloseUpper = xdonConditions.isBreakedDonCloseUpper; + conditions.isBreakedDonCloseLower = xdonConditions.isBreakedDonCloseLower; + conditions.isRejectedDonCloseUpper = xdonConditions.isRejectedDonCloseUpper; + conditions.isRejectedDonCloseLower = xdonConditions.isRejectedDonCloseLower; + + // + // XVWAP ... + + // + // Buffers ... + + // + Copy( + xvwapConditions.vwapFastBuffer, + conditions.vwapFastBuffer // + ); + + // + Copy( + xvwapConditions.vwapMidBuffer, + conditions.vwapMidBuffer // + ); + + // + Copy( + xvwapConditions.vwapSlowBuffer, + conditions.vwapSlowBuffer // + ); + + // + Copy( + xvwapConditions.vwapVolumeBuffer, + conditions.vwapVolumeBuffer // + ); + + // + Copy( + xvwapConditions.vwapPriceBuffer, + conditions.vwapPriceBuffer // + ); + + // + Copy( + xvwapConditions.vwapFastStateBuffer, + conditions.vwapFastStateBuffer // + ); + + // + Copy( + xvwapConditions.vwapMidStateBuffer, + conditions.vwapMidStateBuffer // + ); + + // + Copy( + xvwapConditions.vwapSlowStateBuffer, + conditions.vwapSlowStateBuffer // + ); + + // + // Conditions ... + + // + conditions.isVWapMidBullish = xvwapConditions.isVWapMidBullish; + conditions.isVWapMidBearish = xvwapConditions.isVWapMidBearish; + conditions.isVWapFastBullish = xvwapConditions.isVWapFastBullish; + conditions.isVWapFastBearish = xvwapConditions.isVWapFastBearish; + conditions.isVWapMidNeutural = xvwapConditions.isVWapMidNeutural; + conditions.isVWapSlowBullish = xvwapConditions.isVWapSlowBullish; + conditions.isVWapSlowBearish = xvwapConditions.isVWapSlowBearish; + conditions.isVWapFastOverMid = xvwapConditions.isVWapFastOverMid; + conditions.isVWapMidOverSlow = xvwapConditions.isVWapMidOverSlow; + conditions.isVWapFastNeutural = xvwapConditions.isVWapFastNeutural; + conditions.isVWapSlowNeutural = xvwapConditions.isVWapSlowNeutural; + conditions.isVWapFastUnderMid = xvwapConditions.isVWapFastUnderMid; + conditions.isVWapMidUnderSlow = xvwapConditions.isVWapMidUnderSlow; + conditions.isVWapBullishState = xvwapConditions.isVWapBullishState; + conditions.isVWapBearishState = xvwapConditions.isVWapBearishState; + conditions.isVWapNeuturalState = xvwapConditions.isVWapNeuturalState; + conditions.isVWapBullishOrdered = xvwapConditions.isVWapBullishOrdered; + conditions.isVWapBearishOrdered = xvwapConditions.isVWapBearishOrdered; + conditions.isVWapSwitchedToBullishState = xvwapConditions.isVWapSwitchedToBullishState; + conditions.isVWapSwitchedToBearishState = xvwapConditions.isVWapSwitchedToBearishState; + conditions.isVWapSwitchedToNeuturalState = xvwapConditions.isVWapSwitchedToNeuturalState; + conditions.isVWapSwitchedToBullishOrdered = xvwapConditions.isVWapSwitchedToBullishOrdered; + conditions.isVWapSwitchedToBearishOrdered = xvwapConditions.isVWapSwitchedToBearishOrdered; + + // + // Slopes ... + + // + double rsiSlope = GetSlope(conditions.rsiBuffer, pIDX, cIDX); + double strSlope = GetSlope(conditions.strBuffer, pIDX, cIDX); + double atrUpperSlope = GetSlope(conditions.atrUpperBuffer, pIDX, cIDX); + double atrLowerSlope = GetSlope(conditions.atrLowerBuffer, pIDX, cIDX); + double vwapFastSlope = GetSlope(conditions.vwapFastBuffer, pIDX, cIDX); + double vwapMidSlope = GetSlope(conditions.vwapMidBuffer, pIDX, cIDX); + double vwapSlowSlope = GetSlope(conditions.vwapSlowBuffer, pIDX, cIDX); + + // + bool isRsiSlopeBullish = rsiSlope > 0; + bool isStrSlopeBullish = strSlope > 0; + bool isAtrUpperSlopeBullish = atrUpperSlope > 0; + bool isAtrLowerSlopeBullish = atrLowerSlope > 0; + bool isVwapFastSlopeBullish = vwapFastSlope > 0; + bool isVwapMidSlopeBullish = vwapMidSlope > 0; + bool isVwapSlowSlopeBullish = vwapSlowSlope > 0; + + // + bool isRsiSlopeBearish = rsiSlope < 0; + bool isStrSlopeBearish = strSlope < 0; + bool isAtrUpperSlopeBearish = atrUpperSlope < 0; + bool isAtrLowerSlopeBearish = atrLowerSlope < 0; + bool isVwapFastSlopeBearish = vwapFastSlope < 0; + bool isVwapMidSlopeBearish = vwapMidSlope < 0; + bool isVwapSlowSlopeBearish = vwapSlowSlope < 0; + + // + conditions.rsiSlope = rsiSlope; + conditions.strSlope = strSlope; + conditions.vwapMidSlope = vwapMidSlope; + conditions.vwapSlowSlope = vwapSlowSlope; + conditions.atrUpperSlope = atrUpperSlope; + conditions.atrLowerSlope = atrLowerSlope; + conditions.vwapFastSlope = vwapFastSlope; + conditions.isRsiSlopeBearish = isRsiSlopeBearish; + conditions.isStrSlopeBearish = isStrSlopeBearish; + conditions.isRsiSlopeBullish = isRsiSlopeBullish; + conditions.isStrSlopeBullish = isStrSlopeBullish; + conditions.isVwapMidSlopeBearish = isVwapMidSlopeBearish; + conditions.isVwapMidSlopeBullish = isVwapMidSlopeBullish; + conditions.isAtrUpperSlopeBearish = isAtrUpperSlopeBearish; + conditions.isAtrLowerSlopeBearish = isAtrLowerSlopeBearish; + conditions.isVwapFastSlopeBearish = isVwapFastSlopeBearish; + conditions.isVwapSlowSlopeBearish = isVwapSlowSlopeBearish; + conditions.isAtrUpperSlopeBullish = isAtrUpperSlopeBullish; + conditions.isAtrLowerSlopeBullish = isAtrLowerSlopeBullish; + conditions.isVwapFastSlopeBullish = isVwapFastSlopeBullish; + conditions.isVwapSlowSlopeBullish = isVwapSlowSlopeBullish; + + // + // Complex Conditions ... + + // + double vwapFast = conditions.vwapFastBuffer[cIDX]; + double vwapMid = conditions.vwapMidBuffer[cIDX]; + double vwapSlow = conditions.vwapSlowBuffer[cIDX]; + + // + double vwaps[3] = { + vwapFast, + vwapMid, + vwapSlow // + }; + + // + double vwapMin = GetMin(vwaps); + double vwapMax = GetMax(vwaps); + + // + bool isVWapMinBreakedUp = IsBarBreak( + vwapMin, + X_DIRECTION_BULLISH, + cBar // + ); + bool isVWapMinBreakedDown = IsBarBreak( + vwapMin, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isVWapMaxBreakedUp = IsBarBreak( + vwapMax, + X_DIRECTION_BULLISH, + cBar // + ); + bool isVWapMaxBreakedDown = IsBarBreak( + vwapMax, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isVWapFatsOverMid = conditions.vwapFastBuffer[cIDX] > conditions.vwapMidBuffer[cIDX]; + bool isVWapFatsOverMidPrev = conditions.vwapFastBuffer[pIDX] > conditions.vwapMidBuffer[pIDX]; + + // + bool isVWapFatsUnderMid = conditions.vwapFastBuffer[cIDX] < conditions.vwapMidBuffer[cIDX]; + bool isVWapFatsUnderMidPrev = conditions.vwapFastBuffer[pIDX] < conditions.vwapMidBuffer[pIDX]; + + // + bool isVWapFatsOverSlow = conditions.vwapFastBuffer[cIDX] > conditions.vwapSlowBuffer[cIDX]; + bool isVWapFatsOverSlowPrev = conditions.vwapFastBuffer[pIDX] > conditions.vwapSlowBuffer[pIDX]; + + // + bool isVWapFatsUnderSlow = conditions.vwapFastBuffer[cIDX] < conditions.vwapSlowBuffer[cIDX]; + bool isVWapFatsUnderSlowPrev = conditions.vwapFastBuffer[pIDX] < conditions.vwapSlowBuffer[pIDX]; + + // + bool isVWapFastCrossedOverMid = isVWapFatsOverMid && + !isVWapFatsOverMidPrev; + bool isVWapFastCrossedUnderMid = isVWapFatsUnderMid && + !isVWapFatsUnderMidPrev; + + // + bool isVWapFastCrossedOverSlow = isVWapFatsOverSlow && + !isVWapFatsOverSlowPrev; + bool isVWapFastCrossedUnderSlow = isVWapFatsUnderSlow && + !isVWapFatsUnderSlowPrev; + + // + bool isClosedOverVWapMin = cBar.close > vwapMin; + bool isClosedUnderVWapMin = cBar.close < vwapMin; + + // + bool isClosedOverVWapMax = cBar.close > vwapMax; + bool isClosedUnderVWapMax = cBar.close < vwapMax; + + // + bool isSarEqualsToPeak = + conditions.sarBuffer[cIDX] == conditions.peaksBuffer[cIDX]; + bool isSarEqualsToVale = + conditions.sarBuffer[cIDX] == conditions.valesBuffer[cIDX]; + + // + bool isSarIncreased = conditions.sarBuffer[cIDX] > conditions.sarBuffer[pIDX]; + bool isSarDecreased = conditions.sarBuffer[cIDX] < conditions.sarBuffer[pIDX]; + + // + double prevSar = conditions.sarBuffer[pIDX]; + double prevStr = conditions.strBuffer[pIDX]; + double prevCheLE1 = conditions.le1Buffer[pIDX]; + double prevCheLE2 = conditions.le2Buffer[pIDX]; + double prevCheSE1 = conditions.se1Buffer[pIDX]; + double prevCheSE2 = conditions.se2Buffer[pIDX]; + double prevAtrUpper = conditions.atrUpperBuffer[pIDX]; + double prevAtrLower = conditions.atrLowerBuffer[pIDX]; + + // + double ches[]; + if (prevCheLE1 != EMPTY_VALUE) + { + // + Add( + prevCheLE1, + ches // + ); + } + if (prevCheLE2 != EMPTY_VALUE) + { + // + Add( + prevCheLE2, + ches // + ); + } + if (prevCheSE1 != EMPTY_VALUE) + { + // + Add( + prevCheSE1, + ches // + ); + } + if (prevCheSE2 != EMPTY_VALUE) + { + // + Add( + prevCheSE2, + ches // + ); + } + + // + double cheMin = GetMin(ches); + double cheMax = GetMax(ches); + + // + bool isBreakedUpPrevSar = IsBarBreak( + prevSar, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownPrevSar = IsBarBreak( + prevSar, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedUpPrevStr = IsBarBreak( + prevStr, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownPrevStr = IsBarBreak( + prevStr, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isRejectedUpPrevAtrUpper = IsBarReject( + prevAtrUpper, + X_DIRECTION_BULLISH, + cBar // + ); + + // + bool isRejectedDownPrevAtrUpper = IsBarReject( + prevAtrUpper, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isRejectedUpPrevAtrLower = IsBarReject( + prevAtrLower, + X_DIRECTION_BULLISH, + cBar // + ); + + // + bool isRejectedDownPrevAtrLower = IsBarReject( + prevAtrLower, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedUpPrevAtrUpper = IsBarBreak( + prevAtrUpper, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownPrevAtrUpper = IsBarBreak( + prevAtrUpper, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedUpPrevAtrLower = IsBarBreak( + prevAtrLower, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownPrevAtrLower = IsBarBreak( + prevAtrLower, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedUpPrevCheLE1 = IsBarBreak( + prevCheLE1, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedUpPrevCheLE2 = IsBarBreak( + prevCheLE2, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedUpPrevCheSE1 = IsBarBreak( + prevCheSE1, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedUpPrevCheSE2 = IsBarBreak( + prevCheSE2, + X_DIRECTION_BULLISH, + cBar // + ); + + // + bool isBreakedDownPrevCheLE1 = IsBarBreak( + prevCheLE1, + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedDownPrevCheLE2 = IsBarBreak( + prevCheLE2, + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedDownPrevCheSE1 = IsBarBreak( + prevCheSE1, + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedDownPrevCheSE2 = IsBarBreak( + prevCheSE2, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedUpPrevCheMin = IsBarBreak( + cheMin, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownPrevCheMin = IsBarBreak( + cheMin, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedUpPrevCheMax = IsBarBreak( + cheMax, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownPrevCheMax = IsBarBreak( + cheMax, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isSarCrossedUnderPeak = + conditions.sarBuffer[cIDX] < conditions.peaksBuffer[cIDX] && + !(conditions.sarBuffer[pIDX] < conditions.peaksBuffer[pIDX]); + bool isSarCrossedOverVale = + conditions.sarBuffer[cIDX] > conditions.valesBuffer[cIDX] && + !(conditions.sarBuffer[pIDX] > conditions.valesBuffer[pIDX]); + + // + bool isStrEqualsToPeak = + conditions.strBuffer[cIDX] == conditions.peaksBuffer[cIDX]; + bool isStrEqualsToVale = + conditions.strBuffer[cIDX] == conditions.valesBuffer[cIDX]; + + // + bool isStrCrossedUnderPeak = + conditions.strBuffer[cIDX] < conditions.peaksBuffer[cIDX] && + !(conditions.strBuffer[pIDX] < conditions.peaksBuffer[pIDX]); + bool isStrCrossedOverVale = + conditions.strBuffer[cIDX] > conditions.valesBuffer[cIDX] && + !(conditions.strBuffer[pIDX] > conditions.valesBuffer[pIDX]); + + // + bool isPeakOverAtrUpper = + conditions.peaksBuffer[cIDX] > conditions.atrUpperBuffer[cIDX]; + bool isValeUnderAtrLower = + conditions.valesBuffer[cIDX] > conditions.atrLowerBuffer[cIDX]; + + // + bool isNewPeakOverAtrUpper = + isPeakOverAtrUpper && + conditions.isNewPeak; + bool isNewValeUnderAtrLower = + isValeUnderAtrLower && + conditions.isNewVale; + + // + bool isStrUpperOverPeak = + conditions.strBuffer[cIDX] > conditions.peaksBuffer[cIDX]; + bool isStrUpperOverPeakPrev = + conditions.strBuffer[pIDX] > conditions.peaksBuffer[pIDX]; + + // + bool isStrUpperUnderPeak = + conditions.strBuffer[cIDX] < conditions.peaksBuffer[cIDX]; + bool isStrUpperUnderPeakPrev = + conditions.strBuffer[pIDX] < conditions.peaksBuffer[pIDX]; + + // + bool isStrUpperCrossedOverPeak = isStrUpperOverPeak && + !isStrUpperOverPeakPrev; + bool isStrUpperCrossedUnderPeak = isStrUpperUnderPeak && + !isStrUpperUnderPeakPrev; + + // + bool isStrLowerOverVale = + conditions.strBuffer[cIDX] > conditions.valesBuffer[cIDX]; + bool isStrLowerOverValePrev = + conditions.strBuffer[pIDX] > conditions.valesBuffer[pIDX]; + + // + bool isStrLowerUnderVale = + conditions.strBuffer[cIDX] < conditions.valesBuffer[cIDX]; + bool isStrLowerUnderValePrev = + conditions.strBuffer[pIDX] < conditions.valesBuffer[pIDX]; + + // + bool isStrLowerCrossedOverVale = isStrLowerOverVale && + !isStrLowerOverValePrev; + bool isStrLowerCrossedUnderVale = isStrLowerUnderVale && + !isStrLowerUnderValePrev; + + // + bool isDonHighUpperEqualsToPeak = + conditions.donHighUpperBuffer[cIDX] == conditions.peaksBuffer[cIDX]; + bool isDonLowLowerEqualsToVale = + conditions.donLowLowerBuffer[cIDX] == conditions.valesBuffer[cIDX]; + + // + bool isStrUpperOverAtrUpper = + conditions.strUpBuffer[cIDX] > conditions.atrUpperBuffer[cIDX]; + bool isStrUpperOverAtrUpperPrev = + conditions.strUpBuffer[pIDX] > conditions.atrUpperBuffer[pIDX]; + bool isStrUpperCrossedOverAtrUpper = isStrUpperOverAtrUpper && + !isStrUpperOverAtrUpperPrev; + + // + bool isStrUpperUnderAtrUpper = + conditions.strUpBuffer[cIDX] < conditions.atrUpperBuffer[cIDX]; + bool isStrUpperUnderAtrUpperPrev = + conditions.strUpBuffer[pIDX] < conditions.atrUpperBuffer[pIDX]; + bool isStrUpperCrossedUnderAtrUpper = isStrUpperUnderAtrUpper && + !isStrUpperUnderAtrUpperPrev; + + // + bool isStrLowerOverAtrLower = + conditions.strDownBuffer[cIDX] > conditions.atrLowerBuffer[cIDX]; + bool isStrLowerOverAtrLowerPrev = + conditions.strDownBuffer[pIDX] > conditions.atrLowerBuffer[pIDX]; + bool isStrLowerCrossedOverAtrLower = isStrLowerOverAtrLower && + !isStrLowerOverAtrLowerPrev; + + // + bool isStrLowerUnderAtrLower = + conditions.strDownBuffer[cIDX] < conditions.atrLowerBuffer[cIDX]; + bool isStrLowerUnderAtrLowerPrev = + conditions.strDownBuffer[pIDX] < conditions.atrLowerBuffer[pIDX]; + bool isStrLowerCrossedUnderAtrLower = isStrLowerUnderAtrLower && + !isStrLowerUnderAtrLowerPrev; + + // + bool isStrUpperOverDonHighUpper = + conditions.strUpBuffer[cIDX] > conditions.donHighUpperBuffer[cIDX]; + bool isStrUpperOverDonHighUpperPrev = + conditions.strUpBuffer[pIDX] > conditions.donHighUpperBuffer[pIDX]; + bool isStrUpperCrossedOverDonHighUpper = isStrUpperOverDonHighUpper && + !isStrUpperOverDonHighUpperPrev; + + // + bool isStrUpperUnderDonHighUpper = + conditions.strUpBuffer[cIDX] < conditions.donHighUpperBuffer[cIDX]; + bool isStrUpperUnderDonHighUpperPrev = + conditions.strUpBuffer[pIDX] < conditions.donHighUpperBuffer[pIDX]; + bool isStrUpperCrossedUnderDonHighUpper = isStrUpperUnderDonHighUpper && + !isStrUpperUnderDonHighUpperPrev; + + // + bool isStrLowerOverDonLowLower = + conditions.strDownBuffer[cIDX] > conditions.donLowLowerBuffer[cIDX]; + bool isStrLowerOverDonLowLowerPrev = + conditions.strDownBuffer[pIDX] > conditions.donLowLowerBuffer[pIDX]; + bool isStrLowerCrossedOverDonLowLower = isStrLowerOverDonLowLower && + !isStrLowerOverDonLowLowerPrev; + + // + bool isStrLowerUnderDonLowLower = + conditions.strDownBuffer[cIDX] < conditions.donLowLowerBuffer[cIDX]; + bool isStrLowerUnderDonLowLowerPrev = + conditions.strDownBuffer[pIDX] < conditions.donLowLowerBuffer[pIDX]; + bool isStrLowerCrossedUnderDonLowLower = isStrLowerUnderDonLowLower && + !isStrLowerUnderDonLowLowerPrev; + + // + bool isAtrUpperOverPeak = conditions.atrUpperBuffer[cIDX] > conditions.peaksBuffer[cIDX]; + bool isAtrUpperEqualsToPeak = conditions.atrUpperBuffer[cIDX] == conditions.peaksBuffer[cIDX]; + + // + bool isAtrUpperCrossedUpPeak = conditions.atrUpperBuffer[cIDX] > conditions.peaksBuffer[cIDX] && + !(conditions.atrUpperBuffer[cIDX] > conditions.peaksBuffer[cIDX]); + bool isAtrUpperCrossedDownPeak = conditions.atrUpperBuffer[cIDX] < conditions.peaksBuffer[cIDX] && + !(conditions.atrUpperBuffer[cIDX] < conditions.peaksBuffer[cIDX]); + + // + bool isAtrLowerUnderVale = conditions.atrUpperBuffer[cIDX] < conditions.valesBuffer[cIDX]; + bool isAtrLowerEqualsToVale = conditions.atrUpperBuffer[cIDX] == conditions.valesBuffer[cIDX]; + + // + bool isAtrLowerCrossedUpVale = conditions.atrUpperBuffer[cIDX] > conditions.valesBuffer[cIDX] && + !(conditions.atrUpperBuffer[cIDX] > conditions.valesBuffer[cIDX]); + bool isAtrLowerCrossedDownVale = conditions.atrUpperBuffer[cIDX] < conditions.valesBuffer[cIDX] && + !(conditions.atrUpperBuffer[cIDX] < conditions.valesBuffer[cIDX]); + + // + conditions.cheMin = cheMin; + conditions.cheMax = cheMax; + conditions.vwapMin = vwapMin; + conditions.vwapMax = vwapMax; + + // + conditions.isSarIncreased = isSarIncreased; + conditions.isSarDecreased = isSarDecreased; + conditions.isSarEqualsToPeak = isSarEqualsToPeak; + conditions.isSarEqualsToVale = isSarEqualsToVale; + conditions.isStrEqualsToPeak = isStrEqualsToPeak; + conditions.isStrEqualsToVale = isStrEqualsToVale; + conditions.isStrUpperOverPeak = isStrUpperOverPeak; + conditions.isPeakOverAtrUpper = isPeakOverAtrUpper; + conditions.isStrLowerOverVale = isStrLowerOverVale; + conditions.isVWapMinBreakedUp = isVWapMinBreakedUp; + conditions.isVWapMaxBreakedUp = isVWapMaxBreakedUp; + conditions.isBreakedUpPrevSar = isBreakedUpPrevSar; + conditions.isBreakedUpPrevStr = isBreakedUpPrevStr; + conditions.isAtrUpperOverPeak = isAtrUpperOverPeak; + conditions.isAtrLowerUnderVale = isAtrLowerUnderVale; + conditions.isStrLowerUnderVale = isStrLowerUnderVale; + conditions.isStrUpperUnderPeak = isStrUpperUnderPeak; + conditions.isValeUnderAtrLower = isValeUnderAtrLower; + conditions.isClosedOverVWapMin = isClosedOverVWapMin; + conditions.isClosedOverVWapMax = isClosedOverVWapMax; + conditions.isClosedUnderVWapMin = isClosedUnderVWapMin; + conditions.isClosedUnderVWapMax = isClosedUnderVWapMax; + conditions.isVWapMinBreakedDown = isVWapMinBreakedDown; + conditions.isVWapMaxBreakedDown = isVWapMaxBreakedDown; + conditions.isSarCrossedOverVale = isSarCrossedOverVale; + conditions.isStrCrossedOverVale = isStrCrossedOverVale; + conditions.isBreakedDownPrevStr = isBreakedDownPrevStr; + conditions.isBreakedDownPrevSar = isBreakedDownPrevSar; + conditions.isSarCrossedUnderPeak = isSarCrossedUnderPeak; + conditions.isStrCrossedUnderPeak = isStrCrossedUnderPeak; + conditions.isNewPeakOverAtrUpper = isNewPeakOverAtrUpper; + conditions.isBreakedUpPrevCheLE1 = isBreakedUpPrevCheLE1; + conditions.isBreakedUpPrevCheLE2 = isBreakedUpPrevCheLE2; + conditions.isBreakedUpPrevCheSE1 = isBreakedUpPrevCheSE1; + conditions.isBreakedUpPrevCheSE2 = isBreakedUpPrevCheSE2; + conditions.isBreakedUpPrevCheMin = isBreakedUpPrevCheMin; + conditions.isBreakedUpPrevCheMax = isBreakedUpPrevCheMax; + conditions.isAtrUpperEqualsToPeak = isAtrUpperEqualsToPeak; + conditions.isAtrLowerEqualsToVale = isAtrLowerEqualsToVale; + conditions.isNewValeUnderAtrLower = isNewValeUnderAtrLower; + conditions.isStrUpperOverAtrUpper = isStrUpperOverAtrUpper; + conditions.isStrLowerOverAtrLower = isStrLowerOverAtrLower; + conditions.isBreakedDownPrevCheMin = isBreakedDownPrevCheMin; + conditions.isBreakedDownPrevCheMax = isBreakedDownPrevCheMax; + conditions.isBreakedDownPrevCheLE1 = isBreakedDownPrevCheLE1; + conditions.isBreakedDownPrevCheLE2 = isBreakedDownPrevCheLE2; + conditions.isBreakedDownPrevCheSE1 = isBreakedDownPrevCheSE1; + conditions.isBreakedDownPrevCheSE2 = isBreakedDownPrevCheSE2; + conditions.isStrUpperUnderAtrUpper = isStrUpperUnderAtrUpper; + conditions.isStrLowerUnderAtrLower = isStrLowerUnderAtrLower; + conditions.isBreakedUpPrevAtrUpper = isBreakedUpPrevAtrUpper; + conditions.isBreakedUpPrevAtrLower = isBreakedUpPrevAtrLower; + conditions.isAtrUpperCrossedUpPeak = isAtrUpperCrossedUpPeak; + conditions.isAtrLowerCrossedUpVale = isAtrLowerCrossedUpVale; + conditions.isVWapFastCrossedOverMid = isVWapFastCrossedOverMid; + conditions.isRejectedUpPrevAtrUpper = isRejectedUpPrevAtrUpper; + conditions.isRejectedUpPrevAtrLower = isRejectedUpPrevAtrLower; + conditions.isAtrUpperCrossedDownPeak = isAtrUpperCrossedDownPeak; + conditions.isAtrLowerCrossedDownVale = isAtrLowerCrossedDownVale; + conditions.isBreakedDownPrevAtrUpper = isBreakedDownPrevAtrUpper; + conditions.isBreakedDownPrevAtrLower = isBreakedDownPrevAtrLower; + conditions.isVWapFastCrossedUnderMid = isVWapFastCrossedUnderMid; + conditions.isDonLowLowerEqualsToVale = isDonLowLowerEqualsToVale; + conditions.isStrUpperCrossedOverPeak = isStrUpperCrossedOverPeak; + conditions.isStrLowerCrossedOverVale = isStrLowerCrossedOverVale; + conditions.isStrLowerOverDonLowLower = isStrLowerOverDonLowLower; + conditions.isVWapFastCrossedOverSlow = isVWapFastCrossedOverSlow; + conditions.isRejectedDownPrevAtrUpper = isRejectedDownPrevAtrUpper; + conditions.isRejectedDownPrevAtrLower = isRejectedDownPrevAtrLower; + conditions.isVWapFastCrossedUnderSlow = isVWapFastCrossedUnderSlow; + conditions.isStrUpperOverDonHighUpper = isStrUpperOverDonHighUpper; + conditions.isStrLowerUnderDonLowLower = isStrLowerUnderDonLowLower; + conditions.isDonHighUpperEqualsToPeak = isDonHighUpperEqualsToPeak; + conditions.isStrUpperCrossedUnderPeak = isStrUpperCrossedUnderPeak; + conditions.isStrLowerCrossedUnderVale = isStrLowerCrossedUnderVale; + conditions.isStrUpperUnderDonHighUpper = isStrUpperUnderDonHighUpper; + conditions.isStrLowerCrossedOverAtrLower = isStrLowerCrossedOverAtrLower; + conditions.isStrUpperCrossedOverAtrUpper = isStrUpperCrossedOverAtrUpper; + conditions.isStrUpperCrossedUnderAtrUpper = isStrUpperCrossedUnderAtrUpper; + conditions.isStrLowerCrossedUnderAtrLower = isStrLowerCrossedUnderAtrLower; + conditions.isStrLowerCrossedOverDonLowLower = isStrLowerCrossedOverDonLowLower; + conditions.isStrUpperCrossedOverDonHighUpper = isStrUpperCrossedOverDonHighUpper; + conditions.isStrLowerCrossedUnderDonLowLower = isStrLowerCrossedUnderDonLowLower; + conditions.isStrUpperCrossedUnderDonHighUpper = isStrUpperCrossedUnderDonHighUpper; + + // + xpvConditions.Clean(); + xhkConditions.Clean(); + xatrConditions.Clean(); + xstrConditions.Clean(); + xcheConditions.Clean(); + xdonConditions.Clean(); + xvwapConditions.Clean(); + xtrendConditions.Clean(); + + // + Free(); + + // + return result; + } + + // + protected: + // + + // + private: + // + + // + string mSymbol; // Trading Symbol + ENUM_TIMEFRAMES mPeriod; // Trading Period + + // + // Inputs ... + X121Inputs mInputs; + X121XPVInputs xpvInputs; + X121XHKInputs xhkInputs; + X121XATRInputs xatrInputs; + X121XDONInputs xdonInputs; + X121XSTRInputs xstrInputs; + X121XCHEInputs xcheInputs; + X121XVWAPInputs xvwapInputs; + X121XTRENDInputs xtrendInputs; + + // + int mRSIHandler; +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xatr.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xatr.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..36124eb32a1aa985c78dab3d3b8a02bd3e283895 GIT binary patch literal 6350 zcmdT`Ra6{IvL1ABcemg+K(OHM?v^kKIxx7qyA2iy5Zr=Jf(Cbj6D+s~mjJ=x^6$O- zwh#Myt4?)webxQ&Rh_QW@7X7r9S_^nf~W4fdJeu-RAwz$^QZc zVfqUofDJ{72{&kX*lHORX|5ElB=BrLyr(VzDG2<=US`Jx{|Jc><4zC7NnBnax1iLX zOpPb+YwVmbI7Bp*q79D9^*Tk$Zd_N7VWdfTFRuh&lFjY93|7EP#~=+EKl~IN-*SN@ zQ9<(TGDkEUV!2_ULP_HUD>6J}@aX_#*x>LB>0Qd3U9pcLXnNp*e=Z&Yr)u`(@kNqc zTIEyXj<83$_5=qMQ|GdFYV@GnX)7XfpiO$A0=Guhux-ux+98lAMNc z)z{_j=a!}Z&}np`HD6f2u#vFu8meM@zo|!+D?KrqqLJ34ElFs|kh9BXi1!=WtxC8o zf_^iYbED3lzEgT9+(N&4hNk90d1&Y9q@^gFkTv2}_?<1vGorMki1J;ySn_vO_-1Y} zq!RDZHp-) zleB

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+ + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(atrLength, rsiLength); + + // + return result; + } +}; + +// +// Conditions ... +struct X121XATRConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double atrUpperBuffer[]; + double atrLowerBuffer[]; + double atrUpperRawBuffer[]; + double atrLowerRawBuffer[]; + double rsiBuffer[]; + double atrBuffer[]; + + // + // Conditions ... + + // + // RSI ... + + // + bool isRsiOverBought; + bool isRsiCrossedOverOverBought; + bool isRsiCrossedUnderOverBought; + + // + bool isRsiOverSold; + bool isRsiCrossedUnderOverSold; + bool isRsiCrossedOverOverSold; + + // + // ATR ... + + // + bool isClosedOverAtrUpper; + bool isClosedOverAtrLower; + + // + bool isClosedUnderAtrUpper; + bool isClosedUnderAtrLower; + + // + bool isRejectedUpAtrUpper; + bool isRejectedDownAtrUpper; + + // + bool isRejectedUpAtrLower; + bool isRejectedDownAtrLower; + + // + bool isBreakedUpAtrUpper; + bool isBreakedDownAtrUpper; + + // + bool isBreakedUpAtrLower; + bool isBreakedDownAtrLower; + + // + // bool isCloseLower + + // + // Constructor ... + X121XATRConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(rsiBuffer); + Clean(atrBuffer); + Clean(atrUpperBuffer); + Clean(atrLowerBuffer); + Clean(atrUpperRawBuffer); + Clean(atrLowerRawBuffer); + + // + ArraySetAsSeries(rsiBuffer, true); + ArraySetAsSeries(atrBuffer, true); + ArraySetAsSeries(atrUpperBuffer, true); + ArraySetAsSeries(atrLowerBuffer, true); + ArraySetAsSeries(atrUpperRawBuffer, true); + ArraySetAsSeries(atrLowerRawBuffer, true); + + // + // Conditions ... + + // + // RSI ... + + // + isRsiOverBought = false; + isRsiCrossedOverOverBought = false; + isRsiCrossedUnderOverBought = false; + + // + isRsiOverSold = false; + isRsiCrossedUnderOverSold = false; + isRsiCrossedOverOverSold = false; + + // + // ATR ... + + // + isClosedOverAtrUpper = false; + isClosedOverAtrLower = false; + + // + isClosedUnderAtrUpper = false; + isClosedUnderAtrLower = false; + + // + isRejectedUpAtrUpper = false; + isRejectedDownAtrUpper = false; + + // + isRejectedUpAtrLower = false; + isRejectedDownAtrLower = false; + + // + isBreakedUpAtrUpper = false; + isBreakedDownAtrUpper = false; + + // + isBreakedUpAtrLower = false; + isBreakedDownAtrLower = false; + + // + ZeroMemory(this); + } + + /** + * Generate Conditions Scores ... + * + * @param bullishScore: Double, Directional Scores Reference ... + * @param bearishScore: Double, Directional Scores Reference ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // TODO: Implement if Required ... + } + + /** + * Generate Summary String for Represent Conditions State ... + * + * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... + * @param onlyConditions: Boolean, Just Generate Only Conditions ... + * @param includeScores: Boolean, Attach Scores Representations on Result ... + * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... + * @param separator: String, Separate Lines ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string scoresStr = + // + "Scores: " + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "" + // + ; + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores // + ); + + // + string conditionsStr = + // + // RSI ... + ToString("isRsiOverBought", isRsiOverBought, ignoreFalseConditions, separator) + + ToString("isRsiCrossedOverOverBought", isRsiCrossedOverOverBought, ignoreFalseConditions, separator) + + ToString("isRsiCrossedUnderOverBought", isRsiCrossedUnderOverBought, ignoreFalseConditions, separator) + + ToString("isRsiOverSold", isRsiOverSold, ignoreFalseConditions, separator) + + ToString("isRsiCrossedUnderOverSold", isRsiCrossedUnderOverSold, ignoreFalseConditions, separator) + + ToString("isRsiCrossedOverOverSold", isRsiCrossedOverOverSold, ignoreFalseConditions, separator) + + // + // ATR ... + ToString("isClosedOverAtrUpper", isClosedOverAtrUpper, ignoreFalseConditions, separator) + + ToString("isClosedOverAtrLower", isClosedOverAtrLower, ignoreFalseConditions, separator) + + ToString("isClosedUnderAtrUpper", isClosedUnderAtrUpper, ignoreFalseConditions, separator) + + ToString("isClosedUnderAtrLower", isClosedUnderAtrLower, ignoreFalseConditions, separator) + + ToString("isRejectedUpAtrUpper", isRejectedUpAtrUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDownAtrUpper", isRejectedDownAtrUpper, ignoreFalseConditions, separator) + + ToString("isRejectedUpAtrLower", isRejectedUpAtrLower, ignoreFalseConditions, separator) + + ToString("isRejectedDownAtrLower", isRejectedDownAtrLower, ignoreFalseConditions, separator) + + ToString("isBreakedUpAtrUpper", isBreakedUpAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDownAtrUpper", isBreakedDownAtrUpper, ignoreFalseConditions, separator) + + ToString("isBreakedUpAtrLower", isBreakedUpAtrLower, ignoreFalseConditions, separator) + + ToString("isBreakedDownAtrLower", isBreakedDownAtrLower, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Class ... +class XCX121XATRHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XATRHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XATRHelper() + { + // + Clean(rsiBuffer); + Clean(atrUpperBuffer); + Clean(atrLowerBuffer); + Clean(atrBuffer); + Clean(atrUpperRawBuffer); + Clean(atrLowerRawBuffer); + + // + mInputs.Clean(); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XATRInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + ArraySetAsSeries(rsiBuffer, true); + ArraySetAsSeries(atrUpperBuffer, true); + ArraySetAsSeries(atrLowerBuffer, true); + ArraySetAsSeries(atrBuffer, true); + ArraySetAsSeries(atrUpperRawBuffer, true); + ArraySetAsSeries(atrLowerRawBuffer, true); + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xatr", + // + // Inputs ... + // + // Market ... + "", + // + // RSI Detection ... + "", + mInputs.rsiLength, + mInputs.rsiAppliedTo, + // + // ATR Detection ... + "", + mInputs.atrLength, + mInputs.atrMultiplier, + mInputs.atrUpperAppliedTo, + mInputs.atrLowerAppliedTo, + mInputs.atrSmoothingMode, + // + // Presentation ... + "", + mInputs.startCalculationForLastBars, + mInputs.showATRUpper, + mInputs.showATRLower + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XATRInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XATRInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Readers ... + + // + // RSI ... + + // + double GetRSI( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(rsiBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return rsiBuffer[barIndex]; + } + + // + int CopyRSI( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + rsiBuffer, + buffer, + forceClean + // + ); + } + + // + // ATR ... + + // + double GetATR( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(atrBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return atrBuffer[barIndex]; + } + + // + int CopyATR( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + atrBuffer, + buffer, + forceClean + // + ); + } + + // + double GetATRUpper( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(atrUpperBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return atrUpperBuffer[barIndex]; + } + + // + int CopyATRUpper( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + atrUpperBuffer, + buffer, + forceClean + // + ); + } + + // + double GetATRUpperRaw( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(atrUpperRawBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return atrUpperRawBuffer[barIndex]; + } + + // + int CopyATRUpperRaw( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + atrUpperRawBuffer, + buffer, + forceClean + // + ); + } + + // + double GetATRLower( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(atrLowerBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return atrLowerBuffer[barIndex]; + } + + // + int CopyATRLower( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + atrLowerBuffer, + buffer, + forceClean + // + ); + } + + // + double GetATRLowerRaw( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(atrLowerRawBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return atrLowerRawBuffer[barIndex]; + } + + // + int CopyATRLowerRaw( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + atrLowerRawBuffer, + buffer, + forceClean + // + ); + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XATRConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopyRSI( + zIndex, + loopback, + conditions.rsiBuffer // + ); + + // + CopyATR( + zIndex, + loopback, + conditions.atrBuffer // + ); + + // + CopyATRUpper( + zIndex, + loopback, + conditions.atrUpperBuffer // + ); + + // + CopyATRUpperRaw( + zIndex, + loopback, + conditions.atrUpperRawBuffer // + ); + + // + CopyATRLower( + zIndex, + loopback, + conditions.atrLowerBuffer // + ); + + // + CopyATRLowerRaw( + zIndex, + loopback, + conditions.atrLowerRawBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + // RSI ... + + // + bool isRsiOverBought = conditions.rsiBuffer[cIDX] > mInputs.rsiOverBoughtLevel; + bool isRsiOverBoughtPrev = conditions.rsiBuffer[pIDX] > mInputs.rsiOverBoughtLevel; + + // + bool isRsiCrossedOverOverBought = isRsiOverBought && + !isRsiOverBoughtPrev; + bool isRsiCrossedUnderOverBought = !isRsiOverBought && + isRsiOverBoughtPrev; + + // + bool isRsiOverSold = conditions.rsiBuffer[cIDX] < mInputs.rsiOverSoldLevel; + bool isRsiOverSoldPrev = conditions.rsiBuffer[pIDX] < mInputs.rsiOverSoldLevel; + + // + bool isRsiCrossedUnderOverSold = isRsiOverSold && + !isRsiOverSoldPrev; + bool isRsiCrossedOverOverSold = !isRsiOverSold && + isRsiOverSoldPrev; + + // + // ATR ... + + // + bool isClosedOverAtrUpper = cBar.close > conditions.atrUpperBuffer[cIDX]; + bool isClosedOverAtrLower = cBar.close > conditions.atrLowerBuffer[cIDX]; + + // + bool isClosedUnderAtrUpper = cBar.close < conditions.atrUpperBuffer[cIDX]; + bool isClosedUnderAtrLower = cBar.close < conditions.atrLowerBuffer[cIDX]; + + // + bool isRejectedUpAtrUpper = IsBarReject( + atrUpperBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isRejectedDownAtrUpper = IsBarReject( + atrUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isRejectedUpAtrLower = IsBarReject( + atrLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + ; + bool isRejectedDownAtrLower = IsBarReject( + atrLowerBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + ; + + // + bool isBreakedUpAtrUpper = IsBarBreak( + atrUpperBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownAtrUpper = IsBarBreak( + atrUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedUpAtrLower = IsBarBreak( + atrLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownAtrLower = IsBarBreak( + atrLowerBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + + // + conditions.isRsiOverSold = isRsiOverSold; + conditions.isRsiOverBought = isRsiOverBought; + conditions.isRejectedUpAtrUpper = isRejectedUpAtrUpper; + conditions.isRejectedUpAtrLower = isRejectedUpAtrLower; + conditions.isBreakedUpAtrUpper = isBreakedUpAtrUpper; + conditions.isBreakedUpAtrLower = isBreakedUpAtrLower; + conditions.isRejectedDownAtrUpper = isRejectedDownAtrUpper; + conditions.isRejectedDownAtrLower = isRejectedDownAtrLower; + conditions.isClosedOverAtrUpper = isClosedOverAtrUpper; + conditions.isClosedOverAtrLower = isClosedOverAtrLower; + conditions.isBreakedDownAtrUpper = isBreakedDownAtrUpper; + conditions.isBreakedDownAtrLower = isBreakedDownAtrLower; + conditions.isClosedUnderAtrUpper = isClosedUnderAtrUpper; + conditions.isClosedUnderAtrLower = isClosedUnderAtrLower; + conditions.isRsiCrossedOverOverSold = isRsiCrossedOverOverSold; + conditions.isRsiCrossedUnderOverSold = isRsiCrossedUnderOverSold; + conditions.isRsiCrossedOverOverBought = isRsiCrossedOverOverBought; + conditions.isRsiCrossedUnderOverBought = isRsiCrossedUnderOverBought; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XATRInputs mInputs; // Inputs ... + + // + // Buffers ... + double rsiBuffer[]; + double atrUpperBuffer[]; + double atrLowerBuffer[]; + double atrBuffer[]; + double atrUpperRawBuffer[]; + double atrLowerRawBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Buffers ... + + // + // RSI ... + CopyBuffer( + mHandler, + X121_RSI_LINE, + 0, + maxRequiredBars, + rsiBuffer + // + ); + + // + // ATR ... + + // + CopyBuffer( + mHandler, + X121_ATR_UPPER_LINE, + 0, + maxRequiredBars, + atrUpperBuffer + // + ); + + // + CopyBuffer( + mHandler, + X121_ATR_LOWER_LINE, + 0, + maxRequiredBars, + atrLowerBuffer + // + ); + + // + CopyBuffer( + mHandler, + X121_ATR_LINE, + 0, + maxRequiredBars, + atrBuffer + // + ); + + // + CopyBuffer( + mHandler, + X121_ATR_UPPER_RAW_LINE, + 0, + maxRequiredBars, + atrUpperRawBuffer + // + ); + + // + CopyBuffer( + mHandler, + X121_ATR_LOWER_RAW_LINE, + 0, + maxRequiredBars, + atrLowerRawBuffer + // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + rsiBuffer, + maxAllowed // + ); + + // + CleanupArray( + atrUpperBuffer, + maxAllowed // + ); + + // + CleanupArray( + atrLowerBuffer, + maxAllowed // + ); + + // + CleanupArray( + atrBuffer, + maxAllowed // + ); + + // + CleanupArray( + atrUpperRawBuffer, + maxAllowed // + ); + + // + CleanupArray( + atrLowerRawBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xcc.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xcc.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..a25eb384b178815dbcf6d8480ae6678b8b6d025e GIT binary patch literal 6226 zcmdT`Ra6{6vK%8YF=U?k+)sySoPoJ}$do(ZtlPR`QKLhpQpqN;Ql*pp8rh# z7ibOkS7B|gUnT>%aL>>H9%NOHIEb~)7j20aLv=fXD8E!GOCPTSd9zSjoX2yFPD? zkrE_d(}=-1-!vVcx?nMQ>UUWZqa|WjCjWp%$$*&mz9|`^IE1qDU%p}gl5=O?`RYEY z+r91J@~)AcMBn*0C%7?{;8PHCx^S2#!M*jPE6Q*p^@kU&jxos(felomdKGr*xNIOW z{VLZuM~8crPly+0cT)l#%ws<}`)#Buy>Hej zM1l(Qgc2CP2;5X`ac8KTJfAJoou+IAZGSR2{t;W6SxjT38AZ;XCebb2BYT@MjF5IM zoDTzWIt;s6J5T-z+;}#itY4L*VL0+gS?T#Iw}-{|D*AB#O>$ep3Toyrcq`Bt_O|sG z``zM=j5op97nkS!{WzlRIkqLq>QC#*j{e54ABy}8#28CIu+Bvztb{C_T590r9~g4h zC!-Vc)NBc|i-m0|H0TELggV7zT2Li%q*eSOKOi0^W#EhGQF}HGOsiK(>)ZFZw~~YV z^2#jo&^(_5n%FyzgJR>*o0xnO1}vb*8V_T6-VK8cNi1`I${n6F%iO!YTV`YH1#6VL 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---------------------------------------------- +// Name: XSCX121XCCHelper +// Description: provides all Indicator +// Helper requirements ... +// +// +// 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-helper.class.mq5" + +// +// Definitions ... + +// +// Input Models ... +struct X121XCCInputs +{ + // + // Props ... + + // + // Chart Style ... + ENUM_CHART_MODE mode; // Mode + color upColor; // Up Color + color downColor; // Down Color + color lineColor; // Line mode and Doji candlestick Color + color bearishColor; // Bullish Color + color bullishColor; // Bearish Color + color volumesColor; // Volumes Color + + // + // Presentation ... + bool showCandles; // Show Candles + + // + // Constructor(s) ... + X121XCCInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + mode = CHART_CANDLES; + + // + upColor = CLR_NONE; + downColor = CLR_NONE; + lineColor = CLR_NONE; + bearishColor = CLR_NONE; + bullishColor = CLR_NONE; + volumesColor = CLR_NONE; + + // + showCandles = false; + + // + ZeroMemory(this); + } + + // + // Default ... + void Default() + { + // + mode = CHART_CANDLES; + + // + upColor = clrLime; + downColor = clrRed; + lineColor = clrLime; + bearishColor = clrRed; + bullishColor = clrLime; + volumesColor = clrGreen; + // + showCandles = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + true + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(0, 0); + + // + return result; + } +}; + +// +// Class ... +class XCX121XCCHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XCCHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XCCHelper() + { + mInputs.Clean(); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XCCInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xcc", + // + // Inputs ... + // + // Chart Style ... + "", + mInputs.mode, // Mode + mInputs.upColor, // Up Color + mInputs.downColor, // Down Color + mInputs.lineColor, // Line mode and Doji candlestick Color + mInputs.bearishColor, // Bullish Color + mInputs.bullishColor, // Bearish Color + mInputs.volumesColor, // Volumes Color + // + // Presentation ... + "", + mInputs.showCandles // Show Candles + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XCCInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XCCInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XCCInputs mInputs; // Inputs ... +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xche.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xche.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..bf918d01d8cc93c3a89d813950f98754df395e15 GIT binary patch literal 6010 zcmdT>Wn2{AwjG$EyGxKB8l*d=8-|dOjv=HQ>1OC|L>g%%Bm|@p9lD1`T0lCV|NGwk zc0b&&Z|&bc`|P#O`LOnuHxvN60nmv6Ai%${{eSg;I{;t|CRUw@x{gF;UmJ}!vlRJn 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Conditions ... +struct X121XCHEConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double le1Buffer[]; + double se1Buffer[]; + double le2Buffer[]; + double se2Buffer[]; + double le1StartBuffer[]; + double se1StartBuffer[]; + double le2StartBuffer[]; + double se2StartBuffer[]; + + // + // Conditions ... + + // + bool isChe1Bullish; + bool isChe1Bearish; + + // + bool isChe1SwitchedToBullish; + bool isChe1SwitchedToBearish; + + // + bool isChe2Bullish; + bool isChe2Bearish; + + // + bool isChe2SwitchedToBullish; + bool isChe2SwitchedToBearish; + + // + bool isCheBullish; + bool isCheBearish; + + // + bool isCheSwitchedToBullish; + bool isCheSwitchedToBearish; + + // + bool isClosedOverCheMin; + bool isClosedOverCheMax; + + // + bool isClosedUnderCheMin; + bool isClosedUnderCheMax; + + // + // Constructor ... + X121XCHEConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(le1Buffer); + Clean(se1Buffer); + Clean(le2Buffer); + Clean(se2Buffer); + Clean(le1StartBuffer); + Clean(se1StartBuffer); + Clean(le2StartBuffer); + Clean(se2StartBuffer); + + // + ArraySetAsSeries(le1Buffer, true); + ArraySetAsSeries(se1Buffer, true); + ArraySetAsSeries(le2Buffer, true); + ArraySetAsSeries(se2Buffer, true); + ArraySetAsSeries(le1StartBuffer, true); + ArraySetAsSeries(se1StartBuffer, true); + ArraySetAsSeries(le2StartBuffer, true); + ArraySetAsSeries(se2StartBuffer, true); + + // + // Conditions ... + + // + isChe1Bullish = false; + isChe1Bearish = false; + + // + isChe1SwitchedToBullish = false; + isChe1SwitchedToBearish = false; + + // + isChe2Bullish = false; + isChe2Bearish = false; + + // + isChe2SwitchedToBullish = false; + isChe2SwitchedToBearish = false; + + // + isCheBullish = false; + isCheBearish = false; + + // + isCheSwitchedToBullish = false; + isCheSwitchedToBearish = false; + + // + isClosedOverCheMin = false; + isClosedOverCheMax = false; + + // + isClosedUnderCheMin = false; + isClosedUnderCheMax = false; + + // + ZeroMemory(this); + } + + /** + * Generate Conditions Scores ... + * + * @param bullishScore: Double, Directional Scores Reference ... + * @param bearishScore: Double, Directional Scores Reference ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // TODO: Implement if Required ... + } + + /** + * Generate Summary String for Represent Conditions State ... + * + * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... + * @param onlyConditions: Boolean, Just Generate Only Conditions ... + * @param includeScores: Boolean, Attach Scores Representations on Result ... + * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... + * @param separator: String, Separate Lines ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string scoresStr = + // + "Scores: " + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "" + // + ; + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores // + ); + + // + string conditionsStr = + // + ToString("isChe1Bullish", isChe1Bullish, ignoreFalseConditions, separator) + + ToString("isChe1Bearish", isChe1Bearish, ignoreFalseConditions, separator) + + ToString("isChe1SwitchedToBullish", isChe1SwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isChe1SwitchedToBearish", isChe1SwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isChe2Bullish", isChe2Bullish, ignoreFalseConditions, separator) + + ToString("isChe2Bearish", isChe2Bearish, ignoreFalseConditions, separator) + + ToString("isChe2SwitchedToBullish", isChe2SwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isChe2SwitchedToBearish", isChe2SwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isCheBullish", isCheBullish, ignoreFalseConditions, separator) + + ToString("isCheBearish", isCheBearish, ignoreFalseConditions, separator) + + ToString("isCheSwitchedToBullish", isCheSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isCheSwitchedToBearish", isCheSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isClosedOverCheMin", isClosedOverCheMin, ignoreFalseConditions, separator) + + ToString("isClosedOverCheMax", isClosedOverCheMax, ignoreFalseConditions, separator) + + ToString("isClosedUnderCheMin", isClosedUnderCheMin, ignoreFalseConditions, separator) + + ToString("isClosedUnderCheMax", isClosedUnderCheMax, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Class ... +class XCX121XCHEHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XCHEHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XCHEHelper() + { + // + mInputs.Clean(); + + // + Clean(le1Buffer); + Clean(se1Buffer); + Clean(le2Buffer); + Clean(se2Buffer); + Clean(le1StartBuffer); + Clean(se1StartBuffer); + Clean(le2StartBuffer); + Clean(se2StartBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XCHEInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + ArraySetAsSeries(le1Buffer, true); + ArraySetAsSeries(se1Buffer, true); + ArraySetAsSeries(le2Buffer, true); + ArraySetAsSeries(se2Buffer, true); + ArraySetAsSeries(le1StartBuffer, true); + ArraySetAsSeries(se1StartBuffer, true); + ArraySetAsSeries(le2StartBuffer, true); + ArraySetAsSeries(se2StartBuffer, true); + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xche", + // + // Inputs ... + // + // Market ... + "", + mInputs.cheLength, + mInputs.cheLoopback, + mInputs.cheMultiplier1, + mInputs.cheMultiplier2, + mInputs.cheUpperAppliedTo, + mInputs.cheLowerAppliedTo, + // + // Presentation ... + "", + mInputs.cheArrowCode, + mInputs.showLE1, + mInputs.showSE1, + mInputs.showLE2, + mInputs.showSE2 + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XCHEInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XCHEInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Readers ... + + // + double GetLE1( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(le1Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return le1Buffer[barIndex]; + } + + // + int CopyLE1( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + le1Buffer, + buffer, + forceClean + // + ); + } + + // + double GetLE1Start( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(le1StartBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return le1StartBuffer[barIndex]; + } + + // + int CopyLE1Start( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + le1StartBuffer, + buffer, + forceClean + // + ); + } + + // + double GetLE2( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(le2Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return le2Buffer[barIndex]; + } + + // + int CopyLE2( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + le2Buffer, + buffer, + forceClean + // + ); + } + + // + double GetLE2Start( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(le2StartBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return le2StartBuffer[barIndex]; + } + + // + int CopyLE2Start( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + le2StartBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSE1( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(se1Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return se1Buffer[barIndex]; + } + + // + int CopySE1( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceCsean = true // Force To Csean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + se1Buffer, + buffer, + forceCsean + // + ); + } + + // + double GetSE1Start( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(se1StartBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return se1StartBuffer[barIndex]; + } + + // + int CopySE1Start( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceCsean = true // Force To Csean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + se1StartBuffer, + buffer, + forceCsean + // + ); + } + + // + double GetSE2( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(se2Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return se2Buffer[barIndex]; + } + + // + int CopySE2( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceCsean = true // Force To Csean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + se2Buffer, + buffer, + forceCsean + // + ); + } + + // + double GetSE2Start( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(se2StartBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return se2StartBuffer[barIndex]; + } + + // + int CopySE2Start( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceCsean = true // Force To Csean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + se2StartBuffer, + buffer, + forceCsean + // + ); + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XCHEConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopyLE1( + zIndex, + loopback, + conditions.le1Buffer // + ); + + // + CopySE1( + zIndex, + loopback, + conditions.se1Buffer // + ); + + // + CopyLE2( + zIndex, + loopback, + conditions.le2Buffer // + ); + + // + CopySE2( + zIndex, + loopback, + conditions.se2Buffer // + ); + + // + CopyLE1Start( + zIndex, + loopback, + conditions.le1StartBuffer // + ); + + // + CopySE1Start( + zIndex, + loopback, + conditions.se1StartBuffer // + ); + + // + CopyLE2Start( + zIndex, + loopback, + conditions.le2StartBuffer // + ); + + // + CopySE2Start( + zIndex, + loopback, + conditions.se2StartBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + bool isChe1Bullish = le1Buffer[cIDX] != EMPTY_VALUE && + se1Buffer[cIDX] == EMPTY_VALUE; + bool isChe1BullishPrev = le1Buffer[cIDX] != EMPTY_VALUE && + se1Buffer[pIDX] == EMPTY_VALUE; + + // + bool isChe1Bearish = se1Buffer[cIDX] != EMPTY_VALUE && + le1Buffer[cIDX] == EMPTY_VALUE; + bool isChe1BearishPrev = se1Buffer[pIDX] != EMPTY_VALUE && + le1Buffer[pIDX] == EMPTY_VALUE; + + // + bool isChe1SwitchedToBullish = isChe1Bullish && + !isChe1BullishPrev; + bool isChe1SwitchedToBearish = isChe1Bearish && + !isChe1BearishPrev; + + // + bool isChe2Bullish = le2Buffer[cIDX] != EMPTY_VALUE && + se2Buffer[cIDX] == EMPTY_VALUE; + bool isChe2BullishPrev = le2Buffer[pIDX] != EMPTY_VALUE && + se2Buffer[pIDX] == EMPTY_VALUE; + + // + bool isChe2Bearish = se2Buffer[cIDX] != EMPTY_VALUE && + le2Buffer[cIDX] == EMPTY_VALUE; + bool isChe2BearishPrev = se2Buffer[pIDX] != EMPTY_VALUE && + le2Buffer[pIDX] == EMPTY_VALUE; + + // + bool isChe2SwitchedToBullish = isChe2Bullish && + !isChe2BullishPrev; + bool isChe2SwitchedToBearish = isChe2Bearish && + !isChe2BearishPrev; + + // + bool isCheBullish = isChe1Bullish && + isChe2Bullish; + bool isCheBullishPrev = isChe1BullishPrev && + isChe2BullishPrev; + + // + bool isCheBearish = isChe1Bearish && + isChe2Bearish; + bool isCheBearishPrev = isChe1BearishPrev && + isChe2BearishPrev; + + // + bool isCheSwitchedToBullish = isCheBullish && + !isCheBullishPrev; + bool isCheSwitchedToBearish = isCheBearish && + !isCheBearishPrev; + + // + double ches[]; + double prevCheLE1 = le1Buffer[pIDX]; + double prevCheLE2 = le2Buffer[pIDX]; + double prevCheSE1 = se1Buffer[pIDX]; + double prevCheSE2 = se2Buffer[pIDX]; + if (prevCheLE1 != EMPTY_VALUE) + { + // + Add( + prevCheLE1, + ches // + ); + } + if (prevCheLE2 != EMPTY_VALUE) + { + // + Add( + prevCheLE2, + ches // + ); + } + if (prevCheSE1 != EMPTY_VALUE) + { + // + Add( + prevCheSE1, + ches // + ); + } + if (prevCheSE2 != EMPTY_VALUE) + { + // + Add( + prevCheSE2, + ches // + ); + } + + // + double cheMin = GetMin(ches); + double cheMax = GetMax(ches); + + // + bool isClosedOverCheMin = cBar.close > cheMin; + bool isClosedOverCheMax = cBar.close > cheMax; + bool isClosedUnderCheMin = cBar.close < cheMin; + bool isClosedUnderCheMax = cBar.close < cheMax; + + // + conditions.isChe1Bullish = isChe1Bullish; + conditions.isChe1Bearish = isChe1Bearish; + conditions.isChe1SwitchedToBullish = isChe1SwitchedToBullish; + conditions.isChe1SwitchedToBearish = isChe1SwitchedToBearish; + conditions.isChe2Bullish = isChe2Bullish; + conditions.isChe2Bearish = isChe2Bearish; + conditions.isChe2SwitchedToBullish = isChe2SwitchedToBullish; + conditions.isChe2SwitchedToBearish = isChe2SwitchedToBearish; + conditions.isCheBullish = isCheBullish; + conditions.isCheBearish = isCheBearish; + conditions.isCheSwitchedToBullish = isCheSwitchedToBullish; + conditions.isCheSwitchedToBearish = isCheSwitchedToBearish; + conditions.isClosedOverCheMin = isClosedOverCheMin; + conditions.isClosedOverCheMax = isClosedOverCheMax; + conditions.isClosedUnderCheMin = isClosedUnderCheMin; + conditions.isClosedUnderCheMax = isClosedUnderCheMax; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XCHEInputs mInputs; // Inputs ... + + // + // Buffers ... + double le1Buffer[]; + double se1Buffer[]; + double le2Buffer[]; + double se2Buffer[]; + double le1StartBuffer[]; + double se1StartBuffer[]; + double le2StartBuffer[]; + double se2StartBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Buffers ... + + // + // LE1 Start ... + CopyBuffer( + mHandler, + X121_XCHE_LE_1_S_LINE, + 0, + maxRequiredBars, + le1StartBuffer // + ); + + // + // LE1 ... + CopyBuffer( + mHandler, + X121_XCHE_LE_1_LINE, + 0, + maxRequiredBars, + le1Buffer // + ); + + // + // LE2 Start ... + CopyBuffer( + mHandler, + X121_XCHE_LE_2_S_LINE, + 0, + maxRequiredBars, + le2StartBuffer // + ); + + // + // LE2 ... + CopyBuffer( + mHandler, + X121_XCHE_LE_2_LINE, + 0, + maxRequiredBars, + le2Buffer // + ); + + // + // SE1 Start ... + CopyBuffer( + mHandler, + X121_XCHE_SE_1_S_LINE, + 0, + maxRequiredBars, + se1StartBuffer // + ); + + // + // SE1 ... + CopyBuffer( + mHandler, + X121_XCHE_SE_1_LINE, + 0, + maxRequiredBars, + se1Buffer // + ); + + // + // SE2 Start ... + CopyBuffer( + mHandler, + X121_XCHE_SE_2_S_LINE, + 0, + maxRequiredBars, + se2StartBuffer // + ); + + // + // SE2 ... + CopyBuffer( + mHandler, + X121_XCHE_SE_2_LINE, + 0, + maxRequiredBars, + se2Buffer // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + le1Buffer, + maxAllowed // + ); + + // + CleanupArray( + se1Buffer, + maxAllowed // + ); + + // + CleanupArray( + le2Buffer, + maxAllowed // + ); + + // + CleanupArray( + se2Buffer, + maxAllowed // + ); + + // + CleanupArray( + le1StartBuffer, + maxAllowed // + ); + + // + CleanupArray( + se1StartBuffer, + maxAllowed // + ); + + // + CleanupArray( + le2StartBuffer, + maxAllowed // + ); + + // + CleanupArray( + se2StartBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git 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XSCX121XCTHelper +// Description: provides all Indicator +// Helper requirements ... +// +// +// 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-helper.class.mq5" + +// +// Definitions ... + +// +// Input Models ... +struct X121XCTInputs +{ + // + // Props ... + + // + string font; // Font + int fontSize; // Font Size; + color clr; // Text Color + ENUM_BASE_CORNER corner; // Text Position + + // + // Presentation ... + bool showCandleTime; // Show Candle Time + + // + // Constructor(s) ... + X121XCTInputs() + { + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + font = NULL; + fontSize = 15; + clr = CLR_NONE; + corner = CORNER_RIGHT_LOWER; + + // + // Presentation ... + showCandleTime = false; + + // + ZeroMemory(this); + } + + // + // Default ... + void Default() + { + // + font = "Arial"; + fontSize = 15; + clr = clrYellow; + corner = CORNER_RIGHT_LOWER; + + // + // Presentation ... + showCandleTime = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + true + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(0, 0); + + // + return result; + } +}; + +// +// Class ... +class XCX121XCTHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XCTHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XCTHelper() + { + mInputs.Clean(); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XCTInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xct", + // + // Inputs ... + mInputs.fontSize, // Font Size ... + mInputs.font, // Font ... + mInputs.clr, // Text Color ... + mInputs.corner, // Text Position ... + // + // Presentation ... + "", + mInputs.showCandleTime // Show Candle Time + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XCTInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XCTInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XCTInputs mInputs; // Inputs ... +}; + +// +// Tools 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---------------------------------------------- +// Name: XCX121XDONHelper +// Description: provides all Indicator +// Helper requirements ... +// +// +// 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-helper.class.mq5" + +// +// Definitions ... + +// +// Definitions ... +enum ENUM_X121_XDON_BUFFERS +{ + // + X121_XDON_OPEN_UPPER_LINE = 0, + X121_XDON_OPEN_LOWER_LINE = 1, + X121_XDON_HIGH_UPPER_LINE = 2, + X121_XDON_HIGH_LOWER_LINE = 3, + X121_XDON_LOW_UPPER_LINE = 4, + X121_XDON_LOW_LOWER_LINE = 5, + X121_XDON_CLOSE_UPPER_LINE = 6, + X121_XDON_CLOSE_LOWER_LINE = 7, +}; + +// +// Input Models ... +struct X121XDONInputs +{ + // + // Props ... + + // + int donchainLength; // Donchain Length + + // + int startCalculationForLastBars; // Calculate Last n Bars + + // + bool showUpper; // Show Upper Band + bool showLower; // Show Lower Band + + // + bool showOpen; // Show Open + bool showHigh; // Show High + bool showClose; // Show Close + bool showLow; // Show Low + + // + // Constructor(s) ... + X121XDONInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + donchainLength = 0; + + // + startCalculationForLastBars = 0; + + // + showUpper = false; + showLower = false; + + // + showOpen = false; + showHigh = false; + showClose = false; + showLow = false; + + // + ZeroMemory(this); + } + + // + // Default ... + void Default() + { + // + donchainLength = 40; + + // + startCalculationForLastBars = 1000; + + // + showUpper = true; + showLower = true; + + // + showOpen = true; + showHigh = true; + showClose = true; + showLow = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + donchainLength > 0 + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(1, donchainLength); + + // + return result; + } +}; + +// +// Conditions ... +struct X121XDONConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double donOpenUpperBuffer[]; + double donOpenLowerBuffer[]; + double donHighUpperBuffer[]; + double donHighLowerBuffer[]; + double donLowUpperBuffer[]; + double donLowLowerBuffer[]; + double donCloseUpperBuffer[]; + double donCloseLowerBuffer[]; + + // + // Conditions ... + + // + bool isRejectedDonOpenUpper; + bool isRejectedDonHighUpper; + bool isRejectedDonLowUpper; + bool isRejectedDonCloseUpper; + + // + bool isRejectedDonOpenLower; + bool isRejectedDonHighLower; + bool isRejectedDonLowLower; + bool isRejectedDonCloseLower; + + // + bool isBreakedDonOpenUpper; + bool isBreakedDonHighUpper; + bool isBreakedDonLowUpper; + bool isBreakedDonCloseUpper; + + // + bool isBreakedDonOpenLower; + bool isBreakedDonHighLower; + bool isBreakedDonLowLower; + bool isBreakedDonCloseLower; + + // + // Constructor ... + X121XDONConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(donOpenUpperBuffer); + Clean(donOpenLowerBuffer); + Clean(donHighUpperBuffer); + Clean(donHighLowerBuffer); + Clean(donLowUpperBuffer); + Clean(donLowLowerBuffer); + Clean(donCloseUpperBuffer); + Clean(donCloseLowerBuffer); + + // + ArraySetAsSeries(donOpenUpperBuffer, true); + ArraySetAsSeries(donOpenLowerBuffer, true); + ArraySetAsSeries(donHighUpperBuffer, true); + ArraySetAsSeries(donHighLowerBuffer, true); + ArraySetAsSeries(donLowUpperBuffer, true); + ArraySetAsSeries(donLowLowerBuffer, true); + ArraySetAsSeries(donCloseUpperBuffer, true); + ArraySetAsSeries(donCloseLowerBuffer, true); + + // + // Conditions ... + + // + isRejectedDonOpenUpper = false; + isRejectedDonHighUpper = false; + isRejectedDonLowUpper = false; + isRejectedDonCloseUpper = false; + + // + isRejectedDonOpenLower = false; + isRejectedDonHighLower = false; + isRejectedDonLowLower = false; + isRejectedDonCloseLower = false; + + // + isBreakedDonOpenUpper = false; + isBreakedDonHighUpper = false; + isBreakedDonLowUpper = false; + isBreakedDonCloseUpper = false; + + // + isBreakedDonOpenLower = false; + isBreakedDonHighLower = false; + isBreakedDonLowLower = false; + isBreakedDonCloseLower = false; + + // + ZeroMemory(this); + } + + /** + * Generate Conditions Scores ... + * + * @param bullishScore: Double, Directional Scores Reference ... + * @param bearishScore: Double, Directional Scores Reference ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // TODO: Implement if Required ... + } + + /** + * Generate Summary String for Represent Conditions State ... + * + * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... + * @param onlyConditions: Boolean, Just Generate Only Conditions ... + * @param includeScores: Boolean, Attach Scores Representations on Result ... + * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... + * @param separator: String, Separate Lines ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string scoresStr = + // + "Scores: " + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "" + // + ; + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores // + ); + + // + string conditionsStr = + // + ToString("isRejectedDonOpenUpper", isRejectedDonOpenUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDonHighUpper", isRejectedDonHighUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDonLowUpper", isRejectedDonLowUpper, ignoreFalseConditions, separator) + + ToString("isRejectedDonCloseUpper", isRejectedDonCloseUpper, ignoreFalseConditions, separator) + + // + ToString("isRejectedDonOpenLower", isRejectedDonOpenLower, ignoreFalseConditions, separator) + + ToString("isRejectedDonHighLower", isRejectedDonHighLower, ignoreFalseConditions, separator) + + ToString("isRejectedDonLowLower", isRejectedDonLowLower, ignoreFalseConditions, separator) + + ToString("isRejectedDonCloseLower", isRejectedDonCloseLower, ignoreFalseConditions, separator) + + // + ToString("isBreakedDonOpenUpper", isBreakedDonOpenUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDonHighUpper", isBreakedDonHighUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDonLowUpper", isBreakedDonLowUpper, ignoreFalseConditions, separator) + + ToString("isBreakedDonCloseUpper", isBreakedDonCloseUpper, ignoreFalseConditions, separator) + + // + ToString("isBreakedDonOpenLower", isBreakedDonOpenLower, ignoreFalseConditions, separator) + + ToString("isBreakedDonHighLower", isBreakedDonHighLower, ignoreFalseConditions, separator) + + ToString("isBreakedDonLowLower", isBreakedDonLowLower, ignoreFalseConditions, separator) + + ToString("isBreakedDonCloseLower", isBreakedDonCloseLower, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Class ... +class XCX121XDONHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XDONHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XDONHelper() + { + // + mInputs.Clean(); + + // + Clean(donOpenUpperBuffer); + Clean(donOpenLowerBuffer); + Clean(donHighUpperBuffer); + Clean(donHighLowerBuffer); + Clean(donLowUpperBuffer); + Clean(donLowLowerBuffer); + Clean(donCloseUpperBuffer); + Clean(donCloseLowerBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XDONInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + ArraySetAsSeries(donOpenUpperBuffer, true); + ArraySetAsSeries(donOpenLowerBuffer, true); + ArraySetAsSeries(donHighUpperBuffer, true); + ArraySetAsSeries(donHighLowerBuffer, true); + ArraySetAsSeries(donLowUpperBuffer, true); + ArraySetAsSeries(donLowLowerBuffer, true); + ArraySetAsSeries(donCloseUpperBuffer, true); + ArraySetAsSeries(donCloseLowerBuffer, true); + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xdon", + // + // Inputs ... + // + // Market ... + "", + mInputs.donchainLength, + // + // Presentation ... + "", + mInputs.startCalculationForLastBars, + // + mInputs.showUpper, + mInputs.showLower, + // + mInputs.showOpen, + mInputs.showHigh, + mInputs.showClose, + mInputs.showLow + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XDONInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XDONInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Readers ... + + // + // OPEN ... + + // + // UPPER ... + + // + double GetDonOpenUpper( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donOpenUpperBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donOpenUpperBuffer[barIndex]; + } + + // + int CopyDonOpenUpper( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donOpenUpperBuffer, + buffer, + forceClean + // + ); + } + + // + // LOWER ... + + // + double GetDonOpenLower( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donOpenLowerBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donOpenLowerBuffer[barIndex]; + } + + // + int CopyDonOpenLower( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donOpenLowerBuffer, + buffer, + forceClean + // + ); + } + + // + // CLOSE ... + + // + // UPPER ... + + // + double GetDonCloseUpper( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donCloseUpperBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donCloseUpperBuffer[barIndex]; + } + + // + int CopyDonCloseUpper( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donCloseUpperBuffer, + buffer, + forceClean + // + ); + } + + // + // LOWER ... + + // + double GetDonCloseLower( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donCloseLowerBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donCloseLowerBuffer[barIndex]; + } + + // + int CopyDonCloseLower( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donCloseLowerBuffer, + buffer, + forceClean + // + ); + } + + // + // HIGH ... + + // + // UPPER ... + + // + double GetDonHighUpper( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donHighUpperBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donHighUpperBuffer[barIndex]; + } + + // + int CopyDonHighUpper( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donHighUpperBuffer, + buffer, + forceClean + // + ); + } + + // + // LOWER ... + + // + double GetDonHighLower( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donHighLowerBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donHighLowerBuffer[barIndex]; + } + + // + int CopyDonHighLower( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donHighLowerBuffer, + buffer, + forceClean + // + ); + } + + // + // LOW ... + + // + // UPPER ... + + // + double GetDonLowUpper( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donLowUpperBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donLowUpperBuffer[barIndex]; + } + + // + int CopyDonLowUpper( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donLowUpperBuffer, + buffer, + forceClean + // + ); + } + + // + // LOWER ... + + // + double GetDonLoweLower( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(donLowLowerBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return donLowLowerBuffer[barIndex]; + } + + // + int CopyDonLoweLower( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + donLowLowerBuffer, + buffer, + forceClean + // + ); + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XDONConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopyDonOpenUpper( + zIndex, + loopback, + conditions.donOpenUpperBuffer // + ); + + // + CopyDonOpenLower( + zIndex, + loopback, + conditions.donOpenLowerBuffer // + ); + + // + CopyDonCloseUpper( + zIndex, + loopback, + conditions.donCloseUpperBuffer // + ); + + // + CopyDonCloseLower( + zIndex, + loopback, + conditions.donCloseLowerBuffer // + ); + + // + CopyDonHighUpper( + zIndex, + loopback, + conditions.donHighUpperBuffer // + ); + + // + CopyDonHighLower( + zIndex, + loopback, + conditions.donHighLowerBuffer // + ); + + // + CopyDonLowUpper( + zIndex, + loopback, + conditions.donLowUpperBuffer // + ); + + // + CopyDonLoweLower( + zIndex, + loopback, + conditions.donLowLowerBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + bool isRejectedDonOpenUpper = IsBarReject( + donOpenUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + bool isRejectedDonHighUpper = IsBarReject( + donHighUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + bool isRejectedDonLowUpper = IsBarReject( + donLowUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + bool isRejectedDonCloseUpper = IsBarReject( + donCloseUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isRejectedDonOpenLower = IsBarReject( + donOpenLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isRejectedDonHighLower = IsBarReject( + donHighLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isRejectedDonLowLower = IsBarReject( + donLowLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isRejectedDonCloseLower = IsBarReject( + donCloseLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + + // + bool isBreakedDonOpenUpper = IsBarBreak( + donOpenUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedDonHighUpper = IsBarBreak( + donHighUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedDonLowUpper = IsBarBreak( + donLowUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedDonCloseUpper = IsBarBreak( + donCloseUpperBuffer[cIDX], + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isBreakedDonOpenLower = IsBarBreak( + donOpenLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDonHighLower = IsBarBreak( + donHighLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDonLowLower = IsBarBreak( + donLowLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDonCloseLower = IsBarBreak( + donCloseLowerBuffer[cIDX], + X_DIRECTION_BULLISH, + cBar // + ); + + // + conditions.isBreakedDonLowUpper = isBreakedDonLowUpper; + conditions.isBreakedDonLowLower = isBreakedDonLowLower; + conditions.isRejectedDonLowUpper = isRejectedDonLowUpper; + conditions.isRejectedDonLowLower = isRejectedDonLowLower; + conditions.isBreakedDonOpenUpper = isBreakedDonOpenUpper; + conditions.isBreakedDonHighUpper = isBreakedDonHighUpper; + conditions.isBreakedDonOpenLower = isBreakedDonOpenLower; + conditions.isBreakedDonHighLower = isBreakedDonHighLower; + conditions.isRejectedDonOpenUpper = isRejectedDonOpenUpper; + conditions.isRejectedDonOpenLower = isRejectedDonOpenLower; + conditions.isRejectedDonHighUpper = isRejectedDonHighUpper; + conditions.isRejectedDonHighLower = isRejectedDonHighLower; + conditions.isBreakedDonCloseUpper = isBreakedDonCloseUpper; + conditions.isBreakedDonCloseLower = isBreakedDonCloseLower; + conditions.isRejectedDonCloseUpper = isRejectedDonCloseUpper; + conditions.isRejectedDonCloseLower = isRejectedDonCloseLower; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XDONInputs mInputs; // Inputs ... + + // + // Buffers ... + double donOpenUpperBuffer[]; + double donOpenLowerBuffer[]; + double donHighUpperBuffer[]; + double donHighLowerBuffer[]; + double donLowUpperBuffer[]; + double donLowLowerBuffer[]; + double donCloseUpperBuffer[]; + double donCloseLowerBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Upper ... + CopyBuffer( + mHandler, + X121_XDON_OPEN_UPPER_LINE, + 0, + maxRequiredBars, + donOpenUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_XDON_OPEN_LOWER_LINE, + 0, + maxRequiredBars, + donOpenLowerBuffer + // + ); + + // + // CLOSE ... + + // + // Upper ... + CopyBuffer( + mHandler, + X121_XDON_CLOSE_UPPER_LINE, + 0, + maxRequiredBars, + donCloseUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_XDON_CLOSE_LOWER_LINE, + 0, + maxRequiredBars, + donCloseLowerBuffer + // + ); + + // + // HIGH ... + + // + // Upper ... + CopyBuffer( + mHandler, + X121_XDON_HIGH_UPPER_LINE, + 0, + maxRequiredBars, + donHighUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_XDON_HIGH_LOWER_LINE, + 0, + maxRequiredBars, + donHighLowerBuffer + // + ); + + // + // LOW ... + + // + // Upper ... + CopyBuffer( + mHandler, + X121_XDON_LOW_UPPER_LINE, + 0, + maxRequiredBars, + donLowUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_XDON_LOW_LOWER_LINE, + 0, + maxRequiredBars, + donLowLowerBuffer + // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + donOpenUpperBuffer, + maxAllowed // + ); + + // + CleanupArray( + donOpenLowerBuffer, + maxAllowed // + ); + + // + CleanupArray( + donHighUpperBuffer, + maxAllowed // + ); + + // + CleanupArray( + donHighLowerBuffer, + maxAllowed // + ); + + // + CleanupArray( + donLowUpperBuffer, + maxAllowed // + ); + + // + CleanupArray( + donLowLowerBuffer, + maxAllowed // + ); + + // + CleanupArray( + donCloseUpperBuffer, + maxAllowed // + ); + + // + CleanupArray( + donCloseLowerBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xhk.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xhk.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..7d763af0dbba339ff336e4219bfca32f0290bbc0 GIT binary patch literal 6334 zcmdT`MOYlnvYo*O3GO~PgrGqO2!z2UcyM=j3+_P%2@)W{KyY^_I0+Eko!|@-9D=|6 z_r1Hji@SYQUv+hz)4e!Vi*9Kheq>hwIw1fB@Gsl`zx=-y05BXUQWlT)3rJ~G83meI 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&buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkRawOpenBuffer, + buffer, + forceClean + // + ); + } + + // + double GetRawHKHigh( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(xhkRawHighBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return xhkRawHighBuffer[barIndex]; + } + + // + int CopyRawHKHigh( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkRawHighBuffer, + buffer, + forceClean + // + ); + } + + // + double GetRawHKLow( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(xhkRawLowBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return xhkRawLowBuffer[barIndex]; + } + + // + int CopyRawHKLow( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkRawLowBuffer, + buffer, + forceClean + // + ); + } + + // + double GetRawHKClose( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(xhkRawCloseBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return xhkRawCloseBuffer[barIndex]; + } + + // + int CopyRawHKClose( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkRawCloseBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSMHKOpen( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(xhkSMOpenBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return xhkSMOpenBuffer[barIndex]; + } + + // + int CopySMHKOpen( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkSMOpenBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSMHKHigh( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(xhkSMHighBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return xhkSMHighBuffer[barIndex]; + } + + // + int CopySMHKHigh( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkSMHighBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSMHKLow( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(xhkSMLowBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return xhkSMLowBuffer[barIndex]; + } + + // + int CopySMHKLow( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkSMLowBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSMHKClose( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(xhkSMCloseBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return xhkSMCloseBuffer[barIndex]; + } + + // + int CopySMHKClose( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + xhkSMCloseBuffer, + buffer, + forceClean + // + ); + } + + // + bool GetRawHKAsXOHCL( + int barIndex, // Bar Index + XOHCL &bar // Bar Result + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = bar.Init( + GetSymbol(), + GetPeriod(), + barIndex // + ); + if (!result) + { + return result; + } + + // + bar.open = xhkRawOpenBuffer[barIndex]; + bar.high = xhkRawHighBuffer[barIndex]; + bar.low = xhkRawLowBuffer[barIndex]; + bar.close = xhkRawCloseBuffer[barIndex]; + + // + return result; + } + + // + bool GetSMHKAsXOHCL( + int barIndex, // Bar Index + XOHCL &bar // Bar Result + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + result = bar.Init( + GetSymbol(), + GetPeriod(), + barIndex // + ); + if (!result) + { + return result; + } + + // + bar.open = xhkSMOpenBuffer[barIndex]; + bar.high = xhkSMHighBuffer[barIndex]; + bar.low = xhkSMLowBuffer[barIndex]; + bar.close = xhkSMCloseBuffer[barIndex]; + + // + return result; + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XHKConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopyRawHKOpen( + zIndex, + loopback, + conditions.xhkRawOpenBuffer // + ); + + // + CopyRawHKHigh( + zIndex, + loopback, + conditions.xhkRawHighBuffer // + ); + + // + CopyRawHKLow( + zIndex, + loopback, + conditions.xhkRawLowBuffer // + ); + + // + CopyRawHKClose( + zIndex, + loopback, + conditions.xhkRawCloseBuffer // + ); + + // + CopySMHKOpen( + zIndex, + loopback, + conditions.xhkSMOpenBuffer // + ); + + // + CopySMHKHigh( + zIndex, + loopback, + conditions.xhkSMHighBuffer // + ); + + // + CopySMHKLow( + zIndex, + loopback, + conditions.xhkSMLowBuffer // + ); + + // + CopySMHKClose( + zIndex, + loopback, + conditions.xhkSMCloseBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + double smHKLow = conditions.xhkSMLowBuffer[cIDX]; + double smHKHigh = conditions.xhkSMHighBuffer[cIDX]; + double smHKOpen = conditions.xhkSMOpenBuffer[cIDX]; + double smHKClose = conditions.xhkSMCloseBuffer[cIDX]; + + // + double smHKLowPrev = conditions.xhkSMLowBuffer[pIDX]; + double smHKHighPrev = conditions.xhkSMHighBuffer[pIDX]; + double smHKOpenPrev = conditions.xhkSMOpenBuffer[pIDX]; + double smHKClosePrev = conditions.xhkSMCloseBuffer[pIDX]; + + // + double rawHKLow = conditions.xhkRawLowBuffer[cIDX]; + double rawHKHigh = conditions.xhkRawHighBuffer[cIDX]; + double rawHKOpen = conditions.xhkRawOpenBuffer[cIDX]; + double rawHKClose = conditions.xhkRawCloseBuffer[cIDX]; + + // + double rawHKLowPrev = conditions.xhkRawLowBuffer[pIDX]; + double rawHKHighPrev = conditions.xhkRawHighBuffer[pIDX]; + double rawHKOpenPrev = conditions.xhkRawOpenBuffer[pIDX]; + double rawHKClosePrev = conditions.xhkRawCloseBuffer[pIDX]; + + // + double smHKUp = MathMax(smHKOpen, smHKClose); + double smHKUpPrev = MathMax(smHKOpenPrev, smHKClosePrev); + + // + double smHKDown = MathMin(smHKOpen, smHKClose); + double smHKDownPrev = MathMin(smHKOpenPrev, smHKClosePrev); + + // + double rawHKUp = MathMax(rawHKOpen, rawHKClose); + double rawHKUpPrev = MathMax(rawHKOpenPrev, rawHKClosePrev); + + // + double rawHKDown = MathMin(rawHKOpen, rawHKClose); + double rawHKDownPrev = MathMin(rawHKOpenPrev, rawHKClosePrev); + + // + XOHCL rawHKCBar; + bool hasRawHKBar = GetRawHKAsXOHCL( + cIndex, + rawHKCBar // + ); + + // + // + // + + // + bool isSMHKBullish = smHKOpen < smHKClose; + bool isSMHKBullishPrev = smHKOpenPrev < smHKClosePrev; + + // + bool isRawHKBullish = rawHKOpen < rawHKClose; + bool isRawHKBullishPrev = rawHKOpenPrev < rawHKClosePrev; + + // + bool isSMHKSwitchedToBullish = isSMHKBullish && + !isSMHKBullishPrev; + bool isRawHKSwitchedToBullish = isRawHKBullish && + !isRawHKBullishPrev; + + // + bool isSMHKBearish = smHKOpen > smHKClose; + bool isSMHKBearishPrev = smHKOpenPrev > smHKClosePrev; + + // + bool isRawHKBearish = rawHKOpen > rawHKClose; + bool isRawHKBearishPrev = rawHKOpenPrev > rawHKClosePrev; + + // + bool isSMHKSwitchedToBearish = isSMHKBearish && + !isSMHKBearishPrev; + bool isRawHKSwitchedToBearish = isRawHKBearish && + !isRawHKBearishPrev; + + // + bool isClosedOverSMHK = cBar.close > smHKUp; + bool isClosedUnderSMHK = cBar.close < smHKDown; + + // + bool isClosedOverRawHK = cBar.close > rawHKUp; + bool isClosedUnderRawHK = cBar.close < rawHKDown; + + // + bool isRawHKClosedOverSMHK = rawHKClose > smHKUp; + bool isRawHKClosedUnderSMHK = rawHKClose < smHKDown; + + // + bool isBreakedUpSMHK = IsBarBreak( + smHKUp, + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedUpRawHK = IsBarBreak( + rawHKUp, + X_DIRECTION_BULLISH, + cBar // + ); + bool isRejectedUpSMHK = IsBarReject( + smHKUp, + X_DIRECTION_BULLISH, + cBar // + ); + bool isRejectedUpRawHK = IsBarReject( + rawHKUp, + X_DIRECTION_BULLISH, + cBar // + ); + + // + bool isRawHKBreakedUpSMHK = + hasRawHKBar && + IsBarBreak( + smHKUp, + X_DIRECTION_BULLISH, + rawHKCBar // + ); + + // + bool isBreakedDownSMHK = IsBarBreak( + smHKDown, + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedDownRawHK = IsBarBreak( + rawHKDown, + X_DIRECTION_BEARISH, + cBar // + ); + bool isRejectedDownSMHK = IsBarReject( + smHKDown, + X_DIRECTION_BEARISH, + cBar // + ); + bool isRejectedDownRawHK = IsBarReject( + rawHKDown, + X_DIRECTION_BEARISH, + cBar // + ); + + // + bool isRawHKBreakedDownSMHK = + hasRawHKBar && + IsBarBreak( + smHKDown, + X_DIRECTION_BEARISH, + rawHKCBar // + ); + + // + conditions.isSMHKBullish = isSMHKBullish; + conditions.isRawHKBullish = isRawHKBullish; + conditions.isSMHKSwitchedToBullish = isSMHKSwitchedToBullish; + conditions.isRawHKSwitchedToBullish = isRawHKSwitchedToBullish; + conditions.isSMHKBearish = isSMHKBearish; + conditions.isRawHKBearish = isRawHKBearish; + conditions.isSMHKSwitchedToBearish = isSMHKSwitchedToBearish; + conditions.isRawHKSwitchedToBearish = isRawHKSwitchedToBearish; + conditions.isClosedOverSMHK = isClosedOverSMHK; + conditions.isClosedUnderSMHK = isClosedUnderSMHK; + conditions.isClosedOverRawHK = isClosedOverRawHK; + conditions.isClosedUnderRawHK = isClosedUnderRawHK; + conditions.isRawHKClosedOverSMHK = isRawHKClosedOverSMHK; + conditions.isRawHKClosedUnderSMHK = isRawHKClosedUnderSMHK; + conditions.isBreakedUpSMHK = isBreakedUpSMHK; + conditions.isBreakedUpRawHK = isBreakedUpRawHK; + conditions.isRejectedUpSMHK = isRejectedUpSMHK; + conditions.isRejectedUpRawHK = isRejectedUpRawHK; + conditions.isRawHKBreakedUpSMHK = isRawHKBreakedUpSMHK; + conditions.isBreakedDownSMHK = isBreakedDownSMHK; + conditions.isBreakedDownRawHK = isBreakedDownRawHK; + conditions.isRejectedDownSMHK = isRejectedDownSMHK; + conditions.isRejectedDownRawHK = isRejectedDownRawHK; + conditions.isRawHKBreakedDownSMHK = isRawHKBreakedDownSMHK; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + rawHKCBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XHKInputs mInputs; // Inputs ... + + // + // Buffers ... + double xhkRawOpenBuffer[]; + double xhkRawHighBuffer[]; + double xhkRawLowBuffer[]; + double xhkRawCloseBuffer[]; + double xhkSMOpenBuffer[]; + double xhkSMHighBuffer[]; + double xhkSMLowBuffer[]; + double xhkSMCloseBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Buffers ... + + // + // RAW Open ... + CopyBuffer( + mHandler, + X121_XHK_RAW_OPEN_LINE, + 0, + maxRequiredBars, + xhkRawOpenBuffer + // + ); + + // + // RAW High ... + CopyBuffer( + mHandler, + X121_XHK_RAW_HIGH_LINE, + 0, + maxRequiredBars, + xhkRawHighBuffer + // + ); + + // + // RAW Low ... + CopyBuffer( + mHandler, + X121_XHK_RAW_LOW_LINE, + 0, + maxRequiredBars, + xhkRawLowBuffer + // + ); + + // + // RAW Close ... + CopyBuffer( + mHandler, + X121_XHK_RAW_CLOSE_LINE, + 0, + maxRequiredBars, + xhkRawCloseBuffer + // + ); + + // + // SM Open ... + CopyBuffer( + mHandler, + X121_XHK_SM_OPEN_LINE, + 0, + maxRequiredBars, + xhkSMOpenBuffer + // + ); + + // + // SM High ... + CopyBuffer( + mHandler, + X121_XHK_SM_HIGH_LINE, + 0, + maxRequiredBars, + xhkSMHighBuffer + // + ); + + // + // SM Low ... + CopyBuffer( + mHandler, + X121_XHK_SM_LOW_LINE, + 0, + maxRequiredBars, + xhkSMLowBuffer + // + ); + + // + // SM Close ... + CopyBuffer( + mHandler, + X121_XHK_SM_CLOSE_LINE, + 0, + maxRequiredBars, + xhkSMCloseBuffer + // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + xhkRawOpenBuffer, + maxAllowed // + ); + + // + CleanupArray( + xhkRawHighBuffer, + maxAllowed // + ); + + // + CleanupArray( + xhkRawLowBuffer, + maxAllowed // + ); + + // + CleanupArray( + xhkRawCloseBuffer, + maxAllowed // + ); + + // + CleanupArray( + xhkSMOpenBuffer, + maxAllowed // + ); + + // + CleanupArray( + xhkSMHighBuffer, + maxAllowed // + ); + + // + CleanupArray( + xhkSMLowBuffer, + maxAllowed // + ); + + // + CleanupArray( + xhkSMCloseBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xpv.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xpv.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..aba4bb393d65136ca0e19dc63b72f0dc9760f3d0 GIT binary patch literal 6604 zcmdT|MOYlnvK@4S1ed_zFi3EB3GSA`2MzA-?gR-I2s*fvpaFtA3@*V55Zp=7Fv!b) 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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-helper.class.mq5" + +// +// Definitions ... + +// +// Definitions ... +enum ENUM_X121_XPV_BUFFERS +{ + // + X121_XPV_PEAK_LINE = 0, + X121_XPV_VALE_LINE = 1, + X121_XPV_SAR_LINE = 2, + X121_XPV_C_HH_LINE = 3, + X121_XPV_C_LL_LINE = 4, + X121_XPV_S_HH_LINE = 5, + X121_XPV_S_LL_LINE = 6, + X121_XPV_M_HH_LINE = 7, + X121_XPV_M_LL_LINE = 8, + X121_XPV_L_HH_LINE = 9, + X121_XPV_L_LL_LINE = 10, + X121_XPV_H_HH_LINE = 11, + X121_XPV_H_LL_LINE = 12, +}; + +// +// Input Models ... +struct X121XPVInputs +{ + // + // Props ... + + // + // Short ... + ENUM_X_PERIOD_METHOD scMethod; // How to Find Period + ENUM_TIMEFRAMES scPeriod; // Time Period + + // + // Medium ... + ENUM_X_PERIOD_METHOD mcMethod; // How to Find Period + ENUM_TIMEFRAMES mcPeriod; // Time Period + + // + // Long ... + ENUM_X_PERIOD_METHOD lcMethod; // How to Find Period + ENUM_TIMEFRAMES lcPeriod; // Time Period + + // + // Hind ... + ENUM_X_PERIOD_METHOD hcMethod; // How to Find Period + ENUM_TIMEFRAMES hcPeriod; // Time Period + + // + // Boundary Detection ... + ENUM_SERIESMODE hhMode; // Highest High Calculation Method + ENUM_SERIESMODE llMode; // Lowest Low Calculation Method + + // + // Parabolic Sar Detection ... + double sarStep; // Step + double sarMax; // Maximum + + // + int startCalculationForLastBars; // Calculate Last n Bars + + // + int sarArrowCode; // Parabolic Sar Arrow Code + int peaksArrowCode; // Peaks Arrow Code + int valesArrowCode; // Vales Arrow Code + + // + bool showSar; // Show Parabolic Sar + bool showPeaks; // Show Peaks + bool showVales; // Show Vales + + // + // Constructor(s) ... + X121XPVInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + // Short ... + scMethod = X_PERIOD_NOTHING; + scPeriod = NULL; + + // + // Medium ... + mcMethod = X_PERIOD_NOTHING; + mcPeriod = NULL; + + // + // Long ... + lcMethod = X_PERIOD_NOTHING; + lcPeriod = NULL; + + // + // Hind ... + hcMethod = X_PERIOD_NOTHING; + hcPeriod = NULL; + + // + // Boundary Detection ... + hhMode = MODE_HIGH; + llMode = MODE_LOW; + + // + sarStep = 0; + sarMax = 0; + + // + startCalculationForLastBars = 0; + + // + sarArrowCode = 0; + peaksArrowCode = 0; + valesArrowCode = 0; + + // + showSar = false; + showPeaks = false; + showVales = false; + + // + ZeroMemory(this); + } + + // + // Default ... + void Default() + { + // + // Short ... + scMethod = X_PERIOD_AUTO; + scPeriod = NULL; + + // + // Medium ... + mcMethod = X_PERIOD_AUTO; + mcPeriod = NULL; + + // + // Long ... + lcMethod = X_PERIOD_AUTO; + lcPeriod = NULL; + + // + // Hind ... + hcMethod = X_PERIOD_AUTO; + hcPeriod = NULL; + + // + // Boundary Detection ... + hhMode = MODE_HIGH; + llMode = MODE_LOW; + + // + sarStep = 0.02; + sarMax = 0.2; + + // + startCalculationForLastBars = 1000; + + // + sarArrowCode = 159; + peaksArrowCode = 159; + valesArrowCode = 159; + + // + showSar = true; + showPeaks = true; + showVales = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + // SAR ... + sarMax > 0 && + sarStep > 0 && + sarMax > sarStep && + // + // XPV ... + (IsValid(scMethod, scPeriod) && + IsValid(mcMethod, mcPeriod) && + IsValid(lcMethod, lcPeriod) && + IsValid(hcMethod, hcPeriod)) + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(1, 1); + + // + return result; + } +}; + +// +// Conditions ... +struct X121XPVConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double peaksBuffer[]; + double valesBuffer[]; + double sarBuffer[]; + double cHHBuffer[]; + double cLLBuffer[]; + double sHHBuffer[]; + double sLLBuffer[]; + double mHHBuffer[]; + double mLLBuffer[]; + double lHHBuffer[]; + double lLLBuffer[]; + double hHHBuffer[]; + double hLLBuffer[]; + + // + // Conditions ... + + // + // SAR ... + + // + bool isSarBullish; + bool isSarBearish; + + // + bool isSarSwitchedToBullish; + bool isSarSwitchedToBearish; + + // + // XPV ... + + // + bool isNewPeak; + bool isNewPeakOverLast; + bool isNewPeakUnderLast; + bool isRejectedPrevPeak; + bool isBreakedUpPrevPeak; + + // + bool isNewVale; + bool isNewValeOverLast; + bool isNewValeUnderLast; + bool isRejectedPrevVale; + bool isBreakedDownPrevVale; + + // + // Constructor ... + X121XPVConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(peaksBuffer); + Clean(valesBuffer); + Clean(sarBuffer); + Clean(cHHBuffer); + Clean(cLLBuffer); + Clean(sHHBuffer); + Clean(sLLBuffer); + Clean(mHHBuffer); + Clean(mLLBuffer); + Clean(lHHBuffer); + Clean(lLLBuffer); + Clean(hHHBuffer); + Clean(hLLBuffer); + + // + // Clean(bullishTrendBuffer); + // Clean(bearishTrendBuffer); + + // + ArraySetAsSeries(peaksBuffer, true); + ArraySetAsSeries(valesBuffer, true); + ArraySetAsSeries(sarBuffer, true); + ArraySetAsSeries(cHHBuffer, true); + ArraySetAsSeries(cLLBuffer, true); + ArraySetAsSeries(sHHBuffer, true); + ArraySetAsSeries(sLLBuffer, true); + ArraySetAsSeries(mHHBuffer, true); + ArraySetAsSeries(mLLBuffer, true); + ArraySetAsSeries(lHHBuffer, true); + ArraySetAsSeries(lLLBuffer, true); + ArraySetAsSeries(hHHBuffer, true); + ArraySetAsSeries(hLLBuffer, true); + + // + // Conditions ... + + // + isSarBullish = false; + isSarBearish = false; + + // + isSarSwitchedToBullish = false; + isSarSwitchedToBearish = false; + + // + isNewPeak = false; + isNewPeakOverLast = false; + isNewPeakUnderLast = false; + isRejectedPrevPeak = false; + isBreakedUpPrevPeak = false; + // + isNewVale = false; + isNewValeOverLast = false; + isNewValeUnderLast = false; + isRejectedPrevVale = false; + isBreakedDownPrevVale = false; + + // + ZeroMemory(this); + } + + /** + * Generate Conditions Scores ... + * + * @param bullishScore: Double, Directional Scores Reference ... + * @param bearishScore: Double, Directional Scores Reference ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // TODO: Implement if Required ... + } + + /** + * Generate Summary String for Represent Conditions State ... + * + * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... + * @param onlyConditions: Boolean, Just Generate Only Conditions ... + * @param includeScores: Boolean, Attach Scores Representations on Result ... + * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... + * @param separator: String, Separate Lines ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string scoresStr = + // + "Scores: " + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "" + // + ; + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores // + ); + + // + string conditionsStr = + // + ToString("isSarBullish", isSarBullish, ignoreFalseConditions, separator) + + ToString("isSarBearish", isSarBearish, ignoreFalseConditions, separator) + + ToString("isSarSwitchedToBullish", isSarSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isSarSwitchedToBearish", isSarSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isNewPeak", isNewPeak, ignoreFalseConditions, separator) + + ToString("isNewPeakOverLast", isNewPeakOverLast, ignoreFalseConditions, separator) + + ToString("isNewPeakUnderLast", isNewPeakUnderLast, ignoreFalseConditions, separator) + + ToString("isRejectedPrevPeak", isRejectedPrevPeak, ignoreFalseConditions, separator) + + ToString("isBreakedUpPrevPeak", isBreakedUpPrevPeak, ignoreFalseConditions, separator) + + ToString("isNewVale", isNewVale, ignoreFalseConditions, separator) + + ToString("isNewValeOverLast", isNewValeOverLast, ignoreFalseConditions, separator) + + ToString("isNewValeUnderLast", isNewValeUnderLast, ignoreFalseConditions, separator) + + ToString("isRejectedPrevVale", isRejectedPrevVale, ignoreFalseConditions, separator) + + ToString("isBreakedDownPrevVale", isBreakedDownPrevVale, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Class ... +class XCX121XPVHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XPVHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XPVHelper() + { + // + mInputs.Clean(); + + // + Clean(peaksBuffer); + Clean(valesBuffer); + Clean(sarBuffer); + Clean(cHHBuffer); + Clean(cLLBuffer); + Clean(sHHBuffer); + Clean(sLLBuffer); + Clean(mHHBuffer); + Clean(mLLBuffer); + Clean(lHHBuffer); + Clean(lLLBuffer); + Clean(hHHBuffer); + Clean(hLLBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XPVInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + ArraySetAsSeries(peaksBuffer, true); + ArraySetAsSeries(valesBuffer, true); + ArraySetAsSeries(sarBuffer, true); + ArraySetAsSeries(cHHBuffer, true); + ArraySetAsSeries(cLLBuffer, true); + ArraySetAsSeries(sHHBuffer, true); + ArraySetAsSeries(sLLBuffer, true); + ArraySetAsSeries(mHHBuffer, true); + ArraySetAsSeries(mLLBuffer, true); + ArraySetAsSeries(lHHBuffer, true); + ArraySetAsSeries(lLLBuffer, true); + ArraySetAsSeries(hHHBuffer, true); + ArraySetAsSeries(hLLBuffer, true); + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xpv", + // + // Inputs ... + // + // Market ... + "", + // + // Short ... + "", + mInputs.scMethod, + mInputs.scPeriod, + // + // Medium ... + "", + mInputs.mcMethod, + mInputs.mcPeriod, + // + // Long ... + "", + mInputs.lcMethod, + mInputs.lcPeriod, + // + // Hind ... + "", + mInputs.hcMethod, + mInputs.hcPeriod, + // + // Boundary Detection ... + "", + mInputs.hhMode, + mInputs.llMode, + // + // SAr Detection ... + "", + mInputs.sarStep, + mInputs.sarMax, + // + // Presentation ... + "", + // + mInputs.startCalculationForLastBars, + mInputs.sarArrowCode, + mInputs.peaksArrowCode, + mInputs.valesArrowCode, + // + mInputs.showSar, + mInputs.showPeaks, + mInputs.showVales + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XPVInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XPVInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Readers ... + + // + // SAR ... + + // + double GetSar( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(sarBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return sarBuffer[barIndex]; + } + + // + int CopySar( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + sarBuffer, + buffer, + forceClean + // + ); + } + + // + // PV ... + + // + // PEAKS ... + + // + double GetPeak( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(peaksBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return peaksBuffer[barIndex]; + } + + // + int CopyPeak( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + peaksBuffer, + buffer, + forceClean + // + ); + } + + // + // VALES ... + + // + double GetVale( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(valesBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return valesBuffer[barIndex]; + } + + // + int CopyVale( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + valesBuffer, + buffer, + forceClean + // + ); + } + + // + // + // + + // + double GetHigherPeak( + int &index, // Bar Index + double peak, // Peak Source + int barIndex = 0, // Bar Index + int loopback = 576 // Max Allowed Loopback + ) + { + // + double result = 0; + + // + index = -1; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + if (peak <= 0) + { + return result; + } + + // + double iValue = 0; + int sIndex = barIndex; + bool canContinue = true; + while (canContinue) + { + // + iValue = GetPeak(sIndex); + if (iValue > peak) + { + // + index = sIndex; + result = iValue; + break; + } + + // + canContinue = sIndex < barIndex + loopback; + sIndex++; + } + + // + return result; + } + + // + double GetLowerPeak( + int &index, // Bar Index + double peak, // Peak Source + int barIndex = 0, // Bar Index + int loopback = 576 // Max Allowed Loopback + ) + { + // + double result = 0; + + // + index = -1; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + if (peak <= 0) + { + return result; + } + + // + double iValue = 0; + int sIndex = barIndex; + bool canContinue = true; + while (canContinue) + { + // + iValue = GetPeak(sIndex); + if (iValue < peak) + { + // + index = sIndex; + result = iValue; + break; + } + + // + canContinue = sIndex < barIndex + loopback; + sIndex++; + } + + // + return result; + } + + // + double GetHigherVale( + int &index, // Bar Index + double vale, // Vale Source + int barIndex = 0, // Bar Index + int loopback = 576 // Max Allowed Loopback + ) + { + // + double result = 0; + + // + index = -1; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + if (vale <= 0) + { + return result; + } + + // + double iValue = 0; + int sIndex = barIndex; + bool canContinue = true; + while (canContinue) + { + // + iValue = GetVale(sIndex); + if (iValue > vale) + { + // + index = sIndex; + result = iValue; + break; + } + + // + canContinue = sIndex < barIndex + loopback; + sIndex++; + } + + // + return result; + } + + // + double GetLowerVale( + int &index, // Bar Index + double vale, // Vale Source + int barIndex = 0, // Bar Index + int loopback = 576 // Max Allowed Loopback + ) + { + // + double result = 0; + + // + index = -1; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + if (vale <= 0) + { + return result; + } + + // + double iValue = 0; + int sIndex = barIndex; + bool canContinue = true; + while (canContinue) + { + // + iValue = GetVale(sIndex); + if (iValue < vale) + { + // + index = sIndex; + result = iValue; + break; + } + + // + canContinue = sIndex < barIndex + loopback; + sIndex++; + } + + // + return result; + } + + // + // CURRENT ... + + // + // HH ... + + // + double GetCHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(cHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return cHHBuffer[barIndex]; + } + + // + int CopyCHH( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + cHHBuffer, + buffer, + forceClean + // + ); + } + + // + // LL ... + + // + double GetCLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(cLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return cLLBuffer[barIndex]; + } + + // + int CopyCLL( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + cLLBuffer, + buffer, + forceClean + // + ); + } + + // + // SHORT ... + + // + // HH ... + + // + double GetSHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(sHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return sHHBuffer[barIndex]; + } + + // + int CopySHH( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + sHHBuffer, + buffer, + forceClean + // + ); + } + + // + // LL ... + + // + double GetSLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(sLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return sLLBuffer[barIndex]; + } + + // + int CopySLL( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + sLLBuffer, + buffer, + forceClean + // + ); + } + + // + // MEDIUM ... + + // + // HH ... + + // + double GetMHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(mHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return mHHBuffer[barIndex]; + } + + // + int CopyMHH( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + mHHBuffer, + buffer, + forceClean + // + ); + } + + // + // LL ... + + // + double GetMLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(mLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return mLLBuffer[barIndex]; + } + + // + int CopyMLL( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + mLLBuffer, + buffer, + forceClean + // + ); + } + + // + // LONG ... + + // + // HH ... + + // + double GetLHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(lHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return lHHBuffer[barIndex]; + } + + // + int CopyLHH( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + lHHBuffer, + buffer, + forceClean + // + ); + } + + // + // LL ... + + // + double GetLLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(lLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return lLLBuffer[barIndex]; + } + + // + int CopyLLL( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + lLLBuffer, + buffer, + forceClean + // + ); + } + + // + // HIND ... + + // + // HH ... + + // + double GetHHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(hHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return hHHBuffer[barIndex]; + } + + // + int CopyHHH( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + hHHBuffer, + buffer, + forceClean + // + ); + } + + // + // LL ... + + // + double GetHLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(hLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return hLLBuffer[barIndex]; + } + + // + int CopyHLL( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + hLLBuffer, + buffer, + forceClean + // + ); + } + + // + // Tools Function ... + + // + double GetLowestPeak( + int barIndex, + int &index, + double &vale, + int loopback = 576 // + ) + { + // + double result = 0; + + // + index = -1; + vale = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + Calculate(); + + // + for (int i = 0; i < barIndex + loopback; i++) + { + // + double iPeak = GetPeak(i); + if (iPeak == 0) + { + break; + } + + // + if (iPeak > 0 && (result == 0 || + result >= iPeak)) + { + // + index = i; + result = iPeak; + vale = GetVale(index); + } + } + + // + return result; + } + + // + double GetHighestPeak( + int barIndex, + int &index, + double &vale, + int loopback = 576 // + ) + { + // + double result = 0; + + // + index = -1; + vale = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + Calculate(); + + // + for (int i = 0; i < barIndex + loopback; i++) + { + // + double iPeak = GetPeak(i); + if (iPeak == 0) + { + break; + } + + // + if (iPeak > 0 && (result == 0 || + result <= iPeak)) + { + // + index = i; + result = iPeak; + vale = GetVale(index); + } + } + + // + return result; + } + + // + double GetLowestVale( + int barIndex, + int &index, + double &peak, + int loopback = 576 // + ) + { + // + double result = 0; + + // + index = -1; + peak = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + Calculate(); + + // + for (int i = 0; i < barIndex + loopback; i++) + { + // + double iPeak = GetVale(i); + if (iPeak == 0) + { + break; + } + + // + if (iPeak > 0 && (result == 0 || + result >= iPeak)) + { + // + index = i; + result = iPeak; + peak = GetPeak(index); + } + } + + // + return result; + } + + // + double GetHighestVale( + int barIndex, + int &index, + double &peak, + int loopback = 576 // + ) + { + // + double result = 0; + + // + index = -1; + peak = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 576) + { + loopback = 576; + } + + // + Calculate(); + + // + for (int i = 0; i < barIndex + loopback; i++) + { + // + double iPeak = GetVale(i); + if (iPeak == 0) + { + break; + } + + // + if (iPeak > 0 && (result == 0 || + result <= iPeak)) + { + // + index = i; + result = iPeak; + peak = GetPeak(index); + } + } + + // + return result; + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XPVConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopySar( + zIndex, + loopback, + conditions.sarBuffer // + ); + + // + CopyPeak( + zIndex, + loopback, + conditions.peaksBuffer // + ); + + // + CopyVale( + zIndex, + loopback, + conditions.valesBuffer // + ); + + // + CopyCHH( + zIndex, + loopback, + conditions.cHHBuffer // + ); + + // + CopyCLL( + zIndex, + loopback, + conditions.cLLBuffer // + ); + + // + CopySHH( + zIndex, + loopback, + conditions.sHHBuffer // + ); + + // + CopySLL( + zIndex, + loopback, + conditions.sLLBuffer // + ); + + // + CopyMHH( + zIndex, + loopback, + conditions.mHHBuffer // + ); + + // + CopyMLL( + zIndex, + loopback, + conditions.mLLBuffer // + ); + + // + CopyLHH( + zIndex, + loopback, + conditions.lHHBuffer // + ); + + // + CopyLLL( + zIndex, + loopback, + conditions.lLLBuffer // + ); + + // + CopyHHH( + zIndex, + loopback, + conditions.hHHBuffer // + ); + + // + CopyHLL( + zIndex, + loopback, + conditions.hLLBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + // SAR ... + + // + bool isSarBullish = conditions.sarBuffer[cIDX] < cBar.low; + bool isSarBullishPrev = conditions.sarBuffer[pIDX] < pBar.low; + + // + bool isSarBearish = conditions.sarBuffer[cIDX] > cBar.high; + bool isSarBearishPrev = conditions.sarBuffer[pIDX] > pBar.high; + + // + bool isSarSwitchedToBullish = isSarBullish && + !isSarBullishPrev; + bool isSarSwitchedToBearish = isSarBearish && + !isSarBearishPrev; + + // + // XPV ... + + // + bool isNewPeak = conditions.peaksBuffer[cIDX] != conditions.peaksBuffer[pIDX]; + bool isNewPeakOverLast = isNewPeak && + conditions.peaksBuffer[cIDX] > conditions.peaksBuffer[pIDX]; + bool isNewPeakUnderLast = isNewPeak && + conditions.peaksBuffer[cIDX] < conditions.peaksBuffer[pIDX]; + bool isRejectedPrevPeak = IsBarReject( + conditions.peaksBuffer[pIDX], + X_DIRECTION_BEARISH, + cBar // + ); + bool isBreakedUpPrevPeak = IsBarBreak( + conditions.peaksBuffer[pIDX], + X_DIRECTION_BULLISH, + cBar // + ); + + // + bool isNewVale = conditions.valesBuffer[cIDX] != conditions.valesBuffer[pIDX]; + bool isNewValeOverLast = isNewVale && + conditions.valesBuffer[cIDX] > conditions.valesBuffer[pIDX]; + bool isNewValeUnderLast = isNewVale && + conditions.valesBuffer[cIDX] < conditions.valesBuffer[pIDX]; + bool isRejectedPrevVale = IsBarReject( + conditions.valesBuffer[pIDX], + X_DIRECTION_BULLISH, + cBar // + ); + bool isBreakedDownPrevVale = IsBarBreak( + conditions.valesBuffer[pIDX], + X_DIRECTION_BEARISH, + cBar // + ); + + // + conditions.isSarBullish = isSarBullish; + conditions.isSarBearish = isSarBearish; + conditions.isSarSwitchedToBullish = isSarSwitchedToBullish; + conditions.isSarSwitchedToBearish = isSarSwitchedToBearish; + conditions.isNewPeak = isNewPeak; + conditions.isNewPeakOverLast = isNewPeakOverLast; + conditions.isNewPeakUnderLast = isNewPeakUnderLast; + conditions.isRejectedPrevPeak = isRejectedPrevPeak; + conditions.isBreakedUpPrevPeak = isBreakedUpPrevPeak; + conditions.isNewVale = isNewVale; + conditions.isNewValeOverLast = isNewValeOverLast; + conditions.isNewValeUnderLast = isNewValeUnderLast; + conditions.isRejectedPrevVale = isRejectedPrevVale; + conditions.isBreakedDownPrevVale = isBreakedDownPrevVale; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XPVInputs mInputs; // Inputs ... + + // + // Buffers ... + double peaksBuffer[]; + double valesBuffer[]; + double sarBuffer[]; + double cHHBuffer[]; + double cLLBuffer[]; + double sHHBuffer[]; + double sLLBuffer[]; + double mHHBuffer[]; + double mLLBuffer[]; + double lHHBuffer[]; + double lLLBuffer[]; + double hHHBuffer[]; + double hLLBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Buffers ... + + // + // SAR ... + CopyBuffer( + mHandler, + X121_XPV_SAR_LINE, + 0, + maxRequiredBars, + sarBuffer + // + ); + + // + // XPV ... + + // + // PEAKS ... + CopyBuffer( + mHandler, + X121_XPV_PEAK_LINE, + 0, + maxRequiredBars, + peaksBuffer + // + ); + + // + // VALES ... + CopyBuffer( + mHandler, + X121_XPV_VALE_LINE, + 0, + maxRequiredBars, + valesBuffer + // + ); + + // + // CURRENT ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_XPV_C_HH_LINE, + 0, + maxRequiredBars, + cHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_XPV_C_LL_LINE, + 0, + maxRequiredBars, + cLLBuffer + // + ); + + // + // SHORT ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_XPV_S_HH_LINE, + 0, + maxRequiredBars, + sHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_XPV_S_LL_LINE, + 0, + maxRequiredBars, + sLLBuffer + // + ); + + // + // MEDIUM ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_XPV_M_HH_LINE, + 0, + maxRequiredBars, + mHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_XPV_M_LL_LINE, + 0, + maxRequiredBars, + mLLBuffer + // + ); + + // + // LONG ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_XPV_L_HH_LINE, + 0, + maxRequiredBars, + lHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_XPV_L_LL_LINE, + 0, + maxRequiredBars, + lLLBuffer + // + ); + + // + // HIND ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_XPV_H_HH_LINE, + 0, + maxRequiredBars, + hHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_XPV_H_LL_LINE, + 0, + maxRequiredBars, + hLLBuffer + // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + peaksBuffer, + maxAllowed // + ); + + // + CleanupArray( + valesBuffer, + maxAllowed // + ); + + // + CleanupArray( + sarBuffer, + maxAllowed // + ); + + // + CleanupArray( + cHHBuffer, + maxAllowed // + ); + + // + CleanupArray( + cLLBuffer, + maxAllowed // + ); + + // + CleanupArray( + sHHBuffer, + maxAllowed // + ); + + // + CleanupArray( + sLLBuffer, + maxAllowed // + ); + + // + CleanupArray( + mHHBuffer, + maxAllowed // + ); + + // + CleanupArray( + mLLBuffer, + maxAllowed // + ); + + // + CleanupArray( + lHHBuffer, + maxAllowed // + ); + + // + CleanupArray( + lLLBuffer, + maxAllowed // + ); + + // + CleanupArray( + hHHBuffer, + maxAllowed // + ); + + // + CleanupArray( + hLLBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xstr.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xstr.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..a6353d37f930a511d1c174b68622bb86fef46042 GIT binary patch literal 7118 zcmdT|MOYlnvYo&ngFC_91_&119TEsKxI=K4puybQTmNAb766L13X0a*UJ>%aWN-~QjaP5!0(!{7P*|5o~+x5Nhc@ORs+|C#(RP-M*v znE_cYy&AF~9@5MRIGnh)TKn=k>YVX?x6x?qa5ICkRh|Yg+d<4F4Wauje=H`t`$=Fd z?h>U;Q;zb04VgfGs(>|Xo03BXN+5oUGVy`CJ_x2lKz|9re#$y$1hGRuFPl*1P!BWq 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zoxXgjR;$Wo)pwBnDtmUlS(luTo@6!Oz7L!pWOe%#X@n3J2h8`PD zTj>R%C#(yD)Q<3a4|gGk)lCWqRmxhwG>{>zjium1bNkW0Gmt$ShnS8jX%{)vi2^D) zD~+&>fIP1=a~6nYjgiw&pa4u0@$?(zUEzrGbYc8u>)>$07fukx`eA;aX3`~lS=m}2*K+MH_KK;XL@fFD3)DR+eZ_hUx$&%FBjL8x znH?(jjS#sO2~^YlizR6WL!3IZ z^x7AW$mpWe1_r9ExqfoR=;-m=4yn4P7?BlU=|R`gR10Wsf=3r4#FSpEdT*zKE|0CYMW;gwp5){Uaza>S2PV!d*xr89_@ zKV*zpkz9+vdlbr~&FHw4%J50`aRheLz4AePEBYiy<2}>3FSBhTJ}i$Dooz;gpE6tT zE}8}*ov@7$vEJm8YC7X5Bq3tu*kYVb-4~5uDZDCwxZ>ue8hXaScl`drTnTdB^aT2< z2jao`{mLxA5Op?6E~F$wnOumF+TBWgPj4UXHanbfyU%sTXvKl~zVe88hVT;;GaEAQ zY}yi1lBR9@?>D{r 0 && + strMultiplier > 0 + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(1, strLength); + + // + return result; + } +}; + +// +// Conditions ... +struct X121XSTRConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double strBuffer[]; + double atrBuffer[]; + double strPriceBuffer[]; + double strUpBuffer[]; + double strDownBuffer[]; + double strStateBuffer[]; + + // + // Conditions ... + + // + bool isStrBullish; + bool isStrBearish; + + // + bool isStrSwitchedToBullish; + bool isStrSwitchedToBearish; + + // + // bool isCloseLower + + // + // Constructor ... + X121XSTRConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(strBuffer); + Clean(atrBuffer); + Clean(strPriceBuffer); + Clean(strUpBuffer); + Clean(strDownBuffer); + Clean(strStateBuffer); + + // + ArraySetAsSeries(strBuffer, true); + ArraySetAsSeries(atrBuffer, true); + ArraySetAsSeries(strPriceBuffer, true); + ArraySetAsSeries(strUpBuffer, true); + ArraySetAsSeries(strDownBuffer, true); + ArraySetAsSeries(strStateBuffer, true); + + // + // Conditions ... + + // + isStrBullish = false; + isStrBearish = false; + + // + isStrSwitchedToBullish = false; + isStrSwitchedToBearish = false; + + // + ZeroMemory(this); + } + + /** + * Generate Conditions Scores ... + * + * @param bullishScore: Double, Directional Scores Reference ... + * @param bearishScore: Double, Directional Scores Reference ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // TODO: Implement if Required ... + } + + /** + * Generate Summary String for Represent Conditions State ... + * + * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... + * @param onlyConditions: Boolean, Just Generate Only Conditions ... + * @param includeScores: Boolean, Attach Scores Representations on Result ... + * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... + * @param separator: String, Separate Lines ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string scoresStr = + // + "Scores: " + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "" + // + ; + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores // + ); + + // + string conditionsStr = + // + ToString("isStrBullish", isStrBullish, ignoreFalseConditions, separator) + + ToString("isStrBearish", isStrBearish, ignoreFalseConditions, separator) + + ToString("isStrSwitchedToBullish", isStrSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isStrSwitchedToBearish", isStrSwitchedToBearish, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Class ... +class XCX121XSTRHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XSTRHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XSTRHelper() + { + // + mInputs.Clean(); + + // + Clean(strBuffer); + Clean(atrBuffer); + Clean(strPriceBuffer); + Clean(strUpBuffer); + Clean(strDownBuffer); + Clean(strStateBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XSTRInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + ArraySetAsSeries(strBuffer, true); + ArraySetAsSeries(atrBuffer, true); + ArraySetAsSeries(strPriceBuffer, true); + ArraySetAsSeries(strUpBuffer, true); + ArraySetAsSeries(strDownBuffer, true); + ArraySetAsSeries(strStateBuffer, true); + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xstr", + // + // Inputs ... + // + // Market ... + "", + mInputs.strLength, + mInputs.strMultiplier, + mInputs.strAppliedTo, + // + // Presentation ... + "", + mInputs.showStr, + mInputs.showStrUpper, + mInputs.showStrLower + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XSTRInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XSTRInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Readers ... + + // + // ATR ... + + // + double GetATR( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(atrBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return atrBuffer[barIndex]; + } + + // + int CopyATR( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + atrBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSTR( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(strBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return strBuffer[barIndex]; + } + + // + int CopySTR( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + strBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSTRState( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(strStateBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return strStateBuffer[barIndex]; + } + + // + int CopySTRState( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + strStateBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSTRPrice( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(strPriceBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return strPriceBuffer[barIndex]; + } + + // + int CopySTRPrice( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + strPriceBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSTRUp( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(strUpBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return strUpBuffer[barIndex]; + } + + // + int CopySTRUp( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + strUpBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSTRDown( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(strDownBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return strDownBuffer[barIndex]; + } + + // + int CopySTRDown( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + strDownBuffer, + buffer, + forceClean + // + ); + } + + // + double GetLastSTR( + ENUM_X_DIRECTION dir, + int barIndex = 0 // + ) + { + // + double result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!HasDirection(dir)) + { + return result; + } + + // + int index = barIndex; + bool isBullish = IsBullish(dir); + + // + bool canContinue = true; + while (canContinue) + { + // + double iStr = GetSTR(index); + double iState = GetSTRState(index); + + // + canContinue = + isBullish + ? iState < 0 + : iState > 0; + if (!canContinue) + { + // + result = iStr; + break; + } + + // + index++; + } + + // + return result; + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XSTRConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopyATR( + zIndex, + loopback, + conditions.atrBuffer // + ); + + // + CopySTR( + zIndex, + loopback, + conditions.strBuffer // + ); + + // + CopySTRState( + zIndex, + loopback, + conditions.strStateBuffer // + ); + + // + CopySTRPrice( + zIndex, + loopback, + conditions.strPriceBuffer // + ); + + // + CopySTRUp( + zIndex, + loopback, + conditions.strUpBuffer // + ); + + // + CopySTRDown( + zIndex, + loopback, + conditions.strDownBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + bool isStrBullish = strStateBuffer[cIDX] > 0; + bool isStrBullishPrev = strStateBuffer[pIDX] > 0; + + // + bool isStrBearish = strStateBuffer[cIDX] < 0; + bool isStrBearishPrev = strStateBuffer[pIDX] < 0; + + // + bool isStrSwitchedToBullish = isStrBullish && + !isStrBullishPrev; + bool isStrSwitchedToBearish = isStrBearish && + !isStrBearishPrev; + + // + conditions.isStrBullish = isStrBullish; + conditions.isStrBearish = isStrBearish; + conditions.isStrSwitchedToBullish = isStrSwitchedToBullish; + conditions.isStrSwitchedToBearish = isStrSwitchedToBearish; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XSTRInputs mInputs; // Inputs ... + + // + // Buffers ... + double strBuffer[]; + double atrBuffer[]; + double strPriceBuffer[]; + double strUpBuffer[]; + double strDownBuffer[]; + double strStateBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Buffers ... + + // + // STR ... + CopyBuffer( + mHandler, + X121_XSTR_LINE, + 0, + maxRequiredBars, + strBuffer + // + ); + + // + // State ... + CopyBuffer( + mHandler, + X121_XSTR_STATE_LINE, + 0, + maxRequiredBars, + strStateBuffer + // + ); + + // + // Price ... + CopyBuffer( + mHandler, + X121_XSTR_PRICE_LINE, + 0, + maxRequiredBars, + strPriceBuffer + // + ); + + // + // Up ... + CopyBuffer( + mHandler, + X121_XSTR_UP_LINE, + 0, + maxRequiredBars, + strUpBuffer + // + ); + + // + // STR ... + CopyBuffer( + mHandler, + X121_XSTR_DOWN_LINE, + 0, + maxRequiredBars, + strDownBuffer + // + ); + + // + // ATR ... + + // + CopyBuffer( + mHandler, + X121_XSTR_ATR_LINE, + 0, + maxRequiredBars, + atrBuffer + // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + strBuffer, + maxAllowed // + ); + + // + CleanupArray( + atrBuffer, + maxAllowed // + ); + + // + CleanupArray( + strPriceBuffer, + maxAllowed // + ); + + // + CleanupArray( + strUpBuffer, + maxAllowed // + ); + + // + CleanupArray( + strDownBuffer, + maxAllowed // + ); + + // + CleanupArray( + strStateBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xtrend.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xtrend.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..92f4630043611cd0e9d82268f1dc3b63678a9690 GIT binary patch literal 6604 zcmdT^Ra6|xvK<_P%iu19ySrO};O-V&CrEI&V8LAm3-0btkimmP@IY_~E-&Z4cmM9k z{e4xds=D^>{@7J(wX7a5oErcc7XT0Vm+k#u{of7%7>^aMh)4VhLtogz(4Vy>;}I9@lkCH0n1DZ4#(Ms=8py|Q#d)Ild&Kzo;^A3yXMa~yz4J*Hvhbp z2DkuR0iOZx06TyUz!vZcKndUiaQqE!0L$OACcykJYWb1B3wVf8Fa}&i1$ew{Giy>1O*opa0)V|MQkO0c?M_&GDbf{{oHD zpHd^&C(A=lg;SWeAo%TQ5*5|A}`$gpR z7QZ-9l=R4ze?_CR!5o_entaNTtZ1=&hfmaNK{_t_Dcok!YIf(guO`A)kkuSkIjmTkVz?5Mehih^cy-*yG zj?B>2=D*HLg(+F8)=O2bQ@-h{FlWXSO!x=X8njw*U9dOr$P|V#^wy#=n3n!&knoFX z^dl{SB_Iel+5(}R#$tqC5^$S@Au(J%HP?l5=1Ic%VlD;-x?8}dqR{*%H60@~7&--k zLEzviHRNDuY*s1IN0;n@XcS56fDkvgpo!2PCs|95S;t-~{}#iQf0o$!2In@?DTyIz znPxK<|9l0>9oFaV`@nax3IzoQM%8( z#S4N;`=}OVs`VH6dSaEc!-`M4NoJI>M_pQaMqf7g-P;1D_&%ROo9~L#6T4w zhb4RuBSvLbnQiS-pyVch=5~o_NxW-|P?7r@hDzvHDJ`nJzHESB*n1d80VX|82CvSQ8{Y zAd;#Qz5T%%G{Maf9*gsSmqx+M9eN0m^er!#IUooC|CoC}*@z5|9-6}8dMFAE&b{C$oQ`50x?}yax|vM89Hd z*->o`dI42P?Y$javSD3aMiFclt-xkb4+ zY3pR^Di%f(q1CN>`Xt0^%MSnRRm;xes8cN21k^2%0>$${Lkh#&T9dzQ#wq2)Z<jU$*P(I zWwMji_lzFhFHor0{aG;1T<~~zu%i`4y|J&vGohiFUG{x)Oy{>&=vAXc&)fWVLu_w^ zCE71qd-+g(_F1&Eb$4-3U9yN>6Y;xkxz9UJPkG8}L@NNUTA?p|Xh!@xtHxLUNq`_u z>`^8e8_#fmy<0qd#4Q19oMWs|K2?kO#j_lu3mepI!e{d&(K3Dttfxh!?YIDOFkfKI zsalKYs*gjHLn|u&^#M{n99=qUdTM4|s0u<%am2G{BfXW;8HKF>de4XC zsaKrm7?EYt)SC;p4mbY(h4zJi)OG+4%LWBgVHuyP;8`7-?r=J@O_~zJIu{#c4$Eg5 zvM5{4j-1f`tYtsG(mO#dx`uMIffUPTaISq9#8O12d2QDwEMNI>0*77pCtL&clm3qwT}kvrl5b?dj}OR_49dc=tizPXdq&ap`@nub zMus^nw4*_llcJ+2ime=<1XagusSjlcVoi}VcGIl6z%Q)P)q=K8GilN|yT4p?E=SKV zxqr{}fLN#w=ecmsT-G@MwxbF=)8)e94+%@zrKK8uFo%&$(d3qnp=}oXV?>uP~L= zqTPfjwK~3fM#S3j^gjcES2~UxlZj-*>!#G+jA|ljj8eCnAtr@yWZw+Z(Ic8@X~oCZ zLRIt_5bmqMG0m_{zk3nmAdw6&sU*uQn}Vf0dDn*lR9uX66~T+gU?9}&kbDM?j1w>< zxR2|ucn^Q@Iq%w#2wArct6}?OecHP-H-HEn%G>5$tR+{XRw6{&gn2{O5K%ZWSlppW z$B^S3=IgE18*T`u5XR4A`ga)~2Q8AYbTKyrU%r3&-IP!?>xC(=(z7*!s zr6KH&$%qHa{MbikbeNV9U!^E}DV&NThr;M%^C1{2RnbIkXTSSmr>HeYI-i}NW2f4L z`SKi9N1rt6TqNh|#%pRJg8n!ece)-Sz+aHHh0I)TpD=Y5bCfmpt~Qi{>p)t>9cseI z4CT@Y0hzcU9W!ob*0$KG47R{H6WU`b)aUFuf{b8jN_h20dTntLeG;3AZnVhVzM*;GC#%Twe=c+4wZc<;k7HJ=e zR8u7&4c9KM2CTO3O)B|Cm8Qu+k+#*3gnOa`K0ksZ&_%EKMJT}U>cgdWLP5D^Z{ zr1p`SdqyKxPLFZPLOP3Gln>{Z3GSOdgtiLz^oey9$0uUR>?LQuuJzC-U>RqqcF=yz z(<>W|C*bTa^0Ll3yDTaL z5zV%qL(=!JIG<(K*Ok>jocm1!H~)BP+?+;_uWQlKLPlO1>Lw!APhVr-5g1{yAhzFQhf_$QF1dM^q;;?|5e< zK`aY={rj1K4j5LEmwi3B2Qg$cNKHd->%wmY!Fne?dti=sLa*@UI8Mb zhPYC!8@D!VUaWr>m1O;6U~RXa-3tAIQQ#DPRwkLS#2E)OcN11WcAS-25fqfC9Y9s9wr5Pkjx-|``Dj7Webt;&LIO*gA^ z)@@gf4eLEp?VMZW!5<;pS-z?X$a?3S&3o>Igl%xDOZ?pgp~!s18+D2Pql`xzl^cEn zBF9Glv`9DYSh9etnxJ`=S?@K?O_!?#1)x_3f3BXXA~?t8yAS;i?j>*0ZP7is*ZwvQ zDoVgCg@yB@zqNa8Gd0f#wSXHICZe|u!RFY`Eha*)=nZgJuk;BW7irngx@&6^$9gYO zg8mvJwcF|y#v~|JwknC0+AS-i-P^CTR>X$ApQwju(ix&WFOvq-#B~?P)-7OF;urf zbs;u4nxAw72YFn}((LD|6^ya+SUk5qePIy^wgc~$DHT+nSp)dJ!c_8R7&fR=z4;6W zbONy0z*?q#(E3R)Etqh5(((UfF^(;~)9_hMrULrTvdfpm`+g zR{}EX_L$a?H=S+!tyRU;YwDmawp~c4kG-7voZWW6p{yBP555)7M~`Shx1JBN>~d14 zOUA;bHMLT9muBq|Cpm(RoNScFs2XKQ-RXZ&%dNpj7tX2%%jfO8I?Txm zncg!a0o5LLibYssKGku?{=gz%R}9ZrJyvyltY#WP1EzDj;UBBXWEEkA1$j8@rq0jz zI%ezH9qz737;6KPpEhhD*=3!)B&iGJ6I~(C*88n!3(x_9lL>^ERnLIlZ`$~>ys4}c zUDc$T3*$3xk;?G6ll)Co*Z5KI6q@S_n&C7OYGHo2Q1YFWbq{$N&JJPvfxO9emIsay z=)r!&JHw4S@VLj@vDC4e1)8~vv~)*Z0}1-*Dnt)e5$(sUX$K5Roi~yAk6-S%Z{HRFw8Gs=$BT?D0j=Akxd{f@> z^lK9~K-0}D^L$?9U|m$=Ou`#k_{RhUUl%_2($aIQ+r@vXs6+t!x`sX1#3q1g~FHZlxF5E)*i* zx>hT*%i#91dyFi~;a0(XOVS72T9vITCaeB3Zp%8oI0RNOcpa#UnITPrawXwNV-BY0 zP_82~7@Ja44fW1gUfBH_)_1Uj#si!5j+HVpD6TJ$w`{SMJiFb_;!g~Y6b;Z6TOfJH zza%!5XDs0U<<)*=4X5Z>m9DGwv;BN^aVOzS=5INr*&OV7oMxwO;0ApGFY+P%p*`ov%315X zcwm-FF2RP?D@oZZWR0SE3-B&en^%uWquH5=hTUObqamWLtTv}(h+)Bi+{qlrmf}jB zo-*x#dL;X}33Eh9QweNpgj5NP&SGr`N>hgD;?ztdW zcX>x)-%|0tShoLIxN}K>Bh^0!bsd8=L0X`)ittywihL2>w?XO;Jam)clru1~SVDVi zzdjV=yB<)tUee|IY)S3`n`s_`FahDLrBOoUDUoyHN5b1gAx_wS3#MZ5XKw4A%Fe#7dOjnaMvNmbkLTS*%JtD3I{bf!-djY(7Z({ z$6=iH*wGl%Nl*Dl|IuX3^|W*#%10Z1&1?;bX*UNeaG`h z8(>Tn?=4wDY$|ys_>TCUl$3Y~E5oDqC4PgV{~ukpE_^;acO$$XN=4`|hE^Sw*IWu; zl>=I4-Uad$>6xXgLnn7XSW*XHatF}k5kUqv$Y23-iC6o9_5jxrryLa;v5|f@A zn~TZtd~ofGBHEoK{xcm>#rO6&I~ahNF=ZpYm^)mHfhZWt9Mw>(`0aVLi@`iGg~ zl1U5V^9zOB{mD`!&nHVKS4&Z`g$KbK=7W2&dqkG!FRtp(vD_~nY`fgew=1l>>9tCq zi(M8xsYF&4zpv@dG5-CTO?UD!$0S$~#JX;IhZDkgc6Ic9 zajaR-w%o#Up~wf{_4Dp(Dok|OoBVkgY}It8rjL|IFtQi>!1AFZN+H#HhQ;}{E5rGj zAMZ`rf*1@Xu^oy7vjr0dlq>V#Y4FfL>(4ZGh1H)DUev=6O7{YUx&77N(C+YwT6C(R z=4l>ewF9>~J*(_Q?aV0jcfy+I$|bgRw8~k?w(EPaeA#*}B*L>JM*`y4 zS|=gg=dG`8V64r?0oeG>@!ujX9C9ak3;cz?GrI)K8=uRQxl2N$^m3Zisu90OgfmZZ osEjt(P()&Ah`}fcU$k%nEAHzg^ 0 && + // + // ADX ... + adxLength > 0 && + adxThreshold > 0 + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(maLength, adxLength); + + // + return result; + } +}; + +// +// Conditions ... +struct X121XTRENDConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double upTrendBuffer[]; + double downTrendBuffer[]; + double maBuffer[]; + double adxBuffer[]; + double adxPBuffer[]; + double adxMBuffer[]; + double upTBuffer[]; + double downTBuffer[]; + + // + // Conditions ... + + // + bool isTrendBullish; + bool isTrendBearish; + + // + bool isTrendSwitchedToBullish; + bool isTrendSwitchedToBearish; + + // + // bool isCloseLower + + // + // Constructor ... + X121XTRENDConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(upTrendBuffer); + Clean(downTrendBuffer); + Clean(maBuffer); + Clean(adxBuffer); + Clean(adxPBuffer); + Clean(adxMBuffer); + Clean(upTBuffer); + Clean(downTBuffer); + + // + ArraySetAsSeries(upTrendBuffer, true); + ArraySetAsSeries(downTrendBuffer, true); + ArraySetAsSeries(maBuffer, true); + ArraySetAsSeries(adxBuffer, true); + ArraySetAsSeries(adxPBuffer, true); + ArraySetAsSeries(adxMBuffer, true); + ArraySetAsSeries(upTBuffer, true); + ArraySetAsSeries(downTBuffer, true); + + // + // Conditions ... + + // + isTrendBullish = false; + isTrendBearish = false; + + // + isTrendSwitchedToBullish = false; + isTrendSwitchedToBearish = false; + + // + ZeroMemory(this); + } + + /** + * Generate Conditions Scores ... + * + * @param bullishScore: Double, Directional Scores Reference ... + * @param bearishScore: Double, Directional Scores Reference ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // TODO: Implement if Required ... + } + + /** + * Generate Summary String for Represent Conditions State ... + * + * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... + * @param onlyConditions: Boolean, Just Generate Only Conditions ... + * @param includeScores: Boolean, Attach Scores Representations on Result ... + * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... + * @param separator: String, Separate Lines ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string scoresStr = + // + "Scores: " + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "" + // + ; + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores // + ); + + // + string conditionsStr = + // + ToString("isTrendBullish", isTrendBullish, ignoreFalseConditions, separator) + + ToString("isTrendBearish", isTrendBearish, ignoreFalseConditions, separator) + + ToString("isTrendSwitchedToBullish", isTrendSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isTrendSwitchedToBearish", isTrendSwitchedToBearish, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Class ... +class XCX121XTRENDHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XTRENDHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XTRENDHelper() + { + // + mInputs.Clean(); + + // + Clean(upTrendBuffer); + Clean(downTrendBuffer); + Clean(maBuffer); + Clean(adxBuffer); + Clean(adxPBuffer); + Clean(adxMBuffer); + Clean(upTBuffer); + Clean(downTBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XTRENDInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + ArraySetAsSeries(upTrendBuffer, true); + ArraySetAsSeries(downTrendBuffer, true); + ArraySetAsSeries(maBuffer, true); + ArraySetAsSeries(adxBuffer, true); + ArraySetAsSeries(adxPBuffer, true); + ArraySetAsSeries(adxMBuffer, true); + ArraySetAsSeries(upTBuffer, true); + ArraySetAsSeries(downTBuffer, true); + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xtrend", + // + // Inputs ... + // + // Market ... + "", + mInputs.trendPriceType, + // + // MA Detection ... + "", + mInputs.maLength, + mInputs.maMethod, + mInputs.maAppliedTo, + // + // ADX Detection ... + "", + mInputs.adxLength, + mInputs.adxThreshold, + // + // Presentation ... + "", + mInputs.startCalculationForLastBars, + mInputs.upTrendArrowCode, + mInputs.downTrendArrowCode, + mInputs.showOnlyTrendStart, + mInputs.showUpTrend, + mInputs.showDownTrend + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XTRENDInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XTRENDInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Readers ... + + // + // Up Trend ... + + // + double GetUpTrend( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(upTrendBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return upTrendBuffer[barIndex]; + } + + // + int CopyUpTrend( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + upTrendBuffer, + buffer, + forceClean + // + ); + } + + // + // Down Trend ... + + // + double GetDownTrend( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(downTrendBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return downTrendBuffer[barIndex]; + } + + // + int CopyDownTrend( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + downTrendBuffer, + buffer, + forceClean + // + ); + } + + // + // Ma ... + + // + double GetMA( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(downTrendBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return downTrendBuffer[barIndex]; + } + + // + int CopyMA( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + downTrendBuffer, + buffer, + forceClean + // + ); + } + + // + // ADX ... + + // + double GetADX( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(adxBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return adxBuffer[barIndex]; + } + + // + int CopyADX( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + adxBuffer, + buffer, + forceClean + // + ); + } + + // + // ADX P... + + // + double GetADXP( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(adxPBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return adxPBuffer[barIndex]; + } + + // + int CopyADXP( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + adxPBuffer, + buffer, + forceClean + // + ); + } + + // + // ADX M ... + + // + double GetADXM( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(adxMBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return adxMBuffer[barIndex]; + } + + // + int CopyADXM( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + adxMBuffer, + buffer, + forceClean + // + ); + } + + // + // Up Trend ... + + // + double GetUpT( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(upTBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return upTBuffer[barIndex]; + } + + // + int CopyUpT( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + upTBuffer, + buffer, + forceClean + // + ); + } + + // + // Down Trend ... + + // + double GetDownT( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(downTBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return downTBuffer[barIndex]; + } + + // + int CopyDownT( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + downTBuffer, + buffer, + forceClean + // + ); + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XTRENDConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopyUpTrend( + zIndex, + loopback, + conditions.upTrendBuffer // + ); + + // + CopyDownTrend( + zIndex, + loopback, + conditions.downTrendBuffer // + ); + + // + CopyMA( + zIndex, + loopback, + conditions.maBuffer // + ); + + // + CopyADX( + zIndex, + loopback, + conditions.adxBuffer // + ); + + // + CopyADXP( + zIndex, + loopback, + conditions.adxPBuffer // + ); + + // + CopyADXM( + zIndex, + loopback, + conditions.adxMBuffer // + ); + + // + CopyUpT( + zIndex, + loopback, + conditions.upTBuffer // + ); + + // + CopyDownT( + zIndex, + loopback, + conditions.downTBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + bool isTrendBullish = upTBuffer[cIDX] != 0; + bool isTrendBullishPrev = upTBuffer[pIDX] != 0; + + // + bool isTrendBearish = downTBuffer[cIDX] != 0; + bool isTrendBearishPrev = downTBuffer[pIDX] != 0; + + // + bool isTrendSwitchedToBullish = isTrendBullish && + !isTrendBullishPrev; + bool isTrendSwitchedToBearish = isTrendBearish && + !isTrendBearishPrev; + + // + conditions.isTrendBullish = isTrendBullish; + conditions.isTrendBearish = isTrendBearish; + conditions.isTrendSwitchedToBullish = isTrendSwitchedToBullish; + conditions.isTrendSwitchedToBearish = isTrendSwitchedToBearish; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XTRENDInputs mInputs; // Inputs ... + + // + // Buffers ... + double upTrendBuffer[]; + double downTrendBuffer[]; + double maBuffer[]; + double adxBuffer[]; + double adxPBuffer[]; + double adxMBuffer[]; + double upTBuffer[]; + double downTBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Buffers ... + + // + // Up Trend ... + CopyBuffer( + mHandler, + X121_XTREND_UP_LINE, + 0, + maxRequiredBars, + upTrendBuffer + // + ); + + // + // Down Trend ... + CopyBuffer( + mHandler, + X121_XTREND_DOWN_LINE, + 0, + maxRequiredBars, + downTrendBuffer + // + ); + + // + // MA ... + CopyBuffer( + mHandler, + X121_XTREND_MA_LINE, + 0, + maxRequiredBars, + maBuffer + // + ); + + // + // ADX ... + CopyBuffer( + mHandler, + X121_XTREND_ADX_LINE, + 0, + maxRequiredBars, + adxBuffer + // + ); + + // + // ADX P ... + CopyBuffer( + mHandler, + X121_XTREND_ADX_P_LINE, + 0, + maxRequiredBars, + adxPBuffer + // + ); + + // + // ADX M ... + CopyBuffer( + mHandler, + X121_XTREND_ADX_M_LINE, + 0, + maxRequiredBars, + adxMBuffer + // + ); + + // + // Up T ... + CopyBuffer( + mHandler, + X121_XTREND_UP_T_LINE, + 0, + maxRequiredBars, + upTBuffer + // + ); + + // + // Down T ... + CopyBuffer( + mHandler, + X121_XTREND_DOWN_T_LINE, + 0, + maxRequiredBars, + downTBuffer + // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + upTrendBuffer, + maxAllowed // + ); + + // + CleanupArray( + downTrendBuffer, + maxAllowed // + ); + + // + CleanupArray( + maBuffer, + maxAllowed // + ); + + // + CleanupArray( + adxBuffer, + maxAllowed // + ); + + // + CleanupArray( + adxPBuffer, + maxAllowed // + ); + + // + CleanupArray( + adxMBuffer, + maxAllowed // + ); + + // + CleanupArray( + upTBuffer, + maxAllowed // + ); + + // + CleanupArray( + downTBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Helpers/x-saherelm.x121.xvwap.helper.ex5 b/BKPS/14031206/Helpers/x-saherelm.x121.xvwap.helper.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..13e0556340ea09da651cefee388cfd85ef45ec17 GIT binary patch literal 6986 zcmdT>Wn2{AwjH{=yCpM-}hwhRt>1OCuN@PHgW(F9fOOS3UVd(CZ9_snO@7-_r 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+/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XCX121XVWAPHelper +// Description: provides all Indicator +// Helper requirements ... +// +// +// 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-helper.class.mq5" + +// +// Definitions ... + +// +// Definitions ... +enum ENUM_X121_XVWAP_BUFFERS +{ + // + X121_XVWAP_FAST_LINE = 0, + X121_XVWAP_FAST_STATE_LINE = 8, + X121_XVWAP_MID_LINE = 2, + X121_XVWAP_MID_STATE_LINE = 9, + X121_XVWAP_SLOW_LINE = 4, + X121_XVWAP_SLOW_STATE_LINE = 10, + X121_XVWAP_VOLUME_LINE = 6, + X121_XVWAP_PRICE_LINE = 7, +}; + +// +enum ENUM_XVWAP_STATES +{ + XVWAP_STATE_BULLISH = 1, + XVWAP_STATE_BEARISH = 2, + XVWAP_STATE_NEUTURAL = 3, +}; + +// +// Input Models ... +struct X121XVWAPInputs +{ + // + // Props ... + + int vwapFastLength; // Fast Length + int vwapMidLength; // Mid Length + int vwapSlowLength; // Slow Length + ENUM_APPLIED_PRICE vwapAppliedTo; // Applied To + + // + int startCalculationForLastBars; // Calculate Last n Bars + + // + bool showVWapFast; // Show VWap Fast + bool showVWapMedium; // Show VWap Medium + bool showVWapSlow; // Show VWap Slow + + // + // Constructor(s) ... + X121XVWAPInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + vwapFastLength = 0; + vwapMidLength = 0; + vwapSlowLength = 0; + vwapAppliedTo = PRICE_CLOSE; + + // + startCalculationForLastBars = 0; + + // + showVWapFast = false; + showVWapMedium = false; + showVWapSlow = false; + + // + ZeroMemory(this); + } + + // + // Default ... + void Default() + { + // + vwapFastLength = 20; + vwapMidLength = 40; + vwapSlowLength = 60; + vwapAppliedTo = PRICE_CLOSE; + + // + startCalculationForLastBars = 1000; + + // + showVWapFast = true; + showVWapMedium = true; + showVWapSlow = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + vwapFastLength > 2 && + vwapMidLength > vwapFastLength && + vwapSlowLength > vwapMidLength + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(vwapFastLength, vwapMidLength); + result = MathMax(result, vwapSlowLength); + + // + return result; + } +}; + +// +// Conditions ... +struct X121XVWAPConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double vwapFastBuffer[]; + double vwapMidBuffer[]; + double vwapSlowBuffer[]; + double vwapVolumeBuffer[]; + double vwapPriceBuffer[]; + double vwapFastStateBuffer[]; + double vwapMidStateBuffer[]; + double vwapSlowStateBuffer[]; + + // + // Conditions ... + + // + bool isVWapFastBullish; + bool isVWapFastBearish; + bool isVWapFastNeutural; + + // + bool isVWapMidBullish; + bool isVWapMidBearish; + bool isVWapMidNeutural; + + // + bool isVWapSlowBullish; + bool isVWapSlowBearish; + bool isVWapSlowNeutural; + + // + bool isVWapFastOverMid; + bool isVWapMidOverSlow; + + // + bool isVWapFastUnderMid; + bool isVWapMidUnderSlow; + + // + bool isVWapBullishState; + bool isVWapBearishState; + bool isVWapNeuturalState; + + // + bool isVWapBullishOrdered; + bool isVWapBearishOrdered; + + // + bool isVWapSwitchedToBullishOrdered; + bool isVWapSwitchedToBearishOrdered; + + // + bool isVWapSwitchedToBullishState; + bool isVWapSwitchedToBearishState; + bool isVWapSwitchedToNeuturalState; + + // + // Constructor ... + X121XVWAPConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(vwapFastBuffer); + Clean(vwapMidBuffer); + Clean(vwapSlowBuffer); + Clean(vwapVolumeBuffer); + Clean(vwapPriceBuffer); + Clean(vwapFastStateBuffer); + Clean(vwapMidStateBuffer); + Clean(vwapSlowStateBuffer); + + // + ArraySetAsSeries(vwapFastBuffer, true); + ArraySetAsSeries(vwapMidBuffer, true); + ArraySetAsSeries(vwapSlowBuffer, true); + ArraySetAsSeries(vwapVolumeBuffer, true); + ArraySetAsSeries(vwapPriceBuffer, true); + ArraySetAsSeries(vwapFastStateBuffer, true); + ArraySetAsSeries(vwapMidStateBuffer, true); + ArraySetAsSeries(vwapSlowStateBuffer, true); + + // + // Conditions ... + + // + isVWapFastBullish = false; + isVWapFastBearish = false; + isVWapFastNeutural = false; + + // + isVWapMidBullish = false; + isVWapMidBearish = false; + isVWapMidNeutural = false; + + // + isVWapSlowBullish = false; + isVWapSlowBearish = false; + isVWapSlowNeutural = false; + + // + isVWapFastOverMid = false; + isVWapMidOverSlow = false; + + // + isVWapFastUnderMid = false; + isVWapMidUnderSlow = false; + + // + isVWapBullishState = false; + isVWapBearishState = false; + isVWapNeuturalState = false; + + // + isVWapBullishOrdered = false; + isVWapBearishOrdered = false; + + // + isVWapSwitchedToBullishOrdered = false; + isVWapSwitchedToBearishOrdered = false; + + // + isVWapSwitchedToBullishState = false; + isVWapSwitchedToBearishState = false; + isVWapSwitchedToNeuturalState = false; + + // + ZeroMemory(this); + } + + /** + * Generate Conditions Scores ... + * + * @param bullishScore: Double, Directional Scores Reference ... + * @param bearishScore: Double, Directional Scores Reference ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // TODO: Implement if Required ... + } + + /** + * Generate Summary String for Represent Conditions State ... + * + * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... + * @param onlyConditions: Boolean, Just Generate Only Conditions ... + * @param includeScores: Boolean, Attach Scores Representations on Result ... + * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... + * @param separator: String, Separate Lines ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string scoresStr = + // + "Scores: " + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "" + // + ; + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores // + ); + + // + string conditionsStr = + // + ToString("isVWapFastBullish", isVWapFastBullish, ignoreFalseConditions, separator) + + ToString("isVWapFastBearish", isVWapFastBearish, ignoreFalseConditions, separator) + + ToString("isVWapFastNeutural", isVWapFastNeutural, ignoreFalseConditions, separator) + + ToString("isVWapMidBullish", isVWapMidBullish, ignoreFalseConditions, separator) + + ToString("isVWapMidBearish", isVWapMidBearish, ignoreFalseConditions, separator) + + ToString("isVWapMidNeutural", isVWapMidNeutural, ignoreFalseConditions, separator) + + ToString("isVWapSlowBullish", isVWapSlowBullish, ignoreFalseConditions, separator) + + ToString("isVWapSlowBearish", isVWapSlowBearish, ignoreFalseConditions, separator) + + ToString("isVWapSlowNeutural", isVWapSlowNeutural, ignoreFalseConditions, separator) + + ToString("isVWapFastOverMid", isVWapFastOverMid, ignoreFalseConditions, separator) + + ToString("isVWapMidOverSlow", isVWapMidOverSlow, ignoreFalseConditions, separator) + + ToString("isVWapFastUnderMid", isVWapFastUnderMid, ignoreFalseConditions, separator) + + ToString("isVWapMidUnderSlow", isVWapMidUnderSlow, ignoreFalseConditions, separator) + + ToString("isVWapBullishState", isVWapBullishState, ignoreFalseConditions, separator) + + ToString("isVWapBearishState", isVWapBearishState, ignoreFalseConditions, separator) + + ToString("isVWapNeuturalState", isVWapNeuturalState, ignoreFalseConditions, separator) + + ToString("isVWapBullishOrdered", isVWapBullishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapBearishOrdered", isVWapBearishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBullishOrdered", isVWapSwitchedToBullishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBearishOrdered", isVWapSwitchedToBearishOrdered, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBullishState", isVWapSwitchedToBullishState, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToBearishState", isVWapSwitchedToBearishState, ignoreFalseConditions, separator) + + ToString("isVWapSwitchedToNeuturalState", isVWapSwitchedToNeuturalState, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Retrieve nique Tag Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + return GetTypeName(this); + } + + // +}; + +// +// Class ... +class XCX121XVWAPHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX121XVWAPHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121XVWAPHelper() + { + // + mInputs.Clean(); + + // + Clean(vwapFastBuffer); + Clean(vwapMidBuffer); + Clean(vwapSlowBuffer); + Clean(vwapVolumeBuffer); + Clean(vwapPriceBuffer); + Clean(vwapFastStateBuffer); + Clean(vwapMidStateBuffer); + Clean(vwapSlowStateBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X121XVWAPInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + ArraySetAsSeries(vwapFastBuffer, true); + ArraySetAsSeries(vwapMidBuffer, true); + ArraySetAsSeries(vwapSlowBuffer, true); + ArraySetAsSeries(vwapVolumeBuffer, true); + ArraySetAsSeries(vwapPriceBuffer, true); + ArraySetAsSeries(vwapFastStateBuffer, true); + ArraySetAsSeries(vwapMidStateBuffer, true); + ArraySetAsSeries(vwapSlowStateBuffer, true); + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121.xvwap", + // + // Inputs ... + // + // Market ... + "", + mInputs.vwapFastLength, + mInputs.vwapMidLength, + mInputs.vwapSlowLength, + mInputs.vwapAppliedTo, + // + // Presentation ... + "", + // + mInputs.startCalculationForLastBars, + // + mInputs.showVWapFast, + mInputs.showVWapMedium, + mInputs.showVWapSlow + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X121XVWAPInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X121XVWAPInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Readers ... + + // + double GetVWapFast( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapFastBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapFastBuffer[barIndex]; + } + + // + int CopyVWapFast( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapFastBuffer, + buffer, + forceClean + // + ); + } + + // + // STATE FAST ... + + // + double GetVWapFastState( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapFastStateBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapFastStateBuffer[barIndex]; + } + + // + int CopyVWapFastState( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapFastStateBuffer, + buffer, + forceClean + // + ); + } + + // + // MID ... + + // + double GetVWapMid( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapMidBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapMidBuffer[barIndex]; + } + + // + int CopyVWapMid( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapMidBuffer, + buffer, + forceClean + // + ); + } + + // + // STATE MID ... + + // + double GetVWapMidState( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapMidStateBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapMidStateBuffer[barIndex]; + } + + // + int CopyVWapMidState( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapMidStateBuffer, + buffer, + forceClean + // + ); + } + + // + // SLOW ... + + // + double GetVWapSlowBuffer( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapSlowBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapSlowBuffer[barIndex]; + } + + // + int CopyVWapSlow( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapSlowBuffer, + buffer, + forceClean + // + ); + } + + // + // STATE SLOW ... + + // + double GetVWapSlowState( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapSlowStateBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapSlowStateBuffer[barIndex]; + } + + // + int CopyVWapSlowState( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapSlowStateBuffer, + buffer, + forceClean + // + ); + } + + // + // VOLUME ... + + // + double GetVWapVolume( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapVolumeBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapVolumeBuffer[barIndex]; + } + + // + int CopyVWapVolume( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapVolumeBuffer, + buffer, + forceClean + // + ); + } + + // + // PRICE ... + + // + double GetVWapPrice( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(vwapPriceBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return vwapPriceBuffer[barIndex]; + } + + // + int CopyVWapPrice( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // Force To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + vwapPriceBuffer, + buffer, + forceClean + // + ); + } + + // + // Converts to State ... + ENUM_XVWAP_STATES ToVWAPState(double value) + { + // + ENUM_XVWAP_STATES result = + value == 1 + ? XVWAP_STATE_BULLISH + : value == 2 + ? XVWAP_STATE_BEARISH + : XVWAP_STATE_NEUTURAL; + + // + return result; + } + + // + bool IsVWAPBullish(double value) + { + // + bool result = false; + + // + result = ToVWAPState(value) == XVWAP_STATE_BULLISH; + + // + return result; + } + + // + bool IsVWAPBearish(double value) + { + // + bool result = false; + + // + result = ToVWAPState(value) == XVWAP_STATE_BEARISH; + + // + return result; + } + + // + bool IsVWAPNeutural(double value) + { + // + bool result = false; + + // + result = ToVWAPState(value) == XVWAP_STATE_NEUTURAL; + + // + return result; + } + + // + void Free() override + { + Cleanup(10); + } + + // + bool GetConditions( + X121XVWAPConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 5) + { + loopback = 5; + } + + // + conditions.Clean(); + + // + conditions.symbol = mSymbol; + conditions.period = mPeriod; + conditions.time = TimeCurrent(); + + // + int zIndex = barIndex; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + XOHCL zBar; + result = zBar.Init( + mSymbol, + mPeriod, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + // Buffers ... + + // + CopyVWapFast( + zIndex, + loopback, + conditions.vwapFastBuffer // + ); + + // + CopyVWapFastState( + zIndex, + loopback, + conditions.vwapFastStateBuffer // + ); + + // + CopyVWapMid( + zIndex, + loopback, + conditions.vwapMidBuffer // + ); + + // + CopyVWapMidState( + zIndex, + loopback, + conditions.vwapMidStateBuffer // + ); + + // + CopyVWapSlow( + zIndex, + loopback, + conditions.vwapSlowBuffer // + ); + + // + CopyVWapSlowState( + zIndex, + loopback, + conditions.vwapSlowStateBuffer // + ); + + // + CopyVWapVolume( + zIndex, + loopback, + conditions.vwapVolumeBuffer // + ); + + // + CopyVWapPrice( + zIndex, + loopback, + conditions.vwapPriceBuffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + // SAR ... + + // + bool isVWapFastBullish = IsVWAPBullish(conditions.vwapFastStateBuffer[cIDX]); + bool isVWapFastBullishPrev = IsVWAPBullish(conditions.vwapFastStateBuffer[pIDX]); + + // + bool isVWapFastBearish = IsVWAPBearish(conditions.vwapFastStateBuffer[cIDX]); + bool isVWapFastBearishPrev = IsVWAPBearish(conditions.vwapFastStateBuffer[pIDX]); + + // + bool isVWapFastNeutural = IsVWAPNeutural(conditions.vwapFastStateBuffer[cIDX]); + bool isVWapFastNeuturalPrev = IsVWAPNeutural(conditions.vwapFastStateBuffer[pIDX]); + + // + bool isVWapMidBullish = IsVWAPBullish(conditions.vwapMidStateBuffer[cIDX]); + bool isVWapMidBullishPrev = IsVWAPBullish(conditions.vwapMidStateBuffer[pIDX]); + + // + bool isVWapMidBearish = IsVWAPBearish(conditions.vwapMidStateBuffer[cIDX]); + bool isVWapMidBearishPrev = IsVWAPBearish(conditions.vwapMidStateBuffer[pIDX]); + + // + bool isVWapMidNeutural = IsVWAPNeutural(conditions.vwapMidStateBuffer[cIDX]); + bool isVWapMidNeuturalPrev = IsVWAPNeutural(conditions.vwapMidStateBuffer[pIDX]); + + // + bool isVWapSlowBullish = IsVWAPBullish(conditions.vwapSlowStateBuffer[cIDX]); + bool isVWapSlowBullishPrev = IsVWAPBullish(conditions.vwapSlowStateBuffer[pIDX]); + + // + bool isVWapSlowBearish = IsVWAPBearish(conditions.vwapSlowStateBuffer[cIDX]); + bool isVWapSlowBearishPrev = IsVWAPBearish(conditions.vwapSlowStateBuffer[pIDX]); + + // + bool isVWapSlowNeutural = IsVWAPNeutural(conditions.vwapSlowStateBuffer[cIDX]); + bool isVWapSlowNeuturalPrev = IsVWAPNeutural(conditions.vwapSlowStateBuffer[pIDX]); + + // + bool isVWapFastOverMid = conditions.vwapFastBuffer[cIDX] > conditions.vwapMidBuffer[cIDX]; + bool isVWapFastOverMidPrev = conditions.vwapFastBuffer[pIDX] > conditions.vwapMidBuffer[pIDX]; + + // + bool isVWapMidOverSlow = conditions.vwapMidBuffer[cIDX] > conditions.vwapSlowBuffer[cIDX]; + bool isVWapMidOverSlowPrev = conditions.vwapMidBuffer[pIDX] > conditions.vwapSlowBuffer[pIDX]; + + // + bool isVWapFastUnderMid = conditions.vwapFastBuffer[cIDX] < conditions.vwapMidBuffer[cIDX]; + bool isVWapFastUnderMidPrev = conditions.vwapFastBuffer[pIDX] < conditions.vwapMidBuffer[pIDX]; + + // + bool isVWapMidUnderSlow = conditions.vwapMidBuffer[cIDX] < conditions.vwapSlowBuffer[cIDX]; + bool isVWapMidUnderSlowPrev = conditions.vwapMidBuffer[pIDX] < conditions.vwapSlowBuffer[pIDX]; + + // + bool isVWapBullishState = isVWapFastBullish && + isVWapMidBullish && + isVWapSlowBullish; + bool isVWapBullishStatePrev = isVWapFastBullishPrev && + isVWapMidBullishPrev && + isVWapSlowBullishPrev; + + // + bool isVWapBearishState = isVWapFastBearish && + isVWapMidBearish && + isVWapSlowBearish; + bool isVWapBearishStatePrev = isVWapFastBearishPrev && + isVWapMidBearishPrev && + isVWapSlowBearishPrev; + + // + bool isVWapNeuturalState = isVWapFastNeutural && + isVWapMidNeutural && + isVWapSlowNeutural; + bool isVWapNeuturalStatePrev = isVWapFastNeuturalPrev && + isVWapMidNeuturalPrev && + isVWapSlowNeuturalPrev; + + // + bool isVWapBullishOrdered = isVWapFastOverMid && + isVWapMidOverSlow; + bool isVWapBullishOrderedPrev = isVWapFastOverMidPrev && + isVWapMidOverSlowPrev; + + // + bool isVWapBearishOrdered = isVWapFastUnderMid && + isVWapMidUnderSlow; + bool isVWapBearishOrderedPrev = isVWapFastUnderMidPrev && + isVWapMidUnderSlowPrev; + + // + bool isVWapSwitchedToBullishOrdered = isVWapBullishOrdered && + !isVWapBullishOrderedPrev; + bool isVWapSwitchedToBearishOrdered = isVWapBearishOrdered && + !isVWapBearishOrderedPrev; + + // + bool isVWapSwitchedToBullishState = isVWapBullishState && + !isVWapBullishStatePrev; + bool isVWapSwitchedToBearishState = isVWapBearishState && + !isVWapBearishStatePrev; + bool isVWapSwitchedToNeuturalState = isVWapNeuturalState && + !isVWapNeuturalStatePrev; + + // + conditions.isVWapFastBullish = isVWapFastBullish; + conditions.isVWapFastBearish = isVWapFastBearish; + conditions.isVWapFastNeutural = isVWapFastNeutural; + conditions.isVWapMidBullish = isVWapMidBullish; + conditions.isVWapMidBearish = isVWapMidBearish; + conditions.isVWapMidNeutural = isVWapMidNeutural; + conditions.isVWapSlowBullish = isVWapSlowBullish; + conditions.isVWapSlowBearish = isVWapSlowBearish; + conditions.isVWapSlowNeutural = isVWapSlowNeutural; + conditions.isVWapFastOverMid = isVWapFastOverMid; + conditions.isVWapMidOverSlow = isVWapMidOverSlow; + conditions.isVWapFastUnderMid = isVWapFastUnderMid; + conditions.isVWapMidUnderSlow = isVWapMidUnderSlow; + conditions.isVWapBullishState = isVWapBullishState; + conditions.isVWapBearishState = isVWapBearishState; + conditions.isVWapNeuturalState = isVWapNeuturalState; + conditions.isVWapBullishOrdered = isVWapBullishOrdered; + conditions.isVWapBearishOrdered = isVWapBearishOrdered; + conditions.isVWapSwitchedToBullishOrdered = isVWapSwitchedToBullishOrdered; + conditions.isVWapSwitchedToBearishOrdered = isVWapSwitchedToBearishOrdered; + conditions.isVWapSwitchedToBullishState = isVWapSwitchedToBullishState; + conditions.isVWapSwitchedToBearishState = isVWapSwitchedToBearishState; + conditions.isVWapSwitchedToNeuturalState = isVWapSwitchedToNeuturalState; + + // + Cleanup(); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X121XVWAPInputs mInputs; // Inputs ... + + // + // Buffers ... + double vwapFastBuffer[]; + double vwapMidBuffer[]; + double vwapSlowBuffer[]; + double vwapVolumeBuffer[]; + double vwapPriceBuffer[]; + double vwapFastStateBuffer[]; + double vwapMidStateBuffer[]; + double vwapSlowStateBuffer[]; + + // + void Calculate( + int maxRequiredBars = 100 // + ) + { + // + // Buffers ... + + // + // FAST ... + CopyBuffer( + mHandler, + X121_XVWAP_FAST_LINE, + 0, + maxRequiredBars, + vwapFastBuffer + // + ); + + // + // FAST STATE ... + CopyBuffer( + mHandler, + X121_XVWAP_FAST_STATE_LINE, + 0, + maxRequiredBars, + vwapFastStateBuffer + // + ); + + // + // MID ... + CopyBuffer( + mHandler, + X121_XVWAP_MID_LINE, + 0, + maxRequiredBars, + vwapMidBuffer + // + ); + + // + // MID STATE ... + CopyBuffer( + mHandler, + X121_XVWAP_MID_STATE_LINE, + 0, + maxRequiredBars, + vwapMidStateBuffer + // + ); + + // + // SLOW ... + CopyBuffer( + mHandler, + X121_XVWAP_SLOW_LINE, + 0, + maxRequiredBars, + vwapSlowBuffer + // + ); + + // + // SLOW STATE ... + CopyBuffer( + mHandler, + X121_XVWAP_SLOW_STATE_LINE, + 0, + maxRequiredBars, + vwapSlowStateBuffer + // + ); + + // + // VOLUME ... + CopyBuffer( + mHandler, + X121_XVWAP_VOLUME_LINE, + 0, + maxRequiredBars, + vwapVolumeBuffer + // + ); + + // + // PRICE ... + CopyBuffer( + mHandler, + X121_XVWAP_PRICE_LINE, + 0, + maxRequiredBars, + vwapPriceBuffer + // + ); + } + + // + void Cleanup( + int maxAllowed = 100 // + ) + { + // + CleanupArray( + vwapFastBuffer, + maxAllowed // + ); + + // + CleanupArray( + vwapMidBuffer, + maxAllowed // + ); + + // + CleanupArray( + vwapSlowBuffer, + maxAllowed // + ); + + // + CleanupArray( + vwapVolumeBuffer, + maxAllowed // + ); + + // + CleanupArray( + vwapPriceBuffer, + maxAllowed // + ); + + // + CleanupArray( + vwapFastStateBuffer, + maxAllowed // + ); + + // + CleanupArray( + vwapMidStateBuffer, + maxAllowed // + ); + + // + CleanupArray( + vwapSlowStateBuffer, + maxAllowed // + ); + + // + } + + // +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031206/Indicators/Examples/AD.ex5 b/BKPS/14031206/Indicators/Examples/AD.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..7fb0d531884b69877b867f90208208afc6f775ec GIT binary patch literal 8436 zcmdURWl$VIllJ27?(VR-yDsjQ;O_1c+?_>&2MF#C!JXjlE`b1xI|*=k@88|`|Es#` 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"Accumulation/Distribution" + +#property indicator_separate_window +#property indicator_buffers 1 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 LightSeaGreen +#property indicator_label1 "A/D" +//--- input params +input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volume type +//--- indicator buffer +double ExtADbuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,0); +//--- indicator short name + IndicatorSetString(INDICATOR_SHORTNAME,"A/D"); +//--- index buffer + SetIndexBuffer(0,ExtADbuffer); +//--- set index draw begin + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1); + } +//+------------------------------------------------------------------+ +//| Accumulation/Distribution | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- check for bars count + if(rates_total<2) + return(0); //exit with zero result +//--- get current position + int pos=prev_calculated-1; + if(pos<0) + pos=0; +//--- calculate with appropriate volumes + if(InpVolumeType==VOLUME_TICK) + Calculate(rates_total,pos,high,low,close,tick_volume); + else + Calculate(rates_total,pos,high,low,close,volume); +//--- + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Calculating with selected volume | +//+------------------------------------------------------------------+ +void Calculate(const int rates_total,const int pos, + const double &high[], + const double &low[], + const double &close[], + const long &volume[]) + { +//--- main cycle + for(int i=pos; i0) + sum+=ExtADbuffer[i-1]; + ExtADbuffer[i]=sum; + } + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/ADX.ex5 b/BKPS/14031206/Indicators/Examples/ADX.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..db7e17c23cf1c868f67280dc23dde04f2874f883 GIT binary patch literal 12484 zcmdUVV{;}zv-Ta^+Ss;j+jg=^HnwfswrwXH+qP{xdG|Tr&hrD_sxw_v)mL|QRbTU= z2R))1tf2M)NE84l01*HH0vv(@{@2i%-pyOvWD?~z6C+PLyL0yf z|4aY?67s)XfNOFO-a2tvEO3!05(uJV89!H4CQgN06icoE{738=c_6+J^qrSBv;V{i z18f0y0C#``z#L!(_yceP5CE6}4F4mv|D!PhSOGNutg--;e_lg?BEb1yjMG2l_|Gcy zPx}p^`|lL~&*1+scKWvhjsPwI{XcR2AE5(S1MC4-|CrMOjQ_E<{y)R#|97H&#y@7m zc9(W3a=3yzxOfDucIfu_xGR*;4&b<}ej_@j`x89d$=ttDxc23Fw8@@}EqgyytA&@; zN{bwOY40wn2@UHADO4}4(H4|gU=0H2X_!+5ec|Ua&8!E}NkTD&g;<#V&YSLBOD^S>_y`R4I&Vu0VRl7CdW~n#n@%CLxDvopDYX~+ 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b/BKPS/14031206/Indicators/Examples/ADX.mq5 new file mode 100644 index 0000000..1019c55 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/ADX.mq5 @@ -0,0 +1,155 @@ +//+------------------------------------------------------------------+ +//| ADX.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Average Directional Movement Index" +#include + +#property indicator_separate_window +#property indicator_buffers 6 +#property indicator_plots 3 +#property indicator_type1 DRAW_LINE +#property indicator_color1 LightSeaGreen +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 +#property indicator_type2 DRAW_LINE +#property indicator_color2 YellowGreen +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 +#property indicator_type3 DRAW_LINE +#property indicator_color3 Wheat +#property indicator_style3 STYLE_DOT +#property indicator_width3 1 +#property indicator_label1 "ADX" +#property indicator_label2 "+DI" +#property indicator_label3 "-DI" +//--- input parameters +input int InpPeriodADX=14; // Period ADX +//--- indicator buffers +double ExtADXBuffer[]; +double ExtPDIBuffer[]; +double ExtNDIBuffer[]; +double ExtPDBuffer[]; +double ExtNDBuffer[]; +double ExtTmpBuffer[]; + +int ExtADXPeriod; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input parameters + if(InpPeriodADX>=100 || InpPeriodADX<=0) + { + ExtADXPeriod=14; + PrintFormat("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod); + } + else + ExtADXPeriod=InpPeriodADX; +//--- indicator buffers + SetIndexBuffer(0,ExtADXBuffer); + SetIndexBuffer(1,ExtPDIBuffer); + SetIndexBuffer(2,ExtNDIBuffer); + SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(5,ExtTmpBuffer,INDICATOR_CALCULATIONS); +//--- indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,2); +//--- set draw begin + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod); + PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod); +//--- indicator short name + string short_name="ADX("+string(ExtADXPeriod)+")"; + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- checking for bars count + if(rates_total1) + start=prev_calculated-1; + else + { + start=1; + ExtPDIBuffer[0]=0.0; + ExtNDIBuffer[0]=0.0; + ExtADXBuffer[0]=0.0; + } +//--- main cycle + for(int i=start; itmp_neg) + tmp_neg=0.0; + else + { + if(tmp_posy2| z_2VDjrhV}N$k=V2jrdK{H;@kf?GqnXr}x!YxPr$L6e31d3bC+KL7MB91iKU6O=`p$lQIv0bm9C$3~hL6;yM4JZkbq z=!aNT14O3>oC`(^yO_}rxiFugs!j)JUnW1-Ybg67J4KyAx8SCpSElq8DiYNXYyfT>XQrSp^&^{8z9m$ zxy@yQ1=O_{Edp@-2EnTk`I8x==RMw_S%cvy#yEvK!u6@0hC5)o!^Rd=oe_rKC{WlAtL@1vECWs+Tj1UKO^t|0n3o+)0U(dz8L$;s?nu%FaJbhW(;*|``P1wKE zNQP|(DRBmi;58~Gmr7+3OV}r?;7qBKiuhBe# 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copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Average Directional Movement Index" +#property description "by Welles Wilder" +#include +//--- +#property indicator_separate_window +#property indicator_buffers 10 +#property indicator_plots 3 +#property indicator_type1 DRAW_LINE +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 +#property indicator_color1 LightSeaGreen +#property indicator_type2 DRAW_LINE +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 +#property indicator_color2 YellowGreen +#property indicator_type3 DRAW_LINE +#property indicator_style3 STYLE_DOT +#property indicator_width3 1 +#property indicator_color3 Wheat +#property indicator_label1 "ADX Wilder" +#property indicator_label2 "+DI" +#property indicator_label3 "-DI" +//--- input parameters +input int InpPeriodADXW=14; // Period ADX +//--- indicator buffers +double ExtADXWBuffer[]; +double ExtPDIBuffer[]; +double ExtNDIBuffer[]; +double ExtPDSBuffer[]; +double ExtNDSBuffer[]; +double ExtPDBuffer[]; +double ExtNDBuffer[]; +double ExtTRBuffer[]; +double ExtATRBuffer[]; +double ExtDXBuffer[]; + +int ExtADXWPeriod; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input parameters + if(InpPeriodADXW>=100 || InpPeriodADXW<=0) + { + ExtADXWPeriod=14; + PrintFormat("Incorrect value for input variable InpPeriodADXW=%d. Indicator will use value=%d for calculations.",InpPeriodADXW,ExtADXWPeriod); + } + else + ExtADXWPeriod=InpPeriodADXW; +//--- indicator buffers + SetIndexBuffer(0,ExtADXWBuffer); + SetIndexBuffer(1,ExtPDIBuffer); + SetIndexBuffer(2,ExtNDIBuffer); +//--- calculation buffers + SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(5,ExtDXBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(6,ExtTRBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(7,ExtATRBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(8,ExtPDSBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(9,ExtNDSBuffer,INDICATOR_CALCULATIONS); +//--- set draw begin + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXWPeriod<<1); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXWPeriod+1); + PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXWPeriod+1); +//--- indicator short name + string short_name="ADX Wilder("+string(ExtADXWPeriod)+")"; + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); +//--- indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,2); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- checking for bars count + if(rates_total1) + start=prev_calculated-1; + else + { + start=1; + for(int i=0; i1kWjwv9XIfBVndy>B@JD+e(97c~MX0o?xOxc);f|GcvQ zEK>mEf0yw84gL>f*MA*w0dNDD{;9|RC?miQ-~_P!$D9#h@{g_E|2KU8ZwqDl$M8SX z{(lu$FJykQU>q1^AZZu{7MvKbbd7SwfSfnOC3c$}zk zK0pZ$3J=!zWZqvlD4KkAyB0mm(7tM{TUfVjhzF^z#zrQ4lTMx;YY^(`{>@9@3%pBH 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Indicator will use T = %f.",ExtT); + } +//--- define buffers + SetIndexBuffer(0,ExtASIBuffer); + SetIndexBuffer(1,ExtSIBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtTRBuffer,INDICATOR_CALCULATIONS); +//--- draw begin settings + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS,2); +//--- calculate ExtTpoints value + if(_Point>1e-7) + ExtTpoints=ExtT*_Point; + else + ExtTpoints=ExtT*MathPow(10,-_Digits); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_total<2) + return(0); +//--- start calculation + int pos=prev_calculated-1; +//--- correct position, when it's first iteration + if(pos<=0) + { + pos=1; + ExtASIBuffer[0]=0.0; + ExtSIBuffer[0]=0.0; + ExtTRBuffer[0]=high[0]-low[0]; + } +//--- main cycle + for(int i=pos; i=dLow && dPrevClose<=dHigh)) + { + if(dPrevClose>dHigh) + ER=MathAbs(dHigh-dPrevClose); + if(dPrevCloseZQIVowlT5w#5UeJ_uD-`;H|p5YgeuAu2r>q zf7we^gB9EX0R0014nPI~Kmdo}fd6&+o(^;v5GD&r1sPT#_$ zS%Bw4-D2GL9EH^IUbN|WYAdJOsTVLdg;&!lX75* zBfCIg9uH{ z$O~`W0-`8~*JL)rej-X^D~6+FSLOw(7gikQk|jvJEgXnnZHM~5qvoN&QB;7$Gy@RH zEr=scC+K)T12?%Cc9Eza#hqukew2+hvzX&eQm`?>GI|V0+k=rKaF6#wI9hKB6le4W zG2GQ!UwU7s=4e}@NmBN|uwm%01REPD@9Py^hozoN$vq#&BR^o&Mnmp7+sfhKd-ev= z*&3)Wcqwd~YfUW%@=I;iU?15~`0ai~&>|D;tTG=Tse#9tN=&YC^#hvuF}JU&>~zQ$UDS;cOm2 zFF*!hC5(LI5*N`YVHCr*BjK6EiF)?x|6$TdEFncyACBrf6UppD|VE+9#O zp$FZv9;1j2bn~=0&$nqhobAC6{ApR(-X*<4V&9|V#2R3J4gS%CY#z(HGm#jQ$fDT; zSm$IvOZL?M_`ZDXl3JupGfdX&MT^DYXmE0pN8~7bT0&c`$0@Eeqb>nWbU8sF)AQP) zC{%kqt`_`!961F$-}S3IG}@pJth5t>wOiaTqzKqq4r!jvyuhB7Y9y`UX}gW>Met>* zn1T!;a*>QH@_X%iCm=L;k_@E`e0RslGJ&0HSZJ?#oD2OC(ndI(w)OhqE6$nFW?7QL zdQ6^v8<~p}m?YZXPcCA=vbWKsP@kW)2$~=9y?rxLr6-#z^O=RXT`2my@IdGJlT*Ne zgYX-jqyf8ECXS-M_)p3->x6`yq$S+3&Zh#z-@g!&8V_$%0-!F$Yh!;q@llC1GBzou z2%_cbLv_>m16w$}&%!+-Ggn=VKt%ledJg2<9IP@etk6WCw^#%tn=SJWgLl+@+9o6s zk=L2Tn!E30GB%xfUAN)*HDmep14@W0bYP4=%}2z{FLDigQt~V3z$HNb{C$6Z5Gwrr zUHjaS4ub+%5QFxj*qPbt|A|GeM?n3|0eqOOjLl_0x0^7Jp1-C_npaOB*%aXlL@0kK zHKs}nykHIGkwm2Y$vSYd34!TK^3Ym&Eb(WW2RB^$gy2ns>5BbsY1W(I=#U(^n%oru zq>N7aQsWB!TymN(6Thc09kUI7;o}oF)2RAwsK{K;R>Q=z!9yxhcqJV23xd0op>Sqt zDN^FJVIik!iK*c)-otbt(fLDU*te$G(t(KuvUvC{w1m9hM)8|PaEjpMP^8rcPtFw_ zrnNX%eezCxOAIzC6{R-F-e91Sw~X0^>hUwpFQMh?@Do?DJoAUg(Nj+p_wMbfCp8Yr zn1`wz|5&(oD?j&6&ijc<3UpKBtVCMnaYCbwyKxc&BXvVk3L)J4HGzZz9SCl!n{UqU z)c|wPu!h3-d>&S7rp-Xa7UviUN&}PBM;NtuW*wy-jO{3pzqip3iG&Le{F_Ll-v~5m zFuH;YD8yYErC#Qt_t0xA(EGW?iZN zfz{HzMU=|&O7cGOw`&*QFe8mXN3CB&p7qg{H`PXBWmrLpq4|h;4gp!;`th3W(0$C% z8lyvm6N7GO16&(&-vzy3)hUtOeBFB*usS@w&UxYvJ()AA%SK<+a-qyo`9qi|g9pU6 z6~H*giCI3Y8o1Rs+reF-75RNQfno^! z&d9iqsyIexPK7_*X44_l8-*8(4M z=Rk{IiaM7;(53_|@Qd?56*A_rGNZfsTYA8RR;m};ul`z-5E6OSj%(I3BvAS*st7%u zjlE9KI2^Id?4knJ9FB30Ya?h3w}ICeq6`*?1G042X#97RC>Yx$v=U)qLh4@o((1-z z(KuR_vY9wY6!xC=9g^BZt^?OyX-B2yQ=YYE_T6jDN*#n&dqjZqdWX1_x9yy%keF}t zusTs61~^l9%k-=n+M*2sio;6`t5Xp;KU7lu>uY^8vQrVP6HU&5i72Xdldh`tFD7=j zA|H-jLY}H&sD5UlZiZ_-!+Jv`u8rG0FbOBU?<)jJ&(*&iA$54#p%V;P^o?~6V=o(F zsFJw)q1XNEGLf9$A}mu%1M8P`DEGlx@*u0>K9a6BM&K4_7G8X(<7aLelo1W-Wp&=A zW;~{YyT#+aXnVTs+)(%CUDg_OiJCl@r*4BFVhwpuz{G~DbIEr-<6SNwUI4rR310l3 zB_E>4q}A}3Yh%#hilqt5V`5SWQ9=DA69zV#o=SkK%%4*ejqRysE?=D=(DeADdqVmA zQSk+H56Cq7=jRA%eo3pmZ>OxqEHbFa`mo4lP1{Ftf@FV6<5OdnY-%}X{0$^4jTO#< zV?an4IKD(W%f(jZYqyEU6U-aSsoXyLu1?pJ8p!Tx7V^`R7Y9Jz=tvH28adQ`+CVXqm)fzv*rUJf+ZN6lMlG?H&7EkSYj+91lB$0p}Oyn*JvWQQL z5x0lY&qDeA4AQ9A7M)-SM6I=B?X`<)%ka1~pv^*p@QVGa3fzJI=fghkPSdw2Mi0Ts z=#f-Tp2Fe#<|2*sYJT{S|wYB^&qSV((d=8>tVnj<=-XzM<|M9wj?_ z7-LC+>L`SFEUdrcjHT*IsOVlSFaCg1o)9}~<7bk{lw9y9l4M;q;@%sN{I zI<8}WaC6K+5q>X2yPm{N|H8%*)-S<3=N}y zhBNt^NW$d|qWa1>wPA7c+bAXNPB+j-^sbbG(thO6;YE%4(===GqBiVdj(Nc0{mveH z2{Mu_fL^>1N12&b=di9Msp?=5&3_mQi(%exR+FSbD*Hs#F9iEgY&`>6BlQ%BIFm6ChPkxfbp z136->&4>qAQ%B#?6*E9V_I4DR>kO@B(NFTZRzK`kM9 z24{qOvTA^_@Tg`cWGkCu`udSktFzYOR%Kq^V~pwZ{lzB5nOCdfh`9qcn(6s#z@ol3 z%1@09Q;3SVAQ1|hWhtnq>ZCG<66`MpOHefA-pH6&{N8O~Jy6+6&2&MxOv<-!MAWMm zZ`&?E^9N0M7Pz{yJ~^#}RlHZ!cF7{=TmnP)c{h_cb#gTk2PIpSo7G7MK~VLP=~q>Q zQL$lxuX(v$h%^bdsyOwdJ0bFfyhg* zup}kVp6uY~gat4%GiEd7u=~7A_n?JDh#vG6C?InvL<8cW)I^RS7%8A!Zva%&b4lLM zG9HQp4Ji~Q6+9NNz)yul#s>BMW7H)Wr1ms{$Ra)Bv5Iwf`j-%U+qCs5R!r+-rLeZZ zPj2TZ5he(QBSUF>Bs`|5FD?0?gw@w-*&*0nRVn|T!FTosqbr02a{Bk%I2T7; 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+ else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get FastSMA buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtFastSMAHandle,0,0,to_copy,ExtFastBuffer)<=0) + { + Print("Getting fast SMA is failed! Error ",GetLastError()); + return(0); + } +//--- get SlowSMA buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtSlowSMAHandle,0,0,to_copy,ExtSlowBuffer)<=0) + { + Print("Getting slow SMA is failed! Error ",GetLastError()); + return(0); + } +//--- calculations + int i,start; +//--- first calculation or number of bars was changed + if(prev_calculated=ExtACBuffer[i-1]) + ExtColorBuffer[i]=0.0; // set color Green + else + ExtColorBuffer[i]=1.0; // set color Red + } +//--- return value of prev_calculated for next call + return(rates_total); + } + +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/Alligator.ex5 b/BKPS/14031206/Indicators/Examples/Alligator.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..ba187b3eda421d478a903f4afba44e6822b2e7e6 GIT binary patch literal 15934 zcmdV9gO8^{(=PlQ?bx<$+qP}**tTuY?AW%sW81cE&)Mfqo_sm)AMhooE1h&zrE}NS z>8`r&ZczRNk;9et8WXC|8K2Kj9ua+~JfX}m16G zrWJ2%0{KS?fr?l@0LK?KoM3>l(?tew#Fg*Z;eF5pFn#!b)2wAM@MOg+^NEr1vi%T){c%2+h=q+dNG-TYiE zPErz07#MCoRxpMm`a<&bkQ*2~y$&cc3me{AqE(ZLMvjncJ^4bX(powpnkTOd>8L2d 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"Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" + +//--- indicator settings +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 3 +#property indicator_type1 DRAW_LINE +#property indicator_type2 DRAW_LINE +#property indicator_type3 DRAW_LINE +#property indicator_color1 Blue +#property indicator_color2 Red +#property indicator_color3 Lime +#property indicator_width1 1 +#property indicator_width2 1 +#property indicator_width3 1 +#property indicator_label1 "Jaws" +#property indicator_label2 "Teeth" +#property indicator_label3 "Lips" +//--- input parameters +input int InpJawsPeriod=13; // Jaws period +input int InpJawsShift=8; // Jaws shift +input int InpTeethPeriod=8; // Teeth period +input int InpTeethShift=5; // Teeth shift +input int InpLipsPeriod=5; // Lips period +input int InpLipsShift=3; // Lips shift +input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Moving average method +input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_MEDIAN; // Applied price +//--- indicator buffers +double ExtJaws[]; +double ExtTeeth[]; +double ExtLips[]; +//--- handles for moving averages +int ExtJawsHandle; +int ExtTeethHandle; +int ExtLipsHandle; +//--- bars minimum for calculation +int ExtBarsMinimum; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtJaws,INDICATOR_DATA); + SetIndexBuffer(1,ExtTeeth,INDICATOR_DATA); + SetIndexBuffer(2,ExtLips,INDICATOR_DATA); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpJawsPeriod-1); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpTeethPeriod-1); + PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpLipsPeriod-1); +//--- line shifts when drawing + PlotIndexSetInteger(0,PLOT_SHIFT,InpJawsShift); + PlotIndexSetInteger(1,PLOT_SHIFT,InpTeethShift); + PlotIndexSetInteger(2,PLOT_SHIFT,InpLipsShift); +//--- name for DataWindow + PlotIndexSetString(0,PLOT_LABEL,"Jaws("+string(InpJawsPeriod)+")"); + PlotIndexSetString(1,PLOT_LABEL,"Teeth("+string(InpTeethPeriod)+")"); + PlotIndexSetString(2,PLOT_LABEL,"Lips("+string(InpLipsPeriod)+")"); +//--- get MA's handles + ExtJawsHandle=iMA(NULL,0,InpJawsPeriod,0,InpMAMethod,InpAppliedPrice); + ExtTeethHandle=iMA(NULL,0,InpTeethPeriod,0,InpMAMethod,InpAppliedPrice); + ExtLipsHandle=iMA(NULL,0,InpLipsPeriod,0,InpMAMethod,InpAppliedPrice); +//--- bars minimum for calculation + ExtBarsMinimum=InpJawsPeriod+InpJawsShift; + if(ExtBarsMinimum<(InpTeethPeriod+InpTeethShift)) + ExtBarsMinimum=InpTeethPeriod+InpTeethShift; + if(ExtBarsMinimum<(InpLipsPeriod+InpLipsPeriod)) + ExtBarsMinimum=InpLipsPeriod+InpLipsPeriod; + } +//+------------------------------------------------------------------+ +//| Alligator OnCalculate function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get ma buffers + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtJawsHandle,0,0,to_copy,ExtJaws)<=0) + { + Print("getting ExtJawsHandle is failed! Error ",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtTeethHandle,0,0,to_copy,ExtTeeth)<=0) + { + Print("getting ExtTeethHandle is failed! Error ",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtLipsHandle,0,0,to_copy,ExtLips)<=0) + { + Print("getting ExtLipsHandle is failed! Error ",GetLastError()); + return(0); + } +//--- return value of prev_calculated for next call + return(rates_total); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/Awesome_Oscillator.ex5 b/BKPS/14031206/Indicators/Examples/Awesome_Oscillator.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..2ac3aca406e8e1ceebd0a09d70c0d7fcdd1f0a75 GIT binary patch literal 7826 zcmdUQV{;u~*Y#=CB#j#mL6 zsW9l939x+dTREg_D@y3ocTfruha%r`(JA0LaKPhJqg&x?X;RXl;z_n)!^sTjd&%o@ zSThEB+W3p|*J2+s?$}%CIw7YY&tnGkG#PynA~Z^jF+`Z~uK zpPy|;s;UuHvJDg{(a0C=*H#ih;)YxQ1G5-PcY%XdW#-|gV5}SG{swV-pAW9s;yfaC zE8G{Gfw08#dWR3-kqf#B=3kCq?MXT={7|ESv?gXmrqA~l*G%T8f-pgwuB9!7bjOJ# za@VKGg3BTK8uN85Hn=b#F{Uc#uNDi{2D2>g!Y~36AJUF!zw#h3llK6CcB6^Cz?2qM8`8j zF9ov8)TD<_s5kz!Zm002*!zXC*S)WJmR63!=aF`w02@>DZ`i-vl*n|{f_ZjQ(5x{w zh&u)0m=YR@;F4Ep@TM5N*VRdzXP9Adtg&jX<>W@d@CDx^s3@6 zSf?FUO$1+?bP5}npzavE(;uCe85N?|8)w0;I!nK$2})SJ{XVGTgXN#`lZM%h7YzuH zi`o8&vwfUTJ$h2XKZ6Nf7%sBOvWv>r+NUSZ2~86K+fs%>t7$1h8iw#Ta00}v6)~OIE0N}W^})_4decF_GhBGgvwssPgpNI%bi-M>H@1riu)UmQ zn3dkOTp(EfBK3`XNfjoxJ6LY}2FK5?4HTVthbQ4 zwii8ucd3YWxilfRs>}VLr|ELZ^?}RSS85#Q_7-g9}{m=jD2492Oj}C%cDf?8(t^ssOKTrva7$(V#(NtpGksPzV6F4SiB$H2Vu;gVj_3p8L%)n!?R?C z4Z^y8tMF&mr;-*t_g1j1X0rR-1{p|2a^JV9I)AN4^(JQ@kDrf5PeP~R4_p>wacR+{ ztsG+QJm zH5(^l`l(71Gn6pLx&vhImz#^p*0CNRPx4yH(d)k-<2W1T(@X=?KW6gw6Q^VY6d-{5 zIYj?7L&UI)UkVWjBjrTve5Y=xl-W z2OCtlNTRJ=W1ukwrIZMk$WR z%6c-+gQ(i2Wg{*l2|Lk{t|~RfP;bDNbSImhbk6iUI;OU_s?NT-)_wJkAB^!RjNwLc~~KvBZeD?-yy1V}bXo;M-+sRDCnyWpaO zms%DUx$Q9D!tUQo#wwt?`{XUsJTJUDr#7zQgd6BBERDL#-UmDojE+j(D-|Ezmb?J5 z1AhMT`6QrjxIOkSw46q!xEW3gGrzz=jR*lu8_=&0h`dF%u#SGEfLM}?K3v6sO32G= z1NWEfZDOk3iRx2`uPjj)OVu7bxE@J)1IN+MX!%G-_qJK6GulMduth19X#C3_jgfy- zfeey+-kcpAl&+;f+&(*VAo%IKfnZEg$9*J?X_`9qt|}G=zY{~3{^Mt6bEUsbHOjDZ zjeQrMzlaGzb5dwk6}!YzaKN)r7BJEfl92mxU8!$HnpwA3_k@SKHP`QviUb`0JbVvD zw5Vc$fgQ{zz-8AUzm9_3Z^kHNuqO(DubU8$3wNhvmrSFMZ8L2AhTxOnDUEF39)OQ6 zm)q-)K-;h$j;WV>6-OgZKkMzmt+WJ1G$M*ziXE?c(@Tbm$XC3e!45ehyxj}c)FCx4lx53^6ctG8X| zmco4mit3BxI*AhXV&{*&5=}=&QyQPxkm)?_l9AsXZEPpPh~c**!1I|9IY5}C=*p+$ zGP>eGv@ZwC)#IW&(7ADBb4!o&poa}6=-D~?AW(*#+yH0;_VCCcE>+x2&fgAR4YK6$ zy#f+lQe`^z--Ef%zOoB7)nxze3zgc3nmA!=hXq-nFrK)^&EUxYwZ!FdBj=DpovalW z39cXWZc0;UL!c)m!qLz-p_$*V$-@nHsXaD~*89k22!d3r;!4}i>eim79~rdt?ub&z zigZQRr!vrGzlNk{)UA(E(Vll{A}wy zCVOaM>_c!ORw9jwEIns?M+iQaQxJYt@q6iI=QgSugj!nKq&u{c?)*GqSq4zajcGW}K>bUZK|u7|hz8{PC@Z$vuo28Z6-jlGnb!dQhXL%{n4tlsJvAexO@5Zbtr@6e z&OxR{aM9(o)kOdX-F_H)G_qY1j%)nE$2(TQq%ltVxOd#TgIog)i2-$KeVt*TW=^h# z;RV3K{_J~DY@SG%D_-ku`n(jv{*Tw0iuH!`Mo)O4*Je|xL&gA7QgXV9djr+}Ri%|<` za3=JAx#$@{2C8?-08tMAa<;x;V|t<-of**ttr_t^%-+S6jSPDsZb1HFP!4b72Tf(K z{X5A7o>$YAs{0X}&DBU@9;r#+lTo{xF3N{?e6+Z-cMgYYr}@7F3ke6|N*XJQ`YZPR z57K+=_uJWPUG|g+yRMkc zui-xZW#l0c{aC>Ph<8ep6fm>>J*K(WXLh<7{I$&r6}n=J33=p2PPb4%LO>a`Jva$R zo3}+UJYYM#jJKy7vV7cSnmr2XN1vmpOI~aFZm74|5FI@4C!RCnBmDM4n z?sBtCnnj*r$t8G$e0dcU$(wA~%zn6looGrj+{i4jS6=jbBq%l~QO_Z--V$FGN^|d) z_A~*IaiJ643c^L_uRNL|qi{**6uT#c!xDXikhf($xl1^fC&rXwR<~|@>J{uoYrSN2 z?pY`T+OJ(6wYdv~kKUh)U}`R%*H6JuIHlnug0r3?4F3d*H>Sn+ zI%N8hzzrGx!iFnmZT|Z>88gC)L`6K@wdPG%?fS%yOn2yQSiRJ%l$W)VPr>DC zV6>*_?Wg6o>11$vE25mUP*`Q~g{Pl=N=3dGlaIfUaW&6~CS(MEVe|ePB?s9)I!*?U z<3)Wxzu8%hRSwuza_F?IQ2w|XV{eu6Dfg)yAL2OgYij3u?4BU&A2?6fPF}SK3;D9? 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indicator_color2 LightSeaGreen +#property indicator_type3 DRAW_LINE +#property indicator_color3 LightSeaGreen +#property indicator_label1 "Bands middle" +#property indicator_label2 "Bands upper" +#property indicator_label3 "Bands lower" +//--- input parametrs +input int InpBandsPeriod=20; // Period +input int InpBandsShift=0; // Shift +input double InpBandsDeviations=2.0; // Deviation +//--- global variables +int ExtBandsPeriod,ExtBandsShift; +double ExtBandsDeviations; +int ExtPlotBegin=0; +//--- indicator buffer +double ExtMLBuffer[]; +double ExtTLBuffer[]; +double ExtBLBuffer[]; +double ExtStdDevBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input values + if(InpBandsPeriod<2) + { + ExtBandsPeriod=20; + PrintFormat("Incorrect value for input variable InpBandsPeriod=%d. Indicator will use value=%d for calculations.",InpBandsPeriod,ExtBandsPeriod); + } + else + ExtBandsPeriod=InpBandsPeriod; + if(InpBandsShift<0) + { + ExtBandsShift=0; + PrintFormat("Incorrect value for input variable InpBandsShift=%d. Indicator will use value=%d for calculations.",InpBandsShift,ExtBandsShift); + } + else + ExtBandsShift=InpBandsShift; + if(InpBandsDeviations==0.0) + { + ExtBandsDeviations=2.0; + PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",InpBandsDeviations,ExtBandsDeviations); + } + else + ExtBandsDeviations=InpBandsDeviations; +//--- define buffers + SetIndexBuffer(0,ExtMLBuffer); + SetIndexBuffer(1,ExtTLBuffer); + SetIndexBuffer(2,ExtBLBuffer); + SetIndexBuffer(3,ExtStdDevBuffer,INDICATOR_CALCULATIONS); +//--- set index labels + PlotIndexSetString(0,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Middle"); + PlotIndexSetString(1,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Upper"); + PlotIndexSetString(2,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Lower"); +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Bands"); +//--- indexes draw begin settings + ExtPlotBegin=ExtBandsPeriod-1; + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtBandsPeriod); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtBandsPeriod); + PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtBandsPeriod); +//--- indexes shift settings + PlotIndexSetInteger(0,PLOT_SHIFT,ExtBandsShift); + PlotIndexSetInteger(1,PLOT_SHIFT,ExtBandsShift); + PlotIndexSetInteger(2,PLOT_SHIFT,ExtBandsShift); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); + } +//+------------------------------------------------------------------+ +//| Bollinger Bands | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + if(rates_total1) + pos=prev_calculated-1; + else + pos=0; +//--- main cycle + for(int i=pos; i=period) + { + for(int i=0; i4%TOv6V(ZXvKq7iBv^QJ2i?f0_RX#eWO` z#l2twfd5ls7_Lj^rh*T=p&DX`TAZn0*uxtdUrFh7=?eRd=l%RGQ4o8$ z+VIs|gnd-m>!0FO=9LwF$RTY^_nJBE5yT2U@hkwo(9NjG)4eaG9Yb$rxDD-T%0E95 z394P4KO@lHm5HsH4mC-QZ>&f$X*uoNV~Iw1H3auAWm@m+WVv+qpr(L~Y6CPTzg34& z5OZWo+aFvjVQ6P_AKa$dy7h?E0BEnadLuY$X3_yNsooKhaXAtTtt^ZbWLD6@B>LEa z7d#Md5!Ose9Q35lpV*dxFp`}S#hK#KA*V@dLYhOzHEjm_>yPK+)!{UuEq_>9bHxLB3M`I8yR?EKj!f337)G!)pl`xo`1KdItpU-N z0_I(p$C%GTM~ltk!(yP6cwguIwK%9gG2OjYx73HDa2#R|3G)p!(K^+)Kl6s{_uP|}s^k6jkA}d$${iWo(aCvE(dDHIxkv@su@)AG7 zOX&&G6#U#Mf;5~e*h~<8@(WO+$U_3X{Lt-q)3+g-n^QOqhE$q?~U9K&d>c^rn z4k~~7V<4T?KP_(vQ&CS(ZKSB?WpU*u#HFxduj~-J%#H+f3141n;eDm ze*Ocdo+C`p3IW?xDA3>tSKLQCBMq;Me82jJ-I?EENIxW15XFP{!$EgdTBf~f76Cgh zcXIw_8#8rIK23+VR$zC~$Mo1jIy^2kReFPBA%^?RKt*1w}fw1#k{1 zhBMJ=!X-HPYb=w`$y!aGTByIdFnlpOEZm35oJak`g z=ORt;nq^>$-O?ptjiRnrXzjdtP;0wgASv%2%T}b_wshv_Gn3f^6GgLwmByAY7f2cv z3Kt;s1MR^vj+w70#p!XHquCpnECazbHW(e8DK-fo9)UaO)X$qsQ1j&Bm`_=lmWnE0 zf-H)x7i}tc?W2qal_10nbEh_ysy(k4kSVKRZ^F*A3_0SM?92q*)TZ|!^;=SsL;hIs zz;c5evUzea3=*p6lC}258;O zlq)B1;S~s8>GOLbQHO#z1Cu2;;qmY(@109uIf61Y22NAAu}UlL78G9j%0ByS;~XZa zpIA5BYbDrOKNYL%F1zV9_e9L)YeuBkOiMTfrI)TO{$P<6S}MpoaF0pq!eVJ-qyRKF zEW9e63ooNTOa#a-wS3qp*8g^ft}ZCX-w7QBV!c6Lxsjh1XzFrhRD=z@?DhoOKF7ST zk^8Zx$`>+LJkGDr?bRg&M%yhn2EOc9>waj!?{ChQ)dC|;qk?z=1G)kLU@<0jMI+h> zYP`tRtvGaGcj$4vAKk1MNr*s_+@iPQ=j20?+>F#+d-j8W#09M1#}=`ND(V-wNXXAG zM22~K<4bhOn%S8aAQbj<8`G;NyhZ+J5s0Kalyp+s(gRiTNS_ci6En@e7oGtb8 zET^z$Ows$$5*Rdcr?0GWppfoT;7f`~TiCCPwxqS(2rLR0x8V zq_5cb$STXn%Whnk?#tfrd?I=O8taULco+C*wB{#}*;YS}gf+Cvg(AYI=F9oVjHqSR zhnzjZ*<+)6vKyCs!s2npRhk3BH6JS*SzJcPW|#Vr;zq9Bzg4pe2>F&rz4ede+=Rp2 zXY?;2ufYPXgZfQ1KG2Mqz2(yNX_j!@9UBRw17*b_|C62${n>1 zD?D2*rJ^{r7soMb$(q)WeTf0m&U~U<$6~?K2mWo{Ala?=K0Yk zobw-0w2n4?o~2*dcF(`RWzFoYFOrnRs8QI5pH~cQxBqZ8&-=K3B)^Rd{Em_^5cere zn~d$72O{_7*2+f}>g;(4W`HCj)3o8m5io&r`d2>t@y!2WDw}?_;+_)f(9A1v%Vg!P)(W6oun zg)W)%kv2F0amEtNr$v%2C+lGjL5POef$Sua9cq7D#jPia_g8H>CS1rfme0JeVDokD z!nbF}lQ=UX*Vn*-AjrQ736K7(0deV*byYu$BToUwf=(QgG&w2BP zS*l@FXhl!^?6988Bw8~ z^Mu%Z8x|Vk?zoU~$>Qs>py*ES-;8NwXYJBZ2sW8E^@y!rvfVNgW*v(^k!0V@n4-{* zNJM(a-s}xHFko;l=I?dhA1fPwy;s~_UKJ6WvWa;><;7Z(EY{?~${s+b$T2G&DG)dE zXw7op9^NOBs?JwI3#A#De5(vi&a-t>_|!(zw~j2lTg|FmUYGb!0MXfoG0QLEz;?Omw_&a;f>O*o1CTBFQ3qQ(yuM*WLC*xY7=DNGj7)?^63C z-_d;vWyJdglN7X)DUTc`n|Ds$Dx6;wjaZFUR6W!1swU_) ztX_;{1aE7wib>E?fMN-A+Lb>+@rK1?+H9GST2bFwe-t|Bb0zc^CPwKM7&A?!%WI6Z zxK8|hYh)}hMSf&N=^sy>n5n@YzqwFx`@tjK{UNG+j?%4<5Q&wp+Ydv1MMhXj9PQh~ zL)Q?uEDw<(dmV_X&ov0QSB^_r=2hHsg7o|H;s-*bALJi2VzXQxuvH*k-w2}rdqthJ z`EF;2Od91)QfH{jExmWvxc~3B?wojENp*(4G;Q&kH8I!)KT_hrnZ;B@2rth@6qe&@ zM-eP|_mj@YCBAzKNRVuT1dLc9Q*V53ug8OPN#0vo-N`rcE`G35#Axmk?D?Bd7|e}X z{T%)3pgxvLpWqZ*{Yw#d=eOTWtcrYnmtS1%!qWN$x2TdQKCA|yl3b~@qeKF~GHF4L z=$ql~CaDc14(EJ?r9^!ecRdf_cj^mK2xt<5bkBB3?E`bOZ=H?mBd_K&`lT=WC;**H zU~u&7??a})R7YeAJn(K0Q=yLtKl|Hi$)Bdt46+q+izpJUmU)#}66CX)xix>pp_S;8 zv9=i89J28> z`SmnrYUQdB#0wv|H34Se_I-W*@(lqzuWahqSZp!G-6+#N$Wrf2css5eQT2OrTf+-I zQ;{fvi}Y-Ee*il;T7Qz0*-NDfsb=6s+R%1g3tum5%T-S;jNGaf(a|hO)fS1EgPpaT zxEtpN>HVn@OLwBCu;+pKDLP4r=l}pQ1tMyH(1rbXsm#@I1MaJo z6u%eA8U4R>X-fJ>(AzO4knWW&BRrD7?Pi=S=Tt>eCcNxq;dx5^KBLe>U-qo1cI*Dk zKpM5z5+5lnWhxAuD=Or0FpSL0t_u|}G3~vCU48mjVs#A7@UgULn=y72EYxEweFO%; 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+double ExtHBuffer[]; +double ExtLBuffer[]; +double ExtCBuffer[]; +double ExtColorBuffer[]; +double ExtAOBuffer[]; +double ExtACBuffer[]; +//--- handles of indicators +int ExtACHandle; +int ExtAOHandle; +//--- bars minimum for calculation +#define DATA_LIMIT 38 +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtOBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtHBuffer,INDICATOR_DATA); + SetIndexBuffer(2,ExtLBuffer,INDICATOR_DATA); + SetIndexBuffer(3,ExtCBuffer,INDICATOR_DATA); + SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX); + SetIndexBuffer(5,ExtACBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(6,ExtAOBuffer,INDICATOR_CALCULATIONS); +//--- + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); +//--- sets first bar from what index will be drawn + IndicatorSetString(INDICATOR_SHORTNAME,"BW ZoneTrade"); +//--- don't show indicator data in DataWindow + PlotIndexSetInteger(0,PLOT_SHOW_DATA,false); +//--- sets first candle from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,DATA_LIMIT); +//--- get handles + ExtACHandle=iAC(NULL,0); + ExtAOHandle=iAO(NULL,0); + } +//+------------------------------------------------------------------+ +//| Trade zone by Bill Williams | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get AC buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtACHandle,0,0,to_copy,ExtACBuffer)<=0) + { + Print("Getting iAC is failed! Error ",GetLastError()); + return(0); + } +//--- get AO buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtAOHandle,0,0,to_copy,ExtAOBuffer)<=0) + { + Print("Getting iAO is failed! Error ",GetLastError()); + return(0); + } +//--- set first bar from what calculation will start + int start; + if(prev_calculatedExtACBuffer[i-1] && ExtAOBuffer[i]>ExtAOBuffer[i-1]) + ExtColorBuffer[i]=0.0; + //--- check for Red Zone and set Color Red + if(ExtACBuffer[i]JOK^7xZi5F)0txQ!_HypGdw#&H zy1Q#vt?sT>wR+Y5wB^8jh^_!2J^&Gb0|3AQwh;mU>u6V?qIxIjH z<#~-ickQ5~CC16%+;05^a=z!qQ!@Bq*NcmQ1g1NQ%^cmR9=wtuQBz~-N80nh|| z`q$&}kGcO-RsL1h0FM72;r|T(PhyXM8*m2*133S|>wmxjfC5|rj{lN#0IdF{h5nz( z^Z$F$4b8BiMT9XT4P^!2C5eFd4(=eJjiCpCL&s81B(7#pe_%b>@wTvTW?gx|@w_uP zcUo)67|3du5Yo?TOq-)m2JecIstltcQ2+Ze^M=Mt90}NE`0iu4k7(f-JsP>!mzpeB^o(?psr0`inYj;a9Xjd2rI@J5tj4 zxNHW-2%0qZlkZ4zVISpH9{8nvCoM4jEIHGh*$@vtUWkn|DyW^gd}rYCP&7$X4-m); zq^E0#+cNWZm_gifD?=2Nto;Dv4Fo;mW_15SoCT9Y8u@20zsI9_)}HYM3|!E<|(s^Ck>ev z&u#z~7Wj#Oh#HZpIML#%F24&kiqlTQYtR3CzDeDG_=yseUwf83>?5Ipy59F;>9e!$ zQOUo12H$0c?41VcA%J4Y6*E{pynfbFQPu8q8%hN2#D#tp(7;fjX! zOiI~9}c2INgDCo&+Oxhs5TF+wu19Y#d}84DV3`?_EB3^JZ#1K9{ASu^f7Jd`4DuSe38@{pYwV*oRp2wzmJpmoXq&U4PTLv}@rE7o zPkOm-&(;tice8G6>N3-=^n~a8IW8jM6%D zAlsMW2;#(P*Mr}IxDsd-1TO@dj}Iw5QMBAPsJ^76WpT#SK_c6{ev0V4dvc_4fwBg5 z(Wm=Im}8YKCuM{4r8FPghux@!{okb2aPJ&|ml}KYfIO)uD|NjM6_c;?@B;q*8Xdi? 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Error ",GetLastError()); + return(0); + } +//--- first calculation or number of bars was changed + int start; + if(prev_calculated zU90Nr?)s{_*W;4Vn^089V?2Cxec_+O`|>*iz=_CX;`A3Ej9c)9Yw%zuRJ zzlHze?uY=ue=Yz31pb!=5Jf4Yj!}L<(DlM`Q*zy-0^9iLQ>c4V-T6QeoB5VB6xAR7 zw(gtF{<9|rumjiwJOGXW3xFBG9N-Kf0k8s?{|Ai!GqD0V01W?Bd4S13*8rdlaQV06 z{Es>PQ|10m#sJWNNBBR(|I^s{-wQYacmYiR;PyWN0c-#c0PBCvK>(wFZEgO~^!fiC zbP7ujRtQ4?jvhSn4IAzP?b>g|`M@s#R@uQ+^NoWtvqZa7hXbC*IQx?VLAJJ17M!x2 zN&>cK`rm?n&a_l)hTSxr>CqO+lUPb?+#$n3R~7^Q^QD9JOvCjr07RwF8by&nY6hk( zeP${oOlP&LzYqFr7^D_eoah1kMm!8B+q7r`;*SAP7o_`_$McJsr>{*f2@-zB>BDo7 zrLIg&j$j5-#ko%Fj1Pa= zOT^cMCNF+n<2TXwGp@?C;P)8;iP16Zmnqy2M<1&u1~XfWu$YM_$e#F)#DO5vQn>r0 z#1?Z7x-;x^pNYR;%k2FCO@Y7*3m(|p5m^GP*0M!IdvMXv4FWc*ym&?`|B*AUl4QuF z<36+ejrl1yelM+&vjbno@z)}e)sP9?s%ks211`qa#yHJteXy~(EZmNeHEQZW9B92g zkMkuazFlsjK+W7UQ~_>g=|-Rx+rR*wU^uYq3j4e`waR1ODa^Ntr_FOkQMn9sM=n}2=zyD_J|F6mO#_% z%vPPQ4fYS$xEEAla%=4V*1(m;aW{rLlu(MC@CfJ?JPZ?|R^L9Yc6b-O^xfYa96vS3 zKbY6^Y{ch96}-454@d)erfgf4AA@C>Lo!rg16Y@rZTXOe&tR9rt&Qe5YNI!4GyD(&>Ql0;ws5#WS%M(d=VP0QGh ziKREnZ!(y0dF>Jx2xB3BG?5oK0UQ1sjuG5R5xiIK0YYP)NGW!;u%mPh&8bct=taZsWUDpDXDx zy`_cd@O|QrlZ}J%^t06qu>AC(AvU?>hWXc9Pe2NWE+J+>DOIw%j2=n2`0ILL&Y2!{ zD#=-3W6<~VD9np9+BEX{%7fwe+;D2PoNIRri|3f6{`Ic!Mqju_L?T@dUY9@t_)N#2 z^hA72dYL8wKgK@R^pwjP*?QxEgcIHiZQAJFv(B$YB}KA0$L*|1*g9^W`B75fV>PD! 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// Period +//--- indicator buffers +double ExtSPBuffer[]; +double ExtDBuffer[]; +double ExtMBuffer[]; +double ExtCCIBuffer[]; + +int ExtCCIPeriod; +double ExtMultiplyer; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input value of period + if(InpCCIPeriod<=0) + { + ExtCCIPeriod=14; + PrintFormat("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod); + } + else + ExtCCIPeriod=InpCCIPeriod; + ExtMultiplyer=0.015/ExtCCIPeriod; +//--- define buffers + SetIndexBuffer(0,ExtCCIBuffer); + SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS); +//--- indicator name + string short_name=StringFormat("CCI(%d)",ExtCCIPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); +//--- indexes draw begin settings + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS,2); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + int start=(ExtCCIPeriod-1)+begin; + if(rates_total0) + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,start+(ExtCCIPeriod-1)); +//--- calculate position + int pos=prev_calculated-1; + if(pos?iyk+qQMbwr$<9ZQJG@+qP}nwr$(<{QmoHci%tBp5`R&r)f@moV23q zte_46NE84l01*HH0vv$?{!o&l-VpPR(#5Fo~I{0+syvQP#9nb zum^Ym903*pGk`h389)eN0x2!3f3dLLptE!Q zWqbFRSJW$B%;OOAn`?Q7`9NYn>oJ+mz^VAJ=1_E%3iJw2J)N-lfGnku3uSF4dr|cx zXm3*C9`d_DRYo~OyC<(PQ9f`eAVh=}Coq~CT~t2Re|qP6s<3=WZ8`$;5oTeH)mp3M zv1m}AE_}vV9KBFJ*bM6%oJX&@rW;t0@QJp&VXYrlk}kgk7D+k}?Mj?J8(Lazxl0Qes=bRR+G+3# zO1nX;|9K=*L98NmC*I^8cWSUC91#+LL(KdGNbM)n$=Ro|&zmDw4xjv@F*qt%Sko8{ zb{$D7x`UdY!z`wzIxw=?B|*x%;GZf?>}0J?A6*BV90bD?3`ERBYK(NiB(^RigV;1? zMDe}Rh#G*|M}061CISKDibExaewczpaj2*<;31OcsDR0(*4QlX;PjXXiX?WzUBy%Ayva>Eg9o({`fJ+>swwW7y z1S=^zy1q8MkOo5rubLLo?P4=m1|waY|CbXHM+Y*j?iOn~0T6aBTE{o^4fAUZrx8q_ zCmfvU>`0Lg$2EKpbZr{qdak?u8doc|3iB!;V#p>*+q!6{I+guK83H{-2@iu1cSzIE?lmz`F#=f-xh)K-y7*dTg7pIpA z9)?s-9etJbtbHI+4xdJPqW#)4UTavMW(;SVi=RuX=Tj0+s_igfxrOOx|E*tRrQUur 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b/BKPS/14031206/Indicators/Examples/CHO.mq5 @@ -0,0 +1,131 @@ +//+------------------------------------------------------------------+ +//| CHO.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Chaikin Oscillator" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 4 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 LightSeaGreen +//--- input parameters +input int InpFastMA=3; // Fast MA period +input int InpSlowMA=10; // Slow MA period +input ENUM_MA_METHOD InpSmoothMethod=MODE_EMA; // MA method +input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes +//--- indicator buffers +double ExtCHOBuffer[]; +double ExtFastEMABuffer[]; +double ExtSlowEMABuffer[]; +double ExtADBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtCHOBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtFastEMABuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtSlowEMABuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtADBuffer,INDICATOR_CALCULATIONS); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,0); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowMA); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("CHO(%d,%d)",InpSlowMA,InpFastMA); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + } +//+------------------------------------------------------------------+ +//| Chaikin Oscillator | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_total0) + ExtADBuffer[i]+=ExtADBuffer[i-1]; + } + } + else + { + for(i=start; i0) + ExtADBuffer[i]+=ExtADBuffer[i-1]; + } + } +//--- calculate EMA on array ExtADBuffer + AverageOnArray(InpSmoothMethod,rates_total,prev_calculated,0,InpFastMA,ExtADBuffer,ExtFastEMABuffer); + AverageOnArray(InpSmoothMethod,rates_total,prev_calculated,0,InpSlowMA,ExtADBuffer,ExtSlowEMABuffer); +//--- calculate chaikin oscillator + for(i=start; i^to{sA{RJ<>^ys#H>=(y4T} zh&n5%0{{{Q017|^0Du5Tpn(5t{d^&@2Xb&FPPNoiBK_Li{$IiW2=V`R{4eef0Ra5Z z1^^%-|5peg?ulZ3MEGGb<*E5cj=vWAlD-e2-@8C$3u_v$0dbhYQJC7{;I-ZCfAWL? 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+//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Chaikin Volatility" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 3 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +//--- enum +enum SmoothMethod + { + SMA=0,// Simple MA + EMA=1 // Exponential MA + }; +//--- input parameters +input int InpSmoothPeriod=10; // Smoothing period +input int InpCHVPeriod=10; // CHV period +input SmoothMethod InpSmoothType=EMA; // Smoothing method +//--- indicator buffers +double ExtCHVBuffer[]; +double ExtHLBuffer[]; +double ExtSHLBuffer[]; + +int ExtSmoothPeriod,ExtCHVPeriod; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { + string ma_name=EnumToString(InpSmoothType); +//--- check inputs + if(InpSmoothPeriod<=0) + { + ExtSmoothPeriod=10; + PrintFormat("Incorrect value for input variable InpSmoothPeriod=%d. Indicator will use value=%d for calculations.",InpSmoothPeriod,ExtSmoothPeriod); + } + else + ExtSmoothPeriod=InpSmoothPeriod; + if(InpCHVPeriod<=0) + { + ExtCHVPeriod=10; + PrintFormat("Incorrect value for input variable InpCHVPeriod=%d. Indicator will use value=%d for calculations.",InpCHVPeriod,ExtCHVPeriod); + } + else + ExtCHVPeriod=InpCHVPeriod; +//--- define buffers + SetIndexBuffer(0,ExtCHVBuffer); + SetIndexBuffer(1,ExtHLBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtSHLBuffer,INDICATOR_CALCULATIONS); +//--- set draw begin + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtSmoothPeriod+ExtCHVPeriod-1); +//--- set name and index label + string params=StringFormat("(%d,%s)",ExtSmoothPeriod,ma_name); + IndicatorSetString(INDICATOR_SHORTNAME,"Chaikin Volatility"+params); + PlotIndexSetString(0,PLOT_LABEL,"CHV"+params); +//--- round settings + IndicatorSetInteger(INDICATOR_DIGITS,1); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int i,pos,pos_chv; +//--- check for rates total + pos_chv=ExtCHVPeriod+ExtSmoothPeriod-2; + if(rates_totalMIqH=K~lzfB8AoI#a*I0v8@M zIsL~<|Cbp9=>AU$|JUIEaqRrx4mbfg0rdZc+y4qWfDOO_VEvzSI)KrCZf*Xr@$>(; z&M1KYDm%>Rqh)7MNT`V$m&TfGa$)qXw zS;E@GFR6TmYZ8!!>Bx2a{7PkcdmkD}_$}JkVdL z?XM7b8LZlfSyI=NKhuMd(kg^wWyI}pANDD#qAftkPPkt#5)au@6)n+@?O{;J*=}v6u96ewnAafTp*w5{{BcFDNi6k@D zdss_ZsS1`p02NA9xr4Tp-ubQUI%w5yitzs1#f=bjg>LSaM8yQ+F^wmvl=F}stT1s(j-;8>7h8)w&bhM(y2VBx*R7CZ9Ka5hJC{RL!}MtP7w}P*+l7+ha9{%#QdGsAf z@RK8be0b(rV<;Ix(lj{KEf_F{37&a*7Nly$?@D~1bP(8tEx6nK&Dx)s*kyG?{0F7JN|cx6qNJ(yM1!?=2V5;TU{gYH84Vl4?Z z_Yz~kRcfdjI>_mbR_Mw&y>_2xwJ`&Ic@=Kk8?|)bYeJVLsI_@P(3HT9;D{|;%~|sz z&0q;adM$tBWM`t+QDbnSAp#X6ZN9s%(9Q7rQKVz$u=V145e3~kF0tjuEaI)&Jx$gb z!WiviGT&OAb;9(iaMK4gvQ>d0V7GWAr2 zz^)s=V{h>{@*47_8W-oeeJnJ)rnkN-Fgj6~MrjR4*raU7XBO(89f**yWdeI2SK+c 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zug;27f>E%0U~sVnelPoP7LufN5ZdeUSqEjNX0Flz^G(@k(QD7ar^_Z4^CajV2c*AbZS?U zrNaYIQTl53#iI1|-TkbrVXig=*CLl=6adWja*ft{Q}74*dsh%+b8JyG!Yn;OJoOBSJXyVMRTB}|Sqmoy`*gxp6v<$q^a7$i zWK=`}L@YEz&4j+%3GJ%6@3ra}zaBToTwRbWcz9BQKfMrhkWH&g~N8Z#HUFT{W8 z=Vm%s!fR9bjgz208fk>Tq>){mdzT6{3#>2pfVxy1dgK%9dGCdjr4C)BY#TopsjNiC zSKDAK-pR9}p@2gHhLpEbE<+K$qfQZ1g^Gs7ywd7=;5U3HMXq>TBNE&l`WT6|iY=~p z|2xy2`DK!9_;3UiB#+!B>zuxrC@sTB)?DALT}m<{AOXUH1r;{at;CQ%BF~W21PcX5 zJ5y= +//+------------------------------------------------------------------+ +//| Indicator properties | +//+------------------------------------------------------------------+ +#property indicator_chart_window +#property indicator_buffers 0 +#property indicator_plots 0 +//+------------------------------------------------------------------+ +//| Input parameters | +//+------------------------------------------------------------------+ +input int InpFuturefBars =50; +//+------------------------------------------------------------------+ +//| global variables | +//+------------------------------------------------------------------+ +CFlameCanvas ExtCanvas; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + if(!ExtCanvas.FlameCreate("FlameChart",TimeCurrent(),InpFuturefBars,0)) + return(INIT_FAILED); +//--- succeed + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + datetime xb1=time[rates_total-1]; + double yb1=high[rates_total-1]; + datetime xe1=xb1+InpFuturefBars*PeriodSeconds(); + double ye1=ChartGetDouble(0,CHART_PRICE_MAX); + datetime xb2=xb1; + double yb2=low[rates_total-1]; + datetime xe2=xe1; + double ye2=ChartGetDouble(0,CHART_PRICE_MIN); +//--- "nozzle" is defined using two lines: ((xb1,yb1),(xe1,ye1)) and ((xb2,yb2),(xe2,ye2)) + ExtCanvas.FlameSet(xb1,yb1,xe1,ye1,xb2,yb2,xe2,ye2); +//--- result + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator chart's event handler | +//+------------------------------------------------------------------+ +void OnChartEvent(const int id,const long& lparam,const double& dparam,const string& sparam) + { + ExtCanvas.ChartEventHandler(id,lparam,dparam,sparam); + } 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a/BKPS/14031206/Indicators/Examples/ColorCandlesDaily.mq5 b/BKPS/14031206/Indicators/Examples/ColorCandlesDaily.mq5 new file mode 100644 index 0000000..bbe5826 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/ColorCandlesDaily.mq5 @@ -0,0 +1,78 @@ +//+------------------------------------------------------------------+ +//| ColorCandlesDaily.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" + +#property indicator_separate_window +#property indicator_buffers 5 +#property indicator_plots 1 +//--- plot ColorCandles +#property indicator_type1 DRAW_COLOR_CANDLES +#property indicator_label1 "Open;High;Low;Close" +//--- indicator buffers +double ExtOpenBuffer[]; +double ExtHighBuffer[]; +double ExtLowBuffer[]; +double ExtCloseBuffer[]; +double ExtColorsBuffer[]; +//--- +color ExtColorOfDay[6]= {CLR_NONE,MediumSlateBlue,DarkGoldenrod,ForestGreen,BlueViolet,Red}; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA); + SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA); + SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA); + SetIndexBuffer(4,ExtColorsBuffer,INDICATOR_COLOR_INDEX); +//--- set number of colors in color buffer + PlotIndexSetInteger(0,PLOT_COLOR_INDEXES,6); +//--- set colors for color buffer + for(int i=1; i<6; i++) + PlotIndexSetInteger(0,PLOT_LINE_COLOR,i,ExtColorOfDay[i]); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); + PrintFormat("We have %i colors of days",PlotIndexGetInteger(0,PLOT_COLOR_INDEXES)); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int pos; + MqlDateTime tstruct; +//--- + if(prev_calculated<1) + pos=0; + else + pos=prev_calculated-1; +//--- main cycle + for(int i=pos; iTjRFAt=K=tzsQ=Xh(D^Zecaae7wtWG1H@dQ{%xWpL`x5Os-i8m>b;9Ao zA85>EckX{!{bx=Z-~@06_yAl1HUKMtHNgF!T`s`K{{h?oR9paF0P8>X6TsqM7XnZR zc>J4j|Hs_^sVe^}a{&8)Tlhc2|C8AL-wU__ga91>;PpRX2RHy+0QUcqvjfcjrFHl} zljr}p(JRUVl2a=^!U`o69x1&{O=|^GTxYE^l$Yw#!Sk!TcAn<2V!qckV4~#qkLg$s zE%IbHUEI?m>(73O<?6|kxdG}m2jXfzppSwohVY$2LyCgg{uh%FdKIE? ztFdooy@53sZU=UM!Ol{@^!(D=p-9zwdgEf?t#vj?G#m`eX0X91q%awp*C>`lT3-H~ 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if(modified>=3) + modified=0;// reset counter + ResetLastError(); + switch(modified) + { + case 0: // first color scheme + PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,Red); + PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,Blue); + PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,Green); + break; + case 1: // second color scheme + PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,Yellow); + PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,Pink); + PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,LightSlateGray); + break; + default: // third color scheme + PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,LightGoldenrod); + PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,Orchid); + PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,LimeGreen); + } + } + else + { + //--- set start position + int start=prev_calculated-1; + //--- now we set line color for every bar + for(int i=start; iAq<#I`x{`~B~ycklcDs&4PwhEv3()>g z;Qxp{p#gyZnE(LH|G@wNa?;bNRBFNI3NTc{WKPjk$;v-{-X##xJD7e`eUY)j<1t3N z9=vo~{7<3?zyaV0@B%mktN<1OOMokY1i%7d{$IxMzdRNI5J3MQDhDw8k2L})0o?w} 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+#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" + +//--- indicator settings +#property indicator_chart_window +#property indicator_buffers 1 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 Red +//--- input parameters +input int InpMAPeriod=13; // Period +input int InpMAShift=0; // Shift +input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Method +//--- indicator buffer +double ExtLineBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); +//--- set first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod); +//--- line shifts when drawing + PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift); +//--- name for DataWindow + string short_name; + switch(InpMAMethod) + { + case MODE_EMA : + short_name="EMA"; + break; + case MODE_LWMA : + short_name="LWMA"; + break; + case MODE_SMA : + short_name="SMA"; + break; + case MODE_SMMA : + short_name="SMMA"; + break; + default : + short_name="unknown ma"; + } + IndicatorSetString(INDICATOR_SHORTNAME,short_name+"("+string(InpMAPeriod)+")"); +//--- set drawing line empty value + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); + } +//+------------------------------------------------------------------+ +//| Moving Average | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + if(rates_totalJL1Kl%IjOMFlR}-Ac z#Uqo^R~VKl9gJA*)GC^jSj(768c`G3wzZ`C2DM1L>KtzY!XL4EW-41zJH zuh7ZbI;I-Wjyc>z=w0sG!WDF+CCCGV99|k|S58oAYd}!SE~R?NGOVC~-7c2!Ux(c! 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file mode 100644 index 0000000..7bb8e8b --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/DEMA.mq5 @@ -0,0 +1,70 @@ +//+------------------------------------------------------------------+ +//| DEMA.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Double Exponential Moving Average" +#include +//--- indicator settings +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DarkBlue +#property indicator_width1 1 +#property indicator_label1 "DEMA" +#property indicator_applied_price PRICE_CLOSE +//--- input parameters +input int InpPeriodEMA=14; // EMA period +input int InpShift=0; // Indicator's shift +//--- indicator buffers +double DemaBuffer[]; +double Ema[]; +double EmaOfEma[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,DemaBuffer,INDICATOR_DATA); + SetIndexBuffer(1,Ema,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,EmaOfEma,INDICATOR_CALCULATIONS); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,2*InpPeriodEMA-2); +//--- sets indicator shift + PlotIndexSetInteger(0,PLOT_SHIFT,InpShift); +//--- name of label + string short_name=StringFormat("DEMA(%d)",InpPeriodEMA); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); + } +//+------------------------------------------------------------------+ +//| Double Exponential Moving Average | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + if(rates_total<2*InpPeriodEMA-2) + return(0); +//--- + int start; + if(prev_calculated==0) + start=0; + else + start=prev_calculated-1; +//--- calculate EMA + ExponentialMAOnBuffer(rates_total,prev_calculated,0,InpPeriodEMA,price,Ema); +//--- calculate EMA on EMA array + ExponentialMAOnBuffer(rates_total,prev_calculated,InpPeriodEMA-1,InpPeriodEMA,Ema,EmaOfEma); +//--- calculate DEMA + for(int i=start; io>m?36nj+q(8%*@Qpj4_WPX2=b5hmM*a&h z|0nQ2Vox{#;6D=pfd3y10MKI{LEUK*h$`vr8c={M5s)QrgWv?SY>$ptrNbzQu6#n_ zsc`VO!}33g5&%bl6Tl1L0H0;~XT0CE5)fc?LW<-a^m01trqAF2p2|Hm2wQ~~b) za@_t!uK!Slf1VkD_5Z2ie+%#*#cuyrz!e|>VEbo3{>xYa_5f#q-9P250MmbJ?fJYvVkzQZr;(qq!=SlaW`{KKac(?M10y^WHy@=YUCAYU^R?(ewa{8>Gm6zdV zUX?{P&q#+<1$6bmHbct`*DThdx>|m>eKL^^nmZJ5%r`64{Joeua)$>~{xy=OH-eOu z|A0%z*(gu{U{M3pHRrKO`0B4cr*r)4#Vb=3vGZ_OsFVah5z zzx`(1aa7BVmM-e_q6wc5u)qC%z6u5{;w>_M9t|hpkJ0g2>foQ}3h!yXmRJy8o=F2?Z58)XCO3Z 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b/BKPS/14031206/Indicators/Examples/DPO.mq5 @@ -0,0 +1,69 @@ +//+------------------------------------------------------------------+ +//| DPO.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Detrended Price Oscillator" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +//--- input parameters +input int InpDetrendPeriod=12; // Period +//--- indicator buffers +double ExtDPOBuffer[]; +double ExtMABuffer[]; + +int ExtMAPeriod; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- get length of cycle for smoothing + ExtMAPeriod=InpDetrendPeriod/2+1; +//--- indicator buffers mapping + SetIndexBuffer(0,ExtDPOBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); +//--- set first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtMAPeriod-1); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("DPO(%d)",InpDetrendPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + } +//+------------------------------------------------------------------+ +//| Detrended Price Oscillator | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + int start; + int first_index=begin+ExtMAPeriod-1; +//--- preliminary filling + if(prev_calculated0) + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,first_index); + } + else + start=prev_calculated-1; +//--- calculate simple moving average + SimpleMAOnBuffer(rates_total,prev_calculated,begin,ExtMAPeriod,price,ExtMABuffer); +//--- the main loop of calculations + for(int i=start; i6k>O5Uf)#~nA zRjb$KlGNsebOyj;03ZRV000=^5EAfzJeD!Vr*ucxF@JFIW<$yP?*GI5kC6Z0!vDp+ zU;u#s`2Yay|K$Jx`zngc>o^_qHzI5Z7MfYWT6RUc6KZF06Qd_JRlF!x9G)BA!{;`u z|7jElI0Bpi-T)VX4ZsRu4R8aH0@wg7{~L_|yJ7=y0vP^N6#*9ixh4Qrfct+vZvQdY z|5SzlDsuqS|7V8(SA_pb?DpRVTmgIl=KtXNzrh5s2RH-l{!7jTF#9j9{r@X*{(qly z+jNu?06(mJuFS$oFO6Uiuz&J=Q(3TH-j}GqC+2?!e<^zo>|DQKY2y-%up1yr5V_^C z=dnk3=RV&4-Gn5q%#Y|B1l??YQfD{gkks*Iok7BT4vHD0v9v{U_H5F2Cq@u0rz}Sw z9f7zvei1b78?Z=h$(-+t)q%V3yjUQ}>WfW(#FcPtX}~Y5Gt9Jcg!kO)ND!uZUIKrs zma+~1b1rx)_k;lXn-CO<$mPobuH zXT*$f$UBN=r?F$0hxR6uXa9iCV6Mp0?Dx*o2{qw#DDO|b?X8FQ2`*+(eW{AI1-btcT}so6sbq^B`b)U2~!CXWvN 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Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 5 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +#property indicator_level1 0.3 +#property indicator_level2 0.7 +//--- input parameters +input int InpDeMarkerPeriod=14; // Period +//--- indicator buffers +double ExtDeMarkerBuffer[]; +double ExtDeMaxBuffer[]; +double ExtDeMinBuffer[]; +double ExtAvgDeMaxBuffer[]; +double ExtAvgDeMinBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtDeMarkerBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtDeMaxBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtDeMinBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtAvgDeMaxBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(4,ExtAvgDeMinBuffer,INDICATOR_CALCULATIONS); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,3); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpDeMarkerPeriod); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("DeM(%d)",InpDeMarkerPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + } +//+------------------------------------------------------------------+ +//| DeMarker | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalhigh[i-1]) + ExtDeMaxBuffer[i]=high[i]-high[i-1]; + else + ExtDeMaxBuffer[i]=0.0; + + if(low[i-1]>low[i]) + ExtDeMinBuffer[i]=low[i-1]-low[i]; + else + ExtDeMinBuffer[i]=0.0; + } + for(i=0; ihigh[i-1]) + ExtDeMaxBuffer[i]=high[i]-high[i-1]; + else + ExtDeMaxBuffer[i]=0.0; + + if(low[i-1]>low[i]) + ExtDeMinBuffer[i]=low[i-1]-low[i]; + else + ExtDeMinBuffer[i]=0.0; + + ExtAvgDeMaxBuffer[i]=SimpleMA(i,InpDeMarkerPeriod,ExtDeMaxBuffer); + ExtAvgDeMinBuffer[i]=SimpleMA(i,InpDeMarkerPeriod,ExtDeMinBuffer); + + double dnum=ExtAvgDeMaxBuffer[i]+ExtAvgDeMinBuffer[i]; + if(dnum!=0) + ExtDeMarkerBuffer[i]=ExtAvgDeMaxBuffer[i]/dnum; + else + ExtDeMarkerBuffer[i]=0.0; + } +//--- OnCalculate done. Return new prev_calculated. + return(rates_total); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/Envelopes.ex5 b/BKPS/14031206/Indicators/Examples/Envelopes.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..29714f9e68b594e5e55eacd8907666e9da9a833a GIT binary patch literal 13348 zcmdUTV~-|Kv+dKi@w9E*wrv~JnC7&NY1_7KyQgj2c2Apk-gEDlbAG^0&aUjFR#hsg zRjJz9DRC`!a7O?%8UP$X1OR{l4#5Hc?WDblt7#d$dshi2(l#7cfc`hnE@F7XA1vo@P8P){HuU7fCs?%Pu%`X7yxzvM}X}=<_rMSe{Ajk*YNrOov4(; zAWe^e59N&Y41}T@1#6UD3vng!hPDk?xrqS?WE0{@q78Y9WC~T%@JSRXcK&06-6r?G_GWW_7UQccj~*ErP@S< z(AkVhoSN)>Qc1!!ju=8 zo$w4N$nX{&T4BT7aE1%tQWo}hD6OuS@sS4ZS_;CmHp@kVYc#Hx4J&9Rkc&59wth?H zDYeELBPG$E4;>g}rChe)xsQa0%8b<`b~JECU9_sx4k+EI=|m4iK>9JR`C+s|#hAs= zrdBAD)bE{(|Fp!VHmh+j%Ct&iY83NpKAI=LGz}E_f;&#Dyu7W)+9!=M&%re^(bky{ zA5Z<1AUA>3t{KL$(#XIq{pd{iC5q;HDXY*Nj2IoG?w8<21}!SyP43}r?M<Ni^OOsB}T z0B8rWaX+tXm+4J42~ur+nY<~-(O`fHE=^Cj6kvlv1Ne#5eWqs5}x;z}JWV_P}eT(@yf-i9R(Neg;Cr zX8rg26PRQXuBiOnzV|9n*JQ+*n1qDR8F+h&&M?CPUigc?n`OwI4Q(7N&EVY*j(^AD zt}F~iGfv6xo%sB$i6x0__SD%iq_ezu=MD)qelJ}|?T!({Whc@9@W{jW2(p@9(GK)j z!Zqtc05#c;3H38JK(Xuz!1JGVwKZwc&a&5Ow>4Xt2M_6Zu9di5JwndIw;7;{z;a7+ z6w(%3iR@#Sm$D?P{xi!>I?Dmm#vk5)Z3foKyr1cRqU(el(yTxTA&?6K8xpkP@XUr9 zpgR%3#ljm1W*b=zc`n}@O_1cGuyk~Tr3Nrx=Ml~W7nU&$Yl2#yCaTEuc{xdr+OJaX zQ{|ad=H^MNB(js!EPEOj*wwgDUg;5x#t1rK8l>6hO%2Y0o_xCOcVCLto)WCWh-IJTj_H5`w1i1IQTSzkcw zoqAIY-HV!&2Ss+q{!DRd-6R$KHPMhz`SYuau5{)XirJb~7GoJ|(02T|Y@MGIKyFX{ zv5A#OS+_z2Kt`wF4b9qKNy`qD$y#cc96`#k6jO>`DfO~EH0J>#7^xD6hm*hJO7OeHuoBoBhyIf<~|Piy;uua44n zUEh?p_9#+fn|r#= z^{kU0o&SCGz=@+W5;1%U{{C4U@6pV6dR1m@h%GyjgVjom%7dR>34~*I3nAvH)zTP> z5nOA^%qJi1;)8};Peh5QcGV|sH25(Njr+9XlPWZrD5o9?Nrm~#LH0VGL6<1%s_fGM zEECVd05RF*@M+w|C(4Dq)bfjk{5fdJDqB1-|3}T{B%gRbCod+JdFo%&v=;VxRZ>5l zo=kG}-i{wC0?IQ@5GE-%gnm59s;D$VHwM`xnynN`j{S(KAQvyCA_J!peY29GSnjVx zzQJza*QhcQX}RHBmglkt3up@a8}DLv&1OYu_qrYwv^5EN^>$M*ayW&fspTF(erTUz42`Z@wNA})RAaXU0`sbdtQO;ONmLqNN^GNsRMbRBLU8_L<)1R zuht7x=^!m&G1PgQrfBeVcZ&zXPE-=}!r9p8v_jz*95^(IA?11b!5bwqNSH{xikrF= z{7Of~{a#_y6K9Cg9YE;~bl)An1n!e&Kv={0RQyaj{gDC{fpLTO0?n{ScR1txETR!- z6ysn!f%u|ip(RGefsuLrN1sgN6Ll!l3x}cybJpBX9U~00`R|S6DJla!tl%i6;NKUV zivY|)Q8G31r6!PmRYLNp>a?lLmNxnq&eye?ka&q=<+h+-Pbx*qUNHH(9^5k&bCrcV zABaW~YTVs_7lO{or3Zxb&eNHXjGe%B;B{806jG+St06Cz>QEM5p2?v4;>^-wa$Hs} zf@=Bw?ossu8mwRp;SbcmND1Y=5DB`cL2G|8!4vp5<4$#A5kG28u7-N|kR|Lp2kXMZ zKUAp5ku7$&y1w_G4q6sECvPUzn*k zjpCftxz_|gD2NNdbh6)c6rX5IJ1;2w)tU-~OO36DOsIuDwKxgRF&-PSY*4CeR=mye zMj`^Lo9rU*%E&rFom+6f+jR(RdaQ?23s$(=B0q@-)^PYB3pV;ltlSA}0vVw@VrvFc zsN%2!d1I4CivVYsT$RFrV}<#`o!NK|&J?u0ox=WpNlwuVNW{cy(+yy`lEqqNl1jXa zPzw5o0F~{24H*gcLdMz?iqyQ8skalf{hnQvq~QQqSqH@8)QfRqCIHm}<%9>1!y(}) z9!S`H44P?8-(ibo3Jl2-`9p>=xR@l74}Hi>m{w;o*6nmbUF#QB8zHxfIHsS+PkY%v z3xKc44fZd1hHV<5#MyO`wI(Pm73eT??zlawFPBqQtooVgrjO{Db>dxIdo19=|C>o0 zu^{ndVm~aza2%};o1euEjq^yx%x1=4M(fA~*+8Hv74o|w^o@WaH8=zUev#Z3QP@NV znXHct z-L1`t`s~*7=ucAMCF6E)!m0qV({}*)Fx&s)5m^W-nk%;?1I6Fbf*XfGB%OCUl4iZHxeDw?{guMpLxny~6z5yVSc2!ORr>LYK>2U;sAGB{TY5 zE9R{tdI-qb_>jO75)>-TJH7u1{lI1SeCL(OF^hrJ)7RCm=D3Ba9-X^rh|Hyu-IsdJ zL+Yd}djp}s%|HP+JBg7T$pO5%l(;qJc>ESg9!Rv=a-1%cp0*_wlriD=a^-;K89*U-8S=hx&2oP_$+K5ck3 z^k)cY4uE12zv<5?9Yu!yB_j&|pO9#?Ig2RT2>Ds_yCzq@bmv2w1DE_>ru|Q);SvTv@_(S?hbhjlr59a@m>c;ct$?t1G5b8InH*lQb+rB zV*f83Qe*1~d+|xUj9jc@+5>IpjzMH`*@CWxvX;Kbj_4^~Xy5gKh^4=inus^B_reTP z#r@gp4wn~&vdC2pIi(m8Yl$*@v_+u!F%CvwtlsD>blc+@MWka)$LzV`>lHbdVEUHc zBG}laF;`;VqHv3k01NC}Q}sg~$l0e$EjD;(?`<;ukp=dnq>(EPmc^HReaH@SD#hqVN_FqZBuPO6TBB^aclA$X^vjz{hRnb|hkm>Y#^-QK^RV{BQS#XUb^K%NP-9!FK3_v;cJ=-Sx9Nw?+8EjdTBL?fcK1pWpzPii;49;FL%>KZ5{se$&XGvjD2 zVcicD1N5T7sX>;l8GpUyMD&DtDj?+&L)xQlibbI@j^B?Po0>6_zmG^1klA3tx+2(*xC*2#zh?WQS#AyM?eIRn-06 z-w;%oml+4)2kuXYwWhM5_fjkrX0 zaMzteQ={-wdup{V-Dt}!jP(b7$;5ewb5bzLoNHVaG`T0ldwim<1;SH zc&*Mf(I~JvGt|ZVR3vFT{j*3UdT^`z(MeiYMQT(XCEZsUez>}3xn|fINsJ)RPIoDp z12yV;fMrf5@!^p<5_#P11^PdX+vN*j$RlLO_?kBZ>ICZO8W39XyiM&Y%LA|RGe|&q zj4g9@HS4>`XCZj83TGsuj|k*C>^0>a7x zD8{9Hr5) z)Q?9#l|rcRpIy4xQQWjW965^`vR2^(P_k=?T5t-w3r8pMBT)?n@ zjIz(4vglTYXLZ}TptYCuY@^;mx zT>jc$vJ@rQLXs8RSgJdz0p|@i-2*ZX_3ggi+@n7G<}+Gw&&RlNc2(FSI6Fc zbb*1Of}nIsj4DQih22&p9g8k4{Qhq3ul=yvk+>r2xHuA zZVGku2%ZPd!I%~I+$A!4rFw6{)1$sEBXoLVGxTn z%4L3}caPeKLJ)y|zbJ*-cWroWxL84rX9TO4P}Bd-1OXL13yEUasGEROc?R#3LxT>&CnkD^I)T<-+eY3XUu6<$snK>D zVwfQ%ru>oQ#Tu1vqXRac*53Z%5G2W24g#0OL#QQn>w#JyS+Mr76`d-BSt*~W>xk`E z#TORJ?>$^K0zt;~*jE@Xc6cTjLJAMtz9G8oB_zAguD3^BiMLB}M(zf4nv6w4@UJvU zM^`u9#8U(fU#W)?_BMSqSlmLoYbUytc~I%EzN9?IkT>c!D^@n2r+JG|VL0DiWp-f|4zrqn}W zO0}}IylK81wqIIv8j@8hc5>5-YIxHXBn^8XbOkC_a!^^ag*gJqzo7^l62!4w@Y<6X zV9>+=EoN?+kL$v|}=F1?yuCKc)P-V_65 zj=l0Zdq~Ug2h)=Ud!hKC(j-Scn_J{ntKYsal8g)GVzxU*(pwHoUE^+1V-nA&`{UY4^CXZRf~INM|frP)Tj>d5)IG?BAg`l!+1mGgH= z^ukQ`m&NT*lg7j&oykj>Fr7XiU>OWH6kF=3B}bOg7q*OIfAAV?xBmgPgmAT-nITsV z|5flpy;Rl52N{5(NDsHLIVrqPj}>Ny4tX$yL=!!;8bXq79Nm7i#G?vfoqVekdYCGne@BPtEvr; 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+ else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get ma buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtMAHandle,0,0,to_copy,ExtMABuffer)<=0) + { + Print("Getting MA data is failed! Error ",GetLastError()); + return(0); + } +//--- preliminary calculations + int start=prev_calculated-1; + if(start5ZabnxpXyasKzI*ZI-XHK*-RYXDe!8ox z`stdUu9}h1=74koz+wO(0jK}~7~l{R@IMyifCL1h3h8L9RZs_Y%&)Ki;rs{4{69<0H%N9^`F8BZ~(Xf?Ef)m1epC}>+pYu&;Rd4 zL5hDF(BYruL(Gc}OK8f`Q+$+&>*Q@^T;Dxd0Ych-*qt$P8BWp6j?TUEGt;QE=85kl z6K1FZ3pA_xR>_W&dOkof>xGj(ourLExG2Fb`(W%hT6S*qc!5*H_X(WvzQT$*LY@|x zUJD#};x4rp{vmiriO=6I)A z=tQ%6Bxpx<4OcY?bw}uCSBlico8MlNyj#?+eWBtl&72d=Ezz$4hDx_8u)}y;tAY)jolsaVJTMJ{wt4!aw9t1GLx0Y#CTZjiS;=VG` z^9=*&Np}#UPi*{4Ffz!`E9_~YKb(q&CQ+iLwHReny_Bd6yy>aV#c6qqEO9M@BKTU@ zR$KaYTRi%hQ2Wf!y{g0gcwh74{cUEQOMibU1ggbI>frd&N!aW{W9;~ z%g!8O@##_b*00$e9R0`(H|ebG5G7y%zjH@EdPK!2*m-hF!OVB7$B^qN5}CL z{+UOUiJ8XL{{dc3UZv)hMYS(?2)YWgKwDcJ$di&U_3Y4*jnqh%=LyBtMbW|7ygOB3 z2s5S;Dte zkrcj zLH@V|#XQa3?cy)pAprs3pY=!5tV8p;9g54#KudxXfhugUQ>@|^Jb$Ac?U?UW#dOhv zFtwi?wAO?Z_WqnGy^&J4+NtmtFMr)6P-+ItFLQ^exrXg6AD1gpZ=l)Q5kF)22^_qk zV=PI9b<%+(LY@Wpq+zRFkt+gz&)Q$wq|sUfCx0FcpnV1{-COef~MZ zhS2@~seyb+y*g05wtVRDYk5MyP%GeR1-yAZ0U@V3-sZ!LSqLhIy(-SJvufLjzVwg= zM1-gGy%l(ejE`Rk!tQx8F zphhx?1+;>JcZ3S{N2vbZdLAzbXEafs8PL{HyX2;Y=zM-& zcM71m!rLNZnk<25d+dgt#ZZF-X~no)-xWLz>^9JYE_i#^p*M4}U+OCMu9;S zL(FcNmIXIwEL_>l=fJ8f6dLFzQyV}AlOxP}xk+%sU^IvVn6f#%qcgD|=IW|xA1ei? zfHG+M;k-;Yguh`=wE=fLa0U0L7h`=@KE)KPk42CkA9b45jgg_eH#(F^Kek9-N=tw3{Z=>r3c;`)~7 zm?N>4Q7&;edFe-HqMObV?$+Jx;NP!7TW4K9mw-FdA`|(%Q<*2FNI0j*O4Rmd%#+cYgIq#K-?*xiqyVvLAvB^2*+CJOg zte!HGp$gKnBD>4Lo*9kl*;WYixa zX4uh&g?tR(T*T)Gep$_8uboSkUKS8m1`z=aKA^-bO>DRw_~4bC6sH)fBPh>*Y&GAU zE&KptVrSRqpqdqZ20#NDv|2aW-lYBu_*d=*Kt_Yhw2hIqMkNyEh{sv$t(NDb8U3z zdCn5e?C?x}h~7?o!A|A&!DCMjGov#D{|Akr-O)rUmD&BfNzvrutpf%?Y(D1F6uJUs zy2516uyOc~0<)exqx0#HD^t&~l*bZn?M?0P!V|99{pJaoNhCo`(2pb9+nc9J56vTO z%-iB}OD6T`qx=Z=Q;r(k3)=ykOqjo^X85m-h?n6o6bYb1Q9jdocZl;=9+Qc~_lf#~ zy7P@6!w}e&4)hEHRgjWj<@EYulZSsdSfrAaEy9Fnp|4IGAu7T8naq$QvKkn(ln|}P zU#MG&Cut#_DQiiI%Z1+kP^~=XeL1-(h4Awnkjcrec9P7w?52z5^7r2!2A^f{;-2Hu zp!uswYrLA1C0y^v(%QZPHkD(r861CCzIBJXR#Gkc=%K$2_sr%mYdlSrdJ8CFp?|hY z&TG!x-w8ajZ;lpHtM_dW$%gYxpORB4k#ngMY>*?T>BdXc&9qr@fmI5#{(;00%F?q}k@mhM*Vd4O@O83h`bR_s)zRP2{yDQbn?y zr9g}*-Nv?;_#hq)+qJ`fobDoy>@{*W_oQijpS-xDc5@pk*GR2vJ3mXZ-&((D;$7vZ zBX0{Q?I3&tiz`(1Rq%|eS8Ytq1(`{SKXOM)_rC;+*SNA`NM*G&x4n-!N{LEjWIzv! 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    dyZKk+>jsBI4328IdL_w%&X|3(N@)w7wWyD2BIPiYea z>PC}$0e{o$UL$}(k6<~j^Jm>d3IOJE0&>#>a#Ou~zuHb26S1@yRMh$dz>_&dd$|X5 zwv0_{1F5K7;xBoF{B}7mbCx72Vg<=A-s)_j##y1!86=cYyPc>Zcdo*A7!84;kDx-l z0?*!FygI$c&?q5d zC+9nkJq+w{N0KOTNg1?$f6k?oZx(GYU9i<|cV{N_3x8sccKJj1l(fUo7$S}Pc-vu& z(#QW!NUkJ--{?b(y!7mIN@0!t<6*$l{yk*?e2LvnD0(KDqr=%cJtY`CIawW~kc;X3=%n%q3kJ zM#ncZ|Df*5VnO1JyM=V4GuaOvmI*mn`NlrZ^;c+sg|paa?^7HUp}Dv?q2>ISDcwRIX|Ojnkux#b|Qzew>p>w*wo12xC~AA}{L A;{X5v literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Indicators/Examples/Force_Index.mq5 b/BKPS/14031206/Indicators/Examples/Force_Index.mq5 new file mode 100644 index 0000000..1d295f1 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/Force_Index.mq5 @@ -0,0 +1,101 @@ +//+------------------------------------------------------------------+ +//| Force_Index.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +//--- input parameters +input int InpForcePeriod=13; // Period +input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // MA method +input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price +input ENUM_APPLIED_VOLUME InpAppliedVolume=VOLUME_TICK; // Volumes +//--- indicator buffers +double ExtForceBuffer[]; +double ExtMABuffer[]; + +int ExtMAHandle; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtForceBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpForcePeriod); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("Force(%d)",InpForcePeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); +//--- get MA handle + ExtMAHandle=iMA(NULL,0,InpForcePeriod,0,InpMAMethod,InpAppliedPrice); + } +//+------------------------------------------------------------------+ +//| Force Index | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get ma buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtMAHandle,0,0,to_copy,ExtMABuffer)<=0) + { + Print("Getting MA data is failed! 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+//+------------------------------------------------------------------+ +//| FrAMA.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Fractal Adaptive Moving Average" +//--- indicator settings +#property indicator_chart_window +#property indicator_buffers 1 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DarkBlue +#property indicator_width1 1 +#property indicator_label1 "FrAMA" +#property indicator_applied_price PRICE_CLOSE +//--- input parameters +input int InpPeriodFrAMA=14; // FrAMA period +input int InpShift=0; // Indicator's shift +//--- indicator buffer +double FrAmaBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,FrAmaBuffer,INDICATOR_DATA); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,2*InpPeriodFrAMA-1); +//--- sets indicator shift + PlotIndexSetInteger(0,PLOT_SHIFT,InpShift); +//--- name for labels + string short_name=StringFormat("FrAMA(%d)",InpPeriodFrAMA); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); + } +//+------------------------------------------------------------------+ +//| Fractal Adaptive Moving Average | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + if(rates_total<2*InpPeriodFrAMA) + return(0); + + int start; +//--- start calculations + if(prev_calculated==0) + { + start=2*InpPeriodFrAMA-1; + for(int i=0; i<=start; i++) + FrAmaBuffer[i]=price[i]; + } + else + start=prev_calculated-1; +//--- main cycle + double math_log_2=MathLog(2.0); + for(int i=start; ir{20*DImHgKP&tCj=k^XaE2Nz&0}Af7BGu&qnO1N)JYZdkgLO;llqR z{u}82H}St_S2O_NKMw#v|6d9K5Go*m*FxFL(uJmqDks`Z0QSnp&8BYQ6&IeuZKRt( z-TOAAwR6{K_MgSi02_cUzztvzfC9__<^ackcDVrW{~PT8-EjeU0BrwQ1%Syv)exWz zaQe67_-}If$IAcfz5_V^9}oXmi2o#Z{C5EdfFOYLA6)($8~|&89l+{eat?s;zqHo> zSK|DC_bILf0-LEi*hBQ4`Tlw{+oz%&kk`08@OPj$SlA5)Ssum0n=EX)xI>SJ+MIs5 zsCo_D~`PJ1HpIx?%ExXus--MAS z^oAn)yCH-Z%2U><%dA}YB4MU8LYG5E#6qJBYM!MS%qe+dKP1|J)8~DAGaI)YuW)U0j2{s zPY9X!rK~lwJYlT!81pCa3l982Z*^D#_;5Z^->3DUzqUB7PPOq75!DW!)Knc zjxXxWnkd8kDNkOgk@ZzK+VjgDAvO9qnG@Vqb5`x{*OmH*d3R)l4UbpcA5Hn?GdC2z z0)j%~d} zn64QS*O~^DC{h?hRpNzL$pp)iVhm`uUGY`FN0`3Faq{y?CDe#Em&bAFyh)9A30h&7 zrO_l9#B-McY@^_{YN<%B4ll0kPWZv~`SX&#(6!cDB0`L8po5U3%c` zUn%Rqr#z~X7OKsS#doX53;q(4NkhFvqNW0ouFXo~L@)VC4Dg|h>dAhk8Gf{mJUca|0 z37ZcVf9KX>7MCr#UkUCJYbipx%|$_f<=cfn?yP@nX`bPqH+#~6L@n{h#E%ooMn-K9 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HcmV?d00001 diff --git a/BKPS/14031206/Indicators/Examples/Fractals.mq5 b/BKPS/14031206/Indicators/Examples/Fractals.mq5 new file mode 100644 index 0000000..7de1cb1 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/Fractals.mq5 @@ -0,0 +1,88 @@ +//+------------------------------------------------------------------+ +//| Fractals.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +//--- indicator settings +#property indicator_chart_window +#property indicator_buffers 2 +#property indicator_plots 2 +#property indicator_type1 DRAW_ARROW +#property indicator_type2 DRAW_ARROW +#property indicator_color1 Gray +#property indicator_color2 Gray +#property indicator_label1 "Fractal Up" +#property indicator_label2 "Fractal Down" +//--- indicator buffers +double ExtUpperBuffer[]; +double ExtLowerBuffer[]; +//--- 10 pixels upper from high price +int ExtArrowShift=-10; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtUpperBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtLowerBuffer,INDICATOR_DATA); + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_ARROW,217); + PlotIndexSetInteger(1,PLOT_ARROW,218); +//--- arrow shifts when drawing + PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,ExtArrowShift); + PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,-ExtArrowShift); +//--- sets drawing line empty value-- + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); + PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); + } +//+------------------------------------------------------------------+ +//| Fractals on 5 bars | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_total<5) + return(0); + + int start; +//--- clean up arrays + if(prev_calculated<7) + { + start=2; + ArrayInitialize(ExtUpperBuffer,EMPTY_VALUE); + ArrayInitialize(ExtLowerBuffer,EMPTY_VALUE); + } + else + start=rates_total-5; +//--- main cycle of calculations + for(int i=start; ihigh[i+1] && high[i]>high[i+2] && high[i]>=high[i-1] && high[i]>=high[i-2]) + ExtUpperBuffer[i]=high[i]; + else + ExtUpperBuffer[i]=EMPTY_VALUE; + + //--- Lower Fractal + if(low[i]m;2P z)nEm20DwRS00BS%000Cy1_Ag#hILSclX<3^Ol&mIBKZP&=>OsTrx5*j!++D=!2tmN zGXVe~ApV;R0M{)})6kHaGt$bHP~LnT@zDB6M$wsA5!(D1Bu>ekFWN>?=H#v2{6BHR 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zk^|%3Ga~c)6t&mrogcZcU7@AKcUeM=@aDYuPh_~wT_q^59M!C1_;&I5jpK8eOVPmu zTsLXbUEFu}hwBIoD2bWJ)=+~0fhdRDUFpuAmyQec(KNGMB2#mmybN1xa`DJ2KT0Kj z3Vd_q6Lc|Rh66BJYkyL&vU~bg{DmJB(3?3UHi2MbP=okJ%U8elOPZ9t#e}VLzMdwL zOM94WoQ+c)Tge<^%dTVK2+(pGDs4cOOQT&XH+B;=rw2Z3c1jDWo{}Wm+`c9(BQ{)& slGI&cDX_oa7touEiV+_~f#cb$he)_1zY%*@kYCQ39}yj@VcKH&AK(P_kpKVy literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Indicators/Examples/Gator.mq5 b/BKPS/14031206/Indicators/Examples/Gator.mq5 new file mode 100644 index 0000000..5b2edf3 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/Gator.mq5 @@ -0,0 +1,264 @@ +//+------------------------------------------------------------------+ +//| Gator.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Gator Oscillator" +#property description "based on 3 non-shifted moving averages" +//******************************************************************** +// Attention! Following correlations must be obeyed: +// 1.InpJawsPeriod>InpTeethPeriod>InpLipsPeriod; +// 2.InpJawsShift>InpTeethShift>InpLipsShift; +// 3.InpJawsPeriod>InpJawsShift; +// 4.InpTeethPeriod>InpTeethShift; +// 5.InpLipsPeriod>InpLipsShift. +//******************************************************************** +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 7 +#property indicator_plots 2 +#property indicator_type1 DRAW_COLOR_HISTOGRAM +#property indicator_type2 DRAW_COLOR_HISTOGRAM +#property indicator_color1 Green,Red +#property indicator_color2 Green,Red +#property indicator_width1 2 +#property indicator_width2 2 +#property indicator_label1 "Gator Upper" +#property indicator_label2 "Gator Lower" +//--- input parameters +input int InpJawsPeriod=13; // Jaws period +input int InpJawsShift=8; // Jaws shift +input int InpTeethPeriod=8; // Teeth period +input int InpTeethShift=5; // Teeth shift +input int InpLipsPeriod=5; // Lips period +input int InpLipsShift=3; // Lips shift +input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Moving average method +input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_MEDIAN; // Applied price +//--- indicator buffers +double ExtUpperBuffer[]; +double ExtUpColorsBuffer[]; +double ExtLowerBuffer[]; +double ExtLoColorsBuffer[]; +double ExtJawsBuffer[]; +double ExtTeethBuffer[]; +double ExtLipsBuffer[]; + +int ExtJawsHandle; +int ExtTeethHandle; +int ExtLipsHandle; +int ExtUpperShift; +int ExtLowerShift; +bool ExtFlag; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtUpperBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtUpColorsBuffer,INDICATOR_COLOR_INDEX); + SetIndexBuffer(2,ExtLowerBuffer,INDICATOR_DATA); + SetIndexBuffer(3,ExtLoColorsBuffer,INDICATOR_COLOR_INDEX); +//--- MAs + SetIndexBuffer(4,ExtJawsBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(5,ExtTeethBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(6,ExtLipsBuffer,INDICATOR_CALCULATIONS); +//--- get handles + ExtJawsHandle=iMA(NULL,0,InpJawsPeriod,0,InpMAMethod,InpAppliedPrice); + ExtTeethHandle=iMA(NULL,0,InpTeethPeriod,0,InpMAMethod,InpAppliedPrice); + ExtLipsHandle=iMA(NULL,0,InpLipsPeriod,0,InpMAMethod,InpAppliedPrice); +//--- set indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpTeethShift+InpTeethPeriod); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpLipsShift+InpLipsPeriod); +//--- line shifts when drawing + PlotIndexSetInteger(0,PLOT_SHIFT,InpTeethShift); + PlotIndexSetInteger(1,PLOT_SHIFT,InpLipsShift); +//--- name for indicator subwindow label + string short_name=StringFormat("Gator(%d,%d,%d)",InpJawsPeriod,InpTeethPeriod,InpLipsPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); +//--- sets drawing line empty value + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); + PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0); +//--- calculate global variables values + ExtUpperShift=InpJawsShift-InpTeethShift; + ExtLowerShift=InpTeethShift-InpLipsShift; +//--- check for input parameters + ExtFlag=CheckForInput(); + if(!ExtFlag) + Print("Wrong input parameters. Indicator won't work."); +//--- initialization done. 0 returned if ExtFlag is true + return(!ExtFlag); + } +//+------------------------------------------------------------------+ +//| Gator Oscillator | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int shift; +//--- check for rules and bars count + if(ExtUpperShift>ExtLowerShift) + shift=ExtUpperShift; + else + shift=ExtLowerShift; + if(!ExtFlag || shift>rates_total) + return(0); +//--- not all data may be calculated + int calculated=BarsCalculated(ExtJawsHandle); + if(calculatedrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get ma buffers + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtJawsHandle,0,0,to_copy,ExtJawsBuffer)<=0) + { + Print("getting ExtJawsHandle is failed! Error",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtTeethHandle,0,0,to_copy,ExtTeethBuffer)<=0) + { + Print("getting ExtTeethHandle is failed! Error",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtLipsHandle,0,0,to_copy,ExtLipsBuffer)<=0) + { + Print("getting ExtLipsHandle is failed! Error",GetLastError()); + return(0); + } +//--- last 2 counted bars will be recounted + int pos=prev_calculated-2; + if(pos=lower_limit) + { + //--- calculate down buffer value + cur_value=-MathAbs(ExtTeethBuffer[i-ExtLowerShift]-ExtLipsBuffer[i]); + prev_value=ExtLowerBuffer[i-1]; + ExtLowerBuffer[i]=cur_value; + //--- set down buffer color + if(prev_value==cur_value) + ExtLoColorsBuffer[i]=ExtLoColorsBuffer[i-1]; + else + { + if(prev_value=upper_limit) + { + //--- calculate up buffer value + cur_value=MathAbs(ExtJawsBuffer[i-ExtUpperShift]-ExtTeethBuffer[i]); + ExtUpperBuffer[i]=cur_value; + prev_value=ExtUpperBuffer[i-1]; + //--- set up buffer color + if(prev_value==cur_value) + ExtUpColorsBuffer[i]=ExtUpColorsBuffer[i-1]; + else + { + if(prev_valueInpTeethPeriod>InpLipsPeriod; | +//| 2.InpJawsShift>InpTeethShift>InpLipsShift; | +//| 3.InpJawsPeriod>InpJawsShift; | +//| 4.InpTeethPeriod>InpTeethShift; | +//| 5.InpLipsPeriod>InpLipsShift. | +//+------------------------------------------------------------------+ +bool CheckForInput() + { +//--- 1 + if(InpJawsPeriod<=InpTeethPeriod || InpTeethPeriod<=InpLipsPeriod) + return(false); +//--- 2 + if(InpJawsShift<=InpTeethShift || InpTeethShift<=InpLipsShift) + return(false); +//--- 3 + if(InpJawsPeriod<=InpJawsShift) + return(false); +//--- 4 + if(InpTeethPeriod<=InpTeethShift) + return(false); +//--- 5 + if(InpLipsPeriod<=InpLipsShift) + return(false); +//--- all right + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/Gator_2.ex5 b/BKPS/14031206/Indicators/Examples/Gator_2.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..4c4abbe3ca5190d54a5b00a05295e00fc84a60f3 GIT binary patch literal 16030 zcmdV9V~{31&@OzBZQHiBW81cE+cP`1ZQIt4ZQIt4b@qAxo%j3yRh@LDD&1YF?*Rb- z{8s@0NXY-C0+@3vcys~J(yT*#ir#4|usYzmkd7KJOYHgmXtm46BSkTTFdVKnP$4F#ZqG{ZES-zy_fGCzS=5{?i%)6alXP`nde#oc~E> 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0000000..6224db5 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/Gator_2.mq5 @@ -0,0 +1,252 @@ +//+------------------------------------------------------------------+ +//| Gator.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Gator Oscillator" +#property description "based on shifted Alligator buffers" +//******************************************************************** +// Attention! Following correlations must be obeyed: +// 1.InpJawsPeriod>InpTeethPeriod>InpLipsPeriod; +// 2.InpJawsShift>InpTeethShift>InpLipsShift; +// 3.InpJawsPeriod>InpJawsShift; +// 4.InpTeethPeriod>InpTeethShift; +// 5.InpLipsPeriod>InpLipsShift. +//******************************************************************** +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 7 +#property indicator_plots 2 +#property indicator_type1 DRAW_COLOR_HISTOGRAM +#property indicator_type2 DRAW_COLOR_HISTOGRAM +#property indicator_color1 Green,Red +#property indicator_color2 Green,Red +#property indicator_width1 2 +#property indicator_width2 2 +#property indicator_label1 "Gator Upper" +#property indicator_label2 "Gator Lower" +//--- input parameters +input int InpJawsPeriod=13; // Jaws period +input int InpJawsShift=8; // Jaws shift +input int InpTeethPeriod=8; // Teeth period +input int InpTeethShift=5; // Teeth shift +input int InpLipsPeriod=5; // Lips period +input int InpLipsShift=3; // Lips shift +input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Moving average method +input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_MEDIAN; // Applied price +//--- indicator buffers +double ExtUpperBuffer[]; +double ExtUpColorsBuffer[]; +double ExtLowerBuffer[]; +double ExtLoColorsBuffer[]; +double ExtJawsBuffer[]; +double ExtTeethBuffer[]; +double ExtLipsBuffer[]; + +int ExtAlligatorHandle; +int ExtUpperShift; +int ExtLowerShift; +bool ExtFlag; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtUpperBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtUpColorsBuffer,INDICATOR_COLOR_INDEX); + SetIndexBuffer(2,ExtLowerBuffer,INDICATOR_DATA); + SetIndexBuffer(3,ExtLoColorsBuffer,INDICATOR_COLOR_INDEX); +//--- MAs + SetIndexBuffer(4,ExtJawsBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(5,ExtTeethBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(6,ExtLipsBuffer,INDICATOR_CALCULATIONS); +//--- get handles + ExtAlligatorHandle=iAlligator(NULL,0, + InpJawsPeriod,0, + InpTeethPeriod,0, + InpLipsPeriod,0, + InpMAMethod,InpAppliedPrice); +//--- set indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpTeethShift+InpTeethPeriod); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpLipsShift+InpLipsPeriod); +//--- line shifts when drawing + PlotIndexSetInteger(0,PLOT_SHIFT,InpTeethShift); + PlotIndexSetInteger(1,PLOT_SHIFT,InpLipsShift); +//--- name for indicator subwindow label + string short_name=StringFormat("Gator(%d,%d,%d)",InpJawsPeriod,InpTeethPeriod,InpLipsPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); +//--- sets drawing line empty value + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); + PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0); +//--- calculate global variables values + ExtUpperShift=InpJawsShift-InpTeethShift; + ExtLowerShift=InpTeethShift-InpLipsShift; +//--- check for input parameters + ExtFlag=CheckForInput(); + if(!ExtFlag) + Print("Wrong input parameters. Indicator won't work."); +//--- initialization done. 0 returned if ExtFlag is true + return(ExtFlag?0:1); + } +//+------------------------------------------------------------------+ +//| Gator Oscillator | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int shift; +//--- check for rules and bars count + if(ExtUpperShift>ExtLowerShift) + shift=ExtUpperShift; + else + shift=ExtLowerShift; + if(!ExtFlag || shift>rates_total) + return(0); +//--- not all data may be calculated + int calculated=BarsCalculated(ExtAlligatorHandle); + if(calculatedrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get alligator buffers + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtAlligatorHandle,0,0,to_copy,ExtJawsBuffer)<=0) + { + Print("getting ExtAlligatorHandle buffer 0 is failed! Error ",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtAlligatorHandle,1,0,to_copy,ExtTeethBuffer)<=0) + { + Print("getting ExtAlligatorHandle buffer 1 is failed! Error ",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtAlligatorHandle,2,0,to_copy,ExtLipsBuffer)<=0) + { + Print("getting ExtAlligatorHandle buffer 2 is failed! Error ",GetLastError()); + return(0); + } +//--- last counted bar will be recounted + int pos=prev_calculated-1; + if(pos=lower_limit) + { + //--- calculate down buffer value + cur_value=-fabs(ExtTeethBuffer[i-ExtLowerShift]-ExtLipsBuffer[i]); + prev_value=ExtLowerBuffer[i-1]; + ExtLowerBuffer[i]=cur_value; + //--- set down buffer color + if(prev_value==cur_value) + ExtLoColorsBuffer[i]=ExtLoColorsBuffer[i-1]; + else + { + if(prev_value=upper_limit) + { + //--- calculate up buffer value + cur_value=fabs(ExtJawsBuffer[i-ExtUpperShift]-ExtTeethBuffer[i]); + ExtUpperBuffer[i]=cur_value; + prev_value=ExtUpperBuffer[i-1]; + //--- set up buffer color + if(prev_value==cur_value) + ExtUpColorsBuffer[i]=ExtUpColorsBuffer[i-1]; + else + { + if(prev_valueInpTeethPeriod>InpLipsPeriod; | +//| 2.InpJawsShift>InpTeethShift>InpLipsShift; | +//| 3.InpJawsPeriod>InpJawsShift; | +//| 4.InpTeethPeriod>InpTeethShift; | +//| 5.InpLipsPeriod>InpLipsShift. | +//+------------------------------------------------------------------+ +bool CheckForInput() + { +//--- 1 + if(InpJawsPeriod<=InpTeethPeriod || InpTeethPeriod<=InpLipsPeriod) + return(false); +//--- 2 + if(InpJawsShift<=InpTeethShift || InpTeethShift<=InpLipsShift) + return(false); +//--- 3 + if(InpJawsPeriod<=InpJawsShift) + return(false); +//--- 4 + if(InpTeethPeriod<=InpTeethShift) + return(false); +//--- 5 + if(InpLipsPeriod<=InpLipsShift) + return(false); +//--- all right + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/Heiken_Ashi.ex5 b/BKPS/14031206/Indicators/Examples/Heiken_Ashi.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..ccbcdd0832332425cd7d6c31868c452499e3e023 GIT binary patch literal 8006 zcmdUOWlS7UyY$k9BE{WZ7MG$6EKuARcPZ}fMT#!I#odb*EydlfP^>rRDvy_kUa6oUVujzFaTb=?1d znEwdv{}%oi_dx~#{&N8Ul>g-b0N(?!i3sTJDVga*?Glt0v|p5w{6#fj;thmk+#7PO z7SY~~I6Jq^*8f?Q1ULg+0KNb>fGxlpU<2^@7ncXX_1|Fs?}-P%2VncBDg!M4xgP;) z0MCCr9{-s8KUL}9WC7s#e=_`E5&qNIR z8c6vm-cM8`Ir-C_O4?uNpk<^Fr!A2SMpzu~U(uX~slQh)eV zM_V9U>Nw3av%37Y^Wo-x=PEfP1Tt*{Bq>@NUSqHWx%9D+Fy(}t;HV#1%Y~8XS@}Kf zipc&TI&=HzSfR3Gb>bk2V!|8UB|YoRPdF(M{tk0s?Agfo0%9M4H3LUjjrHXX0L~9Os=aVjO^Ris{F_v%p*9=w5{S}9VWjh_Lwa2n>ZUL&$IDs^*_TJP^fgsa& zueenq$;n~r%=KE>&J@kdcdpgz7jZ=wtz6RlHr;m}hEg_E+_aw+k1c1KyHCDCaGA0J zk6wtWKAKUeqwN5t9scIYg?@$8l!eX?&~;_@_4wL>C^M3yN>q~5LZ`~B0uh)rhb-Vw zckOLjJSm6OfNUQMmcPS_Z-|Zf!Ik)>#%}_P|NiN?5*pPt>U*QV(&mS`Q?)lxuAIJd z0HOjrgc%P6hCtoC4t({ISZEK}ndRNlFM8?kl}qh`#2+QDQWkK$=nd6JTIu{37p|Fu zhJIb)S?uKq=#WMbbtT#T?6csi0v5S8JqB2Pn^PfZ!*GoP*F8QYDvKYmnlkV`D7P&o zUGPx+@v^FrV1${Y`eG)NrF7f5)T1S6+1IMB0Kup6*KObU z^F$k4)H|$!Tz$IH%oiFnQH*){N$@(v28CkPv7!shJ{;*9G-vD9J;W9uvUs)(A*C}Z zWs?%f5?U4q9F4BBl5-XHTa}s@_TEKUjs@z<2LRm(yt>EO&FFvc0HeU@!Q6BOk{CqF zj=$PFnITq!N$zhl@JY1^!cyr1WFh8cNegfDwsj3=$^2m7pzNX{ZFu;vPL%=2A(RCd z#*$@=QRL=a{0B|7-sL_O+JxD1HK~1^!`F65pqN2~Sq*V0|3Y`z9Tl0wWPNJ6&H3V4FX<$9}y5}&<5H3Mcs_f)F~!EpO6&k1QlKSVw=L>CaCzF zjdlQ!gFLCSH`VA=UmDmBzdFS;26Idj?dDT+Z~lzHXH=6ohjj{5i8b-gy;`x&_(uKRGytsf< zvJ^&9VbgeF0mc&-JR3~av8OXaYdm#w9_%+X$kL!uL&M}_wvsJ4yHFrk$uam4$q4|u zzJghBbjw5_o7r*SI;_}jqJ8Ci6zjNGJ0myna+fXt`3dQgAeSk2$|#MmFpMgKzuXze zKz}ANO)z$C>u#1cDlh%2%a`hooHJ`%1G4_Y`;DlKtY?u|i}MgiBjJ6`1#$FAxVBh; 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// Depth +input int InpDeviation=5; // Deviation +input int InpBackstep =3; // Back Step +//--- indicator buffers +double ZigzagPeakBuffer[]; +double ZigzagBottomBuffer[]; +double HighMapBuffer[]; +double LowMapBuffer[]; +double ColorBuffer[]; + +int ExtRecalc=3; // recounting's depth + +enum EnSearchMode + { + Extremum=0, // searching for the first extremum + Peak=1, // searching for the next ZigZag peak + Bottom=-1 // searching for the next ZigZag bottom + }; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ZigzagPeakBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ZigzagBottomBuffer,INDICATOR_DATA); + SetIndexBuffer(2,ColorBuffer,INDICATOR_COLOR_INDEX); + SetIndexBuffer(3,HighMapBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(4,LowMapBuffer,INDICATOR_CALCULATIONS); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("ZigZagColor(%d,%d,%d)",InpDepth,InpDeviation,InpBackstep); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); +//--- set an empty value + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); + } +//+------------------------------------------------------------------+ +//| ZigZag calculation | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_total<100) + return(0); +//--- + int i,start=0; + int extreme_counter=0,extreme_search=Extremum; + int shift,back=0,last_high_pos=0,last_low_pos=0; + double val=0,res=0; + double cur_low=0,cur_high=0,last_high=0,last_low=0; +//--- initializing + if(prev_calculated==0) + { + ArrayInitialize(ZigzagPeakBuffer,0.0); + ArrayInitialize(ZigzagBottomBuffer,0.0); + ArrayInitialize(HighMapBuffer,0.0); + ArrayInitialize(LowMapBuffer,0.0); + //--- start calculation from bar number InpDepth + start=InpDepth-1; + } +//--- ZigZag was already calculated before + if(prev_calculated>0) + { + i=rates_total-1; + //--- searching for the third extremum from the last uncompleted bar + while(extreme_counterrates_total -100) + { + res=(ZigzagPeakBuffer[i]+ZigzagBottomBuffer[i]); + //--- + if(res!=0) + extreme_counter++; + i--; + } + i++; + start=i; + //--- what type of exremum we search for + if(LowMapBuffer[i]!=0) + { + cur_low=LowMapBuffer[i]; + extreme_search=Peak; + } + else + { + cur_high=HighMapBuffer[i]; + extreme_search=Bottom; + } + //--- clear indicator values + for(i=start+1; i(InpDeviation*_Point)) + val=0.0; + else + { + for(back=InpBackstep; back>=1; back--) + { + res=LowMapBuffer[shift-back]; + //--- + if((res!=0) && (res>val)) + LowMapBuffer[shift-back]=0.0; + } + } + } + if(low[shift]==val) + LowMapBuffer[shift]=val; + else + LowMapBuffer[shift]=0.0; + //--- high + val=Highest(high,InpDepth,shift); + if(val==last_high) + val=0.0; + else + { + last_high=val; + if((val-high[shift])>(InpDeviation*_Point)) + val=0.0; + else + { + for(back=InpBackstep; back>=1; back--) + { + res=HighMapBuffer[shift-back]; + //--- + if((res!=0) && (reslast_high && + LowMapBuffer[shift]==0.0) + { + ZigzagPeakBuffer[last_high_pos]=0.0; + last_high_pos=shift; + last_high=HighMapBuffer[shift]; + ZigzagPeakBuffer[shift]=last_high; + ColorBuffer[shift]=0; + } + if(LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0) + { + last_low=LowMapBuffer[shift]; + last_low_pos=shift; + ZigzagBottomBuffer[shift]=last_low; + ColorBuffer[shift]=1; + extreme_search=Peak; + } + break; + default: + return(rates_total); + } + } + +//--- return value of prev_calculated for 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Exit"); + return(INIT_FAILED); + } + +//--- define buffers + SetIndexBuffer(0, ExtH5Buffer); + SetIndexBuffer(1, ExtH4Buffer); + SetIndexBuffer(2, ExtH3Buffer); + SetIndexBuffer(3, ExtH2Buffer); + SetIndexBuffer(4, ExtH1Buffer); + SetIndexBuffer(5, ExtL1Buffer); + SetIndexBuffer(6, ExtL2Buffer); + SetIndexBuffer(7, ExtL3Buffer); + SetIndexBuffer(8, ExtL4Buffer); + SetIndexBuffer(9, ExtL5Buffer); + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Camarilla Channels"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_CH"; + Print("Indicator \"Camarilla Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + static MqlRates LAST_DAY[]; // previous day + static datetime last_time=0; // reference time + static datetime error_time=0; // error output time + +//--- if the indicator has previously been calculated, start from the bar preceding the last one + int start=prev_calculated-1; + +//--- if this is the first calculation of the indicator, start from the first bar on the chart + if(prev_calculated==0) + start=0; + +//--- calculate levels for all bars in a loop + for(int i=start; i=error_time) + { + error_time=TimeCurrent()+60; + Print("Failed to get previous day by CopyRates(Symbol(), PERIOD_D1, error ", GetLastError()); + } + return(prev_calculated); + } + } + + //--- calculate levels + double range=LAST_DAY[0].high - LAST_DAY[0].low; + double h5=(LAST_DAY[0].high/LAST_DAY[0].low) * LAST_DAY[0].close; + double h4=LAST_DAY[0].close + range*1.1/2.0; + double h3=LAST_DAY[0].close + range*1.1/4.0; + double h2=LAST_DAY[0].close + range*1.1/6.0; + double h1=LAST_DAY[0].close + range*1.1/12.0; + double l1=LAST_DAY[0].close - range*1.1/12.0; + double l2=LAST_DAY[0].close - range*1.1/6.0; + double l3=LAST_DAY[0].close - range*1.1/4.0; + double l4=LAST_DAY[0].close - range*1.1/2.0; + double l5=LAST_DAY[0].close - (h5 -LAST_DAY[0].close); + + //--- write values into buffers + ExtH5Buffer[i]=h5; + ExtH4Buffer[i]=h4; + ExtH3Buffer[i]=h3; + ExtH2Buffer[i]=h2; + ExtH1Buffer[i]=h1; + ExtL1Buffer[i]=l1; + ExtL2Buffer[i]=l2; + ExtL3Buffer[i]=l3; + ExtL4Buffer[i]=l4; + ExtL5Buffer[i]=l5; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"Camarilla Channels\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + ShowRightPrice(ExtPrefixUniq+"_H5", time, ExtH5Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_H4", time, ExtH4Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_H3", time, ExtH3Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_H2", time, ExtH2Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_H1", time, ExtH1Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_L1", time, ExtL1Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_L2", time, ExtL2Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_L3", time, ExtL3Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_L4", time, ExtL4Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_L5", time, ExtL5Buffer[last_index], clrRed); + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Free Indicators/DeMark Channel.ex5 b/BKPS/14031206/Indicators/Free Indicators/DeMark Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..47d1450a1ed14588654b3f540bb82e55f7696ecc GIT binary patch literal 13660 zcmdUVQ*bU$@a30$v2EM7ZQk72wr$(CZQHuBZ9BQ)jj_MoxBb8G!%o*!_35su=`$}g zQ+>oW*ufkDP^bVf01*HH0yqW({9gki#p&hWLzb-tRGf~e9$dixmHZD-{LjGuz~xW? z!2g~?V9-zj|09P8%fzmyvw#<_Vdn(t0_&v?Rfh*b&Z^{r~Y;0PFy|{|c4|m;zh?h5%)NE5QCg&lKSNUsUct&*XpX_5VAx_>Yqd zzyZJmVEoVA|Bo>MYypk{oBz&&0bu+ef7}1xN&Y{qpV@$#P>L_eUzqBH@l^l>InE@T zyis&c7~<-lJ#ho5cGHw^n1R1Ks5#en)h^~i;Y7GWlwlcgT_&KS{p`YiTHwfjV_wjq zaDnPeV3g)jupuT($BY-wObuX^d}D5+#h%`wqq5V)-0ZzyCP}iYG(jk-ro~1wMPFKP zPWdghaTQ>A%71v_8(x;})|V(YXX1QdjYx^iV)k-NB|*{(MDUiGYPlpgddG}f+A-`u zT`Y(LKW5RlX7rjdZz=-m3y4(!=x?x1bg(Re#`E%6uktpL`vC8u$vj`I9;qLEtEfzL zCj|IdVkIGQ0dN+U-VU}((vU$c(w?X;V?LNfTd4SI80zt^;%+h;F;u+*j0#jneVVP{ zlh?_F6NpwFR>p994Gq6otg8QV`_}F-8ltamVX@_^g3(1__a<4UKbkuD3rO2%-rdT+U zdt%JFMy#llTtp+QzYGbHW(f&_t5i%FcD!Np&=T!(ChFzn4wE2a98SB`a=F1qeC5^r z$e`9$6d;;pe*0ZRww@Rcj#lH;?wLZA`vd&eEsV=fP2AB*_CbV1HvMe{tF1dN8R{rVM-Ga}?(eY~irRmxu`3vGhcHOCc|G73nxHWw)pGd_eF+UnoEMwJ0hCNN z@L9w6Sux)-(UYs*S3*}yl%TaIn@DNg*I%ZJyTagWA4&UEzW{=@+n~hg_Y@bi38@89 zS>y1Pf*f@p*8*)zkmJnSzIJfa6nkERGa@hE2a{=_-L2pMR>%aSr0&{`SduM){;x#_ zXvKRncG@Cec)hh!7ow%3OpV81Vk>FL&9f*SR?}br`rI=D2KvPO zIXmZ%1g^TL$5r;rnJR6*?{ySB)tJ5jYSiCFGEvCW8IS-OPhn0nTDz%|Gx`^yAaGb; 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// show price of level + +//--- indicator buffers +double ExtPPBuffer[]; +double ExtR1Buffer[]; +double ExtS1Buffer[]; + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- check current timeframe + if(PeriodSeconds()>PeriodSeconds(PERIOD_D1)) + { + Alert("Timeframe of chart must be D1 or lower. Exit"); + return(INIT_FAILED); + } + +//--- define buffers + SetIndexBuffer(0, ExtPPBuffer); + SetIndexBuffer(1, ExtR1Buffer); + SetIndexBuffer(2, ExtS1Buffer); + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "DeMark Channel"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_DM"; + Print("Indicator \"DeMark Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + static MqlRates LAST_DAY[]; // previous day + static datetime last_time=0; // reference time + static datetime error_time=0; // error output time + +//--- if the indicator has previously been calculated, start from the bar preceding the last one + int start=prev_calculated-1; + +//--- if this is the first calculation of the indicator, start from the first bar on the chart + if(prev_calculated==0) + start=0; + +//--- calculate levels for all bars in a loop + for(int i=start; i=error_time) + { + error_time=TimeCurrent()+60; + Print("Failed to get previous day by CopyRates(Symbol(), PERIOD_D1, error ", GetLastError()); + } + return(prev_calculated); + } + } + + //--- preparations + double day_close=LAST_DAY[0].close; + double day_open=LAST_DAY[0].open; + double day_high=LAST_DAY[0].high; + double day_low=LAST_DAY[0].low; + + //--- initial calculation + double x=day_high+day_low+2*day_close; + if(day_closeday_open) + x=2*day_high+day_low+day_close; + + //--- calculate levels + double pivot_point=x/4; + double s1=x/2-day_high; + double r1=x/2-day_low; + + //--- write values into buffers + ExtPPBuffer[i]=pivot_point; + ExtR1Buffer[i]=r1; + ExtS1Buffer[i]=s1; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"DeMark Channels\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + ShowRightPrice(ExtPrefixUniq+"_PP", time, ExtPPBuffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_R1", time, ExtR1Buffer[last_index], clrBlue); + ShowRightPrice(ExtPrefixUniq+"_S1", time, ExtS1Buffer[last_index], clrRed); + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Free Indicators/Donchian Channel.ex5 b/BKPS/14031206/Indicators/Free Indicators/Donchian Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..52ee7557a03de193e409f4261a458f0a74edacb3 GIT binary patch literal 12862 zcmdUSL$EJA^yKf_wr$(CZQHhO+qV6#ZS%cr+qUML+5Klfi#c6Mb)Qr!=`2#`h-tEc 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Indicators/Donchian Channel.mq5 b/BKPS/14031206/Indicators/Free Indicators/Donchian Channel.mq5 new file mode 100644 index 0000000..89d76e2 --- /dev/null +++ b/BKPS/14031206/Indicators/Free Indicators/Donchian Channel.mq5 @@ -0,0 +1,160 @@ +//+------------------------------------------------------------------+ +//| Donchian Channel.mq5 | +//| Copyright 2009-2025, MetaQuotes Ltd | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "2009-2025, MetaQuotes Ltd" +#property link "http://www.mql5.com" +#property description "Donchian Channel" +//--- +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 3 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrBlue +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrGray +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrRed +//--- labels +#property indicator_label1 "Upper Donchian" +#property indicator_label2 "Middle Donchian" +#property indicator_label3 "Lower Donchian" + +//--- input parameter +input int InpDonchianPeriod=20; // period of the channel +input bool InpShowLabel =true; // show price of the level + +//--- indicator buffers +double ExtUpBuffer[]; +double ExtMdBuffer[]; +double ExtDnBuffer[]; + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- define buffers + SetIndexBuffer(0, ExtUpBuffer); + SetIndexBuffer(1, ExtMdBuffer); + SetIndexBuffer(2, ExtDnBuffer); + +//--- set a 1-bar offset for each line + PlotIndexSetInteger(0, PLOT_SHIFT, 1); + PlotIndexSetInteger(1, PLOT_SHIFT, 1); + PlotIndexSetInteger(2, PLOT_SHIFT, 1); + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Donchian Channel"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_DN"; + Print("Indicator \"Donchian Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- if the indicator has previously been calculated, start from the bar preceding the last one + int start=prev_calculated-1; + +//--- if this is the first calculation of the indicator, then move by InpDonchianPeriod bars form the beginning + if(prev_calculated==0) + start=InpDonchianPeriod+1; + +//--- calculate levels for all bars in a loop + for(int i=start; iPeriodSeconds(PERIOD_D1)) + { + Alert("Timeframe of chart must be D1 or lower. Exit"); + return(INIT_FAILED); + } + +//--- define buffers + SetIndexBuffer(0, ExtPPBuffer); + SetIndexBuffer(1, ExtR1Buffer); + SetIndexBuffer(2, ExtR2Buffer); + SetIndexBuffer(3, ExtS1Buffer); + SetIndexBuffer(4, ExtS2Buffer); + if(InpShowAllLevels) + { + SetIndexBuffer(5, ExtR3Buffer, INDICATOR_DATA); + SetIndexBuffer(6, ExtR4Buffer, INDICATOR_DATA); + SetIndexBuffer(7, ExtS3Buffer, INDICATOR_DATA); + SetIndexBuffer(8, ExtS4Buffer, INDICATOR_DATA); + //--- set plot type + PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(6, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(7, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(8, PLOT_DRAW_TYPE, DRAW_LINE); + //--- set line style + PlotIndexSetInteger(5, PLOT_LINE_STYLE, STYLE_DASH); + PlotIndexSetInteger(6, PLOT_LINE_STYLE, STYLE_SOLID); + PlotIndexSetInteger(7, PLOT_LINE_STYLE, STYLE_DASH); + PlotIndexSetInteger(8, PLOT_LINE_STYLE, STYLE_SOLID); + //--- set line color + PlotIndexSetInteger(5, PLOT_LINE_COLOR, clrGold); + PlotIndexSetInteger(6, PLOT_LINE_COLOR, clrGold); + PlotIndexSetInteger(7, PLOT_LINE_COLOR, clrGold); + PlotIndexSetInteger(8, PLOT_LINE_COLOR, clrGold); + } + else + { + SetIndexBuffer(5, ExtR3Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(6, ExtR4Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(7, ExtS3Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(8, ExtS4Buffer, INDICATOR_CALCULATIONS); + } + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Fibonacci Daily Channels"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_FB"; + Print("Indicator \"Fibonacci Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + static MqlRates LAST_DAY[]; // previous day + static datetime last_time=0; // reference time + static datetime error_time=0; // error output time + +//--- if the indicator has previously been calculated, start from the bar preceding the last one + int start=prev_calculated-1; + +//--- if this is the first calculation of the indicator, start from the first bar on the chart + if(prev_calculated==0) + start=0; + +//--- calculate levels for all bars in a loop + for(int i=start; i=error_time) + { + error_time=TimeCurrent()+60; + Print("Failed to get previous day by CopyRates(Symbol(), PERIOD_D1, error ", GetLastError()); + } + return(prev_calculated); + } + } + + //--- calculate Pivot levels + double range=LAST_DAY[0].high-LAST_DAY[0].low; + double pivot_point=(LAST_DAY[0].high+LAST_DAY[0].low+LAST_DAY[0].close)/3; + double r1=pivot_point+0.382*range; + double r2=pivot_point+0.618*range; + double s1=pivot_point-0.382*range; + double s2=pivot_point-0.618*range; + + //--- write values into buffers + ExtPPBuffer[i]=pivot_point; + ExtR1Buffer[i]=r1; + ExtR2Buffer[i]=r2; + ExtS1Buffer[i]=s1; + ExtS2Buffer[i]=s2; + + //--- additional levels + double r3=pivot_point+range; + double r4=pivot_point+1.618*range; + double s3=pivot_point-range; + double s4=pivot_point-1.618*range; + ExtR3Buffer[i]=r3; + ExtR4Buffer[i]=r4; + ExtS3Buffer[i]=s3; + ExtS4Buffer[i]=s4; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"Fibonacci Channels\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + ShowRightPrice(ExtPrefixUniq+"_PP", time, ExtPPBuffer[last_index], clrBlue); + ShowRightPrice(ExtPrefixUniq+"_R1", time, ExtR1Buffer[last_index], clrOrange); + ShowRightPrice(ExtPrefixUniq+"_R2", time, ExtR2Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_S1", time, ExtS1Buffer[last_index], clrTeal); + ShowRightPrice(ExtPrefixUniq+"_S2", time, ExtS2Buffer[last_index], clrGreen); + + if(InpShowAllLevels) + { + ShowRightPrice(ExtPrefixUniq+"_R3", time, ExtR3Buffer[last_index], clrGold); + ShowRightPrice(ExtPrefixUniq+"_R4", time, ExtR4Buffer[last_index], clrGold); + ShowRightPrice(ExtPrefixUniq+"_S3", time, ExtS3Buffer[last_index], clrGold); + ShowRightPrice(ExtPrefixUniq+"_S4", time, ExtS4Buffer[last_index], clrGold); + } + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Free Indicators/Keltner Channel.ex5 b/BKPS/14031206/Indicators/Free Indicators/Keltner Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..846952df8dfdbb9d8509beb8880de727989aab09 GIT binary patch literal 15366 zcmdUVLy#^?)MVSX?f%-fZJW1k+qQYzwsG6GZQC~I&Fuc!&tgtSRb-wM6;)Zgf|w>7 zm?IDrDi9bD5fBhC&=DBW{|M-LoIy`2M4BN5%<{4N{pJ5r{7+E)---WAmq7sm{qH6S z2K8V6KSRnH8Kl=F6roB979#SFyw zAGm<%{tsgYVgmyFw_rISQy>>0BOoOpS0MZUm?@C+e_7f8n92W~>i>IX@t-FbAO|3B zAcp_o{(nFZWDDd7Wb@x%&;$MX&%f>e_b&h68L&1Yq0HiB)BDANLy%J)6v!9G#ph;d z(R6 z+jCeH*%=rd0TU{Dp_Q}a!D@aR{&3drZ09O2iNu`r1D7P`sqivZ

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b/BKPS/14031206/Indicators/Free Indicators/Keltner Channel.mq5 new file mode 100644 index 0000000..a0d43b4 --- /dev/null +++ b/BKPS/14031206/Indicators/Free Indicators/Keltner Channel.mq5 @@ -0,0 +1,246 @@ +//+------------------------------------------------------------------+ +//| Keltner Channel.mq5 | +//| Copyright 2009-2025, MetaQuotes Ltd | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "2009-2025, MetaQuotes Ltd" +#property link "http://www.mql5.com" +#property description "Keltner Channel" + +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 3 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrBlue +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrGray +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrRed +//--- labels +#property indicator_label1 "Upper Keltner" +#property indicator_label2 "Middle Keltner" +#property indicator_label3 "Lower Keltner" + +//--- input parameters +input int InpEMAPeriod=20; // Period of EMA +input int InpATRPeriod=10; // Period of ATR +input double InpATRFactor=2.0; // ATR multiplier +input bool InpShowLabel=true; // Show price of level + + +//--- global variables for parameters +int ExtEMAPeriod; +int ExtATRPeriod; +double ExtATRFactor; + +//--- indicator buffers +double ExtUppBuffer[]; +double ExtEMABuffer[]; +double ExtDwnBuffer[]; + +//--- indicator handles +int ExtEMAHandle; +int ExtATRHandle; + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; +int ExtPeriod; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- check for input values + if(InpEMAPeriod<10) + { + ExtEMAPeriod=20; + PrintFormat("Incorrect value for input variable InpEMAPeriod=%d. Indicator will use value=%d for calculations.", + InpEMAPeriod, ExtEMAPeriod); + } + else + ExtEMAPeriod=InpEMAPeriod; + + if(InpATRPeriod<3) + { + ExtATRPeriod=10; + PrintFormat("Incorrect value for input variable InpATRPeriod=%d. Indicator will use value=%d for calculations.", + InpATRPeriod, ExtATRPeriod); + } + else + ExtATRPeriod=InpATRPeriod; + + if(InpATRFactor<1.0) + { + ExtATRFactor=2.0; + PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.", + InpATRFactor, ExtATRFactor); + } + else + ExtATRFactor=InpATRFactor; + +//--- define buffers + SetIndexBuffer(0, ExtUppBuffer); + SetIndexBuffer(1, ExtEMABuffer); + SetIndexBuffer(2, ExtDwnBuffer); + +//--- indexes draw begin settings + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpEMAPeriod+1); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpEMAPeriod+1); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpEMAPeriod+1); + +//--- set a 1-bar offset for each line + PlotIndexSetInteger(0, PLOT_SHIFT, 1); + PlotIndexSetInteger(1, PLOT_SHIFT, 1); + PlotIndexSetInteger(2, PLOT_SHIFT, 1); + +//--- set drawing line empty value + PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0); + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0); + PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, 0.0); + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Keltner Channel"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- create indicators + ExtEMAHandle=iMA(NULL, 0, InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE); + ExtATRHandle=iATR(NULL, 0, InpATRPeriod); + + ExtPeriod=PeriodSeconds(_Period); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_KLT"; + Print("Indicator \"Keltner Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- if this is the first calculation of the indicator + if(prev_calculated==0) + { + //--- populate the beginning values, for which the indicator cannot be calculated, with empty values + ArrayFill(ExtUppBuffer, 0, rates_total, 0); + ArrayFill(ExtEMABuffer, 0, rates_total, 0); + ArrayFill(ExtDwnBuffer, 0, rates_total, 0); + + //--- get EMA values into the indicator buffer + if(CopyBuffer(ExtEMAHandle, 0, 0, rates_total, ExtEMABuffer)<0) + return(0); + + //--- get ATR indicator values into a dynamic array + double atr[]; + if(CopyBuffer(ExtATRHandle, 0, 0, rates_total, atr)<0) + return(0); + + //--- shift from the beginning by the required number of bars + int start=MathMax(InpEMAPeriod, InpATRPeriod)+1; + + //--- fill in the values of the upper and lower channel borders + for(int i=start; i +#include + +//--- input parameters +input uint InpStartDate =0; // day number to start calculation +input uint InpShowDays =7; // number of days to show +input int InpMultiplier =1; // histogram length multiplier +input color InpAsiaSession =clrGold; // Asian session +input color InpEuropeSession =clrBlue; // European session +input color InpAmericaSession =clrViolet; // American session +input uchar InpTransparency =150; // transparency, 0 = invisible +input uint InpEuropeStartHour =8; // European session opening hour +input uint InpAmericaStartHour=14; // American session opening hour + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//--- forward class declaration +class CMarketProfile; +//--- collection of pointers of CMarketProfile type +CArrayList mp_list; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + Print("Indicator \"Market Profile Canvas\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- opening time of the current daily bar + datetime static open_time=0; + +//--- number of the last day for calculations + uint lastday=InpStartDate+InpShowDays; + +//--- if the calculation has already been done + if(prev_calculated!=0) + { + datetime current_open=iTime(Symbol(), PERIOD_D1, 0); + //--- and we don't need to calculate Market Profile for the first day + if(InpStartDate!=0) + { + //--- if the opening time has not been updated + if(open_time==current_open) + return(rates_total); // no calculation needed, exit + } + //--- otherwise, updated the opening time + open_time=current_open; + //--- further in the code, we will calculate Market Profile for only one day + lastday=InpStartDate+1; + } + +//--- make calculations for the specified days range + for(uint day=InpStartDate; day0) // then update the profile of the current day having the index of 0 + { + //--- search for the required CMarketProfile profile in the mp_list collection: it must be there + market_profile=GetMarketProfileByDate(ExtPrefixUniq, start_time); + //--- check + if(market_profile==NULL) + { + PrintFormat("Market Profile not found for %s. Indicator will be recalculated for all specified days", + TimeToString(start_time, TIME_DATE)); + return(0); // exit with zero value to ensure all calculations are done again + } + //--- the CMarketProfile object not found; pass valid High/Low values and a set of current-timeframe bars to it + market_profile.SetHiLoBars(day_rate[0].high, day_rate[0].low, bars_in_day); + } + else + { + //--- create a new object to store the profile + market_profile = new CMarketProfile(ExtPrefixUniq, start_time, stop_time, day_rate[0].high, day_rate[0].low, bars_in_day); + //--- add the created CMarketProfile to the collection + mp_list.Add(market_profile); + } + //--- set drawing parameters + market_profile.UpdateSizes(); + //--- calculate profiles for each session + market_profile.CalculateSessions(); + //--- draw the profile + market_profile.Draw(InpMultiplier); + } +//--- redraw all objects + ChartRedraw(0); + +//--- return value of prev_calculated for the next call + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our Market Profile graphical objects after use + Print("Indicator \"Market Profile Canvas\" stopped, delete all objects CMarketProfile with prefix=", ExtPrefixUniq); + int size=mp_list.Count(); + for(int i=0; i=CHARTEVENT_CUSTOM) + return; + +//--- there have been changes on the chart + if(CHARTEVENT_CHART_CHANGE==id) + { + int size=mp_list.Count(); + for(int i=0; i y + double m_hor_scale; // factor conversion count -> x + }; +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +void CMarketProfile::CMarketProfile(string prefix, datetime time1, datetime time2, double high, double low, MqlRates &bars[]): + m_prefix(prefix), + m_time1(time1), + m_time2(time2), + m_high(high), + m_low(low), + m_vert_scale(NULL), + m_hor_scale(NULL) + { + ArrayCopy(m_bars, bars); + m_name=ExtPrefixUniq+"_MP_"+TimeToString(time1, TIME_DATE); + m_day_size_pt=(int)((m_high-m_low)/SymbolInfoDouble(Symbol(), SYMBOL_POINT)); +//--- set the sizes of vectors for trading sessions + m_asia=vector::Zeros(m_day_size_pt); + m_europe=vector::Zeros(m_day_size_pt); + m_america=vector::Zeros(m_day_size_pt); +//--- create an object + UpdateSizes(); +//--- if it is the first tick at the day opening, the canvas sizes will be equal to zero - set 1 px for both coordinates + m_height=m_height?m_height:1; + m_width=m_width?m_width:1; + if(m_canvas.CreateBitmap(m_name, m_time1, m_high, m_width, m_height, COLOR_FORMAT_ARGB_NORMALIZE)) + ObjectSetInteger(0, m_name, OBJPROP_BACK, true); + else + { + Print("Error creating canvas: ", GetLastError()); + Print("time1=", m_time1, " high=", m_high, " width=", m_width, " height=", m_height); + } + } +//+------------------------------------------------------------------+ +//| Checks if CMarketProfile object is for the specified 'time' date | +//+------------------------------------------------------------------+ +bool CMarketProfile::Check(string prefix, datetime time) + { + string calculated= prefix+"_MP_"+TimeToString(time, TIME_DATE); + return (m_name==(calculated)); + }; +//+------------------------------------------------------------------+ +//| Sets High/Low and a set of current-timeframe bars | +//+------------------------------------------------------------------+ +void CMarketProfile::SetHiLoBars(double high, double low, MqlRates &bars[]) + { +//--- if the day's High changed, move the OBJ_BITMAP object linked by m_name + if(high>m_high) + { + m_high=high; + if(!ObjectSetDouble(0, m_name, OBJPROP_PRICE, m_high)) + PrintFormat("Failed to update canvas for %s, error %d", TimeToString(m_time1, TIME_DATE), GetLastError()); + } + ArrayCopy(m_bars, bars); + m_high=high; + m_low=low; +//--- day range in points + m_day_size_pt=(int)((m_high-m_low)/SymbolInfoDouble(Symbol(), SYMBOL_POINT)); +//--- re-set the sizes of vectors for trading sessions + m_asia=vector::Zeros(m_day_size_pt); + m_europe=vector::Zeros(m_day_size_pt); + m_america=vector::Zeros(m_day_size_pt); + } +//+------------------------------------------------------------------+ +//| Sets drawing parameters | +//+------------------------------------------------------------------+ +void CMarketProfile::UpdateSizes(void) + { +//--- convert time/price to x/y coordinates + int x1, y1, x2, y2; + ChartTimePriceToXY(0, 0, m_time1, m_high, x1, y1); + ChartTimePriceToXY(0, 0, m_time2, m_low, x2, y2); +//--- calculate window size + m_height=y2-y1; + m_width =x2-x1; +//--- calculate coefficients for converting boxes and counters into chart pixels + m_vert_scale=double(m_height)/(m_day_size_pt); + m_hor_scale =double(m_width*PeriodSeconds(PERIOD_CURRENT))/PeriodSeconds(PERIOD_D1); + + m_canvas.Resize(m_width, m_height); + } +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +void CMarketProfile::~CMarketProfile(void) + { +//--- delete all our graphical objects after use + ObjectsDeleteAll(0, m_prefix, 0, OBJ_BITMAP); + ChartRedraw(); + } +//+------------------------------------------------------------------+ +//| Checks that the profile is in the visible part of the chart | +//+------------------------------------------------------------------+ +bool CMarketProfile::isVisibleOnChart(void) + { + long last_bar=ChartGetInteger(0, CHART_FIRST_VISIBLE_BAR); + long first_bar=last_bar+-ChartGetInteger(0, CHART_VISIBLE_BARS); + first_bar=first_bar>0?first_bar:0; + datetime left =iTime(Symbol(), Period(), (int)last_bar); + datetime right=iTime(Symbol(), Period(), (int)first_bar); +//--- return check result + return((m_time1>= left && m_time1 <=right) || (m_time2>= left && m_time2 <=right)); + } +//+------------------------------------------------------------------+ +//| Prepares profile arrays by sessions | +//+------------------------------------------------------------------+ +bool CMarketProfile::CalculateSessions(void) + { + double point=SymbolInfoDouble(Symbol(), SYMBOL_POINT); + if(ArraySize(m_bars)==0) + return(false); +//---- iterate through all bars of the current day and mark the boxes they fall into + int size=ArraySize(m_bars); + for(int i=0; i=InpAmericaStartHour) + { + for(int ind=start_box; ind=InpEuropeStartHour && hour+?2spGDWByo>&WSe$~{>@hg3z_dfeXCxg_T0|0H@|nmC&X5DSoq>i?$(4nz_pKYu@7~(Y|7Vsk zfIWZ%fG205t#UvH+(4`3wOR0bKtZ>GGfD{GV6mKg|Sy z?td@)|4ZwC5WD=h1I_?k0QCQ{`~S^!0JZ>*05$-u|6w%#54Y|AFR}f<37YXggbe@j z|5xfk$Dt!eymD7CG$D;LW#YPX?6TE>t;ONqqi6E(zn=mVv~+frDWAcA)ZaLh@9C;= z6w~FrcgfC%iq*le9rczD8v2WRm=LnENuH{J+(25V4owjSk zH1C zLq=LD)QIXNEeJo0lZSl-tp>6T@9#6o9_~s7RH)xfmZGJ}bT0@G{fvHQR7b;zO9Jif 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zZw(&WFsN8K6};hcq&tQ;51u7(5R(@!(5qD~&bS|nYzM^T=|Mc_i;J4D%boH=>{EC2ui literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Indicators/Free Indicators/MarketProfile.mq5 b/BKPS/14031206/Indicators/Free Indicators/MarketProfile.mq5 new file mode 100644 index 0000000..96412af --- /dev/null +++ b/BKPS/14031206/Indicators/Free Indicators/MarketProfile.mq5 @@ -0,0 +1,210 @@ +//+------------------------------------------------------------------+ +//| MarketProfile.mq5 | +//| Copyright 2009-2025, MetaQuotes Ltd | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2022, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" +#property indicator_chart_window +#property indicator_plots 0 + +//--- input parameters +input uint InpStartDate =0; // day number to start calculation +input uint InpShowDays =3; // number of days to display +input int InpMultiplier =1; // histogram length multiplier +input color InpAsiaSession =clrGold; // Asian session +input color InpEuropeSession =clrBlue; // European session +input color InpAmericaSession =clrViolet; // American session +input uint InpEuropeStartHour =8; // European session opening hour +input uint InpAmericaStartHour=14; // American session opening hour + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + Print("Indicator \"Market Profile\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- opening time of the current daily bar + datetime static open_time=0; + +//--- number of the last day for calculations + uint lastday=InpStartDate+InpShowDays; + +//--- if the calculation has already been done + if(prev_calculated!=0) + { + datetime current_open=iTime(Symbol(), PERIOD_D1, 0); + //--- no calculation needed for the first day + if(InpStartDate!=0) + { + //--- if the opening time has not been updated + if(current_open==open_time) + return(rates_total); // no calculation needed, exit + } + //--- update the opening time + open_time=current_open; + //--- further in the code calculate only one day + lastday=InpStartDate+1; + } + +//--- calculate for the specified number of days + for(uint day=InpStartDate; day=InpAmericaStartHour) + { + for(int ind=start_box; ind=InpEuropeStartHour && hour0) + { + double price=low_day+ind*point; + datetime time1=day_rate[0].time; + datetime time2=time1+boxes_asia[ind]*box_length*InpMultiplier; + string prefix=ExtPrefixUniq+"_"+day_prefix+"_Asia_"+StringFormat("%.5f", price); + + DrawBox(prefix, price, time1, time2, InpAsiaSession); + } + } + + //--- Europe + for(int ind=0; ind0) + { + double price=low_day+ind*point; + datetime time1=day_rate[0].time+boxes_asia[ind]*box_length*InpMultiplier; + datetime time2=time1+boxes_europe[ind]*box_length*InpMultiplier; + string prefix=ExtPrefixUniq+"_"+day_prefix+"_Europe_"+StringFormat("%.5f", price); + + DrawBox(prefix, price, time1, time2, InpEuropeSession); + } + } + + //--- America + for(int ind=0; ind0) + { + double price=low_day+ind*point; + datetime time1=day_rate[0].time+(boxes_asia[ind]+boxes_europe[ind])*box_length*InpMultiplier; + datetime time2=time1+boxes_america[ind]*box_length*InpMultiplier; + string prefix=ExtPrefixUniq+"_"+day_prefix+"_America_"+StringFormat("%.5f", price); + + DrawBox(prefix, price, time1, time2, InpAmericaSession); + } + } + } + +//--- redraw all objects + ChartRedraw(0); + +//--- return value of prev_calculated for the next call + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"Market Profile\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_RECTANGLE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Draw color box | +//+------------------------------------------------------------------+ +void DrawBox(string bar_prefix, double price, datetime time1, datetime time2, color clr) + { + ObjectCreate(0, bar_prefix, OBJ_RECTANGLE, 0, time1, price, time2, price); + ObjectSetInteger(0, bar_prefix, OBJPROP_COLOR, clr); + ObjectSetInteger(0, bar_prefix, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, bar_prefix, OBJPROP_WIDTH, 1); + ObjectSetString(0, bar_prefix, OBJPROP_TOOLTIP, "\n"); + ObjectSetInteger(0, bar_prefix, OBJPROP_BACK, true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Free Indicators/MurreyMath Channel.ex5 b/BKPS/14031206/Indicators/Free Indicators/MurreyMath Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..218c33143b7df1c0fa7821619d88b6afc9d75d33 GIT binary patch literal 24406 zcmdRUQ*bX#@Z~SIZQIF>ZQHhSbQZ4Th%dS+^t6W`1x8OS21K1P^{s_8#$Z}ZeQEX|MxLw 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"2009-2025, MetaQuotes Ltd" +#property link "http://www.mql5.com" +#property description "Murrey Math Channels based on https://www.mql5.com/ru/code/8157" +#property description "Author of calculations is Vladyslav Goshkov (https://www.mql5.com/en/users/vladislavvg)" + +//--- input parameters +input int InpCalculationPeriod=64; // calculation period +input bool InpShowExtraLevels =false; // show all levels +input bool InpShowLabel =true; // show price of level + +//--- properties +#property indicator_chart_window +#property indicator_buffers 13 +#property indicator_plots 13 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrDarkBlue + +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrDarkViolet + +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrMediumSlateBlue +#property indicator_width3 2 + +#property indicator_type4 DRAW_LINE +#property indicator_color4 clrFireBrick + +#property indicator_type5 DRAW_LINE +#property indicator_color5 clrRed +#property indicator_width5 2 + +#property indicator_type6 DRAW_LINE +#property indicator_color6 clrGreen + +#property indicator_type7 DRAW_LINE +#property indicator_color7 clrDarkGray +#property indicator_width7 2 + +#property indicator_type8 DRAW_LINE +#property indicator_color8 clrGreen + +#property indicator_type9 DRAW_LINE +#property indicator_color9 clrRed +#property indicator_width9 2 + +#property indicator_type10 DRAW_LINE +#property indicator_color10 clrFireBrick + +#property indicator_type11 DRAW_LINE +#property indicator_color11 clrMediumSlateBlue +#property indicator_width11 2 + +#property indicator_type12 DRAW_LINE +#property indicator_color12 clrDarkViolet + +#property indicator_type13 DRAW_LINE +#property indicator_color13 clrDarkBlue + +//---labels +#property indicator_label1 "[+2/8]" +#property indicator_label2 "[+1/8]" +#property indicator_label3 "[8/8]" +#property indicator_label4 "[7/8]" +#property indicator_label5 "[6/8]" +#property indicator_label6 "[5/8]" +#property indicator_label7 "[4/8]" +#property indicator_label8 "[3/8]" +#property indicator_label9 "[2/8]" +#property indicator_label10 "[1/8]" +#property indicator_label11 "[0/8]" +#property indicator_label12 "[-1/8]" +#property indicator_label13 "[-2/8]" + +//--- indicator buffers +double Ext1Buffer[]; +double Ext2Buffer[]; +double Ext3Buffer[]; +double Ext4Buffer[]; +double Ext5Buffer[]; +double Ext6Buffer[]; +double Ext7Buffer[]; +double Ext8Buffer[]; +double Ext9Buffer[]; +double Ext10Buffer[]; +double Ext11Buffer[]; +double Ext12Buffer[]; +double Ext13Buffer[]; + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- check current timeframe + if(PeriodSeconds()>PeriodSeconds(PERIOD_D1)) + { + Alert("Timeframe of chart must be D1 or lower. Exit"); + return(INIT_FAILED); + } + +//--- define buffers + if(InpShowExtraLevels) + { + SetIndexBuffer(0, Ext1Buffer); + SetIndexBuffer(1, Ext2Buffer); + SetIndexBuffer(2, Ext3Buffer); + SetIndexBuffer(3, Ext4Buffer); + SetIndexBuffer(4, Ext5Buffer); + SetIndexBuffer(5, Ext6Buffer); + SetIndexBuffer(6, Ext7Buffer); + SetIndexBuffer(7, Ext8Buffer); + SetIndexBuffer(8, Ext9Buffer); + SetIndexBuffer(9, Ext10Buffer); + SetIndexBuffer(10, Ext11Buffer); + SetIndexBuffer(11, Ext12Buffer); + SetIndexBuffer(12, Ext13Buffer); + } + else + { + SetIndexBuffer(0, Ext1Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(1, Ext2Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(2, Ext3Buffer); + SetIndexBuffer(3, Ext4Buffer); + SetIndexBuffer(4, Ext5Buffer); + SetIndexBuffer(5, Ext6Buffer); + SetIndexBuffer(6, Ext7Buffer); + SetIndexBuffer(7, Ext8Buffer); + SetIndexBuffer(8, Ext9Buffer); + SetIndexBuffer(9, Ext10Buffer); + SetIndexBuffer(10, Ext11Buffer); + SetIndexBuffer(11, Ext12Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(12, Ext13Buffer, INDICATOR_CALCULATIONS); + } + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Murrey Math Channels"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_MM"; + Print("Indicator \"Murrey Math Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int start; +//--- if this is the first calculation of the indicator, fill buffers with empty initial values + if(prev_calculated==0) + { + FillBuffers(EMPTY_VALUE); + //--- shift from the beginning by the required number of bars + start=InpCalculationPeriod+1; + } + else + { + //--- if the indicator has previously been calculated, calculate values for the last 2 bars + start=prev_calculated-2; + } + +//--- calculate levels for all bars in a loop + int i=start; + for(; i=max) + mx=mn+octave; + + //--- calculation of Resistance level + double x1=0, x2=0, x3=0, x4=0, x5=0, x6=0; + if((min>=(3*(mx-mn)/16+mn)) && (max<=(9*(mx-mn)/16+mn))) + x2=mn+(mx-mn)/2; + if((min>=(mn-(mx-mn)/8)) && (max<=(5*(mx-mn)/8+mn)) && (x2==0)) + x1=mn+(mx-mn)/2; + if((min>=(mn+7*(mx-mn)/16)) && (max<=(13*(mx-mn)/16+mn))) + x4=mn+3*(mx-mn)/4; + if((min>=(mn+3*(mx-mn)/8)) && (max<=(9*(mx-mn)/8+mn)) && (x4==0)) + x5=mx; + if((min>=(mn+(mx-mn)/8)) && (max<=(7*(mx-mn)/8+mn)) && (x1==0) && (x2==0) && (x4==0) && (x5==0)) + x3=mn+3*(mx-mn)/4; + if((x1+x2+x3+x4+x5)==0) + x6=mx; + double resistance_level=x1+x2+x3+x4+x5+x6; + + //--- calculation of Support level + double y1=0, y2=0, y3=0, y4=0, y5=0, y6=0; + if(x1>0) + y1=mn; + if(x2>0) + y2=mn+(mx-mn)/4; + if(x3>0) + y3=mn+(mx-mn)/4; + if(x4>0) + y4=mn+(mx-mn)/2; + if(x5>0) + y5=mn+(mx-mn)/2; + if((resistance_level>0) && ((y1+y2+y3+y4+y5)==0)) + y6=mn; + double support_level=y1+y2+y3+y4+y5+y6; + + //--- divider of MM levels + double divide_mml=(resistance_level-support_level)/8; + + //--- write values into buffers + Ext13Buffer[i]=support_level-2*divide_mml; + Ext12Buffer[i]=Ext13Buffer[i]+divide_mml; + Ext11Buffer[i]=Ext12Buffer[i]+divide_mml; + Ext10Buffer[i]=Ext11Buffer[i]+divide_mml; + Ext9Buffer[i]=Ext10Buffer[i]+divide_mml; + Ext8Buffer[i]=Ext9Buffer[i]+divide_mml; + Ext7Buffer[i]=Ext8Buffer[i]+divide_mml; + Ext6Buffer[i]=Ext7Buffer[i]+divide_mml; + Ext5Buffer[i]=Ext6Buffer[i]+divide_mml; + Ext4Buffer[i]=Ext5Buffer[i]+divide_mml; + Ext3Buffer[i]=Ext4Buffer[i]+divide_mml; + Ext2Buffer[i]=Ext3Buffer[i]+divide_mml; + Ext1Buffer[i]=Ext2Buffer[i]+divide_mml; + + //--- remove line clutter + if(Ext1Buffer[i]!=Ext1Buffer[i-1]) + Ext1Buffer[i-1]=EMPTY_VALUE; + if(Ext2Buffer[i]!=Ext2Buffer[i-1]) + Ext2Buffer[i-1]=EMPTY_VALUE; + if(Ext3Buffer[i]!=Ext3Buffer[i-1]) + Ext3Buffer[i-1]=EMPTY_VALUE; + if(Ext4Buffer[i]!=Ext4Buffer[i-1]) + Ext4Buffer[i-1]=EMPTY_VALUE; + if(Ext5Buffer[i]!=Ext5Buffer[i-1]) + Ext5Buffer[i-1]=EMPTY_VALUE; + if(Ext6Buffer[i]!=Ext6Buffer[i-1]) + Ext6Buffer[i-1]=EMPTY_VALUE; + if(Ext7Buffer[i]!=Ext7Buffer[i-1]) + Ext7Buffer[i-1]=EMPTY_VALUE; + if(Ext8Buffer[i]!=Ext8Buffer[i-1]) + Ext8Buffer[i-1]=EMPTY_VALUE; + if(Ext9Buffer[i]!=Ext9Buffer[i-1]) + Ext9Buffer[i-1]=EMPTY_VALUE; + if(Ext10Buffer[i]!=Ext10Buffer[i-1]) + Ext10Buffer[i-1]=EMPTY_VALUE; + if(Ext11Buffer[i]!=Ext11Buffer[i-1]) + Ext11Buffer[i-1]=EMPTY_VALUE; + if(Ext12Buffer[i]!=Ext12Buffer[i-1]) + Ext12Buffer[i-1]=EMPTY_VALUE; + if(Ext13Buffer[i]!=Ext13Buffer[i-1]) + Ext13Buffer[i-1]=EMPTY_VALUE; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Initialize buffers with initial values | +//+------------------------------------------------------------------+ +void FillBuffers(double value=0) + { + int count=ArraySize(Ext1Buffer); + ArrayFill(Ext1Buffer, 0, count, value); + ArrayFill(Ext2Buffer, 0, count, value); + ArrayFill(Ext3Buffer, 0, count, value); + ArrayFill(Ext4Buffer, 0, count, value); + ArrayFill(Ext5Buffer, 0, count, value); + ArrayFill(Ext6Buffer, 0, count, value); + ArrayFill(Ext7Buffer, 0, count, value); + ArrayFill(Ext8Buffer, 0, count, value); + ArrayFill(Ext9Buffer, 0, count, value); + ArrayFill(Ext10Buffer, 0, count, value); + ArrayFill(Ext11Buffer, 0, count, value); + ArrayFill(Ext12Buffer, 0, count, value); + ArrayFill(Ext13Buffer, 0, count, value); + } +//+------------------------------------------------------------------+ +//| Determine the fractal | +//+------------------------------------------------------------------+ +double DetermineFractal(double value) + { + if(value<=250000 && value>25000) + return(100000); + + if(value<=25000 && value>2500) + return(10000); + + if(value<=2500 && value>250) + return(1000); + + if(value<=250 && value>25) + return(100); + + if(value<=25 && value>12.5) + return(12.5); + + if(value<=12.5 && value>6.25) + return(12.5); + + if(value<=6.25 && value>3.125) + return(6.25); + + if(value<=3.125 && value>1.5625) + return(3.125); + + if(value<=1.5625 && value>0.390625) + return(1.5625); + + if(value<=0.390625 && value>0) + return(0.1953125); + + return(0); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"Murrey Math Channels\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + ShowRightPrice(ExtPrefixUniq+" [8/8]", time, Ext3Buffer[last_index], clrMediumSlateBlue); + ShowRightPrice(ExtPrefixUniq+" [7/8]", time, Ext4Buffer[last_index], clrFireBrick); + ShowRightPrice(ExtPrefixUniq+" [6/8]", time, Ext5Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+" [5/8]", time, Ext6Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+" [4/8]", time, Ext7Buffer[last_index], clrDarkGray); + ShowRightPrice(ExtPrefixUniq+" [3/8]", time, Ext8Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+" [2/8]", time, Ext9Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+" [1/8]", time, Ext10Buffer[last_index], clrFireBrick); + ShowRightPrice(ExtPrefixUniq+" [0/8]", time, Ext11Buffer[last_index], clrMediumSlateBlue); + + if(InpShowLabel) + { + ShowRightPrice(ExtPrefixUniq+" [+2/8]", time, Ext1Buffer[last_index], clrDarkBlue); + ShowRightPrice(ExtPrefixUniq+" [+1/8]", time, Ext2Buffer[last_index], clrDarkViolet); + ShowRightPrice(ExtPrefixUniq+" [-1/8]", time, Ext12Buffer[last_index], clrDarkViolet); + ShowRightPrice(ExtPrefixUniq+" [-2/8]", time, Ext13Buffer[last_index], clrDarkBlue); + } + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff 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+//+------------------------------------------------------------------+ +//| NRTR Channel.mq5 | +//| Copyright 2009-2025, MetaQuotes Ltd | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "2009-2025, MetaQuotes Ltd" +#property link "http://www.mql5.com" +#property description "NRTR Channel" +//--- +#property indicator_chart_window +#property indicator_buffers 6 +#property indicator_plots 4 +#property indicator_type1 DRAW_ARROW +#property indicator_color1 clrDeepSkyBlue +#property indicator_type2 DRAW_ARROW +#property indicator_color2 clrDeepSkyBlue +#property indicator_type3 DRAW_ARROW +#property indicator_color3 clrLightSalmon +#property indicator_type4 DRAW_ARROW +#property indicator_color4 clrLightSalmon +//--- labels +#property indicator_label1 "Long Resistance" +#property indicator_label2 "Long Support" +#property indicator_label3 "Short Support" +#property indicator_label4 "Short Resistance" + +//--- inputs +input int InpATRPeriod=40; // ATR period +input double InpkATR =2.0; // ATR multiplier +input bool InpShowLabel=true; // show price of level + +//--- uptrend buffers +double ExtCeilingBuffer[]; +double ExtBuyBuffer[]; +//--- downtrend buffers +double ExtSellBuffer[]; +double ExtFloorBuffer[]; +//--- auxiliary buffers +double ExtTrendBuffer[]; +double ExtATRBuffer[]; + +//--- indicator handle +int ExtATRHandle; + +#define UP_TREND 1 +#define DOWN_TREND -1 + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- define buffers and plots + SetIndexBuffer(0, ExtCeilingBuffer); + PlotIndexSetInteger(0, PLOT_ARROW, 159); + + SetIndexBuffer(1, ExtBuyBuffer); + PlotIndexSetInteger(1, PLOT_ARROW, 251); + + SetIndexBuffer(2, ExtSellBuffer); + PlotIndexSetInteger(2, PLOT_ARROW, 251); + + SetIndexBuffer(3, ExtFloorBuffer); + PlotIndexSetInteger(3, PLOT_ARROW, 159); + + SetIndexBuffer(4, ExtTrendBuffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(5, ExtATRBuffer, INDICATOR_CALCULATIONS); + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "NRTR Channel"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//---- Get the indicator handle + ExtATRHandle=iATR(NULL, 0, InpATRPeriod); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_NRTR"; + Print("Indicator \"_NRTR Channel\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- if the indicator has previously been calculated, start from the bar preceding the last one + int start=prev_calculated-2; + +//--- if this is the first calculation of the indicator, set the calculation start and the trend direction + if(prev_calculated==0) + { + start=InpATRPeriod; + ArrayFill(ExtSellBuffer, 0, rates_total, EMPTY_VALUE); + ArrayFill(ExtBuyBuffer, 0, rates_total, EMPTY_VALUE); + ArrayFill(ExtCeilingBuffer, 0, rates_total, EMPTY_VALUE); + ArrayFill(ExtFloorBuffer, 0, rates_total, EMPTY_VALUE); + ArrayFill(ExtTrendBuffer, 0, rates_total, EMPTY_VALUE); + + //--- trend direction + if(close[start-1]>low[start-1]) + { + ExtTrendBuffer[start-1]=UP_TREND; + ExtCeilingBuffer[start-1]=close[start-1]; + ExtBuyBuffer [start-1]=close[start-1]-InpkATR*ExtATRBuffer[start-1]; + } + else + { + ExtTrendBuffer[start-1]=DOWN_TREND; + ExtFloorBuffer[start-1]=close[start-1]; + ExtSellBuffer[start-1]=close[start-1]+InpkATR*ExtATRBuffer[start-1]; + } + } + +//--- indicator values in the buffer + if(CopyBuffer(ExtATRHandle, 0, 0, rates_total, ExtATRBuffer)<0) + return(0); + +//--- calculate levels for all bars in a loop + for(int i=start; i0) + { + //--- if Low of the current bar is higher than the resistance level on the previous bar + if(low[i]>ExtCeilingBuffer[i-1]) + { + //--- update resistance levels + ExtCeilingBuffer[i]=close[i]; // uptrend resistance level + ExtFloorBuffer[i]=EMPTY_VALUE; // empty downtrend resistance level + //--- update support levels + ExtBuyBuffer[i]=close[i]-InpkATR*ExtATRBuffer[i]; + ExtSellBuffer[i]=EMPTY_VALUE; + //--- set the sign of an uptrend on the current bar + ExtTrendBuffer[i]=UP_TREND; + continue; + } + + //--- if closed lower than the previous-bar support level + if(close[i]ExtSellBuffer[i-1]) + { + ExtTrendBuffer[i]=UP_TREND; // uptrend + //--- set levels for the uptrend + ExtCeilingBuffer[i]=close[i]; // resistance level + ExtBuyBuffer[i]=close[i]-InpkATR*ExtATRBuffer[i]; // support + //--- delete downtrend levels + ExtFloorBuffer[i]=EMPTY_VALUE; + ExtSellBuffer[i]=EMPTY_VALUE; + continue; + } + } + + //--- if we reached this code line, the trend has not changed + //--- so, copy the previous buffer values + ExtSellBuffer[i] = ExtSellBuffer[i-1]; + ExtBuyBuffer[i] = ExtBuyBuffer[i-1]; + ExtCeilingBuffer[i]= ExtCeilingBuffer[i-1]; + ExtFloorBuffer[i] = ExtFloorBuffer[i-1]; + ExtTrendBuffer[i] = ExtTrendBuffer[i-1]; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"NRTR Channel\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + color clr; + double up, dn; +//--- define color and levels + if(ExtTrendBuffer[last_index]==UP_TREND) + { + clr=clrDeepSkyBlue; + up=ExtCeilingBuffer[last_index]; + dn=ExtBuyBuffer[last_index]; + } + else + { + clr=clrLightSalmon; + up=ExtSellBuffer[last_index]; + dn=ExtFloorBuffer[last_index]; + } + + ShowRightPrice(ExtPrefixUniq+"_Res", time, up, clr); + ShowRightPrice(ExtPrefixUniq+"_Sup", time, dn, clr); + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>2 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Free Indicators/Parabolic Channel.ex5 b/BKPS/14031206/Indicators/Free Indicators/Parabolic Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..9912657772cd019aff4fdaaa699c09a6e4b91ce8 GIT binary patch literal 13734 zcmdUTL(nix(A;C&wr$(CZQHhO+qP}ndLP?1@+G%F_Z%`^yVX5YTf04nJ&dRZD~KZi z1Tp{!00961AiyyQ!2bw@2cXqm-j9as{-zz&IPB5?QT$Jk{ojfIOP50c0Q~PI00Qyf z{y#$oQ%(s?AWq^~5<^8>mz-`->B9w9BS#iN^ud6_57;eK>XQ5Jt;76(pJD=F_z#=_ zwEu@O0k8tl{P$p408;=L07C#p09OF}|ClL&^M6^H|Cq`Dyz2jZW$~XU7XSwUE&%%f z;QoI=2Ve`}2w?MHFX#Y_|MPGA|GmrqcLq@Hj@YE>_W{kY=52kc&dmVK3q?ABY2n#o zqH~g31rVjL>rv{GE18{XSx)AuqOlIFHCiw%RRq#BDIZ@j+zP?yK{FKT#(N-C$n(BU z%PJ9Lf6P%Nqt0>rbHm4ytq>74B@THqB{{N!vP}>b6JWzOGN$PaIM_);O%eO=>;ugf 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+#property link "http://www.mql5.com" +#property description "Parabolic Channel" + +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 3 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrRoyalBlue +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 +#property indicator_type2 DRAW_ARROW +#property indicator_width2 2 +#property indicator_color2 clrDeepSkyBlue +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrDarkOrange +#property indicator_style3 STYLE_SOLID +#property indicator_width3 1 +//--- labels +#property indicator_label1 "Upper" +#property indicator_label2 "Parabolic" +#property indicator_label3 "Lower " + +//--- input parameters +input double InpSARStep =0.02; // Step +input double InpSARMaximum=0.2; // Maximum +input bool InpShowLabel =true; // Show price of level + +//--- indicator buffers +double ExtUpperBuffer[]; +double ExtParabolicBuffer[]; +double ExtLowerBuffer[]; + +//--- indicator handle +int ExtParabolicHandle; +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- define buffers + SetIndexBuffer(0, ExtUpperBuffer); + SetIndexBuffer(1, ExtParabolicBuffer); + SetIndexBuffer(2, ExtLowerBuffer); + PlotIndexSetInteger(1,PLOT_ARROW,159); + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Parabolic Channel"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- create indicators + ExtParabolicHandle=iSAR(NULL,0,InpSARStep,InpSARMaximum); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_PS"; + Print("Indicator \"Parabolic Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- write Parabolic SAR indicator values to the buffer + if(CopyBuffer(ExtParabolicHandle, 0, 0, rates_total, ExtParabolicBuffer)<0) + return(0); + +//--- start calculations from the bar preceding the last one + int start=prev_calculated-2; + +//--- if this is the first calculation of the indicator + if(prev_calculated==0) + { + start=1; + ArrayFill(ExtUpperBuffer,0,rates_total,0); + ArrayFill(ExtLowerBuffer,0,rates_total,0); + ExtUpperBuffer[start-1]=close[start-1]; + ExtLowerBuffer[start-1]=open[start-1]; + } + + for(int i=start; iExtParabolicBuffer[i] && close[i-1]ExtParabolicBuffer[i-1]) + ExtUpperBuffer[i]=ExtParabolicBuffer[i]; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"Parabolic Channel\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + ShowRightPrice(ExtPrefixUniq+"_Upper", time, ExtUpperBuffer[last_index], clrRoyalBlue); + ShowRightPrice(ExtPrefixUniq+"_Parabolic", time, ExtParabolicBuffer[last_index], clrDeepSkyBlue); + ShowRightPrice(ExtPrefixUniq+"_Lower", time, ExtLowerBuffer[last_index], clrDarkOrange); + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Free Indicators/Pivot Channel.ex5 b/BKPS/14031206/Indicators/Free Indicators/Pivot Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..7cd49bca0d22980ee03dbd73d9556dd0b1e83f69 GIT binary patch literal 17628 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z36b1c-3v)Rg(VG<_u#Ez0?e)uDsNZaha@HBoJ8T9)eAf}{RO!e6XGw{P>LGJ(MzYeX8{l*jaZCA8}GMhQ; zT|z?y%)`aD;kg@{!G&!;`tS05X zctS(dGH8TuMt0BN#8dersbU19Qyy2eaKROk&#T1H046HuLlAsEabC|MI`a z5vYAzAwt$U))Kfnb#5;Nn$$!$TP@6wWvMZ;Tj-piFDv?e$Ql@@nH34H^1=GmrBYrj z6qSIIpNrrrwXViTRu~@^i8YSkiXi5+~`ZmfXF;BN}E>=&12e}wUIm*6d<=s z&ZyQA)=|Ig4H*N^?e<^4%6R>!`^S8Ge1%#PJ*lB_z7_@Jx~dP*$kg5W(oaoT0fPL% zR}??*EV9G!R-dXg-wCQj1+MMCkErfU{)<}=C)s=teor+G4qge3oGYEP-~&4UMqXu0 zIc4nb>?jc$#PVzn#Bat69)76w89Lo&S^$-{9%tb309@LY4EDaK%mHV97h^k`_yo^V TVX;U0NLRLXsc`8(-J= maxLength && + // + // ADX ... + adxCalculatedBars >= maxLength + // + ; + if (!isPassedRequiredCalculatedBars) + { + return prev_calculated; + } + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) + ? rates_total + : (rates_total - prev_calculated) + 1; + + // + // Buffers Copy ... + + // + // MA ... + int copiedMas = CopyBuffer(maHandler, 0, 0, limit, maBuffer); + + // + // ADX ... + int copiedAdxs = CopyBuffer(adxHandler, MAIN_LINE, 0, limit, adxBuffer); + int copiedAdxPs = CopyBuffer(adxHandler, PLUSDI_LINE, 0, limit, adxPBuffer); + int copiedAdxMs = CopyBuffer(adxHandler, MINUSDI_LINE, 0, limit, adxMBuffer); + + // + // Validate Copied Items ... + bool isPassedRequiredCopiedItems = + // + // MA ... + copiedMas > 0 && + // + // ADX ... + copiedAdxs > 0 && + copiedAdxPs > 0 && + copiedAdxMs > 0 + // + ; + if (!isPassedRequiredCopiedItems) + { + return prev_calculated; + } + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + // + CalculateBuffers( + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + result = + // + // MA ... + maLength > 0 && + // + // ADX ... + adxLength > 0 && + adxThreshold > 0 + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + result = MathMax(maLength, adxLength); + + // + return result; +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // Plot Buffers ... + + // + // UP Trend ... + + // + ENUM_DRAW_TYPE upTrendDrawType = showUpTrend ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(upTrendBuffer, true); + SetIndexBuffer(upTrendBufferIndex, upTrendBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(upTrendBufferIndex, PLOT_SHOW_DATA, showUpTrend); + PlotIndexSetInteger(upTrendBufferIndex, PLOT_DRAW_TYPE, upTrendDrawType); + + // + PlotIndexSetDouble(upTrendBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(upTrendBufferIndex, PLOT_ARROW, upTrendArrowCode); + + // + // DOWN Trend ... + + // + ENUM_DRAW_TYPE downTrendDrawType = showDownTrend ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(downTrendBuffer, true); + SetIndexBuffer(downTrendBufferIndex, downTrendBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(downTrendBufferIndex, PLOT_SHOW_DATA, showDownTrend); + PlotIndexSetInteger(downTrendBufferIndex, PLOT_DRAW_TYPE, downTrendDrawType); + + // + PlotIndexSetDouble(downTrendBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(downTrendBufferIndex, PLOT_ARROW, downTrendArrowCode); + + // + // Data Buffers ... + + // + ArraySetAsSeries(maBuffer, true); + SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(adxBuffer, true); + SetIndexBuffer(adxBufferIndex, adxBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(adxPBuffer, true); + SetIndexBuffer(adxPBufferIndex, adxPBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(adxMBuffer, true); + SetIndexBuffer(adxMBufferIndex, adxMBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(upTBuffer, true); + SetIndexBuffer(upTBufferIndex, upTBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(downTBuffer, true); + SetIndexBuffer(downTBufferIndex, downTBuffer, INDICATOR_CALCULATIONS); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + int barsLimit = startCalculationForLastBars > 0 + ? startCalculationForLastBars + : 0; + // + // bool canCalculate = true; + bool canCalculate = + barsLimit == 0 || + bar_index <= barsLimit; + if (canCalculate) + { + // + CalculateTrend( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + } + else + { + FillBuffersZero(bar_index); + } +} + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + upTrendBuffer[barIndex] = 0; + downTrendBuffer[barIndex] = 0; + + // + maBuffer[barIndex] = 0; + adxBuffer[barIndex] = 0; + adxPBuffer[barIndex] = 0; + adxMBuffer[barIndex] = 0; +} + +/** + * Calculate Trends ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateTrend( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + double iPrice = GetAppliedPrice( + trendPriceType, + open, + high, + low, + close, + bar_index // + ); + + // + double iMa = maBuffer[bar_index]; + double iAdx = adxBuffer[bar_index]; + double points = GetPoints(_Symbol); + double points10 = 10 * points; + + // + bool isUpTrend = + iPrice > iMa && + iAdx > adxThreshold; + bool isDownTrend = + iPrice < iMa && + iAdx > adxThreshold; + + // + if (isUpTrend) + { + // + // double iLastValue = + // prevCalculated <= 0 + // ? 0 + // : upTrendBuffer[bar_index + 1]; + // if (iLastValue > 0 && + // iValue > iLastValue) + // { + // iValue = iLastValue; + // } + + // + double selectedValue = low[bar_index] - points10; + + // + double iValue = + !IsBullish(lastTrendDir) ? selectedValue + : !showOnlyTrendStart + ? lastValue + : 0; + + // + upTrendBuffer[bar_index] = iValue; + upTBuffer[bar_index] = selectedValue; + + // + downTrendBuffer[bar_index] = 0; + + // + lastValue = iValue; + lastTrendDir = X_DIRECTION_BULLISH; + } + else if (isDownTrend) + { + // + // double iLastValue = + // prevCalculated <= 0 + // ? 0 + // : downTrendBuffer[bar_index + 1]; + // if (iLastValue > 0 && + // iValue < iLastValue) + // { + // iValue = iLastValue; + // } + + // + double selectedValue = high[bar_index] + points10; + + // + double iValue = + !IsBearish(lastTrendDir) ? selectedValue + : !showOnlyTrendStart + ? lastValue + : 0; + + // + upTrendBuffer[bar_index] = 0; + downTrendBuffer[bar_index] = iValue; + downTBuffer[bar_index] = selectedValue; + + // + lastValue = iValue; + lastTrendDir = X_DIRECTION_BEARISH; + } + else + { + // + double iValue = + IsBullish(lastTrendDir) + ? showOnlyTrendStart + ? 0 + : lastValue + : IsBearish(lastTrendDir) + ? showOnlyTrendStart + ? 0 + : lastValue + : 0; + + // + upTrendBuffer[bar_index] = 0; + downTrendBuffer[bar_index] = 0; + + // + upTBuffer[bar_index] = 0; + downTBuffer[bar_index] = 0; + + // + lastValue = 0; + lastTrendDir = X_DIRECTION_NONE; + } +} \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xvwap.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xvwap.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..4ba8159331c958c82f61eb58653a76cfdfdd3654 GIT binary patch literal 17252 zcmdS9W3Xs3wT|K;)@#xDOn;0(Y8K>zP?{@;8}|BEl(KfnCH&G3JY4kG~Fzi2c3&x8I4 z)LI|O2?5txbU;haHw!4yHi40w4$Zd&5Dj1%um6JnxuL(RrB|XqNqsN=10>k$k@2cD zSJ$0}pmo{Zp-dc8^a~h}Q}DSK7mNT_wkOch`SZ2W*}%|%xrCyHCmfJXZ9GPrc)TIp 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+#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm X121 XVWAP Indicator" +#property strict + +// +// Definitions ... + +// +#define ShortName "X121 XVWAP" + +// +// Includes Common Library ... +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// Inputs ... + +// +// Market ... +input group "Market"; +input int vwapFastLength = 20; // Fast Length +input int vwapMidLength = 40; // Mid Length +input int vwapSlowLength = 60; // Slow Length +input ENUM_APPLIED_PRICE vwapAppliedTo = PRICE_CLOSE; // Applied To + +// +// Presentation ... +input group "Presentation"; + +// +input int startCalculationForLastBars = 1000; // Calculate Last n Bars + +// +input bool showVWapFast = true; // Show VWap Fast +input bool showVWapMedium = true; // Show VWap Medium +input bool showVWapSlow = true; // Show VWap Slow + +// +// Buffers ... + +// +#define hideColorIDX 0 +#define bullishColorIDX 1 +#define bearishColorIDX 2 +#define neuturalColorIDX 3 + +// +#property indicator_chart_window + +// +#property indicator_buffers 11 +#property indicator_plots 3 + +// +// Plot Buffers ... + +// +// FAST ... +#define vwapFastBufferIndex 0 +double vwapFastBuffer[]; + +#define vwapFastColorBufferIndex 1 +double vwapFastColorBuffer[]; + +// +#define vwapFastPlotBufferIndex 0 +#property indicator_label1 "X121 VWF" +#property indicator_type1 DRAW_COLOR_LINE +#property indicator_color1 CLR_NONE, clrAqua, clrMagenta, clrGray +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +// +// MID ... +#define vwapMidBufferIndex 2 +double vwapMidBuffer[]; + +#define vwapMidColorBufferIndex 3 +double vwapMidColorBuffer[]; + +// +#define vwapMidPlotBufferIndex 1 +#property indicator_label2 "X121 VWM" +#property indicator_type2 DRAW_COLOR_LINE +#property indicator_color2 CLR_NONE, clrGreen, clrRed, clrGray +#property indicator_style2 STYLE_SOLID +#property indicator_width2 2 + +// +// SLOW ... +#define vwapSlowBufferIndex 4 +double vwapSlowBuffer[]; + +#define vwapSlowColorBufferIndex 5 +double vwapSlowColorBuffer[]; + +// +#define vwapSlowPlotBufferIndex 2 +#property indicator_label3 "X121 VWS" +#property indicator_type3 DRAW_COLOR_LINE +#property indicator_color3 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray +#property indicator_style3 STYLE_SOLID +#property indicator_width3 2 + +// +// Data Buffers ... + +// +int mLastBufferIndex = 5; + +// +// Volume ... +#define vwapVolumeBufferIndex mLastBufferIndex + 1 +double vwapVolumeBuffer[]; + +// +// Price ... +#define vwapPriceBufferIndex mLastBufferIndex + 2 +double vwapPriceBuffer[]; + +// +// Fast State ... +#define vwapFastStateBufferIndex mLastBufferIndex + 3 +double vwapFastStateBuffer[]; + +// +// Mid State ... +#define vwapMidStateBufferIndex mLastBufferIndex + 4 +double vwapMidStateBuffer[]; + +// +// Slow State ... +#define vwapSlowStateBufferIndex mLastBufferIndex + 5 +double vwapSlowStateBuffer[]; + +// +// Variables, Properties and etc ... + +// +// this counts Available Bars ... +int limit; + +// +int maxLength; + +// +// Event Handlers ... + +/** + * Initialize Indicator ... + * + * @return ( int ) + */ +int OnInit() +{ + // + // Validate Inputs ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Indicator Handlers ... + + // + // because in some cases we may have more than one input for + // calculation and we must prevent any calculation + // untill we pass the biggest input length, here we get max Input length + // and then wait until pass it ... + maxLength = ExtractMaxLengthOfInputs(); + + // + // Define Index Buffers ... + DefineBuffers(); + + // + // Set Indicator ShortName ... + SetIndicatorName(); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +/** + * De Initialize Indicator ... + * + * @param reason: Integer, De Initialization Reason ... + */ +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed +} + +/** + * Calculate Bars ... + * + * @param rates_total: Integer, Total Bars on Chart ... + * @param prev_calculated: Integer, Total Calculated Bars on Charts ... + * @param time: DateTime Array, History of Open Time ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param low: Double Array, History of Low Prices ... + * @param close: Double Array, History of Close Prices ... + * @param tick_volume: Long, History of Tick Volumes on Bar ... + * @param volume: Long, History of Trade Volumes ... + * @param spread: Double, History of Spread Price ... + * + * @return ( int ) + */ +int OnCalculate( + const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[] // +) +{ + // + // Prepare Buffers ... + ArraySetAsSeries(time, true); + ArraySetAsSeries(open, true); + ArraySetAsSeries(high, true); + ArraySetAsSeries(low, true); + ArraySetAsSeries(close, true); + ArraySetAsSeries(tick_volume, true); + ArraySetAsSeries(volume, true); + ArraySetAsSeries(spread, true); + + // + // Validate Calculated Bars ... + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) + ? rates_total + : (rates_total - prev_calculated) + 1; + + // + // Buffers Copy ... + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + // + CalculateBuffers( + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + result = + // + vwapFastLength > 2 && + vwapMidLength > vwapFastLength && + vwapSlowLength > vwapMidLength + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + // XVWAP ... + result = MathMax(result, vwapFastLength); + result = MathMax(result, vwapMidLength); + result = MathMax(result, vwapSlowLength); + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // Plot Buffers ... + + // + // Fast ... + ArraySetAsSeries(vwapFastBuffer, true); + ArraySetAsSeries(vwapFastColorBuffer, true); + SetIndexBuffer(vwapFastBufferIndex, vwapFastBuffer, INDICATOR_DATA); + SetIndexBuffer(vwapFastColorBufferIndex, vwapFastColorBuffer, INDICATOR_COLOR_INDEX); + + // + // Mid ... + ArraySetAsSeries(vwapMidBuffer, true); + ArraySetAsSeries(vwapMidColorBuffer, true); + SetIndexBuffer(vwapMidBufferIndex, vwapMidBuffer, INDICATOR_DATA); + SetIndexBuffer(vwapMidColorBufferIndex, vwapMidColorBuffer, INDICATOR_COLOR_INDEX); + + // + // Slow ... + ArraySetAsSeries(vwapSlowBuffer, true); + ArraySetAsSeries(vwapSlowColorBuffer, true); + SetIndexBuffer(vwapSlowBufferIndex, vwapSlowBuffer, INDICATOR_DATA); + SetIndexBuffer(vwapSlowColorBufferIndex, vwapSlowColorBuffer, INDICATOR_COLOR_INDEX); + + // + // Data Buffers ... + + // + // Volumes ... + ArraySetAsSeries(vwapVolumeBuffer, true); + SetIndexBuffer(vwapVolumeBufferIndex, vwapVolumeBuffer, INDICATOR_CALCULATIONS); + + // + // Price ... + ArraySetAsSeries(vwapPriceBuffer, true); + SetIndexBuffer(vwapPriceBufferIndex, vwapPriceBuffer, INDICATOR_CALCULATIONS); + + // + // Fast State ... + ArraySetAsSeries(vwapFastStateBuffer, true); + SetIndexBuffer(vwapFastStateBufferIndex, vwapFastStateBuffer, INDICATOR_CALCULATIONS); + + // + // Mid State ... + ArraySetAsSeries(vwapMidStateBuffer, true); + SetIndexBuffer(vwapMidStateBufferIndex, vwapMidStateBuffer, INDICATOR_CALCULATIONS); + + // + // Slow State ... + ArraySetAsSeries(vwapSlowStateBuffer, true); + SetIndexBuffer(vwapSlowStateBufferIndex, vwapSlowStateBuffer, INDICATOR_CALCULATIONS); +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + int barsLimit = startCalculationForLastBars > 0 + ? startCalculationForLastBars + : 0; + // + // bool canCalculate = true; + bool canCalculate = + barsLimit == 0 || + bar_index <= barsLimit; + if (canCalculate) + { + // + // Calculate Required VWAP Data Buffers ... + if (ratesTotal - bar_index <= maxLength) + { + // + CalculateVWAPDataBuffers( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + + // + // Prevent Moving Forward ... + } + else + { + // + CalculateVWAPDataBuffers( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + + // + CalculateVWAPS( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + } + } + else + { + FillBuffersZero(bar_index); + } +} + +// +// Custom ... + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + vwapFastBuffer[barIndex] = EMPTY_VALUE; + vwapMidBuffer[barIndex] = EMPTY_VALUE; + vwapSlowBuffer[barIndex] = EMPTY_VALUE; + vwapVolumeBuffer[barIndex] = EMPTY_VALUE; + vwapPriceBuffer[barIndex] = EMPTY_VALUE; + + // + vwapFastColorBuffer[barIndex] = hideColorIDX; + vwapMidColorBuffer[barIndex] = hideColorIDX; + vwapSlowColorBuffer[barIndex] = hideColorIDX; + vwapFastStateBuffer[barIndex] = hideColorIDX; + vwapMidStateBuffer[barIndex] = hideColorIDX; + vwapSlowStateBuffer[barIndex] = hideColorIDX; +} + +/** + * Calculate VWAP Value for Specified Bar ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + * @param _length: Integer, Specified VWAP Length ... + * @param _show: Boolean, Specified Show Buffer or not ... + * @param _buffer: Double Array Reference, Points to Buffer ... + * @param _colorBuffer: Double Array Reference, Points to Color Buffer ... + * @param _stateBuffer: Double Array Reference, Points to State Buffer ... + */ +void CalculateVWAP( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[], + // + int _length, // Calculation Length + bool _show, + double &_buffer[], + double &_colorBuffer[], + double &_stateBuffer[] // +) +{ + // + double vSum = 0; + double pSum = 0; + double mSum = 0; + for (int x = 0; x < _length; x++) + { + // + pSum += vwapPriceBuffer[x + bar_index]; + vSum += vwapVolumeBuffer[x + bar_index]; + mSum += vwapPriceBuffer[x + bar_index] * vwapVolumeBuffer[x + bar_index]; + } + + // + double iValue = mSum / vSum; + iValue = NormalizeDouble(iValue, _Digits); + + // + _buffer[bar_index] = iValue; + + // + bool isBullish = low[bar_index] > iValue; + bool isBearish = high[bar_index] < iValue; + + // + double iColor = + isBullish + ? bullishColorIDX + : isBearish + ? bearishColorIDX + : neuturalColorIDX; + + // + _colorBuffer[bar_index] = hideColorIDX; + _stateBuffer[bar_index] = iColor; + if (_show) + { + _colorBuffer[bar_index] = iColor; + } +} + +/** + * Calculate VWAP Required Data Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateVWAPDataBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + double price = GetAppliedPrice( + vwapAppliedTo, + open, + high, + low, + close, + bar_index // + ); + vwapPriceBuffer[bar_index] = price; + vwapVolumeBuffer[bar_index] = (double)tickVolume[bar_index]; +} + +/** + * Calculate Different VWaps ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateVWAPS( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + // Fast ... + CalculateVWAP( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume, + // + vwapFastLength, + showVWapFast, + vwapFastBuffer, + vwapFastColorBuffer, + vwapFastStateBuffer // + ); + + // + // Mid ... + CalculateVWAP( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume, + // + vwapMidLength, + showVWapMedium, + vwapMidBuffer, + vwapMidColorBuffer, + vwapMidStateBuffer // + ); + + // + // Fast ... + CalculateVWAP( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume, + // + vwapSlowLength, + showVWapSlow, + vwapSlowBuffer, + vwapSlowColorBuffer, + vwapSlowStateBuffer // + ); +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xwz.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xwz.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..b774006eac7ce7afc8be777c319a9e3314dd3785 GIT binary patch literal 101456 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z<+R|4)3VTGx#^C^_MiV<272?lV0tySF_z7mYQEB|F?C6pV4`Rm$jx}cDew*2f@yLx zlv(|})LIl!sa21Tc=G&A)i9~gi28WC+^qzs+C|B&8Oli}D(vpw;s+hbYa+__h{0}m7}eW7mx`v>~HOQoCI6D z?$TB*nNZJyhI}}Gr|lX04*s&t_#>n0yLn>{UoA`&<#G}_;7X)njZ3n`nH>H3e-1h# zZ74>W@1I05VLFXNJ6Qx8f?|J9_Z=oOlr`C< zy4gVb7g=umsj2^= maxLength && + // + // ATR ... + atrCalculatedBars >= maxLength && + // + // ADX ... + adxCalculatedBars >= maxLength + // + ; + if (!isPassedRequiredCalculatedBars) + { + return prev_calculated; + } + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) + ? rates_total + : (rates_total - prev_calculated) + 1; + + // + // Buffers Copy ... + + // + // MA ... + int copiedMas = CopyBuffer(maHandler, 0, 0, limit, maBuffer); + + // + // ATR ... + int copiedAtr = CopyBuffer(atrHandler, MAIN_LINE, 0, limit, atrBuffer); + + // + // ADX ... + int copiedAdxs = CopyBuffer(adxHandler, MAIN_LINE, 0, limit, adxBuffer); + + // + // Validate Copied Items ... + bool isPassedRequiredCopiedItems = + // + // MA ... + copiedMas > 0 && + // + // ATR ... + copiedAtr > 0 && + // + // ADX ... + copiedAdxs > 0 + // + ; + if (!isPassedRequiredCopiedItems) + { + return prev_calculated; + } + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + // + CalculateBuffers( + // + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + result = + // + // MA ... + maLength > 0 && + // + // ATR ... + atrLength > 0 && + atrMultiplier > 0 && + // + // ADX ... + adxLength > 0 && + adxThreshold > 0 + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + result = MathMax(maLength, atrLength); + result = MathMax(result, adxLength); + + // + return result; +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // Plot Buffers ... + + // + // MA Buffer ... + + // + ENUM_DRAW_TYPE maDrawType = showMA ? DRAW_LINE : DRAW_NONE; + + // + ArraySetAsSeries(maBuffer, true); + SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(maBufferIndex, PLOT_SHOW_DATA, showMA); + PlotIndexSetInteger(maBufferIndex, PLOT_DRAW_TYPE, maDrawType); + + // + PlotIndexSetDouble(maBufferIndex, PLOT_EMPTY_VALUE, 0); + + // + // LONG SL Buffer ... + + // + ENUM_DRAW_TYPE longSLDrawType = showLongSL ? DRAW_LINE : DRAW_NONE; + + // + ArraySetAsSeries(longSLBuffer, true); + SetIndexBuffer(longSLBufferIndex, longSLBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(longSLBufferIndex, PLOT_SHOW_DATA, showLongSL); + PlotIndexSetInteger(longSLBufferIndex, PLOT_DRAW_TYPE, longSLDrawType); + + // + PlotIndexSetDouble(longSLBufferIndex, PLOT_EMPTY_VALUE, 0); + + // + // SHORT SL Buffer ... + + // + ENUM_DRAW_TYPE shortSLDrawType = showShortSL ? DRAW_LINE : DRAW_NONE; + + // + ArraySetAsSeries(shortSLBuffer, true); + SetIndexBuffer(shortSLBufferIndex, shortSLBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(shortSLBufferIndex, PLOT_SHOW_DATA, showShortSL); + PlotIndexSetInteger(shortSLBufferIndex, PLOT_DRAW_TYPE, shortSLDrawType); + + // + PlotIndexSetDouble(shortSLBufferIndex, PLOT_EMPTY_VALUE, 0); + + // + // UP Trend ... + + // + ENUM_DRAW_TYPE upTrendDrawType = showTrend ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(upTrendBuffer, true); + SetIndexBuffer(upTrendBufferIndex, upTrendBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(upTrendBufferIndex, PLOT_SHOW_DATA, showTrend); + PlotIndexSetInteger(upTrendBufferIndex, PLOT_DRAW_TYPE, upTrendDrawType); + + // + PlotIndexSetDouble(upTrendBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(upTrendBufferIndex, PLOT_ARROW, upTrendArrowCode); + + // + // DOWN Trend ... + + // + ENUM_DRAW_TYPE downTrendDrawType = showTrend ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(downTrendBuffer, true); + SetIndexBuffer(downTrendBufferIndex, downTrendBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(downTrendBufferIndex, PLOT_SHOW_DATA, showTrend); + PlotIndexSetInteger(downTrendBufferIndex, PLOT_DRAW_TYPE, downTrendDrawType); + + // + PlotIndexSetDouble(downTrendBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(downTrendBufferIndex, PLOT_ARROW, downTrendArrowCode); + + // + // Bullish Momentum ... + + // + ENUM_DRAW_TYPE bullishMomentumDrawType = showMomentum ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bullishMomentumBuffer, true); + SetIndexBuffer(bullishMomentumBufferIndex, bullishMomentumBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bullishMomentumBufferIndex, PLOT_SHOW_DATA, showMomentum); + PlotIndexSetInteger(bullishMomentumBufferIndex, PLOT_DRAW_TYPE, bullishMomentumDrawType); + + // + PlotIndexSetDouble(bullishMomentumBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bullishMomentumBufferIndex, PLOT_ARROW, bullishMomentumArrowCode); + + // + // Bearish Momentum ... + + // + ENUM_DRAW_TYPE bearishMomentumDrawType = showMomentum ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bearishMomentumBuffer, true); + SetIndexBuffer(bearishMomentumBufferIndex, bearishMomentumBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bearishMomentumBufferIndex, PLOT_SHOW_DATA, showMomentum); + PlotIndexSetInteger(bearishMomentumBufferIndex, PLOT_DRAW_TYPE, bearishMomentumDrawType); + + // + PlotIndexSetDouble(bearishMomentumBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bearishMomentumBufferIndex, PLOT_ARROW, bearishMomentumArrowCode); + + // + // Bullish Rejection ... + + // + ENUM_DRAW_TYPE bullishRejectionDrawType = showRejection ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bullishRejectionBuffer, true); + SetIndexBuffer(bullishRejectionBufferIndex, bullishRejectionBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bullishRejectionBufferIndex, PLOT_SHOW_DATA, showRejection); + PlotIndexSetInteger(bullishRejectionBufferIndex, PLOT_DRAW_TYPE, bullishRejectionDrawType); + + // + PlotIndexSetDouble(bullishRejectionBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bullishRejectionBufferIndex, PLOT_ARROW, bullishRejectionArrowCode); + + // + // Bearish Rejection ... + + // + ENUM_DRAW_TYPE bearishRejectionDrawType = showRejection ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bearishRejectionBuffer, true); + SetIndexBuffer(bearishRejectionBufferIndex, bearishRejectionBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bearishRejectionBufferIndex, PLOT_SHOW_DATA, showRejection); + PlotIndexSetInteger(bearishRejectionBufferIndex, PLOT_DRAW_TYPE, bearishRejectionDrawType); + + // + PlotIndexSetDouble(bearishRejectionBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bearishRejectionBufferIndex, PLOT_ARROW, bearishRejectionArrowCode); + + // + // Bullish Pin ... + + // + ENUM_DRAW_TYPE bullishPinDrawType = showPin ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bullishPinBuffer, true); + SetIndexBuffer(bullishPinBufferIndex, bullishPinBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bullishPinBufferIndex, PLOT_SHOW_DATA, showPin); + PlotIndexSetInteger(bullishPinBufferIndex, PLOT_DRAW_TYPE, bullishPinDrawType); + + // + PlotIndexSetDouble(bullishPinBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bullishPinBufferIndex, PLOT_ARROW, bullishPinArrowCode); + + // + // Bearish Pin ... + + // + ENUM_DRAW_TYPE bearishPinDrawType = showPin ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bearishPinBuffer, true); + SetIndexBuffer(bearishPinBufferIndex, bearishPinBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bearishPinBufferIndex, PLOT_SHOW_DATA, showPin); + PlotIndexSetInteger(bearishPinBufferIndex, PLOT_DRAW_TYPE, bearishPinDrawType); + + // + PlotIndexSetDouble(bearishPinBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bearishPinBufferIndex, PLOT_ARROW, bearishPinArrowCode); + + // + // Bullish Engulf ... + + // + ENUM_DRAW_TYPE bullishEngulfDrawType = showEngulf ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bullishEngulfBuffer, true); + SetIndexBuffer(bullishEngulfBufferIndex, bullishEngulfBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bullishEngulfBufferIndex, PLOT_SHOW_DATA, showEngulf); + PlotIndexSetInteger(bullishEngulfBufferIndex, PLOT_DRAW_TYPE, bullishEngulfDrawType); + + // + PlotIndexSetDouble(bullishEngulfBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bullishEngulfBufferIndex, PLOT_ARROW, bullishEngulfArrowCode); + + // + // Bearish Engulf ... + + // + ENUM_DRAW_TYPE bearishEngulfDrawType = showEngulf ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(bearishEngulfBuffer, true); + SetIndexBuffer(bearishEngulfBufferIndex, bearishEngulfBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(bearishEngulfBufferIndex, PLOT_SHOW_DATA, showEngulf); + PlotIndexSetInteger(bearishEngulfBufferIndex, PLOT_DRAW_TYPE, bearishEngulfDrawType); + + // + PlotIndexSetDouble(bearishEngulfBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(bearishEngulfBufferIndex, PLOT_ARROW, bearishEngulfArrowCode); + + // + // Swing Low ... + + // + ENUM_DRAW_TYPE swingLowDrawType = showSwing ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingLowBuffer, true); + SetIndexBuffer(swingLowBufferIndex, swingLowBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingLowBufferIndex, PLOT_SHOW_DATA, showSwing); + PlotIndexSetInteger(swingLowBufferIndex, PLOT_DRAW_TYPE, swingLowDrawType); + + // + PlotIndexSetDouble(swingLowBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(swingLowBufferIndex, PLOT_ARROW, swingLowArrowCode); + + // + // Swing High ... + + // + ENUM_DRAW_TYPE swingHighDrawType = showSwing ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingHighBuffer, true); + SetIndexBuffer(swingHighBufferIndex, swingHighBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingHighBufferIndex, PLOT_SHOW_DATA, showSwing); + PlotIndexSetInteger(swingHighBufferIndex, PLOT_DRAW_TYPE, swingHighDrawType); + + // + PlotIndexSetDouble(swingHighBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(swingHighBufferIndex, PLOT_ARROW, swingHighArrowCode); + + // + // DATA Buffers ... + + // + ArraySetAsSeries(atrBuffer, true); + SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(adxBuffer, true); + SetIndexBuffer(adxBufferIndex, adxBuffer, INDICATOR_CALCULATIONS); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + int barsLimit = startCalculationForLastBars > 0 + ? startCalculationForLastBars + : 0; + // + // bool canCalculate = true; + bool canCalculate = + barsLimit == 0 || + bar_index <= barsLimit; + if (canCalculate) + { + // + CalculatedPOIs( + // + bar_index, + prevCalculated, + ratesTotal, + // + open, + high, + close, + low, + tickVolume // + ); + + // + CalculateValues( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + } + else + { + FillBuffersZero(bar_index); + } +} + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + maBuffer[barIndex] = 0; + atrBuffer[barIndex] = 0; + adxBuffer[barIndex] = 0; + longSLBuffer[barIndex] = 0; + shortSLBuffer[barIndex] = 0; + upTrendBuffer[barIndex] = 0; + swingLowBuffer[barIndex] = 0; + swingHighBuffer[barIndex] = 0; + downTrendBuffer[barIndex] = 0; + bullishPinBuffer[barIndex] = 0; + bearishPinBuffer[barIndex] = 0; + bullishEngulfBuffer[barIndex] = 0; + bearishEngulfBuffer[barIndex] = 0; + bullishMomentumBuffer[barIndex] = 0; + bearishMomentumBuffer[barIndex] = 0; + bullishRejectionBuffer[barIndex] = 0; + bearishRejectionBuffer[barIndex] = 0; +} + +/** + * Calculate Vales ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateValues( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + // Prepare Requirements ... + + // + XOHCL iBar; + bool isInited = iBar.Init( + _Symbol, + _Period, + bar_index // + ); + if (!isInited) + { + // + iBar.Clean(); + return; + } + + // + XOHCL pBar; + isInited = iBar.GetPreviousBar(pBar); + if (!isInited) + { + // + iBar.Clean(); + pBar.Clean(); + return; + } + int pIndex = pBar.Index(); + + // + // Calculate Applied Price ... + double iPrice = GetAppliedPrice( + appliedTo, + open, + high, + low, + close, + bar_index // + ); + + // + double iMa = maBuffer[bar_index]; + double iMaPrev = maBuffer[pIndex]; + double iAtr = atrBuffer[bar_index]; + double iAdx = adxBuffer[bar_index]; + double iAppliedAtr = iAtr * atrMultiplier; + + // + double points = GetPoints(_Symbol); + double points10 = 10 * points; + + // + ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; + + // + bool hasLastBullOB = lastBullOB != NULL && + lastBullOB.IsValid(); + bool hasLastBearOB = lastBearOB != NULL && + lastBearOB.IsValid(); + + // + bool hasLastBullFVG = lastBullFVG != NULL && + lastBullFVG.IsValid(); + bool hasLastBearFVG = lastBearFVG != NULL && + lastBearFVG.IsValid(); + + // + bool hasLastSupport = lastSupport != NULL && + lastSupport.IsValid(); + + // + bool hasLastResistance = lastResistance != NULL && + lastResistance.IsValid(); + + // + // Calculate Crossing Over / Under Ma ... + bool isCrossedOverMA = + // + iBar.low > iMa && + (pBar.low <= iMaPrev && + (pBar.GetUp() <= iMaPrev || + pBar.GetDown() <= iMaPrev)) + // + ; + bool isCrossedUnderMA = + // + iBar.high < iMa && + (pBar.high >= iMaPrev && + (pBar.GetUp() >= iMaPrev || + pBar.GetDown() >= iMaPrev)) + // + ; + lastCrossedOverMA = + isCrossedOverMA + ? iBar.time + : lastCrossedOverMA; + lastCrossedUnderMA = + isCrossedUnderMA + ? iBar.time + : lastCrossedUnderMA; + + // + // SL Buffers ... + + // + double iLongSL = iPrice - iAppliedAtr; + double iShortSL = iPrice + iAppliedAtr; + + // + longSLBuffer[bar_index] = iLongSL; + shortSLBuffer[bar_index] = iShortSL; + + // + // Trend Buffers ... + + // + bool isUpTrend = + // + iPrice > iMa && + iBar.low < iMa && + iAdx > adxThreshold + // + ; + + // + bool isDownTrend = + // + iPrice < iMa && + iBar.high > iMa && + iAdx > adxThreshold + // + ; + + // + double upTrendValue = 0; + double downTrendValue = 0; + if (isUpTrend) + { + // + lastBullishTrend = iBar.time; + upTrendValue = iBar.low; + } + if (isDownTrend) + { + // + lastBearishTrend = iBar.time; + downTrendValue = iBar.high; + } + + // + upTrendBuffer[bar_index] = upTrendValue; + downTrendBuffer[bar_index] = downTrendValue; + + // + // Momentum Buffers ... + + // + bool isMomentum = mXWZBarAnalyser + .IsMomentumBar( + iBar, + iDir, + 1, // Extends ... + 70 // Body Percent ... + ); + bool isBullishMomentum = + isMomentum && + IsBullish(iDir); + bool isBearishMomentum = + isMomentum && + IsBearish(iDir); + if (isMomentum) + { + // + double iBullMomentumValue = 0; + double iBearMomentumValue = 0; + + // + if (isBullishMomentum) + { + // + double selectedValue = iBar.low; + + // + iBullMomentumValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBullOB + ? 0 + : IsInside( + selectedValue, + lastBullOB // + ) + ? selectedValue + : 0; + + // + iBullMomentumValue = + !filterPOIsUsingMa + ? iBullMomentumValue + : iBullMomentumValue < iMa + ? iBullMomentumValue + : 0; + } + + // + if (isBearishMomentum) + { + // + double selectedValue = iBar.high; + + // + iBearMomentumValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBearOB + ? 0 + : IsInside( + selectedValue, + lastBearOB // + ) + ? selectedValue + : 0; + + // + iBearMomentumValue = + !filterPOIsUsingMa + ? iBearMomentumValue + : iBearMomentumValue > iMa + ? iBearMomentumValue + : 0; + } + + // + bullishMomentumBuffer[bar_index] = iBullMomentumValue; + bearishMomentumBuffer[bar_index] = iBearMomentumValue; + } + + // + // Rejection Buffers ... + + // + bool isRejection = mXWZBarAnalyser + .IsRejectionBar( + iBar, + iDir, + 1, // Extends ... + 70 // Body Percent ... + ); + bool isBullishRejection = + isRejection && + IsBullish(iDir); + bool isBearishRejection = + isRejection && + IsBearish(iDir); + if (isRejection) + { + // + double iBullRejectionValue = 0; + double iBearRejectionValue = 0; + + // + if (isBullishRejection) + { + // + double selectedValue = iBar.low; + + // + iBullRejectionValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBullOB + ? 0 + : IsInside( + selectedValue, + lastBullOB // + ) + ? selectedValue + : 0; + + // + iBullRejectionValue = + !filterPOIsUsingMa + ? iBullRejectionValue + : iBullRejectionValue < iMa + ? iBullRejectionValue + : 0; + } + + // + if (isBearishRejection) + { + // + double selectedValue = iBar.high; + + // + iBearRejectionValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBearOB + ? 0 + : IsInside( + selectedValue, + lastBearOB // + ) + ? selectedValue + : 0; + + // + iBearRejectionValue = + !filterPOIsUsingMa + ? iBearRejectionValue + : iBearRejectionValue > iMa + ? iBearRejectionValue + : 0; + } + + // + bullishRejectionBuffer[bar_index] = iBullRejectionValue; + bearishRejectionBuffer[bar_index] = iBearRejectionValue; + } + + // + // Pin Buffers ... + + // + bool isPin = mXWZBarAnalyser + .IsPinBar( + iBar, + iDir, + 0, // Extends ... + 50, // Shadow Percent ... + 25 // Body Percent ... + ); + bool isBullishPin = + isPin && + IsBullish(iDir); + bool isBearishPin = + isPin && + IsBearish(iDir); + if (isPin) + { + // + double iBullPinValue = 0; + double iBearPinValue = 0; + + // + if (isBullishPin) + { + // + double selectedValue = iBar.low; + + // + iBullPinValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBullOB + ? 0 + : IsInside( + selectedValue, + lastBullOB // + ) + ? selectedValue + : 0; + + // + iBullPinValue = + !filterPOIsUsingMa + ? iBullPinValue + : iBullPinValue < iMa + ? iBullPinValue + : 0; + } + + // + if (isBearishPin) + { + // + double selectedValue = iBar.high; + + // + iBearPinValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBearOB + ? 0 + : IsInside( + selectedValue, + lastBearOB // + ) + ? selectedValue + : 0; + + // + iBearPinValue = + !filterPOIsUsingMa + ? iBearPinValue + : iBearPinValue > iMa + ? iBearPinValue + : 0; + } + + // + bullishPinBuffer[bar_index] = iBullPinValue; + bearishPinBuffer[bar_index] = iBearPinValue; + } + + // + // Engulf Buffers ... + + // + bool isEngulf = mXWZBarAnalyser + .IsEngulfBar( + iBar, + iDir, + 1, // Extends ... + 70 // Body Percent ... + ); + bool isBullishEngulf = + isEngulf && + IsBullish(iDir); + bool isBearishEngulf = + isEngulf && + IsBearish(iDir); + if (isEngulf) + { + // + double iBullEngulfValue = 0; + double iBearEngulfValue = 0; + + // + if (isBullishEngulf) + { + // + double selectedValue = iBar.low; + + // + iBullEngulfValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBullOB + ? 0 + : IsInside( + selectedValue, + lastBullOB // + ) + ? selectedValue + : 0; + + // + iBullEngulfValue = + !filterPOIsUsingMa + ? iBullEngulfValue + : iBullEngulfValue < iMa + ? iBullEngulfValue + : 0; + } + + // + if (isBearishEngulf) + { + // + double selectedValue = iBar.high; + + // + iBearEngulfValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBearOB + ? 0 + : IsInside( + selectedValue, + lastBearOB // + ) + ? selectedValue + : 0; + + // + iBearEngulfValue = + !filterPOIsUsingMa + ? iBearEngulfValue + : iBearEngulfValue > iMa + ? iBearEngulfValue + : 0; + } + + // + bullishEngulfBuffer[bar_index] = iBullEngulfValue; + bearishEngulfBuffer[bar_index] = iBearEngulfValue; + } + + // + // Swing Buffers ... + + // + bool isSwing = mXWZBarAnalyser + .IsSwing( + iBar, + iDir, + 2 // Range ... + ); + bool isSwingLow = + isSwing && + IsBullish(iDir); + bool isSwingHigh = + isSwing && + IsBearish(iDir); + if (isSwing) + { + // + double iSwingLowValue = 0; + double iSwingHighValue = 0; + + // + if (isSwingLow) + { + // + double selectedValue = iBar.low; + + // + iSwingLowValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBullOB + ? 0 + : IsBelow( + selectedValue, + lastBullOB // + ) + ? selectedValue + : 0; + + // + iSwingLowValue = + !filterPOIsUsingMa + ? iSwingLowValue + : iSwingLowValue < iMa + ? iSwingLowValue + : 0; + } + + // + if (isSwingHigh) + { + // + double selectedValue = iBar.high; + + // + iSwingHighValue = + !filterPOIsUsingZones + ? selectedValue + : !hasLastBearOB + ? 0 + : IsAbove( + selectedValue, + lastBearOB // + ) + ? selectedValue + : 0; + + // + iSwingHighValue = + !filterPOIsUsingMa + ? iSwingHighValue + : iSwingHighValue > iMa + ? iSwingHighValue + : 0; + } + + // + swingLowBuffer[bar_index] = iSwingLowValue; + swingHighBuffer[bar_index] = iSwingHighValue; + } + + // + // + // + + // + DetectSignals( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + + // + // Cleanup Resources ... + + // + iBar.Clean(); + pBar.Clean(); +} + +// +void ConfigureAlert() +{ + // + mXWZAlert.SetPrefix(ShortName); + + // + mXWZAlert.SetPushAlerts(mXWZPushAlerts); + mXWZAlert.SetMailAlerts(mXWZMailAlerts); + mXWZAlert.SetEnableAlerts(mXWZEnableAlerts); + mXWZAlert.SetTerminalAlerts(mXWZTerminalAlerts); +} + +// +void DetectSignals( + int barIndex, + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + // Calculate Signals ... + + // + XOHCL bar; + XOHCL pBar; + XOHCL ppBar; + bool isInited = bar.Init( + _Symbol, + _Period, + barIndex // + ); + if (!isInited) + { + return; + } + + // + isInited = bar.GetPreviousBar(pBar); + if (!isInited) + { + return; + } + + // + isInited = pBar.GetPreviousBar(ppBar); + if (!isInited) + { + return; + } + + // + int pIDX = pBar.Index(); + int ppIDX = ppBar.Index(); + + // + // Reading Buffers ... + + // + double ma = maBuffer[barIndex]; + double maPrev = maBuffer[pIDX]; + double maPPrev = maBuffer[ppIDX]; + + // + // Pin Bar ... + bool isBullisPinned = bullishPinBuffer[pIDX] > 0; + bool isBearisPinned = bearishPinBuffer[pIDX] > 0; + + // + // Engulf Bar ... + bool isBullisEngulfed = bullishEngulfBuffer[pIDX] > 0; + bool isBearisEngulfed = bearishEngulfBuffer[pIDX] > 0; + + // + // Rejection Bar ... + bool isBullishRejected = bullishRejectionBuffer[pIDX] > 0; + bool isBearishRejected = bearishRejectionBuffer[pIDX] > 0; + + // + // Momentum Bar ... + bool isBullishMomentum = bullishMomentumBuffer[pIDX] > 0; + bool isBearishMomentum = bearishMomentumBuffer[pIDX] > 0; + + // + // Checking Pullback ... + ENUM_X_DIRECTION pullbackDir; + bool hasPullback = mXWZBarAnalyser.HasPullBack( + pullbackDir, + bar // + ); + bool hasBullishPullback = + hasPullback && + IsBullish(pullbackDir); + bool hasBearishPullback = + hasPullback && + IsBearish(pullbackDir); + + // + // Order Block Parsing ... + + // // + // bool isMACrossedOverBullishOB = + // // + // lastBullOB != NULL && + // lastBullOB.IsValid() && + // // + // IsInside( + // maPPrev, + // lastBullOB // + // ) && + // // + // IsAbove( + // maPrev, + // lastBullOB // + // ) + // // + // ; + + // // + // bool isMACrossedUnderBearishOB = + // // + // lastBearOB != NULL && + // lastBearOB.IsValid() && + // // + // IsInside( + // maPPrev, + // lastBearOB // + // ) && + // // + // IsBelow( + // maPrev, + // lastBearOB // + // ) + // // + // ; + + // + // Bullish ... + // -------------- + // -[] a Bullish Wave Which Crossed Over MA ... + // -[] Trend is Bullish ... + // -[] PullBack to MA ... + // -[] Has a Bllish Rejection ... + bool hasBullishSignal = + // + pBar.IsBullish() && + pBar.low < maPrev && + pBar.GetDown() >= maPrev && + // + bar.open >= ma && + // + hasBearishPullback && + // + false + // + ; + + // + // Bearish ... + // -------------- + // -[] a Bearish Wave Which Crossed Under MA ... + // -[] Trend is Bearish ... + // -[] PullBack to MA ... + // -[] Has a Bearish Rejection ... + bool hasBearishSignal = + // + false + // pBar.IsBearish() && + // pBar.high > maPrev && + // pBar.GetUp() <= maPrev && + // // + // bar.open <= ma && + // // + // true + // + ; + + // + // Draw ... + // + + // + long chartID = mXWZPOIDrawer.ChartIdentification(); + int window = mXWZPOIDrawer.SubWindowIdentification(); + + // // + // if (isMACrossedOverBullishOB) + // { + // // + // string name = + // "Bullish_" + + // ToMD5(ToFormatString(pBar.time)); + + // // + // CChartObjectVLine *iLine; + // iLine = new CChartObjectVLine(); + // bool isCreated = iLine.Create( + // chartID, + // name, + // window, + // pBar.time // + // ); + // if (isCreated) + // { + // // + // iLine.Color(clrAqua); + + // // + // mXWZDrawnObjects.Add(iLine); + // } + // } + + // // + // if (isMACrossedUnderBearishOB) + // { + // // + // string name = + // "Bearish_" + + // ToMD5(ToFormatString(pBar.time)); + + // // + // CChartObjectVLine *iLine; + // iLine = new CChartObjectVLine(); + // bool isCreated = iLine.Create( + // chartID, + // name, + // window, + // pBar.time // + // ); + // if (isCreated) + // { + // // + // iLine.Color(clrMagenta); + + // // + // mXWZDrawnObjects.Add(iLine); + // } + // } + + // + bool hasSignal = + (hasBullishSignal || + hasBearishSignal); + if (hasSignal) + { + // + long chartID = mXWZPOIDrawer.ChartIdentification(); + int window = mXWZPOIDrawer.SubWindowIdentification(); + string name = + (hasBullishSignal + ? "Bullish_" + : "Bearish_") + + "Signal_" + ToMD5(ToFormatString(bar.time)); + color signalColor = + hasBullishSignal + ? clrYellow + : clrOrange; + + // + CChartObjectVLine *iSignal; + iSignal = new CChartObjectVLine(); + bool isCreated = iSignal.Create( + chartID, + name, + window, + bar.time // + ); + if (isCreated) + { + // + iSignal.Color(signalColor); + + // + mXWZDrawnObjects.Add(iSignal); + } + + // + bool drawRR = false; + if (drawRR) + { + // + XRR iSigRR; + ENUM_X_POSITION_TYPES type = + hasBullishSignal + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + double sl = hasBullishSignal + ? longSLBuffer[barIndex] + : shortSLBuffer[barIndex]; + + // + isCreated = iSigRR.Init( + _Symbol, + _Period, + sl, + bar.open, + type, + ShortName // + ); + if (!isCreated) + { + return; + } + + // + iSigRR.time = pBar.NextAt(); + + // + XCRRObject *iObj; + isCreated = mXWZPOIDrawer.CreateRR( + iSigRR, + iObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + + // + iSigRR.Clean(); + } + } + + // + bar.Clean(); + pBar.Clean(); +} + +// +// POIS Functions ... + +// +void ConfigurePOIDrawer() +{ + // + if (mXWZPOIDrawer == NULL) + { + return; + } + + // + mXWZPOIDrawer.Prefix(ShortName); + mXWZPOIDrawer.ChartIdentification(ChartID()); + mXWZPOIDrawer.SubWindowIdentification(0); + + // + mXWZPOIDrawer.BullishFVGWidth(1); + mXWZPOIDrawer.BullishFVGStyle(STYLE_DOT); + mXWZPOIDrawer.BullishFVGColor(clrAqua); + + // + mXWZPOIDrawer.BearishFVGWidth(1); + mXWZPOIDrawer.BearishFVGStyle(STYLE_DOT); + mXWZPOIDrawer.BearishFVGColor(clrMagenta); + + // + mXWZPOIDrawer.SupportZoneWidth(1); + mXWZPOIDrawer.SupportZoneStyle(STYLE_DASHDOTDOT); + mXWZPOIDrawer.SupportZoneColor(clrLime); + + // + mXWZPOIDrawer.ResistanceZoneWidth(1); + mXWZPOIDrawer.ResistanceZoneStyle(STYLE_DASHDOTDOT); + mXWZPOIDrawer.ResistanceZoneColor(clrRed); + + // + mXWZPOIDrawer.BullishOrderBlockWidth(4); + mXWZPOIDrawer.BullishOrderBlockStyle(STYLE_DASH); + mXWZPOIDrawer.BullishOrderBlockColor(clrAqua); + + // + mXWZPOIDrawer.BearishOrderBlockWidth(4); + mXWZPOIDrawer.BearishOrderBlockStyle(STYLE_DASH); + mXWZPOIDrawer.BearishOrderBlockColor(clrMagenta); +} + +// +void CalculatedPOIs( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + XOHCL iBar; + bool isInited = iBar.Init( + _Symbol, + _Period, + bar_index // + ); + if (!isInited) + { + // + iBar.Clean(); + return; + } + + // + XOHCL pBar; + isInited = iBar.GetPreviousBar(pBar); + if (!isInited) + { + // + iBar.Clean(); + pBar.Clean(); + return; + } + + // + // POI ... + DetectPOIs(iBar); + UpdatePOIs(iBar); + DrawPOIs(); + + // + iBar.Clean(); + pBar.Clean(); +} + +// +bool CanDetectPOIs() +{ + // + bool result = false; + + // + result = + // + mXWZDetectOrderBlocks || + mXWZDetectFairValueGaps || + mXWZDetectSupportZones || + mXWZDetectResistanceZones + // + ; + + // + return result; +} + +// +void DetectPOIs( + XOHCL &bar // +) +{ + // + if (!CanDetectPOIs()) + { + return; + } + + // + int idx = -1; + int range = 21; + + // + // Detect Order Block ... + + // + if (mXWZDetectOrderBlocks) + { + // + XOHCL obBar; + XCOrderBlock *ob; + ENUM_X_DIRECTION obDir; + bool hasOB = mXWZBarAnalyser.HasOrderBlock( + bar, + obBar, + obDir // + ); + bool hasBullishOB = + hasOB && + IsBullish(obDir); + bool hasBearishOB = + hasOB && + IsBearish(obDir); + if (hasOB) + { + // + ob = new XCOrderBlock(); + bool isInited = ob.Init(obBar, obDir); + if (isInited) + { + // + ENUM_X_DIRECTION iForDir = ob.GetDirection(); + bool isBullish = IsBullish(iForDir); + + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = ob.IsActivated( + iForDir, + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + if (!isActivated) + { + // + idx = FindIndex( + ob, + mXWZUnActivatedOBs // + ); + if (!IsValidIndex(idx)) + { + // + if (isBullish) + { + lastBullOB = ob; + } + else + { + lastBearOB = ob; + } + + // + Add( + ob, + mXWZUnActivatedOBs // + ); + } + } + else + { + // + idx = FindIndex( + ob, + mXWZActivatedOBs // + ); + if (!IsValidIndex(idx)) + { + // + ob.To(activationBar.time); + + // + Add( + ob, + mXWZActivatedOBs // + ); + } + } + + // + activationBar.Clean(); + } + } + + // + obBar.Clean(); + } + + // + // Detect Fair Value Gap ... + + // + if (mXWZDetectFairValueGaps) + { + // + XOHCL fvgStartBar; + XOHCL fvgEndBar; + XCFVG *fvg; + ENUM_X_DIRECTION fvgDir; + bool hasFVG = mXWZBarAnalyser.HasFairValueGap( + bar, + fvgStartBar, + fvgEndBar, + fvgDir // + ); + bool hasBullishFVG = + hasFVG && + IsBullish(fvgDir); + bool hasBearishFVG = + hasFVG && + IsBearish(fvgDir); + if (hasFVG) + { + // + fvg = new XCFVG(); + bool isInited = fvg.Init( + fvgStartBar, + fvgEndBar, + fvgDir // + ); + if (isInited) + { + // + ENUM_X_DIRECTION iForDir = fvg.GetDirection(); + bool isBullish = IsBullish(iForDir); + + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = fvg.IsActivated( + iForDir, + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + if (!isActivated) + { + // + idx = FindIndex( + fvg, + mXWZUnActivatedFVGs // + ); + if (!IsValidIndex(idx)) + { + // + if (isBullish) + { + lastBullFVG = fvg; + } + else + { + lastBearFVG = fvg; + } + + // + Add( + fvg, + mXWZUnActivatedFVGs // + ); + } + } + else + { + // + idx = FindIndex( + fvg, + mXWZActivatedFVGs // + ); + if (!IsValidIndex(idx)) + { + // + fvg.To(activationBar.time); + + // + Add( + fvg, + mXWZActivatedFVGs // + ); + } + } + + // + activationBar.Clean(); + } + } + + // + fvgEndBar.Clean(); + fvgStartBar.Clean(); + } + + // + // Detect Support Zone ... + + // + if (mXWZDetectSupportZones) + { + // + XOHCL supportBar; + XCSupportZone *supportZone; + bool hasSupport = mXWZBarAnalyser + .HasSupport( + bar, + supportBar, + range // + ); + if (hasSupport) + { + // + supportZone = new XCSupportZone(); + hasSupport = supportZone.Init( + supportBar, + range, + true // Use Range As Start ... + ); + + // + if (hasSupport) + { + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = supportZone.IsActivated( + X_DIRECTION_BULLISH, + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + if (!isActivated) + { + // + idx = FindIndex( + supportZone, + mXWZUnActivatedSupportZones // + ); + hasSupport = !IsValidIndex(idx); + if (hasSupport) + { + // + lastSupport = supportZone; + + // + Add( + supportZone, + mXWZUnActivatedSupportZones // + ); + } + } + else + { + // + idx = FindIndex( + supportZone, + mXWZActivatedSupportZones // + ); + hasSupport = !IsValidIndex(idx); + if (hasSupport) + { + // + supportZone.To(activationBar.time); + + // + Add( + supportZone, + mXWZActivatedSupportZones // + ); + } + } + + // + activationBar.Clean(); + } + } + + // + supportBar.Clean(); + } + + // + // Detect Resistance Zone ... + + // + if (mXWZDetectResistanceZones) + { + // + XOHCL resistaneBar; + XCResistanceZone *resistanceZone; + bool hasResistance = mXWZBarAnalyser + .HasResistance( + bar, + resistaneBar, + range // + ); + if (hasResistance) + { + // + resistanceZone = new XCResistanceZone(); + hasResistance = resistanceZone.Init( + resistaneBar, + range, + true // Use Range As Start ... + ); + + // + if (hasResistance) + { + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = resistanceZone.IsActivated( + X_DIRECTION_BULLISH, + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + if (!isActivated) + { + // + idx = FindIndex( + resistanceZone, + mXWZUnActivatedResistanceZones // + ); + hasResistance = !IsValidIndex(idx); + if (hasResistance) + { + // + lastResistance = resistanceZone; + + // + Add( + resistanceZone, + mXWZUnActivatedResistanceZones // + ); + } + } + else + { + // + idx = FindIndex( + resistanceZone, + mXWZActivatedResistanceZones // + ); + hasResistance = !IsValidIndex(idx); + if (hasResistance) + { + // + resistanceZone.To(activationBar.time); + + // + Add( + resistanceZone, + mXWZActivatedResistanceZones // + ); + } + } + + // + activationBar.Clean(); + } + } + + // + resistaneBar.Clean(); + } + + // +} + +// +void UpdatePOIs( + XOHCL &bar // +) +{ + // + int count = -1; + bool has = false; + bool resetDraws = false; + + // + if (!bar.IsValid()) + { + return; + } + + // + datetime to = bar.time; + + // + // Order Blocks ... + + // + count = ArraySize(mXWZUnActivatedOBs); + has = IsValidSize(count); + if (has) + { + // + XCOrderBlock *tmps[]; + for (int i = 0; i < count; i++) + { + // + // Update To ... + mXWZUnActivatedOBs[i].To(to); + + // + // Check Activation ... + + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = mXWZUnActivatedOBs[i] + .IsActivated( + mXWZUnActivatedOBs[i].GetDirection(), + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + activationBar.Clean(); + + // + if (!isActivated) + { + // + Add( + mXWZUnActivatedOBs[i], + tmps // + ); + } + else + { + // + Add( + mXWZUnActivatedOBs[i], + mXWZActivatedOBs // + ); + } + } + + // + Copy( + tmps, + mXWZUnActivatedOBs // + ); + } + + // + count = ArraySize(mXWZActivatedOBs); + has = IsValidSize(count); + if (has) + { + // + // Remove UnWorks / Breaked Zones ... + int removeIDX[]; + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iZone = mXWZActivatedOBs[i]; + + // + XOHCL passedBar; + bool isBodyOut = false; + ENUM_X_DIRECTION iForDir = iZone.GetDirection(); + + // + // Check Works ... + bool isWorked = iZone.IsWorked( + iForDir, + passedBar, + isBodyOut, + true, + false, + false, + _Period // + ); + if (!isWorked) + { + // + Add( + i, + removeIDX // + ); + + // + passedBar.Clean(); + break; + } + + // + passedBar.Clean(); + } + + // + if (HasChild(removeIDX)) + { + // + resetDraws = true; + + // + count = ArraySize(removeIDX); + for (int i = 0; i < count; i++) + { + // + ArrayRemove( + mXWZActivatedOBs, + removeIDX[i], + 1 // + ); + } + } + + // + Clean(removeIDX); + } + + // + // Fair Value Gaps ... + + // + count = ArraySize(mXWZUnActivatedFVGs); + has = IsValidSize(count); + if (has) + { + // + XCFVG *tmps[]; + for (int i = 0; i < count; i++) + { + // + // Update To ... + mXWZUnActivatedFVGs[i].To(to); + + // + // Check Activation ... + + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = mXWZUnActivatedFVGs[i] + .IsActivated( + mXWZUnActivatedFVGs[i].GetDirection(), + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + activationBar.Clean(); + + // + if (!isActivated) + { + // + Add( + mXWZUnActivatedFVGs[i], + tmps // + ); + } + else + { + // + Add( + mXWZUnActivatedFVGs[i], + mXWZActivatedFVGs // + ); + } + } + + // + Copy( + tmps, + mXWZUnActivatedFVGs // + ); + } + + // + count = ArraySize(mXWZActivatedFVGs); + has = IsValidSize(count); + if (has) + { + // + // Remove UnWorks / Breaked Zones ... + int removeIDX[]; + for (int i = 0; i < count; i++) + { + // + XCFVG *iZone = mXWZActivatedFVGs[i]; + + // + XOHCL passedBar; + bool isBodyOut = false; + ENUM_X_DIRECTION iForDir = iZone.GetDirection(); + + // + // Check Works ... + bool isWorked = iZone.IsWorked( + iForDir, + passedBar, + isBodyOut, + true, + false, + false, + _Period // + ); + if (!isWorked) + { + // + Add( + i, + removeIDX // + ); + + // + passedBar.Clean(); + break; + } + + // + passedBar.Clean(); + } + + // + if (HasChild(removeIDX)) + { + // + resetDraws = true; + + // + count = ArraySize(removeIDX); + for (int i = 0; i < count; i++) + { + // + ArrayRemove( + mXWZActivatedFVGs, + removeIDX[i], + 1 // + ); + } + } + + // + Clean(removeIDX); + } + + // + // Support Zones ... + + // + count = ArraySize(mXWZUnActivatedSupportZones); + has = IsValidSize(count); + if (has) + { + // + XCSupportZone *tmps[]; + for (int i = 0; i < count; i++) + { + // + // Update To ... + mXWZUnActivatedSupportZones[i].To(to); + + // + // Check Activation ... + + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = mXWZUnActivatedSupportZones[i] + .IsActivated( + X_DIRECTION_BULLISH, + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + if (!isActivated) + { + // + Add( + mXWZUnActivatedSupportZones[i], + tmps // + ); + } + else + { + // + mXWZUnActivatedSupportZones[i].To(activationBar.time); + + // + Add( + mXWZUnActivatedSupportZones[i], + mXWZActivatedSupportZones // + ); + } + + // + activationBar.Clean(); + } + + // + Copy( + tmps, + mXWZUnActivatedSupportZones // + ); + } + + // + count = ArraySize(mXWZActivatedSupportZones); + has = IsValidSize(count); + if (has) + { + // + // Remove UnWorks / Breaked Zones ... + int removeIDX[]; + ENUM_X_DIRECTION iForDir = X_DIRECTION_BULLISH; + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = mXWZActivatedSupportZones[i]; + + // + XOHCL passedBar; + bool isBodyOut = false; + + // + // Check Works ... + bool isWorked = iZone.IsWorked( + iForDir, + passedBar, + isBodyOut, + true, + false, + false, + _Period // + ); + if (!isWorked) + { + // + Add( + i, + removeIDX // + ); + + // + passedBar.Clean(); + break; + } + + // + passedBar.Clean(); + } + + // + if (HasChild(removeIDX)) + { + // + resetDraws = true; + + // + count = ArraySize(removeIDX); + for (int i = 0; i < count; i++) + { + // + ArrayRemove( + mXWZActivatedSupportZones, + removeIDX[i], + 1 // + ); + } + } + + // + Clean(removeIDX); + } + + // + // Resistance Zones ... + + // + count = ArraySize(mXWZUnActivatedResistanceZones); + has = IsValidSize(count); + if (has) + { + // + XCResistanceZone *tmps[]; + for (int i = 0; i < count; i++) + { + // + // Update To ... + mXWZUnActivatedResistanceZones[i].To(to); + + // + // Check Activation ... + + // + // Check OB Not Activated ... + XOHCL activationBar; + bool isActivationBarBodyIn = false; + bool isActivated = mXWZUnActivatedResistanceZones[i] + .IsActivated( + X_DIRECTION_BULLISH, + activationBar, + isActivationBarBodyIn, + false, + _Period // + ); + + // + if (!isActivated) + { + // + Add( + mXWZUnActivatedResistanceZones[i], + tmps // + ); + } + else + { + // + mXWZUnActivatedResistanceZones[i].To(activationBar.time); + + // + Add( + mXWZUnActivatedResistanceZones[i], + mXWZActivatedResistanceZones // + ); + } + + // + activationBar.Clean(); + } + + // + Copy( + tmps, + mXWZUnActivatedResistanceZones // + ); + } + + // + count = ArraySize(mXWZActivatedResistanceZones); + has = IsValidSize(count); + if (has) + { + // + // Remove UnWorks / Breaked Zones ... + int removeIDX[]; + ENUM_X_DIRECTION iForDir = X_DIRECTION_BEARISH; + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = mXWZActivatedResistanceZones[i]; + + // + XOHCL passedBar; + bool isBodyOut = false; + + // + // Check Breake ... + bool isBreaked = iZone.IsBreaked( + iForDir, + passedBar, + isBodyOut, + true, + false, + _Period // + ); + if (isBreaked) + { + // + Add( + i, + removeIDX // + ); + + // + passedBar.Clean(); + break; + } + + // + // Check Works ... + bool isWorked = iZone.IsWorked( + iForDir, + passedBar, + isBodyOut, + true, + false, + false, + _Period // + ); + if (!isWorked) + { + // + Add( + i, + removeIDX // + ); + + // + passedBar.Clean(); + break; + } + + // + passedBar.Clean(); + } + + // + if (HasChild(removeIDX)) + { + // + resetDraws = true; + + // + count = ArraySize(removeIDX); + for (int i = 0; i < count; i++) + { + // + ArrayRemove( + mXWZActivatedResistanceZones, + removeIDX[i], + 1 // + ); + } + } + + // + Clean(removeIDX); + } + + // + // + // + + // + // Clean Draws if has to ... + if (resetDraws) + { + mXWZDrawnObjects.Clear(); + } + + // +} + +// +void DrawPOIs() +{ + // + int count = 0; + bool has = false; + bool isCreated = false; + + // + if (!showPOIs) + { + return; + } + + // + // Order Blocks ... + if (showOrderBlocks) + { + // + bool showBullishOrderBlocks = true; + bool showBearishOrderBlocks = true; + + // + // UnActivated ... + count = ArraySize(mXWZUnActivatedOBs); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + bool isBullish = mXWZUnActivatedOBs[i].IsBullish(); + + // + if ((isBullish && + showBullishOrderBlocks) || + (!isBullish && + showBearishOrderBlocks)) + { + // + XCBaseObject *iObj; + isCreated = mXWZPOIDrawer + .CreateOrderBlock( + mXWZUnActivatedOBs[i], + iObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + } + } + + // + // Activated ... + count = ArraySize(mXWZActivatedOBs); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = mXWZActivatedOBs[i]; + + // + bool isBullish = iOB.IsBullish(); + + // + if (showActivatedPOIs && + ((isBullish && + showBullishOrderBlocks) || + (!isBullish && + showBearishOrderBlocks))) + { + // + XCBaseObject *iObj; + isCreated = mXWZPOIDrawer + .CreateOrderBlock( + iOB, + iObj // + ); + if (isCreated) + { + // + // if (isBullish) + // { + // ((XCBullishOrderBlockObject *)iObj).ZoneFill(true); + // } + // else + // { + // ((XCBearishOrderBlockObject *)iObj).ZoneFill(true); + // } + + // + mXWZDrawnObjects.Add(iObj); + } + } + } + } + } + + // + // Fair Value Gaps ... + if (showFairValueGaps) + { + // + bool showBullishFairValueGaps = true; + bool showBearishFairValueGaps = true; + + // + // UnActivated ... + count = ArraySize(mXWZUnActivatedFVGs); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + bool isBullish = mXWZUnActivatedFVGs[i].IsBullish(); + + // + if ((isBullish && + showBullishFairValueGaps) || + (!isBullish && + showBearishFairValueGaps)) + { + // + XCBaseObject *iObj; + isCreated = mXWZPOIDrawer + .CreateFairValueGap( + mXWZUnActivatedFVGs[i], + iObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + } + } + + // + // Activated ... + count = ArraySize(mXWZActivatedFVGs); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = mXWZActivatedFVGs[i]; + + // + bool isBullish = iFVG.IsBullish(); + + // + if (showActivatedPOIs && + ((isBullish && + showBullishFairValueGaps) || + (!isBullish && + showBearishFairValueGaps))) + { + XCBaseObject *iObj; + isCreated = mXWZPOIDrawer + .CreateFairValueGap( + iFVG, + iObj // + ); + if (isCreated) + { + // + // if (isBullish) + // { + // ((XCBullishOrderBlockObject *)iObj).ZoneFill(true); + // } + // else + // { + // ((XCBearishOrderBlockObject *)iObj).ZoneFill(true); + // } + + // + mXWZDrawnObjects.Add(iObj); + } + } + } + } + } + + // + // Support Zones ... + if (showSupportZones) + { + // + // UnActivated ... + count = ArraySize(mXWZUnActivatedSupportZones); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupportZoneObject *iObj; + isCreated = mXWZPOIDrawer + .CreateSupportZone( + mXWZUnActivatedSupportZones[i], + iObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + } + + // + // Activated ... + if (showActivatedPOIs) + { + // + count = ArraySize(mXWZActivatedSupportZones); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupportZoneObject *iObj; + isCreated = mXWZPOIDrawer + .CreateSupportZone( + mXWZActivatedSupportZones[i], + iObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + } + } + } + + // + // Resistance Zones ... + if (showResistanceZones) + { + // + // UnActivated ... + count = ArraySize(mXWZUnActivatedResistanceZones); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XCResistanceZoneObject *iObj; + isCreated = mXWZPOIDrawer + .CreateResistanceZone( + mXWZUnActivatedResistanceZones[i], + iObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + } + + // + // Activated ... + if (showActivatedPOIs) + { + // + count = ArraySize(mXWZActivatedResistanceZones); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XCResistanceZoneObject *iObj; + isCreated = mXWZPOIDrawer + .CreateResistanceZone( + mXWZActivatedResistanceZones[i], + iObj // + ); + if (isCreated) + { + mXWZDrawnObjects.Add(iObj); + } + } + } + } + } + + // +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Libraries/x-saherelm.common.lib.ex5 b/BKPS/14031206/Libraries/x-saherelm.common.lib.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..2d7b732ccfa437b7adb89df485d072c9b75869b7 GIT binary patch literal 5792 zcmdT?Ra_L_wjLb1JBDr$7)H9JB}5wO?yjLrx}-rV32Bh7p~C?|q*Fp^kQj#Uxc<+* z=j}Y4*Spqlt+m(p?fvkrwO{EA0zCkjBmh*vzijLO>i>2Cz(|64RTBCd3blPr494tI z)W7lnw)$ZJ0RO~)vRb`j6*%5E$`|Ck_`l>Zx%ZT|AF0L}oHzlbtG=Wmw# zi@E;2{SWj1+5S=N^>+eLfEa-HulxSX!GHUI>$drqZt&mv{Qp+^pSSb^0RFpe$bTmP z3)D$35Acj{9`%O9#(|uoi3loXZ!0bXaFcEsQ#HYB;V~F=D^zGmHRX`%*&!k|QHI_9 zLgF<@)vlSlF^d&OywaW#w*V2-I>7=yfP@^#p7!Kyq3li2-;C}Z_j!JCV#a5`^=q*+h#GEown8KNv ze~+n&NkQc&O`F|2j6DHD^jf6@Z%E16^beUd+K?daJlP-aE2M9;Hre%J7O|zmn>Hz9 ziVsa9{aF!V#~^pF*@>Zbs(|RykNb(Xr3kRfRlsGFoxEby-5PU}b?5 zXeA1ZbS}K)Q8D4KE*dassK<`^#+$s|;NhO-dCRA=N4EwjGlOQ8eSV!TNEmHs?qXuo 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a/BKPS/14031206/Libraries/x-saherelm.common.lib.mq5 b/BKPS/14031206/Libraries/x-saherelm.common.lib.mq5 new file mode 100644 index 0000000..343da30 --- /dev/null +++ b/BKPS/14031206/Libraries/x-saherelm.common.lib.mq5 @@ -0,0 +1,10682 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Common Library +// -------------------------------------- +// Name: XCommonLib +// Description: provide all commonly used functions ... +// +// +// 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-md5.class.mq5" + +// +#include + +// +// Models ... + +// +// Specified Price Type ... +enum ENUM_X_PRICE +{ + X_PRICE_HIGH, + X_PRICE_OPEN, + X_PRICE_CLOSE, + X_PRICE_LOW, + X_PRICE_UP, + X_PRICE_DOWN +}; + +// +enum ENUM_X_DIRECTION +{ + X_DIRECTION_ALL, // All + X_DIRECTION_NONE, // None + X_DIRECTION_BULLISH, // Bullish + X_DIRECTION_BEARISH, // Bearish +}; + +// +enum ENUM_X_FIBO_LEVELS +{ + X_FIBO_LEVEL_236, + X_FIBO_LEVEL_382, + X_FIBO_LEVEL_500, + X_FIBO_LEVEL_618, + X_FIBO_LEVEL_764, +}; + +// +double GetFiboLevelValue(ENUM_X_FIBO_LEVELS value) +{ + // + double result = 0; + + // + switch (value) + { + // + case X_FIBO_LEVEL_236: + result = 0.236; + break; + + // + case X_FIBO_LEVEL_382: + result = 0.382; + break; + + // + case X_FIBO_LEVEL_500: + result = 0.500; + break; + + // + case X_FIBO_LEVEL_618: + result = 0.618; + break; + + // + case X_FIBO_LEVEL_764: + result = 0.764; + break; + } + + // + return result; +} + +// +string ToString(ENUM_X_DIRECTION value) +{ + // + string result = NULL; + + // + switch (value) + { + case X_DIRECTION_ALL: + result = "ALL"; + break; + case X_DIRECTION_NONE: + result = "NONE"; + break; + case X_DIRECTION_BULLISH: + result = "BULLISH"; + break; + case X_DIRECTION_BEARISH: + result = "BEARISH"; + break; + } + + // + return result; +} + +// +// Swing Types Enum ... +enum ENUM_X_SWING_TYPE +{ + X_NO_SWING = 0, + X_SWING_HIGH = 1, + X_SWING_LOW = -1, +}; + +// +string ToString(ENUM_X_SWING_TYPE value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_NO_SWING: + result = "NO_SWING"; + break; + + // + case X_SWING_LOW: + result = "SWING_LOW"; + break; + + // + case X_SWING_HIGH: + result = "SWING_HIGH"; + break; + } + + // + return result; +} + +// +ENUM_SERIESMODE ToSeriesMode(ENUM_X_SWING_TYPE value) +{ + // + ENUM_SERIESMODE result = MODE_HIGH; + + // + switch (value) + { + // + case X_SWING_HIGH: + result = MODE_HIGH; + break; + + // + case X_SWING_LOW: + result = MODE_LOW; + break; + } + + // + return result; +} + +// +// Find Swing Points ... +int FindSwing( + string mSymbol, // Trading Symbol ... + ENUM_TIMEFRAMES mPeriod, // Trading Period ... + ENUM_X_SWING_TYPE mMode, // Swing Based On Price mode ... + int mLength, // Loopback ... + int bar_index // BarIndex ... +) +{ + // + int result = -1; + + // + if (StringLen(mSymbol) == 0 || (mMode != X_SWING_HIGH && mMode != X_SWING_LOW)) + { + return result; + } + + // + int current = bar_index; + int founded = FindNextSwing( + mSymbol, + mPeriod, + mMode, + (mLength * 2) + 1, + current - mLength); + + // + while (founded != current) + { + // + current = FindNextSwing( + mSymbol, + mPeriod, + mMode, + mLength, + current + 1); + + // + founded = FindNextSwing( + mSymbol, + mPeriod, + mMode, + (mLength * 2) + 1, + current - mLength); + } + + // + result = current; + + // + return result; +} + +// +// Find Next Swing ... +int FindNextSwing( + string mSymbol, // Trading Symbol ... + ENUM_TIMEFRAMES mPeriod, // Trading Period ... + ENUM_X_SWING_TYPE mMode, // Swing Based On Price mode ... + int mLength, // Loopback ... + int bar_index // BarIndex ... +) +{ + // + int result = -1; + + // + if (bar_index < 0) + { + mLength += bar_index; + bar_index = 0; + } + + // + ENUM_SERIESMODE mSeriesMode = ToSeriesMode(mMode); + + // + result = mMode == X_SWING_HIGH + ? iHighest( + mSymbol, + mPeriod, + mSeriesMode, + mLength, + bar_index) + : iLowest( + mSymbol, + mPeriod, + mSeriesMode, + mLength, + bar_index); + + // + return result; +} + +// +// XPERIOD Calculation Method ... +enum ENUM_X_PERIOD_METHOD +{ + // + X_PERIOD_NOTHING, // Nothing + X_PERIOD_AUTO, // Auto Select + X_PERIOD_MANUALLY // Manually +}; + +// +// Available Market Cycles ... +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 +}; + +// +// Structs ... + +// +// Model Specified Ticks Info ... +struct XTick +{ + // + string symbol; // Symbol ... + datetime time; // Time ... + double bid; // Bid ... + double ask; // Ask ... + double spread; // Spread ... + long volume; // Volume ... + + // + // Constructor ... + void XTick() + { + Clean(); + } + + // + // Tools Functions ... + + /** + * Initial ... + * + * @param _symbol: Symbol ... + * @param _time: Time ... + * @param _bid: Bid Price ... + * @param _ask: Ask Price ... + * @param _volume: Tick Volume ... + */ + bool Init( + string _symbol, + datetime _time, + double _bid, + double _ask, + double _spread, + long _volume // + ) + { + // + bool result = false; + + // + result = IsValid(_symbol) && + IsValid(_time) && + _bid > 0 && + _ask > 0; + if (!result) + { + return result; + } + + // + bid = _bid; + ask = _ask; + time = _time; + symbol = _symbol; + spread = _spread; + + // + result = IsValid(); + + // + return result; + } + + /** + * Init Tick by Symbol ... + * + * @param _symbol: String ... + * + * @return ( bool ) + */ + bool Init( + string _symbol, + ENUM_TIMEFRAMES _volumePeriod = NULL // + ) + { + // + bool result = false; + + // + result = IsValid(_symbol); + if (!result) + { + return result; + } + + // + datetime _time = TimeCurrent(); + double _bid = GetBid(_symbol); + double _ask = GetAsk(_symbol); + double _spread = GetSpread(_symbol); + + // + long _volume = 0; + if (IsValid(_volumePeriod)) + { + _volume = iTickVolume(_symbol, _volumePeriod, 0); + } + + // + result = Init( + _symbol, + _time, + _bid, + _ask, + _spread, + _volume // + ); + + // + return result; + } + + /** + * Cleanup ... + */ + void Clean() + { + // + bid = 0; + ask = 0; + volume = 0; + time = NULL; + symbol = NULL; + + // + ZeroMemory(this); + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = IsValid(symbol) && + IsValid(time) && + bid > 0 && + ask > 0 && + volume >= 0; + + // + return result; + } + + // +}; + +// +// Model a Bar Remains Time ... +struct XBarRemainsTime +{ + // + int days; + int hours; + int minutes; + int seconds; + + // + // Constructor ... + XBarRemainsTime() + { + Clean(); + } + + // + // Always Calculate Current 0 Bar Timing ... + bool Init( + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL // Trading Period + ) + { + // + bool result = false; + + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + int minuteSecoonds = 60; + int hourSeconds = minuteSecoonds * 60; + int daySeconds = 24 * hourSeconds; + + // + int periodSeconds = PeriodSeconds( + mPeriod); + datetime startTime = GetBarTime( + mSymbol, + mPeriod, + 0 + // + ); + + // + int secondsDiff = (int)startTime + periodSeconds - (int)TimeCurrent(); + + // + int mWorkingSecondsDiff = secondsDiff; + if (mWorkingSecondsDiff > daySeconds) + { + // + days = mWorkingSecondsDiff / daySeconds; + mWorkingSecondsDiff -= days * daySeconds; + } + if (mWorkingSecondsDiff > hourSeconds) + { + // + hours = mWorkingSecondsDiff / hourSeconds; + mWorkingSecondsDiff -= hours * hourSeconds; + } + if (mWorkingSecondsDiff > minuteSecoonds) + { + // + minutes = mWorkingSecondsDiff / minuteSecoonds; + mWorkingSecondsDiff -= minutes * minuteSecoonds; + } + seconds = mWorkingSecondsDiff; + + // + result = true; + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + days = 0; + hours = 0; + minutes = 0; + seconds = 0; + + // + ZeroMemory(this); + } + + // + // To String Representation ... + string ToString( + string dayId = "d", + string hourId = "h", + string minuteId = "m", + string secondId = "s", + string idSeparator = ": ", + string separator = ", ", + bool ignoreZeroValues = true + // + ) + { + // + string result = ""; + + // + // Days ... + if (!ignoreZeroValues || days > 0) + { + result += dayId + idSeparator + (string)days + separator; + } + + // + // Hours ... + if (!ignoreZeroValues || hours > 0) + { + // + string strHour = ToString(hours); + if (StringLen(strHour) == 1) + { + strHour = "0" + strHour; + } + + // + result += hourId + idSeparator + strHour + separator; + } + + // + // Minutes ... + if (!ignoreZeroValues || minutes > 0) + { + // + string strMinute = ToString(minutes); + if (StringLen(strMinute) == 1) + { + strMinute = "0" + strMinute; + } + + // + result += minuteId + idSeparator + strMinute + separator; + } + + // + // Seconds ... + if (!ignoreZeroValues || seconds > 0) + { + // + string strSec = ToString(seconds); + if (StringLen(strSec) == 1) + { + strSec = "0" + strSec; + } + + // + result += secondId + idSeparator + strSec; + } + + // + return result; + } +}; + +// +// Describe an Specific Candle ... +struct XOHCL +{ + // + // Props ... + + // + double high; + double open; + double close; + double low; + + // + string symbol; + datetime time; + ENUM_TIMEFRAMES period; + + // + // Constructor ... + XOHCL() + { + Clean(); + } + + // + // Init a Bar ... + // Using Bar Index ... + bool Init( + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Period + int barIndex = 0 // Bar Index + ) + { + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + symbol = mSymbol; + period = mPeriod; + + // + time = iTime( + mSymbol, + mPeriod, + barIndex // + ); + + // + open = iOpen( + mSymbol, + mPeriod, + barIndex // + ); + open = NormalizePrice(open, mSymbol); + + // + close = iClose( + mSymbol, + mPeriod, + barIndex // + ); + close = NormalizePrice(close, mSymbol); + + // + high = iHigh( + mSymbol, + mPeriod, + barIndex // + ); + high = NormalizePrice(high, mSymbol); + + // + low = iLow( + mSymbol, + mPeriod, + barIndex // + ); + low = NormalizePrice(low, mSymbol); + + // + bool result = IsValid(); + + // + return result; + } + + // + // Init a Bar ... + // Using Bar Time ... + bool Init( + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Period + datetime mTime = NULL // Bar Time + ) + { + // + mTime = NormalizeTime(mTime); + + // + int barIndex = iBarShift( + mSymbol, + mPeriod, + mTime, + false // + ); + + // + bool result = Init( + mSymbol, + mPeriod, + barIndex + // + ); + + // + return result; + } + + // + bool Init( + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Period + double mOpen = 0, // Open + double mHigh = 0, // High + double mClose = 0, // Close + double mLow = 0, // Low + int barIndex = 0 // Bar Index + ) + { + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + symbol = mSymbol; + period = mPeriod; + + // + time = iTime( + mSymbol, + mPeriod, + barIndex + // + ); + + // + open = mOpen; + high = mHigh; + close = mClose; + low = mLow; + + // + return IsValid(); + } + + // + bool Init( + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Period + double mOpen = 0, // Open + double mHigh = 0, // High + double mClose = 0, // Close + double mLow = 0, // Low + datetime mTime = NULL // Bar Time + ) + { + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + symbol = mSymbol; + period = mPeriod; + + // + int barIndex = iBarShift( + symbol, + period, + mTime); + + // + time = iTime( + mSymbol, + mPeriod, + barIndex + // + ); + + // + open = mOpen; + high = mHigh; + close = mClose; + low = mLow; + + // + return IsValid(); + } + + // + // Tools ... + + // + void Clean() + { + // + high = 0; + open = 0; + close = 0; + low = 0; + + // + time = NULL; + symbol = NULL; + period = NULL; + + // + ZeroMemory(this); + } + + // + // Validate Bar ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + high > 0 && + open > 0 && + close > 0 && + low > 0 + // + ; + + // + return result; + } + + // + int TotalBars() + { + // + int result = 0; + + // + result = iBars( + symbol, + period // + ); + + // + return result; + } + + // + // Calculate X_PRICE Specified Type ... + double GetPrice(ENUM_X_PRICE mPType) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + switch (mPType) + { + // + case X_PRICE_OPEN: + result = open; + break; + // + case X_PRICE_HIGH: + result = high; + break; + // + case X_PRICE_CLOSE: + result = close; + break; + // + case X_PRICE_LOW: + result = low; + break; + // + case X_PRICE_UP: + result = GetUp(); + break; + // + case X_PRICE_DOWN: + result = GetDown(); + break; + } + + // + return result; + } + + // + // Retrieve Price base On Series Mode ... + double GetPrice(ENUM_SERIESMODE mMode) + { + // + ENUM_X_PRICE mXMode = ToPrice(mMode); + + // + return GetPrice(mXMode); + } + + // + // Calculate Applied Price ... + double GetPrice( + ENUM_APPLIED_PRICE mAppliedTo // Select Application Method + ) + { + // + double result = 0; + + // + // Calculate Applied Price ... + switch (mAppliedTo) + { + // + case PRICE_CLOSE: + result = close; + break; + + // + case PRICE_OPEN: + result = open; + break; + + // + case PRICE_HIGH: + result = high; + break; + + // + case PRICE_LOW: + result = low; + break; + + // + case PRICE_MEDIAN: + result = (high + low) / 2; + break; + + // + case PRICE_TYPICAL: + result = (high + low + close) / 3; + break; + + // + case PRICE_WEIGHTED: + result = (high + low + close + close) / 4; + break; + } + + // + return result; + } + + // + // Find Specific Price ... + bool FindHigherPriceBar( + XOHCL &bar, + double price, + ENUM_X_PRICE _type = X_PRICE_HIGH // + ) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int totalBars = TotalBars(); + result = IsValidSize(totalBars); + if (!result) + { + return result; + } + + // + int start = Index(); + int maxAllowedLoopback = totalBars / 5; + for (int i = start; i < maxAllowedLoopback; i++) + { + // + result = bar.Init( + symbol, + period, + i // + ); + + // + if (!result) + { + break; + } + + // + double iPrice = bar.GetPrice(_type); + + // + result = + // + iPrice > 0 && + iPrice > price + // + ; + if (result) + { + break; + } + } + + // + if (!result) + { + bar.Clean(); + } + + // + return result; + } + + // + // Find Specific Price ... + bool FindLowerPriceBar( + XOHCL &bar, + double price, + ENUM_X_PRICE _type = X_PRICE_HIGH // + ) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int totalBars = TotalBars(); + result = IsValidSize(totalBars); + if (!result) + { + return result; + } + + // + int start = Index(); + int maxAllowedLoopback = totalBars / 5; + for (int i = start; i < maxAllowedLoopback; i++) + { + // + result = bar.Init( + symbol, + period, + i // + ); + + // + if (!result) + { + break; + } + + // + double iPrice = bar.GetPrice(_type); + + // + result = + // + iPrice > 0 && + iPrice < price + // + ; + if (result) + { + break; + } + } + + // + if (!result) + { + bar.Clean(); + } + + // + return result; + } + + // + // Calculate Bar Mid Line ... + double GetMid() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = (high + low) / 2; + + // + return result; + } + + // + // Calculate up Price ... + double GetUp() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = MathMax(open, close); + + // + return result; + } + + // + // Calculate Down Price ... + double GetDown() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = MathMin(open, close); + + // + return result; + } + + // + // Retrieve Required Price for Zone Checking ... + // For Bullish Zones => low; + // For Bearish Zones => high; + double GetZoneCheckValue(ENUM_X_DIRECTION forDir) + { + // + double result = 0; + + // + if (!IsValid() || + !HasDirection(forDir)) + { + return result; + } + + // + bool isBullish = IsBullish(forDir); + + // + result = + isBullish + ? low + : high; + + return result; + } + + // + // Calculate Bar Body ... + double GetBody() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetUp() - GetDown(); + + // + return result; + } + + // + // Calculate Bar Range ... + double GetRange() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = high - low; + + // + return result; + } + + // + // Calculate Bar Shadows ... + double GetShadows() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetRange() - GetBody(); + + // + return result; + } + + // + // Calculate Bar High Shadow ... + double GetHighShadow() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = + // + high - GetUp() + // + ; + + // + return result; + } + + // + // Calculate Bar Low Shadow ... + double GetLowShadow() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = + // + GetDown() - low; + // + ; + + // + return result; + } + + // + // Check Bar is Bullish ... + bool IsBullish() + { + // + bool result = false; + + // + if (!IsValid()) + { + return result; + } + + // + result = open < close; + + // + return result; + } + + // + // Check Bar is Bearish ... + bool IsBearish() + { + // + bool result = false; + + // + if (!IsValid()) + { + return result; + } + + // + result = open > close; + + // + return result; + } + + // + // Get Direction of Bar ... + ENUM_X_DIRECTION GetDirection() + { + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + bool isBullish = IsBullish(); + bool isBearish = IsBearish(); + + // + result = + isBullish && isBearish + ? X_DIRECTION_ALL + : !isBullish && !isBearish + ? X_DIRECTION_NONE + : isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; + } + + // + // Find Next Bar Time ... + datetime NextAt() + { + // + datetime result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + int prSeconds = PeriodSeconds(period); + + // + result = time + prSeconds; + + // + return result; + } + + // + // Find Prev Bar Time ... + datetime BeforeOn() + { + // + datetime result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + int prSeconds = PeriodSeconds(period); + + // + result = time - prSeconds; + + // + return result; + } + + // + // Calculate Last Bar Open Time in Smaller Period ... + datetime GetLastBarTimeOfPeriod( + ENUM_TIMEFRAMES smallerPeriod // + ) + { + // + datetime result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + int sourceSeconds = PeriodSeconds(period); + int destSeconds = PeriodSeconds(smallerPeriod); + if (destSeconds >= sourceSeconds) + { + // + result = time; + return result; + } + + // + result = (datetime)((((int)time) + sourceSeconds) - destSeconds); + + // + return result; + } + + // + // Calculate Close Time ... + datetime GetCloseTime() + { + // + datetime result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + int seconds = PeriodSeconds(period); + + // + result = (datetime)(((int)time) + seconds); + + // + return result; + } + + // + bool BarAt( + int index, + XOHCL &bar // + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + if (index < 0) + { + index = 0; + } + + // + result = bar.Init( + symbol, + period, + index // + ); + + // + return result; + } + + // + bool BarIn( + ENUM_TIMEFRAMES _period, + XOHCL &bar // + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + result = IsValid() && + IsSpecifiedValid(_period); + if (!result) + { + return result; + } + + // + int index = Index(_period); + result = bar.Init( + symbol, + _period, + index // + ); + + // + return result; + } + + // + // Find Current Bar Index on Chart ... + int Index() + { + // + int result = -1; + + // + if (!IsValid()) + { + return result; + } + + // + result = iBarShift( + symbol, + period, + time + // + ); + + // + return result; + } + + // + int Index(datetime value) + { + // + int result = -1; + + // + value = NormalizeTime(value); + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + result = iBarShift( + symbol, + period, + value // + ); + + // + return result; + } + + // + int Index(ENUM_TIMEFRAMES value) + { + // + int result = -1; + + // + result = IsValid() && + IsSpecifiedValid(value); + if (!result) + { + return result; + } + + // + result = iBarShift( + symbol, + value, + time // + ); + + // + return result; + } + + // + bool GetNextBar(XOHCL &bar) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int idx = Index(); + result = idx > 0; + if (!result) + { + return result; + } + + // + result = bar.Init( + this.symbol, + this.period, + idx - 1 // + ); + + // + if (!result) + { + bar.Clean(); + } + + // + return result; + } + + // + bool GetPreviousBar(XOHCL &bar) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int idx = Index(); + + // + result = bar.Init( + this.symbol, + this.period, + idx + 1 // + ); + + // + if (!result) + { + bar.Clean(); + } + + // + return result; + } + + // + // Find Highest Bar Index ... + int FindHighestIndex( + int mLength, // Loopback ... + ENUM_SERIESMODE mMode // Calculation mode + ) + { + // + int result = -1; + + // + if (!IsValid()) + { + return result; + } + + // + if (mLength < 2) + { + mLength = 2; + } + + // + result = iHighest( + symbol, + period, + mMode, + mLength, + Index()); + + // + return result; + } + + // + // Find Highest ... + double FindHighest( + int mLength, // Loopback ... + ENUM_SERIESMODE mMode // Calculation mode + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + int idx = FindHighestIndex( + mLength, + mMode); + if (idx <= -1) + { + return result; + } + + // + XOHCL iH; + result = iH.Init( + symbol, + period, + idx + // + ); + if (!result) + { + return result; + } + + // + result = iH.GetPrice(mMode); + + // + return result; + } + + // + // Find Highest ... + double FindHighestUp( + int mLength // Loopback ... + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = FindHighest(mLength, MODE_OPEN); + result = MathMax(mLength, FindHighest(mLength, MODE_CLOSE)); + + // + return result; + } + + // + // Find Lowest Bar Index ... + int FindLowestIndex( + int mLength, // Loopback ... + ENUM_SERIESMODE mMode // Calculation mode + ) + { + // + int result = -1; + + // + if (!IsValid()) + { + return result; + } + + // + if (mLength < 2) + { + mLength = 2; + } + + // + result = iLowest( + symbol, + period, + mMode, + mLength, + Index()); + + // + return result; + } + + // + // Find Lowest ... + double FindLowest( + int mLength, // Loopback ... + ENUM_SERIESMODE mMode // Calculation mode + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + int idx = FindLowestIndex( + mLength, + mMode); + if (idx <= -1) + { + return result; + } + + // + XOHCL iL; + result = iL.Init( + symbol, + period, + idx + // + ); + if (!result) + { + return result; + } + + // + result = iL.GetPrice(mMode); + + // + return result; + } + + // + // Find Lowest ... + double FindLowesttDown( + int mLength // Loopback ... + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = FindLowest(mLength, MODE_OPEN); + result = MathMax(mLength, FindLowest(mLength, MODE_CLOSE)); + + // + return result; + } + + // + // Other ... + string GetTag(string prefix = "") + { + // + string result = NULL; + + // + result = + (IsValid(prefix) + ? prefix + "_" + : "") + + "XOHCL_" + symbol + "_" + ToString(period) + "_" + ToFormatString(time); + + // + return result; + } + + // + // Convert to String Representation ... + string ToString() + { + // + string result = ""; + + // + result = GetTypeName(this) + + "(O(" + ToString(open) + "),H(" + ToString(high) + "),C(" + ToString(close) + "),L(" + ToString(low) + "))"; + + // + return result; + } +}; + +// +// Tracking Times ... +struct XTimeTracker +{ + // + // Props ... + int xMonth; + int xDayOfWeek; + int xForWeekDay; + int xDay; + int xHour; + int xMinute; + + // + // Constructor ... + XTimeTracker() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + xDay = -1; + xHour = -1; + xMonth = -1; + xMinute = -1; + xDayOfWeek = -1; + xForWeekDay = -1; + + // + ZeroMemory(this); + } + + // + // Detecting New Minute ... + bool IsNewMinute() + { + // + bool result = false; + + // + // Retrieve Current Time as Struct ... + MqlDateTime timeStruct = GetCurrentTime(); + + // + // Check Houre ... + result = timeStruct.min != xMinute; + if (result) + { + xMinute = timeStruct.min; + } + + // + return result; + } + + // + // Detecting New Houre ... + bool IsNewHour() + { + // + bool result = false; + + // + // Retrieve Current Time as Struct ... + MqlDateTime timeStruct = GetCurrentTime(); + + // + // Check Houre ... + result = timeStruct.hour != xHour; + if (result) + { + xHour = timeStruct.hour; + } + + // + return result; + } + + // + // Detecting New Day ... + bool IsNewDay() + { + // + bool result = false; + + // + // Retrieve Current Time as Struct ... + MqlDateTime timeStruct = GetCurrentTime(); + + // + // Check Houre ... + result = timeStruct.day_of_year != xDay; + if (result) + { + xDay = timeStruct.day_of_year; + } + + // + return result; + } + + // + // Detecting New Week ... + bool IsNewWeek() + { + // + bool result = false; + + // + // Retrieve Current Time as Struct ... + MqlDateTime timeStruct = GetCurrentTime(); + + // + // Check Week ... + // Since Week Starts From Monday in Forex World ... + // we Calculate Start of Week by 1-Monday ... + result = + xDayOfWeek == -1 && + xForWeekDay == -1 + ? true + : timeStruct.day_of_week == 1 && + timeStruct.day_of_year > xForWeekDay; + + // + xForWeekDay = timeStruct.day_of_year; + xDayOfWeek = timeStruct.day_of_week; + + // + return result; + } + + // + // Detecting End Of Week ... + bool IsWeekEnd() + { + // + bool result = false; + + // + // Retrieve Current Time as Struct ... + MqlDateTime timeStruct = GetCurrentTime(); + + // + // Check WeekEnd ... + // Since Week Starts From Monday in Forex World ... + // we Calculate End of Week by 5-Friday ... + result = + xDayOfWeek != -1 && + timeStruct.day_of_week == 5 && + timeStruct.hour == 23 && + timeStruct.min == 59 && + timeStruct.sec == 59; + + // + return result; + } + + // + // Detecting New Month ... + bool IsNewMonth() + { + // + bool result = false; + + // + // Retrieve Current Time as Struct ... + MqlDateTime timeStruct = GetCurrentTime(); + + // + // Check Houre ... + result = timeStruct.mon != xMonth; + if (result) + { + xMonth = timeStruct.mon; + } + + // + return result; + } +}; + +// +// Tracking Bars on Specified Environment ... +struct XBarTracker +{ + // + string symbol; // Tracking Symbol + ENUM_TIMEFRAMES period; // Tracking Time Frame + + // + int lastTrackedBar; // Last Tracked Bar ... + + // + bool waitsUntilNext; // Waits Until Next Bar ... + + // + // Constructor ... + XBarTracker() + { + Clean(); + } + + // + // Initializer ... + bool Init( + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL // Trading Period + ) + { + // + bool result = false; + + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + this.symbol = mSymbol; + this.period = mPeriod; + + // + this.lastTrackedBar = 0; + + // + result = true; + + // + return result; + } + + // + // Retrieve all Bars ... + int CountBars() + { + // + return iBars( + symbol, + period + // + ); + } + + // + // Check if it's New Bar ... + bool IsNewBar() + { + // + bool result = false; + + // + int currentBars = CountBars(); + + // + result = currentBars > lastTrackedBar; + if (result) + { + lastTrackedBar = currentBars; + } + + // + return result; + } + + // + bool CanProcessBar() + { + // + bool _isInTestMode = IsRunningOnTestMode(); + + // + bool isNewBar = IsNewBar(); + + // + bool result = + _isInTestMode + ? isNewBar + : !waitsUntilNext + ? true + : isNewBar; + if (result && waitsUntilNext) + { + waitsUntilNext = false; + } + + // + return result; + } + + // + void Waits() + { + this.waitsUntilNext = true; + } + + // + // Tools ... + void Clean() + { + // + symbol = NormalizeSymbol(NULL); + period = NormalizePeriod(NULL); + + // + ZeroMemory(this); + } + + // + bool GetBar( + XOHCL &bar, + int index = 0 // + ) + { + // + bool result = false; + + // + result = bar.Init( + symbol, + period, + index // + ); + + // + return result; + } + + // + bool GetBar( + XOHCL &bar, + datetime time = NULL // + ) + { + // + bool result = false; + + // + NormalizeTime(time); + + // + int barIndex = iBarShift( + symbol, + period, + time, + false // + ); + + // + result = barIndex >= 0; + if (!result) + { + return result; + } + + // + result = bar.Init( + symbol, + period, + barIndex // + ); + + // + return result; + } + + // + int Index(datetime time = NULL) + { + // + int result = 0; + + // + NormalizeTime(time); + + // + result = iBarShift( + symbol, + period, + time, + false // + ); + + // + return result; + } +}; + +// +// Model a Market Cycle ... +struct XMarketCycle +{ + // + // Props ... + + // + string prefix; // Prefix Trag ... + + // + string symbol; // Market Symbol ... + + // + ENUM_TIMEFRAMES period; // Period of Cycle ... + ENUM_X_PERIOD_METHOD method; // Period Selection Method ... + ENUM_X_MARKET_CYCLES cycle; // Cycles of MArket ... + + // + int length; // Number Of Candles per Current Time Frame ... + ENUM_TIMEFRAMES hostPeriod; // Current Time Frame ... + + // + datetime lastStart; // Last Candle Bar Time ... + + // + XBarTracker barTracker; // Bar Tracker ... + XBarRemainsTime remains; // Current Bar Remains Model ... + + // + // Constructor ... + XMarketCycle() + { + Clean(); + } + + // + // Init Cycle ... + bool Init( + string mSymbol, // Trading Symbol + ENUM_TIMEFRAMES mHostPeriod, // Host Period + ENUM_X_MARKET_CYCLES mCycle, // Init Cycle + string mPrefix = "" // Prefix + ) + { + // + bool result = false; + + // + mSymbol = NormalizeSymbol(mSymbol); + mHostPeriod = NormalizePeriod(mHostPeriod); + + // + result = IsValid(mCycle); + if (!result) + { + return result; + } + + // + this.cycle = mCycle; + + // + // Set Automatically Prefix ... + if (StringLen(mPrefix) == 0) + { + this.prefix = ToString(cycle); + } + + // + result = IsValid( + method, + period // + ); + if (!result) + { + return result; + } + + // + this.symbol = mSymbol; + this.hostPeriod = mHostPeriod; + + // + // Find Cycle Period ... + if (method == X_PERIOD_AUTO) + { + // + // Select Period ... + this.period = GetCyclePeriod( + this.cycle, + this.hostPeriod); + } + + // + // Set Prefix if Provided ... + if (StringLen(mPrefix) > 0) + { + this.prefix = mPrefix; + } + + // + // Calculate Required Info ... + + // + // Length ... + this.length = PeriodSeconds(this.period) / PeriodSeconds(this.hostPeriod); + + // + // Update Additional Data ... + result = this.Update(0); + + // + return result; + } + + // + bool Init( + string mSymbol, // Trading Symbol + ENUM_TIMEFRAMES mHostPeriod, // Host Period + ENUM_X_MARKET_CYCLES mCycle, // Init Cycle + ENUM_X_PERIOD_METHOD mMethod, // Period Selection Method + ENUM_TIMEFRAMES mPeriod, // Provided Period + string mPrefix = "" // Prefix + ) + { + // + this.period = mPeriod; + this.method = mMethod; + + // + return Init( + mSymbol, + mHostPeriod, + mCycle, + mPrefix + // + ); + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + length = 0; + lastStart = 0; + + // + cycle = NULL; + prefix = NULL; + symbol = NULL; + period = NULL; + method = NULL; + hostPeriod = NULL; + + // + remains.Clean(); + barTracker.Clean(); + + // + ZeroMemory(this); + } + + // + // Check Structure Valid ... + bool IsValid() + { + // + bool result = false; + + // + result = IsValid( + method, + period); + if (!result) + { + return result; + } + + // + result = + // + length > 0 && + symbol != NULL && + period != NULL && + method != NULL && + hostPeriod != NULL && + method != X_PERIOD_NOTHING + // + ; + + // + return result; + } + + // + // Update Market Cycle Additional Info ... + bool Update(int hostBarIndex) + { + // + bool result = false; + + // + result = this.IsValid(); + if (!result) + { + return result; + } + + // + // Init Remains ... + result = remains.Init( + this.symbol, + this.period); + if (!result) + { + return result; + } + + // + // Init Bar Tracker ... + result = barTracker.Init( + this.symbol, + this.period); + if (!result) + { + return result; + } + + // + return result; + } + + // + // Count Bars ... + int CountBars() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = barTracker.CountBars(); + + // + return result; + } + + // + // Check New Bar ... + bool IsNewBar() + { + // + bool result = false; + + // + if (!IsValid()) + { + return result; + } + + // + result = barTracker.IsNewBar(); + + // + return result; + } + + // + // Retrieve Current Bar Index based on Host Period bar Index ... + int GetBarIndex(int barIndex) + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + if (barIndex < 0) + { + return result; + } + + // + int totalBars = CountBars(); + if (barIndex >= totalBars) + { + // + result = totalBars - 1; + return result; + } + + // + datetime hostBarTime = iTime( + this.symbol, + this.hostPeriod, + barIndex + // + ); + + // + result = iBarShift( + this.symbol, + this.period, + hostBarTime + // + ); + + // + return result; + } + + // + // Retrieve Current Cycles Specific Bar ... + XOHCL GetBar(int barIndex) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int totalBars = CountBars(); + if (barIndex >= totalBars) + { + barIndex = totalBars - 1; + } + + // + XOHCL result; + result.Init( + this.symbol, + this.period, + barIndex + // + ); + + // + return result; + } + + // + // Extract Specific Range of Bars ... + // using Start Bar Index ... + int GetBars( + XOHCL &result[], // Hold Result + int from = 0, // Start Bar Index + int count = 1, // Number of Bars + bool forceClean = true // Clean Result Array + ) + { + // + int mResult = 0; + + // + if (from < 0) + { + from = 0; + } + + // + int total = Bars( + symbol, + period); + if (from > total - 2) + { + from = total - 2; + } + + // + if (count < 0) + { + count = 1; + } + + // + int start = from; + int end = start + count; + if (end > total - 1) + { + end = total - 1; + } + + // + if (forceClean) + { + Clean(result); + } + + // + int beforeSize = ArraySize(result); + + // + for (int i = start; i < end; i++) + { + // + XOHCL iBar; + bool isValid = iBar.Init( + symbol, + period, + i + // + ); + + // + if (isValid) + { + // + AddRef( + iBar, + result + // + ); + } + } + + // + int afterSize = ArraySize(result); + + // + mResult = afterSize - beforeSize; + + // + return mResult; + } + + // + // Extract Specific Range of Bars ... + // using Start Bar Time ... + int GetBars( + XOHCL &result[], // Hold Result + datetime from = NULL, // Start Bar Time + int count = 1, // Number of Bars + bool forceClean = true // Clean Result Array + ) + { + // + from = NormalizeTime(from); + + // + int barIndex = iBarShift( + symbol, + period, + from, + false + // + ); + + // + return GetBars( + result, + symbol, + period, + barIndex, + count, + forceClean + // + ); + } + + // + // Retrieve Bar Time ... + datetime GetBarTime(int barIndex) + { + // + datetime result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + int totalBars = CountBars(); + if (barIndex >= totalBars) + { + barIndex = totalBars - 1; + } + + // + result = iTime( + this.symbol, + this.period, + barIndex + // + ); + + // + return result; + } + + // + // Find Chart ID ... + ulong GetChartID() + { + // + ulong result = 0; + + // + long firstChart = ChartFirst(); + result = firstChart; + + // + while (result >= 0) + { + // + string chSymbol = ChartSymbol(result); + ENUM_TIMEFRAMES chPeriod = ChartPeriod(result); + + // + bool isOwnChart = + // + symbol == chSymbol && + period == chPeriod + // + ; + if (isOwnChart) + { + break; + } + + // + result = ChartNext(result); + if (result < 0) + { + break; + } + } + + // + return result; + } + + // + // Create and String Representation for Unique Taging ... + string ToString() + { + // + string result = ""; + + // + if (!IsValid()) + { + return result; + } + + // + result = + GetTypeName(this) + "(" + + "PRFX(" + this.prefix + ")" + + "SMBL(" + this.symbol + ")" + + "CYC(" + ToString(this.cycle) + ")" + + "PRD(" + ToString(this.period) + ")" + + "PRDHST(" + ToString(this.hostPeriod) + ")" + + "MTH(" + EnumToString(this.method) + ")" + + ")"; + + // + return result; + } + + // + // Here we Produce a Summary brief of + // state of Cycle ... + string GenerateSummary() + { + // + string result = ""; + + // + bool hasPrefix = + StringLen(this.prefix) > 0 && + this.prefix != ToString(this.cycle); + result += (hasPrefix ? this.prefix + "[" : "") + + ToString(this.cycle) + + (hasPrefix ? "]" : "") + "\n"; + + // + result += " - PR: " + ToString(this.period) + "\n"; + + // + XOHCL cBar = GetBar(0); + + // + result += " - State: " + (cBar.IsBullish() ? "Bullish" : cBar.IsBearish() ? "Bearish" + : "Neutural"); + + // + return result; + } +}; + +// +// Linear Regression ... + +// +struct XLinearRegressionWorkStruct +{ + // + struct sDataStruct + { + // + double value; + double sumY; + double sumXY; + }; + + // + sDataStruct data[]; + + // + int dataSize; + int period; + double sumX; + double sumXX; + double divisor; + + // + // Constructor ... + XLinearRegressionWorkStruct() + : dataSize(-1), period(-1) + { + } +}; + +// +struct XLinearRegression +{ + // + XLinearRegressionWorkStruct m_work; + + // + // Calculate Linear Regression ... + double Calculate( + double value, + int period, + double &_slope, + double &_intercept, + int r, + int bars // + ) + { + // + if (m_work.dataSize <= bars) + { + m_work.dataSize = ArrayResize(m_work.data, bars + 500, 2000); + } + + // + if (period < 1) + { + period = 1; + } + + // + if (m_work.period != (int)period) + { + // + m_work.period = (int)period; + m_work.sumX = m_work.period * (m_work.period - 1.0) / 2.0; + m_work.sumXX = m_work.period * (m_work.period - 1.0) * (2.0 * m_work.period - 1.0) / 6.0; + m_work.divisor = m_work.sumX * m_work.sumX - m_work.period * m_work.sumXX; + + // + if (m_work.divisor) + { + m_work.divisor = 1.0 / m_work.divisor; + } + } + + // + m_work.data[r].value = value; + + // + if (r >= m_work.period) + { + // + m_work.data[r].sumY = m_work.data[r - 1].sumY + value - m_work.data[r - m_work.period].value; + m_work.data[r].sumXY = m_work.data[r - 1].sumXY + m_work.data[r].sumY - m_work.data[r - m_work.period].value * (m_work.period - 1.0) - value; + } + else + { + // + m_work.data[r].sumY = value; + m_work.data[r].sumXY = 0; + + // + for (int _k = 1; _k < m_work.period && r >= _k; _k++) + { + // + m_work.data[r].sumY += m_work.data[r - _k].value; + m_work.data[r].sumXY += _k * m_work.data[r - _k].value; + } + } + + // + _slope = (m_work.period * m_work.data[r].sumXY - m_work.sumX * m_work.data[r].sumY) * m_work.divisor; + _intercept = (m_work.data[r].sumY - _slope * m_work.sumX) / (double)m_work.period; + + // + double result = (_intercept + _slope * (m_work.period - 1.0)); + + // + return result; + } + + // +}; + +// +// Use To Parse Symbols for +// Ignore Brokers Additional Suffixes ... +struct XSymbolParser +{ + // + string version; // Temp ... + + // + // Symbol Parsing ... + + // + // Forext ... + + // + bool IsEURUSD(string symbol) + { + // + string symbolIdentifiers[] = { + "EUR", + "USD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsUSDJPY(string symbol) + { + // + string symbolIdentifiers[] = { + "USD", + "JPY" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsEURJPY(string symbol) + { + // + string symbolIdentifiers[] = { + "EUR", + "JPY" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsUSDCHF(string symbol) + { + // + string symbolIdentifiers[] = { + "USD", + "CHF" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsEURCHF(string symbol) + { + // + string symbolIdentifiers[] = { + "EUR", + "CHF" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsGBPUSD(string symbol) + { + // + string symbolIdentifiers[] = { + "GBP", + "USD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsEURGBP(string symbol) + { + // + string symbolIdentifiers[] = { + "EUR", + "GBP" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsAUDUSD(string symbol) + { + // + string symbolIdentifiers[] = { + "AUD", + "USD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsEURAUD(string symbol) + { + // + string symbolIdentifiers[] = { + "EUR", + "AUD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsUSDCAD(string symbol) + { + // + string symbolIdentifiers[] = { + "USD", + "CAD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsEURCAD(string symbol) + { + // + string symbolIdentifiers[] = { + "EUR", + "CAD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsNZDUSD(string symbol) + { + // + string symbolIdentifiers[] = { + "NZD", + "USD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsEURNZD(string symbol) + { + // + string symbolIdentifiers[] = { + "EUR", + "NZD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + // Metals ... + + // + bool IsXAUUSD(string symbol) + { + // + string symbolIdentifiers[] = { + "XAU", + "USD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + bool IsXAGUSD(string symbol) + { + // + string symbolIdentifiers[] = { + "XAG", + "USD" // + }; + + // + bool result = Contains( + symbolIdentifiers, + symbol // + ); + + // + return result; + } + + // + // Indexes ... + + // + bool IsDowJones(string symbol) + { + // + bool result = Contains( + "DowJones30", + symbol // + ); + + // + return result; + } + + // + // Oil ... + + // + bool IsBrent(string symbol) + { + // + bool result = Contains( + "BRENT", + symbol // + ); + + // + return result; + } + + // + // Symbol Finder ... + string GetEURUSDSymbol() + { + // + string result = NULL; + + // + string symbols[]; + int symbolsCount = GetAllSymbols( + symbols // + ); + if (!IsValidSize(symbolsCount)) + { + return result; + } + + // + for (int i = 0; i < symbolsCount; i++) + { + // + string iSymbol = symbols[i]; + if (IsEURUSD(iSymbol)) + { + // + result = iSymbol; + break; + } + } + + // + return result; + } +}; + +// +struct XSymbolSessionParser +{ + // + string version; // Temp ... + + // + // Check Market Is Open for Specific Symbol + // in Current Time ... + bool CanTrade( + string symbol // Trading Symbol + ) + { + // + bool result = false; + + // + result = IsValid(symbol); + if (!result) + { + return result; + } + + // + MqlDateTime timeStruct; + result = TimeCurrent(timeStruct); + if (!result) + { + return result; + } + + // + ENUM_DAY_OF_WEEK dayOfWeek = (ENUM_DAY_OF_WEEK)timeStruct.day_of_week; + + // + datetime cTime = TimeCurrent(); + + // + datetime from; + datetime to; + result = SymbolInfoSessionTrade( + symbol, + dayOfWeek, + 0, // Session Index ... + from, + to // + ); + if (!result) + { + return result; + } + + // + result = cTime > from && cTime < to; + + // + return result; + } +}; + +// +// Parsing Market Names ... +struct XMarketParser +{ + // + string _version; // Temp ... + + // + bool IsIngot(string market) + { + // + bool result = false; + + // + // result = IsValid(market) && + // market == ""; + + // + return result; + } + + // + bool IsErrante(string market) + { + // + bool result = false; + + // + // result = IsValid(market) && + // market == ""; + + // + return result; + } + + // + bool IsAMarkets(string market) + { + // + bool result = false; + + // + result = IsValid(market) && + market == "AMarkets LLC"; + + // + return result; + } + + // + bool IsIFCMarkets(string market) + { + // + bool result = false; + + // + // result = IsValid(market) && + // market == ""; + + // + return result; + } + + // + bool IsOtetMarkets(string market) + { + // + bool result = false; + + // + // result = IsValid(market) && + // market == ""; + + // + return result; + } + + // +}; + +// +struct XPoint +{ + // + // Props ... + double value; + datetime at; + + // + XPoint() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + value = 0; + at = NULL; + + // + ZeroMemory(this); + } + + // + bool IsValid() + { + // + return value > 0 && + IsValid(at); + } + + // +}; + +// +// Specified Swing Point ... +struct XSwingPoint +{ + // + // Props ... + string symbol; + ENUM_TIMEFRAMES period; + + // + double swing; + datetime time; + ENUM_X_SWING_TYPE type; + + // + // Constructor ... + XSwingPoint() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup Model ... + */ + void Clean() + { + // + swing = 0; + time = NULL; + + // + symbol = NULL; + period = NULL; + + // + type = X_NO_SWING; + } + + /** + * Validate Model ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + swing > 0 && + IsValid(time) && + IsValid(symbol) && + IsValid(period) && + type != X_NO_SWING; + + // + return result; + } + + /** + * Check Swing is Low or not ... + * + * @return ( bool ) + */ + bool IsSwingLow() + { + return type == X_SWING_LOW; + } + + /** + * Check Swing is High or not ... + * + * @return ( bool ) + */ + bool IsSwingHigh() + { + return type == X_SWING_HIGH; + } +}; + +/** + * Extract values of swings from specified Collection ... + * + * @param swings: XSwingPoint instance Collection ... + * @param values: double Collection ... + * + * @return ( int ) + */ +int ExtractSwings( + XSwingPoint &swings[], + double &values[] // +) +{ + // + int result = 0; + + // + Clean(values); + + // + int count = ArraySize(swings); + if (!IsValidSize(count)) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + Add( + swings[i].swing, + values // + ); + } + + // + result = ArraySize(values); + + // + return result; +} + +// +// Functions ... + +// +// Validators ... + +// +// Validate an String has length and not NULL ... +bool IsValid(string value) +{ + // + bool result = false; + + // + result = + // + value != NULL && + StringLen(value) > 0 + // + ; + + // + return result; +} +bool IsSpecifiedValid(string value) +{ + return IsValid(value); +} + +// +// Validate a Date ... +bool IsValid(datetime value) +{ + // + bool result = false; + + // + result = NotEmpty(value) && value != NULL; + + // + return result; +} +bool IsSpecifiedValid(datetime value) +{ + return IsValid(value); +} + +// +// Validate a Period Param ... +bool IsValid(ENUM_TIMEFRAMES value) +{ + // + bool result = false; + + // + result = + // + value != NULL + // + ; + + // + return result; +} +bool IsSpecifiedValid(ENUM_TIMEFRAMES value) +{ + // + return IsValid(value); +} + +// +// Validate Specified Cycle ... +bool IsValid(ENUM_X_MARKET_CYCLES value) +{ + // + bool result = false; + + // + result = + // + value != NULL && + value != X_MARKET_CYCLE_UNKNOWN + // + ; + + // + return result; +} + +// +// Validate Specific Period Mode ... +bool IsValid( + ENUM_X_PERIOD_METHOD mMethod, // Period Select Method + ENUM_TIMEFRAMES mPeriod // Selected Period +) +{ + // + bool result = false; + + // + result = + // + mMethod == X_PERIOD_NOTHING + ? false + : mMethod == X_PERIOD_MANUALLY + ? mPeriod != NULL + : mMethod == X_PERIOD_AUTO + ? true + : false + // + ; + + // + return result; +} + +// +bool IsSpecifiedValid( + ENUM_X_PERIOD_METHOD mMethod, // Period Select Method + ENUM_TIMEFRAMES mPeriod // Selected Period +) +{ + return IsValid(mMethod, + mPeriod // + ); +} + +// +// Validate Swing Mode ... +bool IsValid(ENUM_X_SWING_TYPE value) +{ + // + bool result = false; + + // + result = + // + value == X_SWING_HIGH || + value == X_SWING_LOW + // + ; + + // + return result; +} + +// +// As IS ... + +// +// Determine a Position type is Long or not ... +bool IsLong(ENUM_POSITION_TYPE type) +{ + // + bool result = type == POSITION_TYPE_BUY; + + // + return result; +} +bool IsLong(ENUM_ORDER_TYPE type) +{ + // + bool result = type == ORDER_TYPE_BUY; + + // + return result; +} + +// +// Determine a Position type is Short or not ... +bool IsShort(ENUM_POSITION_TYPE type) +{ + // + bool result = type == POSITION_TYPE_SELL; + + // + return result; +} +bool IsShort(ENUM_ORDER_TYPE type) +{ + // + bool result = type == ORDER_TYPE_SELL; + + // + return result; +} + +// +// Retrieve Opposit Direction Type ... +ENUM_POSITION_TYPE GetOpposit(ENUM_POSITION_TYPE type) +{ + // + ENUM_POSITION_TYPE result = NULL; + + // + bool isLong = IsLong(type); + result = isLong + ? POSITION_TYPE_SELL + : POSITION_TYPE_BUY; + + // + return result; +} +ENUM_ORDER_TYPE GetOpposit(ENUM_ORDER_TYPE type) +{ + // + ENUM_ORDER_TYPE result = NULL; + + // + bool isLong = IsLong(type); + result = isLong + ? ORDER_TYPE_SELL + : ORDER_TYPE_BUY; + + // + return result; +} + +// +string ToString(ENUM_POSITION_TYPE value) +{ + // + string result = NULL; + + // + result = + // + IsLong(value) + ? "Long" + : "Short" + // + ; + + // + return result; +} +string ToString(ENUM_ORDER_TYPE value) +{ + // + string result = NULL; + + // + result = + // + IsLong(value) + ? "Long" + : "Short" + // + ; + + // + return result; +} + +// +// Check Expert Running in Testing Mode or not ... +bool IsRunningOnTestMode() +{ + // + bool result = false; + + // + // check programm mode ... + result = MQL5InfoInteger(MQL5_TESTING); + + // + return result; +} + +// +// Find Chart ID ... +long FindChartID( + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL // Trading Period +) +{ + // + long result = ChartFirst(); + long first = result; + + // + while (result > 0) + { + // + string chSymbol = ChartSymbol(result); + ENUM_TIMEFRAMES chPeriod = ChartPeriod(result); + + // + bool isOwn = + // + chSymbol == mSymbol && + chPeriod == mPeriod + // + ; + if (isOwn) + { + break; + } + + // + result = ChartNext(result); + } + + // + return result; +} + +// +// Normalizers ... + +// +// Check a Symbol provided or not ... +// if not use Default ... +string NormalizeSymbol(string value) +{ + // + string result = value; + + // + if (!IsValid(result)) + { + result = _Symbol; + } + + // + return result; +} + +// +// Check a Datetime provided or not ... +// if not use Current ... +datetime NormalizeTime(datetime value) +{ + // + datetime result = value; + + // + if (!IsValid(result)) + { + result = TimeCurrent(); + } + + // + return result; +} + +// +// Check a Period provided or not ... +// if not use Default ... +ENUM_TIMEFRAMES NormalizePeriod(ENUM_TIMEFRAMES value) +{ + // + ENUM_TIMEFRAMES result = value; + + // + if (!IsValid(value)) + { + result = _Period; + } + + // + return result; +} + +// +// Normalize Cycle ... +ENUM_X_MARKET_CYCLES NormalizeCycle(ENUM_X_MARKET_CYCLES value) +{ + // + ENUM_X_MARKET_CYCLES result = value; + + // + if (!IsValid(result)) + { + result = X_MARKET_CYCLE_SHORT; + } + + // + return value; +} + +// +// Validate a Buffer Size for Looping or etc ... +bool IsValidSize(int size) +{ + // + bool result = size > 0; + + // + return result; +} + +template +bool IsValidSize(T &buffer[]) +{ + // + bool result = false; + + // + result = + // + IsValidSize(ArraySize(buffer)) + // + ; + + // + return result; +} + +// +// Check a Given Index is Valid or not ... +bool IsValidIndex(int index) +{ + return index >= 0; +} + +// +// Normalize Index Based On Specified Buffer ... +template +void NormalizeIndex( + int &index, + T &buffer[] // +) +{ + // + int bufferSize = ArraySize(buffer); + + // + if (bufferSize <= 0) + { + index = 0; + } + + // + if (index <= 0) + { + index = 0; + } + + // + if (index > bufferSize - 1) + { + index = bufferSize - 1; + } +} + +// +// Normalize Start and Count based on Specified Buffer ... +template +void NormalizeCount( + int &start, + int &count, + T &buffer[] // +) +{ + // + // Validate Buffer Size ... + int bufferSize = ArraySize(buffer); + if (!IsValidSize(bufferSize)) + { + return; + } + + // + // Normalization Start ... + NormalizeIndex( + start, + buffer // + ); + + // + if (count < start) + { + count = (start - count); + } + + // + // Normalization Count ... + + // + if (count < 0) + { + count = start; + } + + // + if (count > bufferSize) + { + count = bufferSize; + } +} + +// +// Normalize a give Volume ... +double NormalizeVolume( + double mVolume, // desired volume to normalize + string mSymbol = NULL, // Trading Symbol + int mLength = 2 // Length of Digits +) +{ + // + double result = mVolume; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + // Normalize Digits ... + int digits = GetDigits(mSymbol); + + // + mLength = + mLength == 0 || mLength > digits + ? digits + : MathMin(mLength, digits); + + // + // Normalize Volume ... + result = NormalizeDouble(result, mLength); + + // + double maxAvailableVolume = SymbolInfoDouble(mSymbol, SYMBOL_VOLUME_MAX); + double minAvailableVolume = SymbolInfoDouble(mSymbol, SYMBOL_VOLUME_MIN); + + // + // Validate Result ... + if (result > maxAvailableVolume) + { + result = maxAvailableVolume; + } + else if (result < minAvailableVolume) + { + result = minAvailableVolume; + } + + // + return result; +} + +// +// Normallize Price ... +double NormalizePrice( + double mPrice, // desired Price for normalization + string mSymbol = NULL // Trading Symbol +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + double tickSize = 0; + result = SymbolInfoDouble(mSymbol, SYMBOL_TRADE_TICK_SIZE, tickSize); + + // + int digits = GetDigits(mSymbol); + result = NormalizeDouble(MathRound(mPrice / tickSize) * tickSize, digits); + + // + return result; +} + +// +// Prices ... + +// +// Retrieve Ask Price ... +double GetAsk( + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + + // + double result = SymbolInfoDouble(mSymbol, SYMBOL_ASK); + + // + return result; +} + +// +// Retrieve Bid Price ... +double GetBid( + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + + // + double result = SymbolInfoDouble(mSymbol, SYMBOL_BID); + + // + return result; +} + +// +// Retrieve Spread Price ... +double GetSpread( + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + + // + double ask = GetAsk(mSymbol); + double bid = GetBid(mSymbol); + + // + double result = MathAbs(ask - bid); + + // + return result; +} + +// +// Retrieve Point Value ... +double GetPoints( + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + + // + double result = SymbolInfoDouble(mSymbol, SYMBOL_POINT); + + // + return result; +} + +// +// Retrieve Point Digits ... +int GetDigits( + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + + // + int result = (int)SymbolInfoInteger(mSymbol, SYMBOL_DIGITS); + + // + return result; +} + +// +// Retrieve Entry Price ... +double GetEntry( + string mSymbol = NULL, // Trading Symbol + ENUM_POSITION_TYPE type = POSITION_TYPE_BUY // Get entry price for Which direction trade ... +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + result = + IsLong(type) + ? GetAsk(mSymbol) + : GetBid(mSymbol); + result = NormalizePrice(result, mSymbol); + + // + return result; +} +double GetEntry( + string mSymbol = NULL, // Trading Symbol + ENUM_X_DIRECTION type = X_DIRECTION_BULLISH // Get entry price for Which direction trade ... +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + result = + IsBullish(type) + ? GetAsk(mSymbol) + : GetBid(mSymbol); + result = NormalizePrice(result, mSymbol); + + // + return result; +} + +// +// Retrieve Exit Price ... +double GetExit( + string mSymbol = NULL, // Trading Symbol + ENUM_POSITION_TYPE type = POSITION_TYPE_BUY // Get entry price for Which direction trade ... +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + result = + IsLong(type) + ? GetBid(mSymbol) + : GetAsk(mSymbol); + result = NormalizePrice(result, mSymbol); + + // + return result; +} +double GetExit( + string mSymbol = NULL, // Trading Symbol + ENUM_X_DIRECTION type = X_DIRECTION_BULLISH // Get entry price for Which direction trade ... +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + result = + IsBullish(type) + ? GetBid(mSymbol) + : GetAsk(mSymbol); + result = NormalizePrice(result, mSymbol); + + // + return result; +} + +// +// Get 1 Pip in Price Value ... +double GetPipPrice( + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + + // + double symbolPoint = GetPoints(mSymbol); + int symbolDigits = GetDigits(mSymbol); + + // + double result = symbolPoint; + if (symbolDigits == 3 || symbolDigits == 5) + { + result *= 10; + } + + // + return result; +} + +// +// Converts Pips To Price ... +double PipsToPrice( + double mPips, // pips amount + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + + // + int digits = GetDigits(mSymbol); + double pipValue = GetPipPrice(mSymbol); + double result = mPips * pipValue; + + // + result = NormalizePrice(result, mSymbol); + + // + return result; +} + +// +// Converts Price to Pips ... +double PriceToPips( + double mPrice, // the price amount which required to calculate + string mSymbol = NULL // Trading Symbol +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + mPrice = NormalizePrice(mPrice, mSymbol); + + // + int digits = GetDigits(mSymbol); + double pipPrice = GetPipPrice(mSymbol); + + // + double result = mPrice / pipPrice; + + // + result = NormalizeDouble(result, digits); + + // + return result; +} + +// +// Convert Price to Point ... +double PriceToPoint( + double price, // the price amount which required to calculate + string mSymbol = NULL // Trading Symbol +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + price = NormalizePrice(price, mSymbol); + + // + double point = GetPoints(mSymbol); + result = price / point; + + // + return result; +} + +// +// Converts Point to Price ... +double PointToPrice( + double points, // Points Amount + string mSymbol = NULL // Trading Symbol +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + double point = GetPoints(mSymbol); + result = points * point; + + // + result = NormalizePrice(result, mSymbol); + + // + return result; +} + +// +// Converts Series Mode to XPRICE ... +ENUM_X_PRICE ToPrice( + ENUM_SERIESMODE mMode // Specified Series Mode ... +) +{ + // + ENUM_X_PRICE result = X_PRICE_CLOSE; + + // + switch (mMode) + { + // + // High ... + case MODE_HIGH: + result = X_PRICE_HIGH; + break; + + // + // Open ... + case MODE_OPEN: + result = X_PRICE_OPEN; + break; + + // + // Low ... + case MODE_LOW: + result = X_PRICE_LOW; + break; + + // + // Close ... + // Default ... + case MODE_CLOSE: + default: + result = X_PRICE_CLOSE; + break; + } + + // + return result; +} + +// +// Retrieve Applied Price ... +template +double GetAppliedPrice( + ENUM_APPLIED_PRICE tprice, // Type of Price Selection + T &open[], // Open Prices + T &high[], // High Preices + T &low[], // Low Prices + T &close[], // Close Prices + int i // Bar Index +) +{ + switch (tprice) + { + case PRICE_CLOSE: + return (close[i]); + case PRICE_OPEN: + return (open[i]); + case PRICE_HIGH: + return (high[i]); + case PRICE_LOW: + return (low[i]); + case PRICE_MEDIAN: + return ((high[i] + low[i]) / 2.0); + case PRICE_TYPICAL: + return ((high[i] + low[i] + close[i]) / 3.0); + case PRICE_WEIGHTED: + return ((high[i] + low[i] + close[i] + close[i]) / 4.0); + } + return (0); +} + +// +double iGetPrice( + int tprice, + double open, + double high, + const double low, + const double close // +) +{ + // + switch (tprice) + { + case PRICE_CLOSE: + return (close); + case PRICE_OPEN: + return (open); + case PRICE_HIGH: + return (high); + case PRICE_LOW: + return (low); + case PRICE_MEDIAN: + return ((high + low) / 2.0); + case PRICE_TYPICAL: + return ((high + low + close) / 3.0); + case PRICE_WEIGHTED: + return ((high + low + close + close) / 4.0); + } + + // + return (0); +} + +/** + * Calculates Price Change Percentage based on + * Several Params ... + * + * @param _symbol: Symbol ... + * @param _period: Time Frame ... + * @param _from: start Bar Index ... + * @param _length: Length of Bars ... + * + * @return ( double ) + */ +double GetPriceChanged( + string _symbol = NULL, + ENUM_TIMEFRAMES _period = NULL, + int _from = 0, + int _length = 3 // +) +{ + // + double result = 0; + + // + NormalizeSymbol(_symbol); + NormalizePeriod(_period); + + // + if (_from < 0) + { + _from = 0; + } + + // + if (_length < 2) + { + _length = 2; + } + + // + double closes[]; + int copiedCloses = CopyClose( + _symbol, + _period, + _from, + _length, + closes // + ); + if (copiedCloses < _length) + { + return result; + } + ArrayReverse(closes); + + // + double change = (closes[0] - closes[_length - 1]) / closes[_length - 1] * 100; + result = change; + + // + return result; +} + +// +// Calculate TP/SL for Specified Type of Positions ... +void CalculateTPSL( + double &mSL, // Hold SL + double &mTP, // Hold TP + ENUM_POSITION_TYPE mType, // Position Type Long (Buy) / Short (Sell) + double mEntry, // Entry Price + double mR2R = 1, // Provided Risk To Reward Ratio + double slPrice = 0, // Provided SL Price + double tpPrice = 0, // Provided TP Price + double priceToRisk = 0, // If Entry equal to Provided SL Price Risk Point + double priceToReward = 0 // If Entry equal to Provided TP Price Reward Point +) +{ + // + // if Both TP and SL Provided, ignore R2R and Calculate direct ... + // if SL provided, Calculate TP based on Provided R2R ... + // if TP provided, Calculate SL based on Provided R2R ... + // default R2R is set to 1 ... + + // + mSL = 0; + mTP = 0; + + // + bool isLong = IsLong(mType); + + // + // Set Default R2R ... + if (mR2R < 1) + { + mR2R = 1; + } + + // + if (mEntry <= 0 || + (tpPrice <= 0 && slPrice <= 0)) + { + return; + } + + // + double risk = 0; + double reward = 0; + + // + bool canCalculateBasedOnSL = slPrice > 0 && + (isLong + ? slPrice <= mEntry + : slPrice >= mEntry); + + // + bool canCalculateBasedOnTP = tpPrice > 0 && + (isLong + ? tpPrice >= mEntry + : tpPrice <= mEntry); + + // + if (canCalculateBasedOnSL && !canCalculateBasedOnTP) + { + // + risk = MathAbs(mEntry - slPrice); + if (risk == 0) + { + risk = priceToRisk; + } + reward = risk * mR2R; + } + else if (!canCalculateBasedOnSL && canCalculateBasedOnTP) + { + // + reward = MathAbs(mEntry - tpPrice); + if (reward == 0) + { + reward = priceToReward; + } + risk = reward / mR2R; + } + else if (!canCalculateBasedOnSL && !canCalculateBasedOnTP) + { + // + bool canSetTPPrice = isLong + ? tpPrice > mEntry + : tpPrice < mEntry; + if (canSetTPPrice) + { + mTP = tpPrice; + } + + // + bool canSetSLPrice = isLong + ? slPrice < mEntry + : slPrice > mEntry; + if (canSetSLPrice) + { + mSL = slPrice; + } + + // + return; + } + else if (canCalculateBasedOnSL && canCalculateBasedOnTP) + { + // + bool canSetTPPrice = isLong + ? tpPrice > mEntry + : tpPrice < mEntry; + if (canSetTPPrice) + { + mTP = tpPrice; + } + + // + bool canSetSLPrice = isLong + ? slPrice < mEntry + : slPrice > mEntry; + if (canSetSLPrice) + { + mSL = slPrice; + } + + // + return; + } + + // + mTP = isLong + ? mEntry + reward + : mEntry - reward; + + // + mSL = isLong + ? mEntry - risk + : mEntry + risk; +} + +// +bool CalculateTPSLByPoint( + double &mSL, // Hold SL + double &mTP, // Hold TP + ENUM_POSITION_TYPE mType, // Position Type Long (Buy) / Short (Sell) + double mEntry, // Entry Price + double mPointValue, // Point Value + double mR2R = 1, // Provided Risk To Reward Ratio + double slPoint = 0, // Provided SL Point + double tpPoint = 0 // Provided TP Point +) +{ + // + bool result = false; + + // + mSL = 0; + mTP = 0; + + // + bool isLong = IsLong(mType); + + // + // Set Default R2R ... + if (mR2R < 1) + { + mR2R = 1; + } + + // + if (mEntry <= 0 || + mPointValue <= 0 || + (slPoint <= 0 && tpPoint <= 0)) + { + return result; + } + + // + double risk = 0; + double reward = 0; + + // + bool canCalculateBasedOnSL = slPoint > 0; + + // + bool canCalculateBasedOnTP = tpPoint > 0; + + // + if (!canCalculateBasedOnSL && !canCalculateBasedOnTP) + { + return result; + } + + // + if (canCalculateBasedOnSL && canCalculateBasedOnTP) + { + // + reward = tpPoint * mPointValue; + risk = slPoint * mPointValue; + } + else if (!canCalculateBasedOnSL && canCalculateBasedOnTP) + { + // + reward = tpPoint * mPointValue; + risk = reward / mR2R; + } + else if (canCalculateBasedOnSL && !canCalculateBasedOnTP) + { + // + risk = slPoint * mPointValue; + reward = risk * mR2R; + } + + // + result = risk > 0 && reward > 0; + if (!result) + { + return result; + } + + // + mTP = isLong + ? mEntry + reward + : mEntry - reward; + + // + mSL = isLong + ? mEntry - risk + : mEntry + risk; + + // + return result; +} + +// +bool CalculateTPSLByPrice( + double &mSL, // Hold SL + double &mTP, // Hold TP + ENUM_POSITION_TYPE mType, // Position Type Long (Buy) / Short (Sell) + double mEntry, // Entry Price + double mR2R = 1 // Provided Risk To Reward Ratio +) +{ + // + bool result = false; + + // + bool isLong = IsLong(mType); + + // + // Set Default R2R ... + if (mR2R < 1) + { + mR2R = 1; + } + + // + if (mEntry <= 0 || + (mSL <= 0 && mTP <= 0)) + { + return result; + } + + // + double risk = 0; + double reward = 0; + + // + bool canCalculateBasedOnSL = mSL > 0; + bool canCalculateBasedOnTP = mTP > 0; + + // + if ( + !canCalculateBasedOnSL && + !canCalculateBasedOnTP) + { + return result; + } + + // + if (!canCalculateBasedOnSL && canCalculateBasedOnTP) + { + // + reward = MathAbs(mTP - mEntry); + risk = reward / mR2R; + } + else if (canCalculateBasedOnSL && !canCalculateBasedOnTP) + { + // + risk = MathAbs(mEntry - mSL); + reward = risk * mR2R; + } + + // + result = risk > 0 && reward > 0; + if (!result) + { + return result; + } + + // + mTP = isLong + ? mEntry + reward + : mEntry - reward; + + // + mSL = isLong + ? mEntry - risk + : mEntry + risk; + + // + return result; +} + +/** + * Retrieve Current Tick ... + */ +bool GetTick( + string mSymbol, + MqlTick &tick // +) +{ + return SymbolInfoTick(mSymbol, tick); +} + +/** + * Retrieve Tick Entry ... + */ +double GetTickEntry( + MqlTick &mTick, + ENUM_POSITION_TYPE type, + string mSymbol = NULL // +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + result = + IsLong(type) + ? mTick.ask + : mTick.bid; + result = NormalizePrice(result, mSymbol); + + // + return result; +} + +/** + * Retrieve Tick Exit ... + */ +double GetTickExit( + MqlTick &mTick, + ENUM_POSITION_TYPE type, + string mSymbol = NULL // +) +{ + // + double result = 0; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + result = + IsLong(type) + ? mTick.bid + : mTick.ask; + result = NormalizePrice(result, mSymbol); + + // + return result; +} + +/** + * Calculate Momentum Changes based on Given Price + */ +double CalculateMomentum( + double currentPrice, + double previousPrice // +) +{ + // + double result = 0; + + // + return result; +} + +/** + * Detect Possible Momentum Changes + * Using MqlTick ... + */ +bool DetectMomentumChange( + ENUM_POSITION_TYPE type, + string mSymbol = NULL, + int mLength = 14 // +) +{ + // + bool result = false; + + // + mSymbol = NormalizeSymbol(mSymbol); + + // + MqlTick ticks[]; + int copied = CopyTicks( + mSymbol, + ticks, + COPY_TICKS_ALL, + 0, + mLength + 1 // + ); + + // + result = copied > mLength; + if (!result) + { + return result; + } + + // + double previousPrice = GetTickExit( + ticks[mLength], + type, + mSymbol // + ); + for (int i = mLength - 1; i >= 0; i--) + { + // + double currentPrice = GetTickExit( + ticks[i], + type, + mSymbol // + ); + + // + double momentum = CalculateMomentum( + currentPrice, + previousPrice // + ); + + // + if (fabs(momentum) > 1.0) + { + // + result = true; + break; + } + } + + // + return result; +} + +// +// Fill Specified Applied Prices ... +int FillPrice( + double &buffer[], + ENUM_APPLIED_PRICE _mAppliedTo = PRICE_CLOSE, + string _mSymbol = NULL, + ENUM_TIMEFRAMES _mPeriod = NULL, + int _mStart = 0, + int _mLoopback = 10 // +) +{ + // + int result = 0; + + // + if (_mStart < 0) + { + _mStart = 0; + } + + // + if (_mLoopback < 7) + { + _mLoopback = 7; + } + + // + _mSymbol = NormalizeSymbol(_mSymbol); + _mPeriod = NormalizePeriod(_mPeriod); + + // + Clean(buffer); + ArraySetAsSeries(buffer, true); + + // + double open[]; + result = CopyOpen( + _mSymbol, + _mPeriod, + _mStart, + _mLoopback, + open // + ); + if (!IsValidSize(result)) + { + return result; + } + + // + double high[]; + result = CopyHigh( + _mSymbol, + _mPeriod, + _mStart, + _mLoopback, + high // + ); + if (!IsValidSize(result)) + { + return result; + } + + // + double low[]; + result = CopyLow( + _mSymbol, + _mPeriod, + _mStart, + _mLoopback, + low // + ); + if (!IsValidSize(result)) + { + return result; + } + + // + double close[]; + result = CopyClose( + _mSymbol, + _mPeriod, + _mStart, + _mLoopback, + close // + ); + if (!IsValidSize(result)) + { + return result; + } + + // + for (int i = 0; i < result; i++) + { + // + double iPrice = GetAppliedPrice( + _mAppliedTo, + open, + high, + low, + close, + i // + ); + + // + Add( + iPrice, + buffer // + ); + } + + // + result = ArraySize(buffer); + + // + return result; +} + +// +// Symbols ... + +// +// Retrieve Available Symbols ... +int GetAllSymbols( + string &symbols[], // Hold Result + bool onlyInWatchList = false, // Specified Retrieve only Symbols which in Watch List + bool forceClean = true // Force To Clean Result Array +) +{ + // + int result = 0; + + // + if (forceClean) + { + Clean(symbols); + } + + // + int beforeSize = ArraySize(symbols); + + // + int symbolsCount = SymbolsTotal(onlyInWatchList); + if (symbolsCount <= 0) + { + return result; + } + + // + for (int i = 0; i < symbolsCount; i++) + { + // + string iSymbol = SymbolName( + i, + onlyInWatchList + // + ); + if (!IsValid(iSymbol)) + { + continue; + } + + // + Add( + iSymbol, + symbols + // + ); + } + + // + int afterSize = ArraySize(symbols); + + // + result = afterSize - beforeSize; + + // + return result; +} + +// +// This is a Global Way to Filter Symbols +// you can pass Specific string as Query or a List String for Filtering ... +int FilterSymbols( + string query, // Which Query to Search Symbol + string &symbols[], // Hold Result + bool onlyInWatchList = false, // Specified Retrieve only Symbols which in Watch List + bool forceClean = true, // Force To Clean Result Array + bool ignoreCase = true, // Ignore Case + string querySeparator = "," // If Provided means query is a COllection of Queries and need to be Splitted +) +{ + // + int result = 0; + + // + if (forceClean) + { + Clean(symbols); + } + + // + if (!IsValid(query)) + { + return result; + } + + // + // Check Query is an String array or not ... + string mQueries[]; + int queriesCount = 0; + if (IsValid(querySeparator) && Contains(querySeparator, query, true)) + { + // + queriesCount = SplitContent( + mQueries, + query, + querySeparator + // + ); + } + + // + int beforeSize = ArraySize(symbols); + + // + string allSymbols[]; + int allSymbolsCount = GetAllSymbols( + allSymbols, + onlyInWatchList, + forceClean); + if (allSymbolsCount <= 0) + { + return result; + } + + // + // Loop Through all Symbols ... + for (int i = 0; i < allSymbolsCount; i++) + { + // + string iSymbol = allSymbols[i]; + + // + bool isFilterPassed = false; + if (queriesCount == 0) + { + // + isFilterPassed = Contains( + query, + iSymbol, + ignoreCase + // + ); + } + else if (queriesCount > 0) + { + // + isFilterPassed = Contains( + mQueries, + iSymbol, + ignoreCase + // + ); + } + + // + if (isFilterPassed) + { + // + Add( + iSymbol, + symbols + // + ); + } + } + + // + int afterSize = ArraySize(symbols); + + // + result = afterSize - beforeSize; + + // + return result; +} + +// +int FilterUSDSymbols( + string &symbols[], // Hold Result + bool onlyInWatchList = false, // Specified Retrieve only Symbols which in Watch List + bool forceClean = true, // Force To Clean Result Array + bool ignoreCase = true, // Ignore Case + string querySeparator = "," // If Provided means query is a COllection of Queries and need to be Splitted +) +{ + // + return FilterSymbols( + "USD", + symbols, + onlyInWatchList, + forceClean, + ignoreCase, + querySeparator + // + ); +} + +// +// Time / Date ... + +// +// 0 => Sunday +// 1 => Monday +// 2 => Tuesday +// 3 => Wednesday +// 4 => Thursday +// 5 => Friday +// 6 => Saturday +enum ENUM_X_WEEK_DAYS +{ + X_WEEK_DAY_NONE = -1, + X_WEEK_DAY_SUNDAY = 0, + X_WEEK_DAY_MONDAY = 1, + X_WEEK_DAY_TUESDAY = 2, + X_WEEK_DAY_WEDNESDAY = 3, + X_WEEK_DAY_THURSDAY = 4, + X_WEEK_DAY_FRIDAY = 5, + X_WEEK_DAY_SATURDAY = 6, +}; + +// +// Retrieve Day of Week ... +ENUM_X_WEEK_DAYS GetDayOfWeek( + datetime time = NULL // +) +{ + // + ENUM_X_WEEK_DAYS result = X_WEEK_DAY_NONE; + + // + time = NormalizeTime(time); + MqlDateTime timeStruct; + bool hasDate = TimeToStruct( + time, + timeStruct // + ); + if (!hasDate) + { + return result; + } + + // + result = (ENUM_X_WEEK_DAYS)timeStruct.day_of_week; + + // + return result; +} + +// +// Representation of Time Struct ... +// struct MqlDateTime +// { +// int year; // Year +// int mon; // Month +// int day; // Day +// int hour; // Hour +// int min; // Minutes +// int sec; // Seconds +// int day_of_week; // Day of week (0-Sunday, 1-Monday, ... ,6-Saturday) +// int day_of_year; // Day number of the year (January 1st is assigned the number value of zero) +// }; + +// +// Converts Time to Seconds ... +ulong TimeToSeconds( + datetime time // Specify time to Convert ... +) +{ + // + ulong result = (ulong)time; + + // + return result; +} +ulong TimeToSeconds( + MqlDateTime &time // Specify time to Convert ... +) +{ + // + datetime dTime = StructToTime(time); + + // + ulong result = TimeToSeconds(dTime); + + // + return result; +} + +// +// Converts Seconds To Time ... +datetime SecondsToTime( + ulong seconds // Specify Seconds to Convert ... +) +{ + // + datetime result = (datetime)seconds; + + // + return result; +} +MqlDateTime SecondsToStruct( + ulong seconds // Specify Seconds to Convert ... +) +{ + // + datetime dTime = SecondsToTime(seconds); + + // + MqlDateTime result = {}; + TimeToStruct( + dTime, + result); + + // + return result; +} + +// +// Converts Time to MilliSeconds ... +ulong TimeToMilliSeconds( + datetime time // Specify time to Convert ... +) +{ + // + ulong result = TimeToSeconds(time) * 1000; + + // + return result; +} +ulong TimeToMilliSeconds( + MqlDateTime &time // Specify time to Convert ... +) +{ + // + datetime dTime = StructToTime(time); + + // + ulong result = TimeToMilliSeconds(dTime); + + // + return result; +} + +// +// Converts MillisSeconds to Time ... +datetime MilliSecondsToTiem( + ulong milliSeconds // Specify MilliSeconds to Convert ... +) +{ + // + ulong seconds = milliSeconds / 1000; + + // + datetime result = SecondsToTime(seconds); + + // + return result; +} +MqlDateTime MilliSecondsToStruct( + ulong milliSeconds // Specify MilliSeconds to Convert ... +) +{ + // + datetime dTime = MilliSecondsToTiem(milliSeconds); + + // + MqlDateTime result = {}; + TimeToStruct( + dTime, + result); + + // + return result; +} + +// +// Converts Hours to Seconds ... +int HoursToSeconds(int value) +{ + // + int result = 0; + + // + if (value < 0) + { + value = 0; + } + + // + if (value == 0) + { + return result; + } + + // + result = value * 60 * 60; + + // + return result; +} + +// +// Retrieve DateTime Structure ... +MqlDateTime GetCurrentTime() +{ + // + MqlDateTime result = {}; + + // + datetime cTime = TimeCurrent(); + TimeToStruct(cTime, result); + + // + return result; +} + +// +// Retrieve Current Time as Seconds ... +ulong GetCurrentTimeAsSeconds() +{ + // + datetime time = TimeCurrent(); + + // + ulong result = TimeToSeconds(time); + + // + return result; +} + +// +// Retrieve Current Time as MilliSeconds ... +ulong GetCurrentTimeAsMilliSeconds() +{ + // + datetime time = TimeCurrent(); + + // + ulong result = TimeToMilliSeconds(time); + + // + return result; +} + +// +int GetLocalOffset() +{ + // + MqlDateTime cTimeStruct; + datetime cTime = TimeCurrent(cTimeStruct); + + // + MqlDateTime cLTimeStruct; + datetime cLTime = TimeLocal(cLTimeStruct); + + // + cTimeStruct.sec = 0; + cTime = StructToTime(cTimeStruct); + + // + cLTimeStruct.sec = 0; + cLTime = StructToTime(cLTimeStruct); + + // + int result = ((int)cLTime - (int)cTime); + + // + return result; +} + +// +int GetUTCRequiredTimeOffset() +{ + // + int utcOffset = TimeGMTOffset(); + int localOffset = GetLocalOffset(); + + // + int result = utcOffset + localOffset; + + // + return result; +} + +// +datetime GetUTCTime( + datetime time = NULL, + bool applyTradeServerTime = false // +) +{ + // + datetime result = NULL; + + // + NormalizeTime(time); + + // + datetime cTime = TimeCurrent(); + datetime cTimeLocal = TimeLocal(); + + // + int cLocalOffset = ((int)cTimeLocal - (int)cTime); + int gmtOffset = TimeGMTOffset(); + int offsetDelte = gmtOffset + cLocalOffset; + int requiredUTCOffset = GetUTCRequiredTimeOffset(); + if (requiredUTCOffset > 0) + { + requiredUTCOffset = -1 * requiredUTCOffset; + } + + // + int timeSeconds = (int)time; + int resultSeconds = timeSeconds + requiredUTCOffset; + + // + result = (datetime)(resultSeconds); + + // + return result; +} + +// +// Retrieve only Hour and Minute as String ... +string GetTimeString( + datetime time = NULL // +) +{ + // + NormalizeTime(time); + + // + string result = NULL; + + // + MqlDateTime tStruct; + bool isStructed = TimeToStruct(time, tStruct); + if (!isStructed) + { + return result; + } + + // + string hour = ToString(tStruct.hour); + hour = + StringLen(hour) == 1 + ? "0" + hour + : hour; + + // + string minute = ToString(tStruct.min); + minute = + StringLen(minute) == 1 + ? "0" + minute + : minute; + + // + result = hour + ":" + minute; + + // + return result; +} + +// +// Converts a Date time to File Format ... +string ToFormatString( + datetime mTime, + string separator = "_" // +) +{ + // + string result = NULL; + + // + if (!IsValid(mTime)) + { + return result; + } + + // + MqlDateTime timeStruct; + bool isConverts = TimeToStruct( + mTime, + timeStruct // + ); + if (!isConverts) + { + return result; + } + + // + string year = ToString(timeStruct.year); + string month = ToString(timeStruct.mon); + string day = ToString(timeStruct.day); + string hour = ToString(timeStruct.hour); + string minute = ToString(timeStruct.min); + string second = ToString(timeStruct.sec); + + // + result = + // + // Year ... + year + separator + + // + // Month ... + (StringLen(month) == 1 + ? "0" + month + : month) + + separator + + // + // Day ... + (StringLen(day) == 1 + ? "0" + day + : day) + + separator + + // + // Hour ... + (StringLen(hour) == 1 + ? "0" + hour + : hour) + + separator + + // + // Minute ... + (StringLen(minute) == 1 + ? "0" + minute + : minute) + + separator + + // + // Seconds ... + (StringLen(second) == 1 + ? "0" + second + : second) + + separator + + // + "" + // + ; + + // + return result; +} + +/** + * Converts an String Represetation of Time (00:00) to Date Time .. + * + * @param value: String ... + * + * @return ( datetime ) + */ +datetime ParseDateTimeFromTimeString(string value) +{ + // + datetime result = NULL; + + // + if (!IsValid(value)) + { + return result; + } + + // + // Check Signalling Time ... + MqlDateTime cTime; + bool isTimeRecieved = TimeCurrent(cTime); + if (!isTimeRecieved) + { + return result; + } + + // + // Split ... + string parts[]; + int partsCount = SplitContent( + parts, + value, + ":" + // + ); + if (!IsValidSize(partsCount)) + { + return result; + } + + // + int hour = 0; + int minute = 0; + if (partsCount >= 1) + { + hour = (int)(parts[0]); + } + if (partsCount >= 2) + { + minute = (int)(parts[1]); + } + + // + cTime.day_of_week = 0; + cTime.day_of_year = 0; + + // + cTime.hour = hour; + cTime.min = minute; + + // + result = StructToTime(cTime); + + // + return result; +} + +// +// Check Specific Time in Range of another Time ... +bool IsTimeInRange( + datetime currentTime = NULL, + datetime startTime = NULL, + datetime stopTime = NULL // +) +{ + // + bool result = false; + + // + // Normallize Current Time ... + currentTime = NormalizeTime(currentTime); + + // + result = !IsValid(startTime) && + !IsValid(stopTime); + if (result) + { + return result; + } + + // + result = IsValid(startTime) && + IsValid(stopTime); + if (!result) + { + // + result = IsValid(startTime) && + currentTime >= startTime; + + // + return result; + } + + // + result = currentTime >= startTime && + currentTime < stopTime; + + // + return result; +} +bool IsTimeInRange( + datetime currentTime, + string startTime, + string endTime // +) +{ + // + bool result = false; + + // + result = IsValid(startTime) && + IsValid(endTime); + if (!result) + { + // + // Here Since there isnot provide any + // data source we pass result as true ... + result = true; + return result; + } + + // + // Converts String Representation to Time ... + datetime st = ParseDateTimeFromTimeString(startTime); + datetime et = ParseDateTimeFromTimeString(endTime); + + // + result = IsTimeInRange( + currentTime, + st, + et // + ); + + // + return result; +} + +// +// Bar Times ... + +// +// Retrieve Specified Bar Time ... +datetime GetBarTime( + string mSymbol = "", // Specify Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Specify TimeFrame + int barIndex = 0 // Specify Bar Index +) +{ + // + // Validate and Normalize Args ... + + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + // Retrieve Bar Time ... + datetime result = iTime( + mSymbol, + mPeriod, + barIndex); + + // + return result; +} + +// +// Retrieve Specified Bar Time ... +ulong GetBarTimeAsSeconds( + string mSymbol = "", // Specify Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Specify TimeFrame + int barIndex = 0 // Specify Bar Index +) +{ + // + // Retrieve Bar Time ... + datetime time = GetBarTime( + mSymbol, + mPeriod, + barIndex); + + // + ulong result = TimeToSeconds(time); + + // + return result; +} + +// +// Retrieve Specified Bar Time ... +ulong GetBarTimeAsMilliSeconds( + string mSymbol = "", // Specify Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Specify TimeFrame + int barIndex = 0 // Specify Bar Index +) +{ + // + // Retrieve Bar Time ... + datetime time = GetBarTime( + mSymbol, + mPeriod, + barIndex); + + // + ulong result = TimeToMilliSeconds(time); + + // + return result; +} + +// +// Retrieve a Bar Time Structure ... +MqlDateTime GetBarTimeStruct( + string mSymbol = "", // Specify Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Specify TimeFrame + int barIndex = 0 // Specify Bar Index +) +{ + // + MqlDateTime result = {}; + + // + // Retrieve Bar Time ... + datetime barTime = GetBarTime( + mSymbol, + mPeriod, + barIndex); + + // + // Convert to Structure ... + TimeToStruct(barTime, result); + + // + return result; +} + +// +// Retrieve Last Available Bar Time of +// Dest Period inside Source Period ... +datetime GetLastBarTime( + ENUM_TIMEFRAMES sourcePeriod, + ENUM_TIMEFRAMES destPeriod // +) +{ + // + datetime result = NULL; + + // + if (!IsValid(sourcePeriod) || + !IsValid(destPeriod)) + { + return result; + } + + // + int sourceSeconds = PeriodSeconds(sourcePeriod); + int destSeconds = PeriodSeconds(destPeriod); + if (sourceSeconds < destSeconds) + { + return result; + } + + // + XOHCL sourceBar; + bool isInited = sourceBar.Init( + _Symbol, + sourcePeriod, + 0 // + ); + if (!isInited) + { + return result; + } + + // + result = (datetime)((((int)sourceBar.time) + sourceSeconds) - destSeconds); + + // + return result; +} + +// +// Other Tools ... + +// +template +bool IsSame( + T &buffer[], // Search Buffer + int count = 5, // Number of Searchs + int start = 0 // Start ... +) +{ + // + bool result = false; + + // + int bufferSize = ArraySize(buffer); + result = bufferSize > 0; + if (!result) + { + return result; + } + + // + // Validate Count ... + result = start + count < bufferSize; + if (!result) + { + return result; + } + + // + T iTem = buffer[start]; + for (int i = start; i < start + count; i++) + { + // + if (iTem != buffer[i]) + { + result = false; + break; + } + + // + if (!result) + { + result = true; + } + } + + // + return result; +} + +// +// Check first Cross Over second at index ... +bool IsCrossedOver( + const double &first[], // the buffer which check crossing over second buffer + const double &second[], // first buffer checks based on this buffer + const int index = 0 // check crosses in specific index +) +{ + // + bool result = false; + + // + // Validate Args ... + if (ArraySize(first) < index + 1 || ArraySize(second) < index + 1) + { + return result; + } + + // + result = first[index] > second[index] && + !(first[index + 1] > second[index + 1]); + + // + return result; +} + +// +// Check first is Over second at index ... +bool IsOver( + const double &first[], // the buffer which check over second buffer + const double &second[], // first buffer checks based on this buffer + const int index = 0 // check crosses in specific index +) +{ + // + bool result = false; + + // + // Validate Args ... + if (ArraySize(first) < index + 1 || ArraySize(second) < index + 1) + { + return result; + } + + // + result = first[index] > second[index] && + first[index + 1] > second[index + 1]; + + // + return result; +} + +// +// Check first Cross Under second at index ... +bool IsCrossedUnder( + const double &first[], // the buffer which check crossing under second buffer + const double &second[], // first buffer checks based on this buffer + const int index = 0 // check crosses in specific index +) +{ + // + bool result = false; + + // + // Validate Args ... + if (ArraySize(first) < index + 1 || ArraySize(second) < index + 1) + { + return result; + } + + // + result = first[index] < second[index] && + !(first[index + 1] < second[index + 1]); + + // + return result; +} + +// +// Check first is Under second at index ... +bool IsUnder( + const double &first[], // the buffer which check under second buffer + const double &second[], // first buffer checks based on this buffer + const int index = 0 // check crosses in specific index +) +{ + // + bool result = false; + + // + // Validate Args ... + if (ArraySize(first) < index + 1 || ArraySize(second) < index + 1) + { + return result; + } + + // + result = first[index] < second[index] && + first[index + 1] < second[index + 1]; + + // + return result; +} + +// +// Check if a Value Increasing in Loopback ... +bool IsIncreasing( + const double &buffer[], // the Buffer which required to search + int from = -1, // Last Time Index + int to = -1 // Fisrs Tima Index +) +{ + // + bool result = false; + + // + if (from == -1) + { + from = ArraySize(buffer) - 1; + } + + // + if (to == -1) + { + to = 0; + } + + // + // Validate Args ... + if ( + from <= to || + ArraySize(buffer) < from + 1) + { + return result; + } + + // + // Loop through Items ... + double toValue = buffer[to]; + double fromValue = buffer[from]; + result = toValue >= fromValue; + for (int i = to + 1; i <= from - 1; i++) + { + // + double iValue = buffer[i]; + bool isPassed = toValue >= iValue; + + // + bool isIIncreasing = IsIncreasing( + buffer, + from, + i // + ); + + // + // Check Result ... + result = result && isPassed && isIIncreasing; + if (!result) + { + break; + } + } + + // + return result; +} + +// +// Check if a Value Decreasing in Loopback ... +bool IsDecreasing( + const double &buffer[], // the Buffer which required to search + int from = -1, // Last Time Index + int to = -1 // Fisrs Tima Index +) +{ + // + bool result = false; + + // + if (from == -1) + { + from = ArraySize(buffer) - 1; + } + + // + if (to == -1) + { + to = 0; + } + + // + // Validate Args ... + if ( + from <= to || + ArraySize(buffer) < from + 1) + { + return result; + } + + // + // Loop through Items ... + double toValue = buffer[to]; + double fromValue = buffer[from]; + result = toValue <= fromValue; + for (int i = to + 1; i <= from - 1; i++) + { + // + double iValue = buffer[i]; + bool isPassed = toValue <= iValue; + + // + bool isIDecreasing = IsDecreasing( + buffer, + from, + i // + ); + + // + // Check Result ... + result = result && isPassed && isIDecreasing; + if (!result) + { + break; + } + } + + // + return result; +} + +// +bool IsTrendingUp( + const double &buffer1[], // First Buffer + const double &buffer2[] // Seccend Buffer +) +{ + // + bool result = false; + + // + int buffer1Count = ArraySize(buffer1); + int buffer2Count = ArraySize(buffer2); + if (buffer1Count <= 0 || buffer2Count <= 0) + { + return result; + } + + // + int count = MathMin(buffer1Count, buffer2Count); + if (count <= 1) + { + return result; + } + + // + int upCounts = 0; + int downCounts = 0; + double value = MathAbs(buffer1[0] - buffer2[0]); + for (int i = 1; i < count; i++) + { + // + double iValue = MathAbs(buffer1[i] - buffer2[i]); + + // + if (value > iValue) + { + upCounts++; + } + + // + if (value < iValue) + { + downCounts++; + } + } + + // + result = upCounts > 1 && upCounts > downCounts; + + // + return result; +} + +// +bool IsTrendingDown( + const double &buffer1[], // First Buffer + const double &buffer2[] // Seccend Buffer +) +{ + // + bool result = false; + + // + int buffer1Count = ArraySize(buffer1); + int buffer2Count = ArraySize(buffer2); + if (buffer1Count <= 0 || buffer2Count <= 0) + { + return result; + } + + // + int count = MathMin(buffer1Count, buffer2Count); + if (count <= 1) + { + return result; + } + + // + int upCounts = 0; + int downCounts = 0; + double value = MathAbs(buffer1[0] - buffer2[0]); + for (int i = 1; i < count; i++) + { + // + double iValue = MathAbs(buffer1[i] - buffer2[i]); + + // + if (value > iValue) + { + upCounts++; + } + + // + if (value < iValue) + { + downCounts++; + } + } + + // + result = downCounts > 1 && downCounts > upCounts; + + // + return result; +} + +// +// Calculate Slope of Specified Buffer at Specified Index ... +double GetSlope( + const double &buffer[], // Buffer + int from, // In Past Index ... + int to // In Past Index ... +) +{ + // + double result = 0; + + // + if (from > ArraySize(buffer) || to > ArraySize(buffer)) + { + return result; + } + + // + double toValue = buffer[to]; + double fromValue = buffer[from]; + double deltaValue = toValue - fromValue; + double deltaTime = from - to; + + // + result = deltaValue / deltaTime; + + // + return result; +} + +// +// Check Bar Reject Specified Value ... +bool IsBarReject( + double value, + ENUM_X_DIRECTION dir, + XOHCL &bar // +) +{ + // + bool result = false; + + // + result = value > 0 && + bar.IsValid() && + HasDirection(dir); + if (!result) + { + return result; + } + + // + bool isUp = IsBullish(dir); + bool isDown = IsBearish(dir); + + // + result = + // + isUp + ? bar.IsBullish() && + bar.low < value && + bar.GetDown() > value + : isDown + ? bar.IsBearish() && + bar.high > value && + bar.GetUp() < value + : false + // + ; + + // + return result; +} + +// +// Check Bar Break Specified Value ... +bool IsBarBreak( + double value, + ENUM_X_DIRECTION dir, + XOHCL &bar // +) +{ + // + bool result = false; + + // + result = value > 0 && + bar.IsValid() && + HasDirection(dir); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = bar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + bool isUp = IsBullish(dir); + bool isDown = IsBearish(dir); + + // + result = + isUp + ? bar.IsBullish() && + ((bar.GetDown() < value && + bar.GetUp() > value) || + (bar.close > value && + pBar.close < value)) + : isDown + ? bar.IsBearish() && + ((bar.GetUp() > value && + bar.GetDown() < value) || + (bar.close < value && + pBar.close > value)) + : false; + + // + return result; +} + +// +// Calculate Fib Level ... +double GetFibonacciLevel( + double upPrice, // Upper Bound + double downPrice, // Downer Bound + double level, // Level Multiplier Factor + int direction // From Down to Up < 0, other wise Vice Versa + // +) +{ + // + double ling = upPrice - downPrice; + double pLevel = (ling / 100) * (level * 100); + + // + double result = direction > 0 ? upPrice - pLevel : downPrice + pLevel; + + // + return result; +} + +// +double GetFibonacciLevel( + double mUp, + double mDown, + ENUM_X_FIBO_LEVELS mLevel, + ENUM_X_DIRECTION mForDir // +) +{ + // + double result = 0; + + // + double levelValue = GetFiboLevelValue(mLevel); + + // + bool isValid = + // + mUp > 0 && + mDown > 0 && + levelValue > 0 && + mUp > mDown && + HasDirection(mForDir) + // + ; + if (!isValid) + { + return result; + } + + // + bool isBullish = IsBullish(mForDir); + + // + double ling = mUp - mDown; + double pLevel = (ling / 100) * (levelValue * 100); + + // + result = + isBullish + ? mUp - pLevel + : mDown + pLevel; + + // + return result; +} + +// +// Method 1 +// Normalize between 1 and 0 ... +template +double GetNormalizedValueMethod1( + T &buffer[], // Array which required to Normalize + int mLength, // Length of Normalization + int mStart = 0, // start index + int digits = 5 // Normalization Digits +) +{ + // + double result = 0; + + // + if (digits <= 5) + { + digits = 5; + } + + // + int bufferSize = ArraySize(buffer); + if (!IsValidSize(bufferSize)) + { + return result; + } + + // + // Normalize Count ... + NormalizeCount( + mStart, + mLength, + buffer // + ); + + // + T max = 0; + T min = 0; + + // + if (bufferSize != mLength) + { + // + T tmp[]; + Copy( + mStart, + mLength, + buffer, + tmp // + ); + + // + max = GetMax(tmp); + min = GetMin(tmp); + } + + // + if (bufferSize == mLength) + { + // + max = GetMax(buffer); + min = GetMin(buffer); + } + + // + T iValue = buffer[mStart]; + + // + double minMaxDiff = (max - min); + if (minMaxDiff <= 0) + { + return result; + } + + // + result = (iValue - min) / minMaxDiff; + + // + result = NormalizeDouble(result, digits); + + // + return result; +} + +// +// Method 2 +// Normalize Between Specified Upper and Lower ... +template +double GetNormalizedValueMethod2( + T &buffer[], // Array which required to Normalize + int mLength, // Length of Normalization + int mUpper, // Specified Upper Value + int mLower, // Specified Lower Value + int mStart = 0, // start index + int digits = 5 // Normalization Digits +) +{ + // + double result = 0; + + // + if (digits <= 5) + { + digits = 5; + } + + // + int bufferSize = ArraySize(buffer); + if (!IsValidSize(bufferSize)) + { + return result; + } + + // + // Normalize Count ... + NormalizeCount( + mStart, + mLength, + buffer // + ); + + // + T max = 0; + T min = 0; + + // + if (bufferSize != mLength) + { + // + T tmp[]; + Copy( + mStart, + mLength, + buffer, + tmp // + ); + + // + max = GetMax(tmp); + min = GetMin(tmp); + } + + // + if (bufferSize == mLength) + { + // + max = GetMax(buffer); + min = GetMin(buffer); + } + + // + T iValue = buffer[mStart]; + + // + double minMaxDiff = (max - min); + double boundaryDiff = (mUpper - mLower); + if (minMaxDiff <= 0 || boundaryDiff <= 0) + { + return result; + } + + // + result = boundaryDiff / (minMaxDiff * (iValue - max) + max); + + // + result = NormalizeDouble(result, digits); + + // + return result; +} + +// +void NormalizeBuffer( + double &source[], // Source Buffer + double &dest[], // Result Buffer + double upper = 100, // Upper Value to Normalize + double lower = -100, // Lower Value to Normalize + int size = -1, // Size Of Normalization + int digits = 5 // Digits for Result +) +{ + // + if (size <= 0) + { + size = ArraySize(source); + } + + // + bool asSeriesFlag = ArrayGetAsSeries(source); + + // + ArraySetAsSeries(source, false); + ArraySetAsSeries(dest, false); + + // + double min = ArrayMinimum(source, 0, size); + double max = ArrayMaximum(source, 0, size); + + // + for (int i = 0; i < size; i++) + { + // + double iNormal = lower + ((source[i] - min) / (max - min)) * (upper - lower); + + // + if (digits > 0) + { + iNormal = NormalizeDouble(iNormal, digits); + } + + // + dest[i] = iNormal; + } + + // + ArraySetAsSeries(source, asSeriesFlag); + ArraySetAsSeries(dest, asSeriesFlag); +} + +// +// Templates ... + +// +// Retrieve Specific Object Types Name ... +template +string GetTypeName(const T &t) +{ + return typename(T); +} + +// +template +string GetToken(T &item) +{ + // + string mType = GetTypeName(item); + + // + string result = mType; + + // + string parts[]; + int partsCount = SplitContent( + parts, + result, + " " + // + ); + if (partsCount <= 0) + { + // + result = mType; + return result; + } + + // + bool hasLastPart = GetLastItem( + result, + parts + // + ); + if (!hasLastPart) + { + // + result = mType; + return result; + } + + // + return result; +} + +// +// Same as Get Token for Use in Classes ... +template +string GetSpecificToken(T &item) +{ + // + string mType = GetTypeName(item); + + // + string result = mType; + + // + string parts[]; + int partsCount = SplitContent( + parts, + result, + " " + // + ); + if (partsCount <= 0) + { + // + result = mType; + return result; + } + + // + bool hasLastPart = GetLastItem( + result, + parts + // + ); + if (!hasLastPart) + { + // + result = mType; + return result; + } + + // + return result; +} + +// +// Generate Unique Tags ... +template +string GenerateTag(T &model) +{ + // + string result = ""; + + // + string tag = model.ToString(); + if (StringLen(tag) == 0) + { + return result; + } + + // + static XSCMD5 md5; + + // + result = md5.Hash(tag); + + // + return result; +} + +// +// Hash Specified Content ... +template +string ToMD5(T content) +{ + // + string result = ""; + + // + string strContent = ToString(content); + if (StringLen(strContent) == 0) + { + return result; + } + + // + static XCMD5 md5; + + // + result = md5.Hash(strContent); + + // + return result; +} + +// +// Check a Value Not Empty ... +template +bool NotEmpty(T value) +{ + return value != EMPTY_VALUE; +} + +// +// Check a Value Not Empty and Zero ... +template +bool NotEmptyZero(T value) +{ + return value != EMPTY_VALUE && value != 0; +} + +// +// Add Specified Item to Array ... +template +int Add( + T item, // item want to add + T &buffer[] // Destination buffer +) +{ + // + int result = 0; + + // + ArrayResize( + buffer, + ArraySize(buffer) + 1); + + // + buffer[ArraySize(buffer) - 1] = item; + + // + result = ArraySize(buffer); + + // + return result; +} +template +int AddSpecific( + T item, // item want to add + T &buffer[] // Destination buffer +) +{ + // + return Add( + item, + buffer // + ); +} +template +int AddRef( + T &item, // item want to add + T &buffer[] // Destination buffer +) +{ + // + int result = 0; + + // + ArrayResize( + buffer, + ArraySize(buffer) + 1); + + // + buffer[ArraySize(buffer) - 1] = item; + + // + result = ArraySize(buffer); + + // + return result; +} + +// +// Check Specified Array Has Childs or not ... +template +bool HasChild(T &buffer[]) +{ + return IsValidSize(ArraySize(buffer)); +} +template +bool SpecificHasChild(T &buffer[]) +{ + return HasChild(buffer); +} + +// +// Remove Specified Item from an Array ... +template +bool Remove( + T item, + T &buffer[]) +{ + // + bool result = false; + + // + int itemIndex = FindIndex( + item, + buffer); + if (itemIndex < 0) + { + return result; + } + + // + result = ArrayRemove( + buffer, + itemIndex, + 1); + + // + return result; +} + +// +// Clean Specified Array ... +template +void Clean(T &buffer[]) +{ + // + ArrayResize(buffer, 0); + ArrayFree(buffer); + ZeroMemory(buffer); +} +template +void SpecificClean(T &buffer[]) +{ + Clean(buffer); +} + +// +// Copy Whole Content of Source to Dest array ... +template +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]; + + // + AddRef( + iSource, + dest); + } +} + +// +// Copy Items from a Buffer ... +template +int Copy( + int start, // Start + int count, // Number of Items for read + T &source[], // Source Buffer + T &dest[], // Dest Buffer + bool forceClean = true, // Force To Clean buffer + bool forceStart = true // Force To Clean buffer +) +{ + // + int result = 0; + + // + if (forceClean) + { + Clean(dest); + } + + // + if (start < 0 && forceStart) + { + start = 0; + } + + // + if (start >= ArraySize(source)) + { + start = ArraySize(source) - 1; + } + + // + if (count == 0) + { + count = ArraySize(source) - 1 - start; + } + + // + if (start + count > ArraySize(source)) + { + return result; + } + + // + int beforeSize = ArraySize(dest); + + // + bool asSeriesDest = ArrayGetAsSeries(dest); + bool asSeriesSource = ArrayGetAsSeries(source); + + // + ArraySetAsSeries(dest, true); + ArraySetAsSeries(source, true); + + // + ArrayCopy( + dest, + source, + 0, + start, + count + // + ); + + // + int afterSize = ArraySize(dest); + + // + result = afterSize - beforeSize; + + // + ArraySetAsSeries(dest, asSeriesDest); + ArraySetAsSeries(source, asSeriesSource); + + // + return result; +} + +// +// Copy Items from a Buffer ... +template +int CopyRef( + int start, // Start + int count, // Number of Items for read + T &source[], // Source Buffer + T &dest[], // Dest Buffer + bool forceClean = true // Force To Clean buffer +) +{ + // + int result = 0; + + // + if (forceClean) + { + Clean(dest); + } + + // + if (start < 0) + { + start = 0; + } + + // + if (start >= ArraySize(source)) + { + start = ArraySize(source) - 1; + } + + // + int beforeSize = ArraySize(dest); + + // + bool asSeriesDest = ArrayGetAsSeries(dest); + bool asSeriesSource = ArrayGetAsSeries(source); + + // + ArraySetAsSeries(dest, true); + ArraySetAsSeries(source, true); + + // + for (int i = start; i < start + count; i++) + { + // + AddRef( + source[i], + dest + // + ); + } + + // + int afterSize = ArraySize(dest); + + // + result = afterSize - beforeSize; + + // + ArraySetAsSeries(dest, asSeriesDest); + ArraySetAsSeries(source, asSeriesSource); + + // + return result; +} + +// +// Retrive Last Item of Specified Buffer ... +template +bool GetLastItem( + T &item, // Holds Result + T &buffer[] // Specified Buffer +) +{ + // + bool result = false; + + // + int bufferSize = ArraySize(buffer); + if (bufferSize <= 0) + { + return result; + } + + // + item = buffer[bufferSize - 1]; + + // + result = true; + return result; +} + +// +// Remove Last Item of Specified Buffer ... +template +bool RemoveLastItem( + T &buffer[] // Specified Buffer +) +{ + // + bool result = false; + + // + int count = ArraySize(buffer); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + ArrayRemove( + buffer, + count - 1, + 1 // + ); + + // + return result; +} + +template +void CleanupArray( + T &buffer[], // Buffer to Cleanup ... + int maxAllowed = 0 // Max Allowed Number of items ... +) +{ + // + if (maxAllowed <= 0) + { + return; + } + + // + int count = ArraySize(buffer); + if (!IsValidSize(count) || + count <= maxAllowed) + { + return; + } + + // + int mustRemove = count - maxAllowed; + if (!IsValidSize(mustRemove)) + { + return; + } + + // + ArrayRemove( + buffer, + 0, + mustRemove // + ); +} + +// +// Search Array For Specific Item ... +template +int FindIndex( + T item, // What is Search ... + T &buffer[] // Search in ... +) +{ + // + int result = -1; + + // + int count = ArraySize(buffer); + if (count <= 0) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + T iT = buffer[i]; + + // + if (iT == item) + { + // + result = i; + break; + } + } + + // + return result; +} + +// +// Check an Array Contains Specified Value ... +template +bool Contains( + T item, // What is Search ... + T &buffer[] // Search in ... +) +{ + // + bool result = false; + + // + int idx = FindIndex( + item, + buffer); + result = idx > -1; + + // + return result; +} + +// +// Calculate a Buffer's Sum ... +template +double GetSum( + T &buffer[], // the Buffer which required to search + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + // + double result = 0; + + // + T tmp[]; + int tmpCount = Copy( + start, + count, + buffer, + tmp + // + ); + if (tmpCount <= 0) + { + return result; + } + + // + // Calculate Summary ... + for (int i = 0; i < tmpCount; i++) + { + result += buffer[i]; + } + + // + return result; +} + +// +// Calculate a Buffer's Average ... +template +double GetAverage( + T &buffer[], // the Buffer which required to search + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + // + double result = 0; + + // + T tmp[]; + int tmpCount = Copy( + start, + count, + buffer, + tmp + // + ); + if (tmpCount <= 0) + { + return result; + } + + // + // Calculate Summary ... + for (int i = 0; i < tmpCount; i++) + { + result += buffer[i]; + } + + // + // Calculate Average ... + result = result / tmpCount; + + // + return result; +} + +// +// Get Max of Specific Loopback of a Buffer ... +template +T GetMax( + T &buffer[], // the Buffer which required to search + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + // + T result = 0; + + // + if (count <= 0) + { + count = ArraySize(buffer); + } + + // + T tmp[]; + int tmpCount = Copy( + start, + count, + buffer, + tmp + // + ); + if (tmpCount <= 0) + { + return result; + } + + // + // Loop Through LoopBack ... + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + result = + // + result == 0 || result < iValue + // + ? iValue + // + : result + // + ; + } + + // + return result; +} +template +T GetMax( + T &buffer[], // the Buffer which required to search + int &index, // Item Index ... + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + // + T result = 0; + index = -1; + + // + if (count <= 0) + { + count = ArraySize(buffer); + } + + // + T tmp[]; + int tmpCount = Copy( + start, + count, + buffer, + tmp + // + ); + if (tmpCount <= 0) + { + return result; + } + + // + // Loop Through LoopBack ... + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + bool isNew = result == 0; + bool canSet = isNew || + (!isNew && + result < iValue); + if (canSet) + { + // + index = i; + result = iValue; + } + } + + // + return result; +} +template +T GetSpecifiedMax( + T &buffer[], // the Buffer which required to search + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + return GetMax( + buffer, + start, + count // + ); +} +template +T GetSpecifiedMax( + T &buffer[], // the Buffer which required to search + int &index, // Item Index ... + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + return GetMax( + buffer, + index, + start, + count // + ); +} + +// +// Get Min of Specific Loopback of a Buffer ... +template +T GetMin( + T &buffer[], // the Buffer which required to search + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + // + T result = 0; + + // + if (count <= 0) + { + count = ArraySize(buffer); + } + + // + T tmp[]; + int tmpCount = Copy( + start, + count, + buffer, + tmp + // + ); + if (tmpCount <= 0) + { + return result; + } + + // + // Loop Through LoopBack ... + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + result = + // + result == 0 || result > iValue + // + ? iValue + // + : result + // + ; + } + + // + return result; +} +template +T GetMin( + T &buffer[], // the Buffer which required to search + int &index, // Item Index ... + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + // + T result = 0; + index = -1; + + // + if (count <= 0) + { + count = ArraySize(buffer); + } + + // + T tmp[]; + int tmpCount = Copy( + start, + count, + buffer, + tmp + // + ); + if (tmpCount <= 0) + { + return result; + } + + // + // Loop Through LoopBack ... + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + bool isNew = result == 0; + bool canSet = isNew || + (!isNew && + result > iValue); + if (canSet) + { + // + index = i; + result = iValue; + } + } + + // + return result; +} +template +T GetSpecifiedMin( + T &buffer[], // the Buffer which required to search + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + return GetMin( + buffer, + start, + count // + ); +} +template +T GetSpecifiedMin( + T &buffer[], // the Buffer which required to search + int &index, // Item Index ... + int start = 0, // Start Index + int count = 0 // Count for Search +) +{ + return GetMin( + buffer, + index, + start, + count // + ); +} + +// +// Find a Value less than Specified ... +template +T FindLesserThan( + T value, // Specified Value ... + const T &source[], // Source ... + bool isDescend = false // Find Biggest Lesser Value ... +) +{ + // + T result = -1; + + // + int itemsCount = ArraySize(source); + if (itemsCount <= 0) + { + return result; + } + + // + // Make a Copy of source ... + T tmp[]; + + // + ArrayResize( + tmp, + ArraySize(source) // + ); + + // + ArrayCopy( + tmp, + source // + ); + + // + // Sort Temp Buffer ... + ArraySort(tmp); + if (isDescend) + { + ArrayReverse(tmp); + } + + // + int tmpCount = ArraySize(tmp); + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + if (iValue < value) + { + // + result = iValue; + break; + } + } + + // + return result; +} +template +T FindLesserThan( + T value, // Specified Value ... + int &index, // Item Index ... + const T &source[], // Source ... + bool isDescend = false // Find Biggest Lesser Value ... +) +{ + // + T result = -1; + index = -1; + + // + int itemsCount = ArraySize(source); + if (itemsCount <= 0) + { + return result; + } + + // + // Make a Copy of source ... + T tmp[]; + + // + ArrayResize( + tmp, + ArraySize(source) // + ); + + // + ArrayCopy( + tmp, + source // + ); + + // + // Sort Temp Buffer ... + ArraySort(tmp); + if (isDescend) + { + ArrayReverse(tmp); + } + + // + int tmpCount = ArraySize(tmp); + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + if (iValue < value) + { + // + index = i; + result = iValue; + break; + } + } + + // + return result; +} + +// +// Find a Value less than Specified ... +template +T FindBiggerThan( + T value, // Specified Value ... + const T &source[], // Source ... + bool isDescend = false // Find Smallest Bigger Value ... +) +{ + // + T result = -1; + + // + int itemsCount = ArraySize(source); + if (itemsCount <= 0) + { + return result; + } + + // + // Make a Copy of source ... + T tmp[]; + + // + ArrayResize( + tmp, + ArraySize(source) // + ); + + // + ArrayCopy( + tmp, + source // + ); + + // + // Sort Temp Buffer ... + ArraySort(tmp); + if (!isDescend) + { + ArrayReverse(tmp); + } + + // + int tmpCount = ArraySize(tmp); + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + if (iValue > value) + { + // + result = iValue; + break; + } + } + + // + return result; +} +template +T FindBiggerThan( + T value, // Specified Value ... + int &index, // Item Index ... + const T &source[], // Source ... + bool isDescend = false // Find Smallest Bigger Value ... +) +{ + // + T result = -1; + index = -1; + + // + int itemsCount = ArraySize(source); + if (itemsCount <= 0) + { + return result; + } + + // + // Make a Copy of source ... + T tmp[]; + + // + ArrayResize( + tmp, + ArraySize(source) // + ); + + // + ArrayCopy( + tmp, + source // + ); + + // + // Sort Temp Buffer ... + ArraySort(tmp); + if (!isDescend) + { + ArrayReverse(tmp); + } + + // + int tmpCount = ArraySize(tmp); + for (int i = 0; i < tmpCount; i++) + { + // + T iValue = tmp[i]; + + // + if (iValue > value) + { + // + index = i; + result = iValue; + break; + } + } + + // + return result; +} + +// +// Find Same Values in Array ... +template +void FindSames( + T &result[], // Holds Result ... + T &source[], // Source ... + int verifications = 3 // Number of Consequence Repeat ... +) +{ + // + Clean(result); + + // + // TenkanSen Flats ... + int sourceCount = ArraySize(source); + if (sourceCount > verifications) + { + // + T mLast = 0; + int mVerified = 0; + for (int i = 0; i < sourceCount; i++) + { + // + T iVal = source[i]; + if (mLast == 0) + { + mLast = iVal; + } + else if (mLast == iVal) + { + mVerified++; + } + else + { + mLast = iVal; + mVerified = 0; + } + + // + if (iVal == mLast && mVerified >= verifications) + { + // + Add( + iVal, + result); + + // + mLast = 0; + mVerified = 0; + } + } + } +} + +// +// Add an Item to a Buffer if not Exists ... +void AddIfNotExists( + double value, + double &values[], + double smoothingPoint = 3 // +) +{ + // + double smoothingValue = smoothingPoint * GetPoints(_Symbol); + + // + int valuesCount = ArraySize(values); + if (valuesCount <= 0) + { + // + Add(value, + values); + } + else + { + // + bool isExists = false; + for (int i = 0; i < valuesCount; i++) + { + // + double iVal = values[i]; + + // + double diff = MathAbs(iVal - value); + + // + if (iVal == value || diff < smoothingValue) + { + // + isExists = true; + break; + } + } + + // + if (!isExists) + { + // + Add(value, + values); + } + } +} + +// +// Add a Buffers Child to another Buffer +// if it's not Contains them ... +void AddsIfNotExists( + double &source[], + double &dest[], + double smoothingPoint = 3) +{ + // + double smoothingValue = smoothingPoint * GetPoints(_Symbol); + + // + int sourceCount = ArraySize(source); + if (sourceCount <= 0) + { + return; + } + + // + for (int i = 0; i < sourceCount; i++) + { + // + double iSource = source[i]; + + // + AddIfNotExists( + iSource, + dest, + smoothingPoint); + } +} + +// +// Bar XOHCL ... + +// +// Extract Specific Range of Bars ... +// using Start Bar Index ... +int GetBars( + XOHCL &result[], // Hold Result + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Time Frame + int from = 0, // Start Bar Index + int count = 1, // Number of Bars + bool forceClean = true // Clean Result Array +) +{ + // + int mResult = 0; + + // + if (from < 0) + { + from = 0; + } + + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + int total = Bars( + mSymbol, + mPeriod); + if (from > total - 2) + { + from = total - 2; + } + + // + if (count < 0) + { + count = 1; + } + + // + int start = from; + int end = start + count; + if (end > total - 1) + { + end = total - 1; + } + + // + if (forceClean) + { + Clean(result); + } + + // + int beforeSize = ArraySize(result); + + // + for (int i = start; i < end; i++) + { + // + XOHCL iBar; + bool isValid = iBar.Init( + mSymbol, + mPeriod, + i + // + ); + + // + if (isValid) + { + // + AddRef( + iBar, + result + // + ); + } + } + + // + int afterSize = ArraySize(result); + + // + mResult = afterSize - beforeSize; + + // + return mResult; +} + +// +// Extract Specific Range of Bars ... +// using Start Bar Time ... +int GetBars( + XOHCL &result[], // Hold Result + string mSymbol = NULL, // Trading Symbol + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Time Frame + datetime from = NULL, // Start Bar Time + int count = 1, // Number of Bars + bool forceClean = true // Clean Result Array +) +{ + // + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + from = NormalizeTime(from); + + // + int barIndex = iBarShift( + mSymbol, + mPeriod, + from, + false + // + ); + + // + return GetBars( + result, + mSymbol, + mPeriod, + barIndex, + count, + forceClean + // + ); +} + +// +// String ... + +// +// Search a Content Contains Specific String or not ... +bool Contains( + string mQuery, // Search String + string mContent, // Search Content + bool ignoreCase = true // Ignore Case +) +{ + // + bool result = false; + + // + // Validate Query ... + result = IsValid(mQuery); + if (!result) + { + return result; + } + + // + // Validate Content ... + result = IsValid(mContent); + if (!result) + { + return result; + } + + // + // Normalize Inputs ... + string query = mQuery; + string content = mContent; + if (ignoreCase) + { + // + StringToLower(query); + StringToLower(content); + } + + // + int queryIdx = StringFind( + content, + query); + + // + result = queryIdx >= 0; + + // + return result; +} + +// +bool Contains( + string &mQueries[], // Search Strings + string mContent, // Search Content + bool ignoreCase = true // Ignore Case +) +{ + // + bool result = false; + + // + // Validate Queries ... + int queriesCount = ArraySize(mQueries); + result = queriesCount > 0; + if (!result) + { + return result; + } + + // + // Validate Content ... + result = IsValid(mContent); + if (!result) + { + return result; + } + + // + int containsCount = 0; + for (int i = 0; i < queriesCount; i++) + { + // + bool isContains = Contains( + mQueries[i], + mContent, + ignoreCase); + + // + if (!isContains) + { + // + result = false; + break; + } + + // + containsCount++; + } + + // + result = containsCount == queriesCount; + + // + return result; +} + +// +int FindIndexes( + string mQuery, // Search String + string mContent, // Search Content + int &result[], // Holding Results + bool ignoreCase = false // Ignore Case +) +{ + // + int mResult = 0; + + // + Clean(result); + + // + // Validate Inputs ... + if (!IsValid(mQuery) || + !IsValid(mContent)) + { + return mResult; + } + + // + // Apply Ignore Case if Provided ... + if (ignoreCase) + { + // + bool isConverted = StringToLower(mQuery); + if (!isConverted) + { + return mResult; + } + + // + isConverted = StringToLower(mContent); + if (!isConverted) + { + return mResult; + } + } + + // + // Search First Index ... + int lastPos = 0; + int idx = StringFind( + mContent, + mQuery, + lastPos // + ); + while (idx >= 0) + { + // + // Add Position to Result ... + Add( + idx, + result // + ); + + // + lastPos = idx + StringLen(mQuery); + idx = StringFind( + mContent, + mQuery, + lastPos // + ); + } + + // + mResult = ArraySize(result); + + // + return mResult; +} + +// +// Convert From String ... +template +T FromString(string value) +{ + // + T result = NULL; + + // + if (!IsValid(value)) + { + return result; + } + + // + result = (T)value; + + // + return result; +} + +// +// Converts an item to String ... +template +string ToString(T value) +{ + return (string)value; +} + +// +// Used In Report or Summary Generators ... +string ToString( + string prefix, // Title + bool value, // Value + bool ignoreFalseConditions = true, // Ignore False Conditions + string lineSeparator = "\n", // Line Separator + string prefixSeparator = ":" // Title Separator +) +{ + // + string result = NULL; + + // + result = (value || !ignoreFalseConditions) + ? prefix + + prefixSeparator + " " + + ToString(value) + + lineSeparator + : ""; + + // + return result; +} + +// +template +string ToString( + string prefix, // Title + T value, // Value + string lineSeparator = "\n", // Line Separator + string prefixSeparator = ":" // Title Separator +) +{ + // + string result = NULL; + + // + result = prefix + + prefixSeparator + " " + + ToString(value) + + lineSeparator; + + // + return result; +} + +// +string SetLabel( + string mLabel, // Provided Label ... + string value, // Source Value ... + string separator = "\n", // Line Separator + bool addTopEmptyLine = true // Add Empty Line On top +) +{ + // + string result = value; + + // + if (StringLen(mLabel) <= 0) + { + return result; + } + + // + result = (StringLen(value) > 0) + ? (addTopEmptyLine ? separator : "") + + mLabel + + separator + + "-----------------------------" + + separator + + value + : value; + + // + return result; +} + +// +// Converts a Buffer to String Representation ... +template +string ToString( + const T &buffer[], // Specified Buffer + string separator = ",", // Specified Separator + bool addIndex = false, // Specified Add Items Indexes or Not + string indexLabel = "i:", // Specified Index Label + string indexSeparator = ">" // Specified Index Separator +) +{ + // + string result = ""; + + // + int bufferSize = ArraySize(buffer); + if (bufferSize <= 0) + { + return result; + } + + // + for (int i = 0; i < bufferSize; i++) + { + // + if (addIndex) + { + // + if (StringLen(indexLabel) > 0) + { + result += indexLabel + " "; + } + + // + result += (string)i + " "; + + // + if (StringLen(indexSeparator) > 0) + { + result += indexSeparator + " "; + } + } + + // + string iItemString = (string)buffer[i]; + + // + result += iItemString; + + // + if (i < bufferSize - 1) + { + result += separator; + } + } + + // + return result; +} + +// +// Converts String to boolean ... +bool ToBoolean(string value) +{ + // + bool result = false; + + // + if (StringLen(value) <= 0) + { + return result; + } + + // + StringToLower(value); + result = value == "true"; + + // + return result; +} + +// +// Split an String Representation of an Array ... +int SplitContent( + string &result[], // Hold Result ... + string content, // Source ... + string separator = ",", // Separator ... + bool forceCleanResult = true // Clean Result ... +) +{ + // + int mResult = 0; + + // + if (forceCleanResult) + { + Clean(result); + } + + // + int before = ArraySize(result); + + // + if (separator == NULL || StringLen(separator) == 0) + { + separator = ","; + } + + // + if (StringLen(content) == 0) + { + return mResult; + } + + // + StringSplit( + content, + StringGetCharacter( + separator, + 0), + result); + + // + int after = ArraySize(result); + + // + mResult = after - before; + + // + return mResult; +} + +// +// Extract Data from String ... +string ExtractString( + const string source, // Source String used for Extracting + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + string result = ""; + + // + // Validate String ... + if ( + StringLen(source) == 0 || + StringLen(endString) == 0 || + StringLen(startString) == 0) + { + return result; + } + + // + // Find Start String Position ... + int sPos = StringFind( + source, + startString); + if (sPos < 0) + { + return result; + } + + // + // Find End String Position after Start String ... + int searchEndFromPos = sPos + StringLen(startString); + int ePos = StringFind( + source, + endString, + searchEndFromPos); + if (ePos < 0) + { + return result; + } + + // + // Extract Data from Source ... + int dLength = ePos - searchEndFromPos; + result = StringSubstr( + source, + searchEndFromPos, + dLength); + + // + return result; +} + +// +// Extract an Array of Contents ... +int ExtractStrings( + string &result[], // Hold Result + const string source, // Source String used for Extracting + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + int mResult = 0; + + // + Clean(result); + + // + // Validate Args ... + int sourceLength = StringLen(source); + int startLength = StringLen(startString); + int endLength = StringLen(endString); + + // + int minRequiredLength = startLength + endLength; + + // + if ( + endLength <= 0 || + startLength <= 0 || + sourceLength <= 0 || + sourceLength < minRequiredLength) + { + return mResult; + } + + // + // Make a Copy of Source for Manipulating ... + string workStr = source; + + // + // Define a Loop ... + while (StringLen(workStr) > minRequiredLength) + { + // + // Find Item ... + string item = ExtractString( + workStr, + startString, + endString); + + // + // Breakout when couldn't find anymore item ... + int itemLength = StringLen(item); + if (itemLength <= 0) + { + break; + } + + // + // Prepare Item Source String for Replacing in Work String ... + string itemSource = startString + item + endString; + + // + // Add Item to Result Array ... + Add( + item, + result); + + // + // Replace Item Soure in Work String ... + StringReplace( + workStr, + itemSource, + ""); + } + + // + // Calculate Size of Array ... + mResult = ArraySize(result); + + // + return mResult; +} + +// +string ExtractSurrounded( + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + return ExtractString( + surrounded, + mToken + startString, + endString + // + ); +} + +// +int ParseIntSurrounded( + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + int result = NULL; + + // + string strContent = ExtractSurrounded( + surrounded, + mToken, + startString, + endString + // + ); + if (!IsValid(strContent)) + { + return result; + } + + // + result = (int)strContent; + + // + return result; +} +long ParseLongSurrounded( + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + long result = NULL; + + // + string strContent = ExtractSurrounded( + surrounded, + mToken, + startString, + endString + // + ); + if (!IsValid(strContent)) + { + return result; + } + + // + result = (long)strContent; + + // + return result; +} +string ParseStringSurrounded( + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + string result = NULL; + + // + string strContent = ExtractSurrounded( + surrounded, + mToken, + startString, + endString + // + ); + if (!IsValid(strContent)) + { + return result; + } + + // + result = (string)strContent; + + // + return result; +} +double ParseDoubleSurrounded( + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + double result = NULL; + + // + string strContent = ExtractSurrounded( + surrounded, + mToken, + startString, + endString + // + ); + if (!IsValid(strContent)) + { + return result; + } + + // + result = (double)strContent; + + // + return result; +} +datetime ParseTimeSurrounded( + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + const string startString = "(", // Expression Start String must be Unique + const string endString = ")" // Where to End Extraction, usually a Sign +) +{ + // + datetime result = NULL; + + // + string strContent = ExtractSurrounded( + surrounded, + mToken, + startString, + endString + // + ); + if (!IsValid(strContent)) + { + return result; + } + + // + result = (datetime)strContent; + + // + return result; +} + +// +int ParseIntArraySurrounded( + int &result[], // Holds Result + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + string separator = ",", // Separator ... + const string startString = "(", // Expression Start String must be Unique + const string endString = ")", // Where to End Extraction, usually a Sign + bool forceClean = true // Clean Result ... +) +{ + // + int count = 0; + + // + if (forceClean) + { + Clean(result); + } + + // + int before = ArraySize(result); + + // + string contentStr = ParseStringSurrounded(surrounded, mToken); + if (!IsValid(contentStr)) + { + return count; + } + + // + string tmps[]; + int tmpsCount = SplitContent( + tmps, + contentStr + // + ); + if (tmpsCount <= 0) + { + return count; + } + + // + for (int i = 0; i < tmpsCount; i++) + { + // + string iTMP = tmps[i]; + if (!IsValid(iTMP)) + { + continue; + } + + // + int iValue = (int)iTMP; + + // + Add( + iValue, + result + // + ); + } + + // + int after = ArraySize(result); + + // + count = after - before; + + // + return count; +} +int ParseLongArraySurrounded( + long &result[], // Holds Result + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + string separator = ",", // Separator ... + const string startString = "(", // Expression Start String must be Unique + const string endString = ")", // Where to End Extraction, usually a Sign + bool forceClean = true // Clean Result ... +) +{ + // + int count = 0; + + // + if (forceClean) + { + Clean(result); + } + + // + int before = ArraySize(result); + + // + string contentStr = ParseStringSurrounded(surrounded, mToken); + if (!IsValid(contentStr)) + { + return count; + } + + // + string tmps[]; + int tmpsCount = SplitContent( + tmps, + contentStr + // + ); + if (tmpsCount <= 0) + { + return count; + } + + // + for (int i = 0; i < tmpsCount; i++) + { + // + string iTMP = tmps[i]; + if (!IsValid(iTMP)) + { + continue; + } + + // + long iValue = (long)iTMP; + + // + Add( + iValue, + result + // + ); + } + + // + int after = ArraySize(result); + + // + count = after - before; + + // + return count; +} +int ParseDoubleArraySurrounded( + double &result[], // Holds Result + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + string separator = ",", // Separator ... + const string startString = "(", // Expression Start String must be Unique + const string endString = ")", // Where to End Extraction, usually a Sign + bool forceClean = true // Clean Result ... +) +{ + // + int count = 0; + + // + if (forceClean) + { + Clean(result); + } + + // + int before = ArraySize(result); + + // + string contentStr = ParseStringSurrounded(surrounded, mToken); + if (!IsValid(contentStr)) + { + return count; + } + + // + string tmps[]; + int tmpsCount = SplitContent( + tmps, + contentStr + // + ); + if (tmpsCount <= 0) + { + return count; + } + + // + for (int i = 0; i < tmpsCount; i++) + { + // + string iTMP = tmps[i]; + if (!IsValid(iTMP)) + { + continue; + } + + // + double iValue = (double)iTMP; + + // + Add( + iValue, + result + // + ); + } + + // + int after = ArraySize(result); + + // + count = after - before; + + // + return count; +} +int ParseTimeArraySurrounded( + datetime &result[], // Holds Result + const string surrounded, // Surrounded Content + const string mToken, // Specified Token + string separator = ",", // Separator ... + const string startString = "(", // Expression Start String must be Unique + const string endString = ")", // Where to End Extraction, usually a Sign + bool forceClean = true // Clean Result ... +) +{ + // + int count = 0; + + // + if (forceClean) + { + Clean(result); + } + + // + int before = ArraySize(result); + + // + string contentStr = ParseStringSurrounded(surrounded, mToken); + if (!IsValid(contentStr)) + { + return count; + } + + // + string tmps[]; + int tmpsCount = SplitContent( + tmps, + contentStr + // + ); + if (tmpsCount <= 0) + { + return count; + } + + // + for (int i = 0; i < tmpsCount; i++) + { + // + string iTMP = tmps[i]; + if (!IsValid(iTMP)) + { + continue; + } + + // + datetime iValue = (datetime)iTMP; + + // + Add( + iValue, + result + // + ); + } + + // + int after = ArraySize(result); + + // + count = after - before; + + // + return count; +} + +// +// Surround an String by Specific Token ... +template +string Surround( + string mToken, // an String which used to Tokenize + T &value, // a Value for Tokenize it + string startString = "(", // Token Start Content + string endString = ")" // Token End Content +) +{ + // + string result = NULL; + + // + string strValue = ToString(value); + if (!IsValid(strValue)) + { + return result; + } + + // + result = + // + (IsValid(mToken) + ? mToken + : "") + + // + startString + + strValue + + endString + // + ; + + // + return result; +} + +// +template +string SurroundArray( + string mToken, + T &value[], + string startString = "(", // Token Start Content + string endString = ")" // Token End Content +) +{ + // + string result = NULL; + + // + string valueStr = ToString(value); + if (!IsValid(valueStr)) + { + return result; + } + + // + result = Surround( + mToken, + valueStr, + startString, + endString + // + ); + + // + return result; +} + +// +// Periods / Cycles ... + +// +// Converts an String to TimeFrame ... +ENUM_TIMEFRAMES ToPeriod(string value) +{ + // + if (StringLen(value) == 0) + { + return _Period; + } + + // + StringTrimLeft(value); + StringTrimRight(value); + + // + ENUM_TIMEFRAMES result = _Period; + + // + if (value == "M1") + { + result = PERIOD_M1; + } + else if (value == "M2") + { + result = PERIOD_M2; + } + else if (value == "M3") + { + result = PERIOD_M3; + } + else if (value == "M4") + { + result = PERIOD_M4; + } + else if (value == "M5") + { + result = PERIOD_M5; + } + else if (value == "M6") + { + result = PERIOD_M6; + } + else if (value == "M10") + { + result = PERIOD_M10; + } + else if (value == "M12") + { + result = PERIOD_M12; + } + else if (value == "M15") + { + result = PERIOD_M15; + } + else if (value == "M20") + { + result = PERIOD_M20; + } + else if (value == "M30") + { + result = PERIOD_M30; + } + else if (value == "H1") + { + result = PERIOD_H1; + } + else if (value == "H2") + { + result = PERIOD_H2; + } + else if (value == "H3") + { + result = PERIOD_H3; + } + else if (value == "H4") + { + result = PERIOD_H4; + } + else if (value == "H6") + { + result = PERIOD_H6; + } + else if (value == "H8") + { + result = PERIOD_H8; + } + else if (value == "H12") + { + result = PERIOD_H12; + } + else if (value == "D1") + { + result = PERIOD_D1; + } + else if (value == "W1") + { + result = PERIOD_W1; + } + else if (value == "MN1") + { + result = PERIOD_MN1; + } + + // + return result; +} + +// +// Converts Period to String ... +string ToString(ENUM_TIMEFRAMES mPeriod) +{ + // + string result = ""; + + // + string mPStr = EnumToString(mPeriod); + + string mPStrParts[]; + int partsCount = StringSplit( + mPStr, + StringGetCharacter("_", 0), + mPStrParts); + if (partsCount <= 0) + { + return result; + } + + // + result = mPStrParts[1]; + + // + return result; +} + +// +// Retrieve All Available Period as an Array ...s +int GetAllAvailablePeriods( + ENUM_TIMEFRAMES &result[] // Holds Result ... +) +{ + // + Clean(result); + + // + Add( + PERIOD_M1, + result + // + ); + + // + Add( + PERIOD_M2, + result + // + ); + + // + Add( + PERIOD_M3, + result + // + ); + + // + Add( + PERIOD_M4, + result + // + ); + + // + Add( + PERIOD_M5, + result + // + ); + + // + Add( + PERIOD_M6, + result + // + ); + + // + Add( + PERIOD_M10, + result + // + ); + + // + Add( + PERIOD_M12, + result + // + ); + + // + Add( + PERIOD_M15, + result + // + ); + + // + Add( + PERIOD_M20, + result + // + ); + + // + Add( + PERIOD_M30, + result + // + ); + + // + Add( + PERIOD_H1, + result + // + ); + + // + Add( + PERIOD_H2, + result + // + ); + + // + Add( + PERIOD_H3, + result + // + ); + + // + Add( + PERIOD_H4, + result + // + ); + + // + Add( + PERIOD_H6, + result + // + ); + + // + Add( + PERIOD_H8, + result + // + ); + + // + Add( + PERIOD_H12, + result + // + ); + + // + Add( + PERIOD_D1, + result + // + ); + + // + Add( + PERIOD_W1, + result + // + ); + + // + Add( + PERIOD_MN1, + result + // + ); + + // + int mResult = ArraySize(result); + + // + return mResult; +} + +// +// Get Specific Time Frame Start Candle Time ... +datetime GetPeriodStartTime( + string mSymbol = NULL, // Specified Symbol ... + ENUM_TIMEFRAMES mPeriod = NULL, // Specified Period ... + datetime mTime = NULL // Specified Bar Time of Host Period ... +) +{ + // + // Normalize Arg ... + mTime = NormalizeTime(mTime); + mSymbol = NormalizeSymbol(mSymbol); + mPeriod = NormalizePeriod(mPeriod); + + // + int barIndex = iBarShift( + mSymbol, + mPeriod, + mTime, + false + // + ); + + // + datetime result = GetBarTime( + mSymbol, + mPeriod, + barIndex + // + ); + + // + return result; +} + +// +// Converts an String to it's related Market Cycle ... +ENUM_X_MARKET_CYCLES ToCycle(string value) +{ + // + ENUM_X_MARKET_CYCLES result = X_MARKET_CYCLE_UNKNOWN; + + // + ENUM_X_MARKET_CYCLES cycles[]; + int count = GetAllMarketCycles(cycles); + for (int i = 0; i < count; i++) + { + // + ENUM_X_MARKET_CYCLES iCycle = cycles[i]; + string iStr = ToString(iCycle); + + // + if (value == iStr) + { + // + result = iCycle; + break; + } + } + + // + return result; +} + +// +// Converts a Cycle to it's String Representation ... +string ToString(ENUM_X_MARKET_CYCLES cycle) +{ + // + string result = ""; + + // + string mPStr = EnumToString(cycle); + + string mPStrParts[]; + int partsCount = StringSplit( + mPStr, + StringGetCharacter("_", 0), + mPStrParts); + if (partsCount <= 0) + { + return result; + } + + // + result = mPStrParts[3]; + + // + return result; +} + +// +// Retrieve all Available Cycles ... +int GetAllMarketCycles(ENUM_X_MARKET_CYCLES &result[]) +{ + // + int mResult = 0; + + // + Clean(result); + + // + ENUM_X_MARKET_CYCLES tmp[] = { + X_MARKET_CYCLE_UNKNOWN, + X_MARKET_CYCLE_SHORT, + X_MARKET_CYCLE_MEDIUM, + X_MARKET_CYCLE_LONG, + X_MARKET_CYCLE_HIND}; + + // + Copy( + tmp, + result // + ); + + // + Clean(tmp); + + // + mResult = ArraySize(result); + + // + return mResult; +} + +// +// Retrieve Nearest Period base on Given Period ... +ENUM_TIMEFRAMES GetNearestPeriod(ENUM_TIMEFRAMES mPeriod) +{ + // + ENUM_TIMEFRAMES result = _Period; + + // + mPeriod = NormalizePeriod(mPeriod); + + // + switch (mPeriod) + { + // + case PERIOD_M1: + case PERIOD_M2: + case PERIOD_M3: + result = PERIOD_M5; + break; + + // + case PERIOD_M4: + case PERIOD_M5: + case PERIOD_M6: + result = PERIOD_M10; + break; + + // + case PERIOD_M10: + case PERIOD_M12: + case PERIOD_M15: + result = PERIOD_M20; + break; + + // + case PERIOD_M20: + case PERIOD_M30: + result = PERIOD_H1; + break; + + // + case PERIOD_H1: + case PERIOD_H2: + result = PERIOD_H3; + break; + + // + case PERIOD_H3: + result = PERIOD_H4; + break; + + // + case PERIOD_H4: + result = PERIOD_H6; + break; + + // + case PERIOD_H6: + result = PERIOD_H8; + break; + + // + case PERIOD_H8: + result = PERIOD_H12; + break; + + // + default: + result = mPeriod; + break; + } + + // + return result; +} + +// +// Retrieve Mediest Period base on Given Period ... +ENUM_TIMEFRAMES GetMediestPeriod(ENUM_TIMEFRAMES mPeriod) +{ + // + ENUM_TIMEFRAMES result = _Period; + + // + mPeriod = NormalizePeriod(mPeriod); + + // + switch (mPeriod) + { + // + case PERIOD_M1: + case PERIOD_M2: + case PERIOD_M3: + result = PERIOD_M10; + break; + + // + case PERIOD_M4: + case PERIOD_M5: + case PERIOD_M6: + result = PERIOD_M15; + break; + + // + case PERIOD_M10: + case PERIOD_M12: + case PERIOD_M15: + result = PERIOD_M30; + break; + + // + case PERIOD_M20: + case PERIOD_M30: + result = PERIOD_H2; + break; + + // + case PERIOD_H1: + case PERIOD_H2: + result = PERIOD_H4; + break; + + // + case PERIOD_H3: + result = PERIOD_H6; + break; + + // + case PERIOD_H4: + result = PERIOD_H8; + break; + + // + case PERIOD_H6: + result = PERIOD_H12; + break; + + // + case PERIOD_H8: + result = PERIOD_D1; + break; + + // + default: + result = mPeriod; + break; + } + + // + return result; +} + +// +// Retrieve Longest Period base on Given Period ... +ENUM_TIMEFRAMES GetLongestPeriod(ENUM_TIMEFRAMES mPeriod) +{ + // + ENUM_TIMEFRAMES result = _Period; + + // + mPeriod = NormalizePeriod(mPeriod); + + // + switch (mPeriod) + { + // + case PERIOD_M1: + case PERIOD_M2: + case PERIOD_M3: + result = PERIOD_M30; + break; + + // + case PERIOD_M4: + case PERIOD_M5: + case PERIOD_M6: + result = PERIOD_H1; + break; + + // + case PERIOD_M10: + case PERIOD_M12: + case PERIOD_M15: + result = PERIOD_H2; + break; + + // + case PERIOD_M20: + case PERIOD_M30: + result = PERIOD_H4; + break; + + // + case PERIOD_H1: + case PERIOD_H2: + result = PERIOD_H6; + break; + + // + case PERIOD_H3: + result = PERIOD_H8; + break; + + // + case PERIOD_H4: + result = PERIOD_H12; + break; + + // + case PERIOD_H6: + result = PERIOD_D1; + break; + + // + case PERIOD_H8: + result = PERIOD_W1; + break; + + // + default: + result = mPeriod; + break; + } + + // + return result; +} + +// +// Retrieve Hindmost Period base on Given Period ... +ENUM_TIMEFRAMES GetHindMostPeriod(ENUM_TIMEFRAMES mPeriod) +{ + // + ENUM_TIMEFRAMES result = _Period; + + // + mPeriod = NormalizePeriod(mPeriod); + + // + switch (mPeriod) + { + // + case PERIOD_M1: + case PERIOD_M2: + case PERIOD_M3: + result = PERIOD_H1; + break; + + // + case PERIOD_M4: + case PERIOD_M5: + case PERIOD_M6: + result = PERIOD_H2; + break; + + // + case PERIOD_M10: + case PERIOD_M12: + case PERIOD_M15: + result = PERIOD_H4; + break; + + // + case PERIOD_M20: + case PERIOD_M30: + result = PERIOD_H6; + break; + + // + case PERIOD_H1: + case PERIOD_H2: + result = PERIOD_H8; + break; + + // + case PERIOD_H3: + result = PERIOD_H12; + break; + + // + case PERIOD_H4: + result = PERIOD_D1; + break; + + // + case PERIOD_H6: + result = PERIOD_W1; + break; + + // + case PERIOD_H8: + result = PERIOD_MN1; + break; + + // + default: + result = mPeriod; + break; + } + + // + return result; +} + +// +// Retrieve Specified Cycles Period related to Host Period ... +ENUM_TIMEFRAMES GetCyclePeriod( + ENUM_X_MARKET_CYCLES mCycle = NULL, // Specified Cycle + ENUM_TIMEFRAMES mPeriod = NULL // Host Period +) +{ + // + ENUM_TIMEFRAMES result = NULL; + + // + mPeriod = NormalizePeriod(mPeriod); + mCycle = NormalizeCycle(mCycle); + + // + switch (mCycle) + { + // + // Short ... + case X_MARKET_CYCLE_SHORT: + result = GetNearestPeriod(mPeriod); + break; + + // + // Medium ... + case X_MARKET_CYCLE_MEDIUM: + result = GetMediestPeriod(mPeriod); + break; + + // + // Long ... + case X_MARKET_CYCLE_LONG: + result = GetLongestPeriod(mPeriod); + break; + + // + // Hind ... + case X_MARKET_CYCLE_HIND: + result = GetHindMostPeriod(mPeriod); + break; + } + + // + return result; +} + +// +// Calculate a Cycle Length based on Host Period ... +int GetCycleLengthOn( + ENUM_TIMEFRAMES _hostPeriod, + ENUM_X_MARKET_CYCLES _cycle, + ENUM_X_PERIOD_METHOD _method, + ENUM_TIMEFRAMES _period // +) +{ + // + int result = 0; + + // + // Validate ... + bool isValid = + // + IsValid(_hostPeriod) && + IsValid(_method, _Period) + // + ; + if (!isValid) + { + return result; + } + + // + // Calculate Period ... + isValid = + _method != X_PERIOD_NOTHING && + _cycle != X_MARKET_CYCLE_UNKNOWN; + if (!isValid) + { + return result; + } + + // + if (_method == X_PERIOD_AUTO) + { + // + _period = GetCyclePeriod( + _cycle, + _hostPeriod // + ); + } + isValid = IsValid(_period); + if (!isValid) + { + return result; + } + + // + int _hostPeriodSeconds = PeriodSeconds(_hostPeriod); + int _periodSeconds = PeriodSeconds(_period); + + // + isValid = _periodSeconds >= _hostPeriodSeconds; + if (!isValid) + { + return result; + } + + // + result = _periodSeconds / _hostPeriodSeconds; + + // + return result; +} + +// +// Direction ... + +// +bool HasDirection(ENUM_X_DIRECTION value) +{ + // + bool result = false; + + // + result = value != X_DIRECTION_NONE && + value != X_DIRECTION_ALL; + + // + return result; +} + +// +bool IsBullish(ENUM_X_DIRECTION value) +{ + // + bool result = false; + + // + result = value == X_DIRECTION_BULLISH; + + // + return result; +} +bool IsSpecifiedBullish(ENUM_X_DIRECTION value) +{ + // + bool result = false; + + // + result = value == X_DIRECTION_BULLISH; + + // + return result; +} + +// +bool IsBearish(ENUM_X_DIRECTION value) +{ + // + bool result = false; + + // + result = value == X_DIRECTION_BEARISH; + + // + return result; +} +bool IsSpecifiedBearish(ENUM_X_DIRECTION value) +{ + // + bool result = false; + + // + result = value == X_DIRECTION_BEARISH; + + // + return result; +} + +// +ENUM_X_DIRECTION Opposit(ENUM_X_DIRECTION value) +{ + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + if (!HasDirection(value)) + { + return result; + } + + // + result = + IsBullish(value) + ? X_DIRECTION_BEARISH + : X_DIRECTION_BULLISH; + + // + return result; +} + +// +// Moving Average ... + +enum ENUM_X_MA_METHOD +{ + X_MA_MODE_NONE, // None + X_MA_MODE_SMA, // SMA + X_MA_MODE_EMA, // EMA + X_MA_MODE_LWMA, // LWMA + X_MA_MODE_SMMA, // SMMA +}; + +/** + * Calculate Sspecified Buffer's Moving Averages ... + * + * @param rates_total: Integer, number of items ... + * @param prev_calculated: Integer, Previous Calculate Items ... + * @param begin: Integer, Bar Index ... + * @param period: Integer, Moving Average Length ... + * @param source: Double Array, Specified Array for Calculating Moving Averages ... + * @param buffer: Double Array, Specified Array to Apply Calculated Moving Average on it ... + * @param method: ENUM_MA_METHOD member Specified Moving Average Calculation Method ... + * + * @return ( int ) + */ +int iMAOnBuffer( + const int _rates_total, + const int _prev_calculated, + const int _begin, + const int _period, + const double &_source[], + double &_buffer[], + ENUM_X_MA_METHOD _method = X_MA_MODE_SMA // +) +{ + // + int result = 0; + + // + if ( + _period < 0 || + _rates_total <= 0 || + _prev_calculated < 0 || + _method == X_MA_MODE_NONE || + _prev_calculated > _rates_total) + { + return result; + } + + // + switch (_method) + { + // + case X_MA_MODE_SMA: + result = SimpleMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _source, + _buffer // + ); + break; + + // + case X_MA_MODE_EMA: + result = ExponentialMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _source, + _buffer // + ); + break; + + // + case X_MA_MODE_LWMA: + result = LinearWeightedMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _source, + _buffer // + ); + break; + + // + case X_MA_MODE_SMMA: + result = SmoothedMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _source, + _buffer // + ); + break; + } + + // + return result; +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Libraries/x-saherelm.draw.lib.ex5 b/BKPS/14031206/Libraries/x-saherelm.draw.lib.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..a3ed7b158b0275a9bfa87f779c76439781dbe3e9 GIT binary patch literal 7062 zcmdT{MOYkMvTdBuxI2vpcbX8~9RdV*ZwO9+;O-XOUDJ(2f@|YW&;Y?9KyU~SFaNx6 zcC(o6occ=cse2cvYISAx1dv<-=mY>{z+WH$cK((BssA5?q%6hVX?-+9&DOmGUr&zy z&HuOA8w~*X$Nv+&J=M6=xt?eU(R(P?b&?#iR4HtB(F6Qxy;tqW1AD-9gccMVPc63p zyp;wx16%-~0B!&Xz!qQ!@Bn}Sya4XM&Ie%sTWbN#|FYJ9`?7!!0LQW;( z{k{E9=YJXhDE9a}0e65ffa|Y${mVH2p8u`e`d_*^|IX)sTj_t^5)Xj$@3y)BbMwDo z^`z{O94H9EYzjQ)yJ~9Qw|of%2R5Hvb`(zpEZ+spXGZuNV;v3*Y2Ae|%Wpk`)!y{u z39SK%WO7vukslST=VcdXE_9&^WX3sc-`Zzw##;6EsCh9zGR8@-_%4#+3NR$=16YN! 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    ~Zlf}fzU+>;$czW7v&?&m zEmyN|`Lx^xMLzWCd`9EgK}bmvTo|wHlmAI4m~lIyq>-g}v=xm?ffhDe-p^D7lqqWJ zSG%?gNsT}i)nRt@O=oqlnMGEk?YFH+he~Bt%JkDv05E5;WH 0 && + IsValid(at); + + // + return result; + } +}; + +// +struct XOBFVG +{ + // + // Props ... + XCFVG *fvg; + XCOrderBlock *ob; + + // + XCSupplyZone *supplyZones[]; + XCDemandZone *demandZones[]; + + // + XCSupportZone *supportZones[]; + XCResistanceZone *resistanceZones[]; + + // + // Constructor ... + XOBFVG() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + ZeroMemory(ob); + ZeroMemory(fvg); + + // + Clean(supplyZones); + Clean(demandZones); + Clean(supportZones); + Clean(resistanceZones); + + // + ZeroMemory(this); + } + + // + bool IsValid() + { + return HasOB() && + HasFVG(); + } + + // + bool HasOB() + { + return ob != NULL && + ob.IsValid(); + } + + // + bool HasFVG() + { + return fvg != NULL && + fvg.IsValid(); + } + + // + bool HasSupplyZones() + { + return HasChild(supplyZones); + } + + // + int CountSupplyZones() + { + return ArraySize(supplyZones); + } + + // + bool HasDemandZones() + { + return HasChild(demandZones); + } + + // + int CountDemandZones() + { + return ArraySize(demandZones); + } + + // + bool HasSupportZones() + { + return HasChild(supportZones); + } + + // + int CountSupportZones() + { + return ArraySize(supportZones); + } + + // + bool HasResistanceZones() + { + return HasChild(resistanceZones); + } + + // + int CountResistanceZones() + { + return ArraySize(resistanceZones); + } + + // + ENUM_X_DIRECTION GetDirection() + { + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + bool isValid = IsValid(); + if (!isValid) + { + return result; + } + + // + result = ob.GetDirection(); + + // + return result; + } + + // + bool IsBullish() + { + return IsBullish(GetDirection()); + } + + // + bool IsBearish() + { + return IsBearish(GetDirection()); + } + + // + int GetSwings( + XOBFVGPivot &pivots[] // + ) + { + // + int result = 0; + + // + Clean(pivots); + + // + if (!IsValid()) + { + return result; + } + + // + ENUM_X_DIRECTION forDir = GetDirection(); + bool isBullish = IsBullish(forDir); + + // + XOHCL passedBar; + XOBFVGPivot iPivot; + bool isPassed = false; + double appliedPrice = 0; + bool isBodyState = false; + + // + // Start ... + isPassed = ob.IsStarted( + forDir, + passedBar, + isBodyState // + ); + if (isPassed) + { + // + appliedPrice = + isBullish + ? passedBar.low + : passedBar.high; + + // + iPivot.Clean(); + iPivot.value = appliedPrice; + iPivot.at = passedBar.time; + + // + AddRef( + iPivot, + pivots // + ); + + // + iPivot.Clean(); + } + + // + // Activation ... + isPassed = ob.IsActivated( + forDir, + passedBar, + isBodyState // + ); + if (isPassed) + { + // + appliedPrice = + isBullish + ? passedBar.low + : passedBar.high; + + // + iPivot.Clean(); + iPivot.value = appliedPrice; + iPivot.at = passedBar.time; + + // + AddRef( + iPivot, + pivots // + ); + + // + iPivot.Clean(); + } + + // + // Worked ... + isPassed = ob.IsWorked( + forDir, + passedBar, + isBodyState // + ); + if (isPassed) + { + // + appliedPrice = + isBullish + ? passedBar.low + : passedBar.high; + + // + iPivot.Clean(); + iPivot.value = appliedPrice; + iPivot.at = passedBar.time; + + // + AddRef( + iPivot, + pivots // + ); + + // + iPivot.Clean(); + } + + // + passedBar.Clean(); + + // + result = ArraySize(pivots); + + // + return result; + } + + // + void UpdateZones( + XPOIState &state // + ) + { + // + Clean(supplyZones); + Clean(demandZones); + Clean(supportZones); + Clean(resistanceZones); + + // + bool isValid = + IsValid() && + state.HasChild(); + if (!isValid) + { + return; + } + + // + int count = 0; + bool has = false; + bool isPassed = false; + + // + // Supply Zones ... + has = state.HasSupplyZones(); + if (has) + { + // + count = state.CountSupplyZones(); + for (int i = 0; i < count; i++) + { + // + XCSupplyZone *iZone = state.supplyZones[i]; + + // + isPassed = iZone.From() > ob.From(); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + isPassed = IsInsideDiff( + iZone, + ob // + ); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + Add( + iZone, + supplyZones // + ); + } + } + + // + // Demand Zones ... + has = state.HasDemandZones(); + if (has) + { + // + count = state.CountDemandZones(); + for (int i = 0; i < count; i++) + { + // + XCDemandZone *iZone = state.demandZones[i]; + + // + isPassed = iZone.From() > ob.From(); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + isPassed = IsInsideDiff( + iZone, + ob // + ); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + Add( + iZone, + demandZones // + ); + } + } + + // + // Support Zones ... + has = state.HasSupportZones(); + if (has) + { + // + count = state.CountSupportZones(); + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = state.supportZones[i]; + + // + isPassed = iZone.From() > ob.From(); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + isPassed = IsInsideDiff( + iZone, + ob // + ); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + Add( + iZone, + supportZones // + ); + } + } + + // + // Resistance Zones ... + has = state.HasResistanceZones(); + if (has) + { + // + count = state.CountResistanceZones(); + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = state.resistanceZones[i]; + + // + isPassed = iZone.From() > ob.From(); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + isPassed = IsInsideDiff( + iZone, + ob // + ); + if (!isPassed) + { + // + ZeroMemory(iZone); + continue; + } + + // + Add( + iZone, + resistanceZones // + ); + } + } + } + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); + + // + int count = 0; + bool has = false; + + // + has = HasOB(); + if (has) + { + ob.To(value); + } + + // + has = HasFVG(); + if (has) + { + fvg.To(value); + } + + // + // Supply Zones ... + has = HasSupplyZones(); + if (has) + { + // + count = CountSupplyZones(); + for (int i = 0; i < count; i++) + { + supplyZones[i].To(value); + } + } + + // + // Demand Zones ... + has = HasDemandZones(); + if (has) + { + // + count = CountDemandZones(); + for (int i = 0; i < count; i++) + { + demandZones[i].To(value); + } + } + + // + // Support Zones ... + has = HasSupportZones(); + if (has) + { + // + count = CountSupportZones(); + for (int i = 0; i < count; i++) + { + supportZones[i].To(value); + } + } + + // + // Resistance Zones ... + has = HasResistanceZones(); + if (has) + { + // + count = CountResistanceZones(); + for (int i = 0; i < count; i++) + { + resistanceZones[i].To(value); + } + } + } +}; + +// +// +// + +/** + * Extract XOBFVG Collection of Market ... + * + * @param htfState: Higher Time Frame POI State (Used For Detecting Order Blocks) ... + * @param mtfState: Medium Time Frame POI State (Used For Detecting Fair Value Gaps) ... + * @param stfState: Short Time Frame POI State (Used For Detecting Other POI(s)) ... + * @param dest: Result Collection ... + * @param forDir: Market Direction for Detecting POI(s) ... + * @param forPeriod: Time Frame which Used for Zones actions (NULL for Default) ... + * @param startState: Zones Start State ... + * @param forceStartedBodyOut: Zones Started Bar's Body State ... + * @param activeState: Zones Activation State ... + * @param forceActivatedBodyIn: Zones Activated Bar's Body State ... + * @param breakState: Zones Breaked State ... + * @param forceBreakedBodyOut: Zone Breaker Bar's Body State ... + * @param workState: Zones Worked State ... + * @param forceWorkedBodyOut: Zones Worked Bar's Body State ... + * @param applySort: Specify Applying Sorting on Collections ... + * @param applyFromFilter: Filter Sorted Zones based on Occured Date ... + * @param applyPlaceFilter: Filter Sorted Zones based on Occured Place ... + * @param ignoreInside: Ignore Inside Sides of POI(s) Zones in Related to Order Block ... + * @param applyFromFilterForPOIs: Apply From Filter for Other POI(s) ... + * + * @return ( int ) + */ +int ExtractOBFVGZones( + XPOIState &htfState, + XPOIState &mtfState, + XPOIState &stfState, + XOBFVG &dest[], + // + ENUM_X_DIRECTION forDir, + ENUM_TIMEFRAMES forPeriod = NULL, + // + // Start ... + ENUM_XZONE_STATE startState = XZONE_STATE_PASSED, + bool forceStartedBodyOut = false, + // + // Activation ... + ENUM_XZONE_STATE activeState = XZONE_STATE_FAILED, + bool forceActivatedBodyIn = false, + // + // Breaktion ... + ENUM_XZONE_STATE breakState = XZONE_STATE_FAILED, + bool forceBreakedBodyOut = false, + // + // Works ... + ENUM_XZONE_STATE workState = XZONE_STATE_FAILED, + bool forceWorkedBodyOut = false, + // + bool applySort = true, + bool applyFromFilter = true, + bool applyPlaceFilter = true, + // + bool ignoreInside = true, + // + bool detectInsideOBPOIs = true, + bool detectInsideFVGPOIs = true, + bool applyFromFilterForPOIs = true + // +) +{ + // + int result = 0; + + // + Clean(dest); + + // + bool isValid = + // + htfState.HasChild() && + mtfState.HasChild() && + stfState.HasChild() && + HasDirection(forDir) + // + ; + if (!isValid) + { + return result; + } + + // + // Implement Logic ... + + // + int idx = -1; + int count = 0; + bool has = false; + XCFVG *tmpFVGs[]; + XOBFVG tmpOBFVGs[]; + XCOrderBlock *tmpOBs[]; + XCOrderBlock *tmpWorkingOBs[]; + datetime cTime = TimeCurrent(); + bool isBullish = IsBullish(forDir); + + // + if (isBullish) + { + // + has = htfState.HasBullishOrderBlocks(); + if (has) + { + // + Copy( + htfState.bullishOrderBlocks, + tmpOBs // + ); + + // + has = mtfState.HasBullishFairValueGaps(); + if (has) + { + // + Copy( + mtfState.bullishFairValueGaps, + tmpFVGs // + ); + } + } + } + else + { + // + has = htfState.HasBearishOrderBlocks(); + if (has) + { + // + Copy( + htfState.bearishOrderBlocks, + tmpOBs // + ); + + // + has = mtfState.HasBearishFairValueGaps(); + if (has) + { + // + Copy( + mtfState.bearishFairValueGaps, + tmpFVGs // + ); + } + } + } + + // + count = ArraySize(tmpOBs); + has = IsValidSize(count); + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = tmpOBs[i]; + + // + // Check Started State ... + if (startState == XZONE_STATE_PASSED || + startState == XZONE_STATE_FAILED) + { + // + XOHCL passedBar; + bool isBodyOut = false; + bool isStarted = iOB.IsStarted( + forDir, + passedBar, + isBodyOut, + forPeriod // + ); + + // + bool isPassed = + startState == XZONE_STATE_FAILED + ? !isStarted + : !forceStartedBodyOut + ? isStarted + : isStarted && + isBodyOut; + + // + passedBar.Clean(); + if (!isPassed) + { + continue; + } + } + + // + // Check Activation State ... + if (activeState == XZONE_STATE_PASSED || + activeState == XZONE_STATE_FAILED) + { + // + XOHCL passedBar; + bool isBodyIn = false; + bool isActivated = iOB.IsActivated( + forDir, + passedBar, + isBodyIn, + forceStartedBodyOut, + forPeriod // + ); + + // + bool isPassed = + activeState == XZONE_STATE_FAILED + ? !isActivated + : !forceActivatedBodyIn + ? isActivated + : isActivated && + isBodyIn; + + // + passedBar.Clean(); + if (!isPassed) + { + continue; + } + } + + // + // Check Break State ... + if (breakState == XZONE_STATE_PASSED || + breakState == XZONE_STATE_FAILED) + { + // + XOHCL passedBar; + bool isBodyOut = false; + bool isBreaked = iOB.IsBreaked( + forDir, + passedBar, + isBodyOut, + forceStartedBodyOut, + forPeriod // + ); + + // + bool isPassed = + breakState == XZONE_STATE_FAILED + ? !isBreaked + : !forceBreakedBodyOut + ? isBreaked + : isBreaked && + isBodyOut; + + // + passedBar.Clean(); + if (!isPassed) + { + continue; + } + } + + // + // Check Work State ... + if (workState == XZONE_STATE_PASSED || + workState == XZONE_STATE_FAILED) + { + // + bool ignoreActivation = activeState != XZONE_STATE_PASSED; + + // + XOHCL passedBar; + bool isBodyOut = false; + bool isWorked = iOB.IsWorked( + forDir, + passedBar, + isBodyOut, + ignoreActivation, + forceStartedBodyOut, + forceActivatedBodyIn, + forPeriod // + ); + + // + bool isPassed = + workState == XZONE_STATE_FAILED + ? !isWorked + : !forceWorkedBodyOut + ? isWorked + : isWorked && + isBodyOut; + + // + passedBar.Clean(); + if (!isPassed) + { + continue; + } + } + + // + has = FindIndex( + idx, + iOB, + tmpWorkingOBs // + ); + if (has) + { + // + ZeroMemory(iOB); + continue; + } + + // + Add( + iOB, + tmpWorkingOBs // + ); + } + } + + // + // Clean ... + Clean(tmpOBs); + has = HasChild(tmpWorkingOBs); + if (has) + { + // + Clean(tmpOBs); + Copy( + tmpWorkingOBs, + tmpOBs // + ); + + // + Clean(tmpWorkingOBs); + } + + // + // Sorting ... + if (applySort) + { + // + Clean(tmpWorkingOBs); + has = HasChild(tmpOBs); + count = ArraySize(tmpOBs); + + // + // Sorting Applied Only when there is more than one item ... + if (has && count > 1) + { + // + bool hasLast = false; + XCOrderBlock *last = NULL; + while (HasChild(tmpOBs)) + { + // + // Extract First Last Item ... + if (!hasLast) + { + // + idx = + isBullish + ? GetLowest(tmpOBs) + : GetHighest(tmpOBs); + hasLast = IsValidIndex(idx); + if (hasLast) + { + // + last = tmpOBs[idx]; + ArrayRemove( + tmpOBs, + idx, + 1 // + ); + + // + Add( + last, + tmpWorkingOBs // + ); + } + } + + // + has = false; + XCOrderBlock *iOB = NULL; + idx = + isBullish + ? GetLowest(tmpOBs) + : GetHighest(tmpOBs); + has = IsValidIndex(idx); + if (has) + { + // + iOB = tmpOBs[idx]; + ArrayRemove( + tmpOBs, + idx, + 1 // + ); + } + + // + if (!has) + { + break; + } + + // + // Apply From Filter ... + if (applyFromFilter) + { + // + bool isFromPassed = + hasLast && + last.From() < iOB.From(); + if (!isFromPassed) + { + continue; + } + } + + // + // Apply Place Filter ... + if (applyPlaceFilter) + { + // + bool isAbove = + hasLast && + IsAbove( + iOB, + last, + ignoreInside // + ); + + // + bool isBelow = + hasLast && + IsBelow( + iOB, + last, + ignoreInside // + ); + + // + bool isPlacePassed = + isBullish + ? isAbove + : isBelow; + if (!isPlacePassed) + { + continue; + } + } + + // + last = iOB; + Add( + iOB, + tmpWorkingOBs // + ); + } + + // + if (hasLast && + !HasChild(tmpWorkingOBs)) + { + // + Add( + last, + tmpWorkingOBs // + ); + } + } + else + { + // + Copy( + tmpOBs, + tmpWorkingOBs // + ); + } + + // + if (HasChild(tmpWorkingOBs)) + { + // + Copy( + tmpWorkingOBs, + tmpOBs // + ); + } + // + } + + // + count = ArraySize(tmpOBs); + has = IsValidSize(count); + + // + // Converts to XOBFVG ... + if (has) + { + // + for (int i = 0; i < count; i++) + { + // + XOBFVG iOBFVG; + + // + iOBFVG.ob = tmpOBs[i]; + + // + AddRef( + iOBFVG, + tmpOBFVGs // + ); + + // + iOBFVG.Clean(); + } + } + + // + Clean(dest); + Clean(tmpOBs); + Clean(tmpWorkingOBs); + + // + // Here we Going to Complete XOBFVGs ... + has = HasChild(tmpOBFVGs); + if (has && HasChild(tmpFVGs)) + { + // + count = ArraySize(tmpOBFVGs); + for (int i = 0; i < count; i++) + { + // + XOBFVG iOBFVG = tmpOBFVGs[i]; + + // + // Detecting FVG ... + XCFVG *tmpWorkingFVGs[]; + for (int j = 0; j < ArraySize(tmpFVGs); j++) + { + // + XCFVG *jFVG = tmpFVGs[j]; + + // + // Check Start Date ... + bool isFromPassed = jFVG.From() > iOBFVG.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(jFVG); + continue; + } + + // + // Check Place ... + + // + bool isAbove = IsAboveDiff( + jFVG, + iOBFVG.ob, + ignoreInside // + ); + + // + bool isBelow = IsBelowDiff( + jFVG, + iOBFVG.ob, + ignoreInside // + ); + + // + bool isInside = IsInsideDiff( + jFVG, + iOBFVG.ob, + false // + ); + + // + bool isPlacePassed = + isInside || + (isBullish + ? isAbove + : isBelow); + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + continue; + } + + // + Add( + jFVG, + tmpWorkingFVGs // + ); + } + + // + int fvgsCount = ArraySize(tmpWorkingFVGs); + has = IsValidSize(fvgsCount); + if (has) + { + // + idx = + isBullish + ? GetLowest(tmpWorkingFVGs) + : GetHighest(tmpWorkingFVGs); + + // + if (IsValidIndex(idx)) + { + // + XCFVG *selectedFVG = tmpWorkingFVGs[idx]; + + // + iOBFVG.fvg = selectedFVG; + + // + bool isExists = FindIndex( + idx, + selectedFVG, + tmpFVGs // + ); + if (isExists) + { + // + ArrayRemove( + tmpFVGs, + idx, + 1 // + ); + } + } + } + Clean(tmpWorkingFVGs); + + // + bool isFVGPassed = iOBFVG.HasFVG(); + if (!isFVGPassed) + { + // + iOBFVG.Clean(); + continue; + } + + // + // Validate Model ... + bool isValid = iOBFVG.IsValid(); + if (!isValid) + { + // + iOBFVG.Clean(); + continue; + } + + // + iOBFVG.UpdateTo(cTime); + + // + AddRef( + iOBFVG, + dest // + ); + + // + iOBFVG.Clean(); + } + + // + Clean(tmpOBFVGs); + } + + // + // Detecting Other POI(s) ... + has = HasChild(dest); + bool canDetectPOIs = + detectInsideOBPOIs || + detectInsideFVGPOIs; + if (has && + canDetectPOIs) + { + // + count = ArraySize(dest); + for (int i = 0; i < count; i++) + { + // + // Supply Zones ... + has = stfState.HasSupplyZones(); + if (has) + { + // + for (int j = 0; j < stfState.CountSupplyZones(); j++) + { + // + bool isInsideOB = IsInsideDiff( + stfState.supplyZones[j], + dest[i].ob // + ); + + // + bool isInsideFVG = IsInsideDiff( + stfState.supplyZones[j], + dest[i].fvg // + ); + + // + bool isInside = isInsideOB || + isInsideFVG; + if (isInside) + { + // + bool isPassed = + detectInsideOBPOIs + ? isInsideOB + : detectInsideFVGPOIs + ? isInsideFVG + : false; + if (isPassed) + { + // + isPassed = + !applyFromFilterForPOIs + ? isPassed + : isInsideOB + ? stfState.supplyZones[j].From() > dest[i].ob.From() + : isInsideFVG + ? stfState.supplyZones[j].From() > dest[i].fvg.From() + : false; + } + + // + if (isPassed) + { + // + Add( + stfState.supplyZones[j], + dest[i].supplyZones // + ); + } + } + } + } + + // + // Demand Zones ... + has = stfState.HasDemandZones(); + if (has) + { + // + for (int j = 0; j < stfState.CountDemandZones(); j++) + { + // + bool isInsideOB = IsInsideDiff( + stfState.demandZones[j], + dest[i].ob // + ); + + // + bool isInsideFVG = IsInsideDiff( + stfState.demandZones[j], + dest[i].fvg // + ); + + // + bool isInside = isInsideOB || + isInsideFVG; + if (isInside) + { + // + bool isPassed = + detectInsideOBPOIs + ? isInsideOB + : detectInsideFVGPOIs + ? isInsideFVG + : false; + if (isPassed) + { + // + isPassed = + !applyFromFilterForPOIs + ? isPassed + : isInsideOB + ? stfState.demandZones[j].From() > dest[i].ob.From() + : isInsideFVG + ? stfState.demandZones[j].From() > dest[i].fvg.From() + : false; + } + + // + if (isPassed) + { + // + Add( + stfState.demandZones[j], + dest[i].demandZones // + ); + } + } + } + } + + // + // Support Zones ... + has = stfState.HasSupportZones(); + if (has) + { + // + for (int j = 0; j < stfState.CountSupportZones(); j++) + { + // + bool isInsideOB = IsInsideDiff( + stfState.supportZones[j], + dest[i].ob // + ); + + // + bool isInsideFVG = IsInsideDiff( + stfState.supportZones[j], + dest[i].fvg // + ); + + // + bool isInside = isInsideOB || + isInsideFVG; + if (isInside) + { + // + bool isPassed = + detectInsideOBPOIs + ? isInsideOB + : detectInsideFVGPOIs + ? isInsideFVG + : false; + if (isPassed) + { + // + isPassed = + !applyFromFilterForPOIs + ? isPassed + : isInsideOB + ? stfState.supportZones[j].From() > dest[i].ob.From() + : isInsideFVG + ? stfState.supportZones[j].From() > dest[i].fvg.From() + : false; + } + + // + if (isPassed) + { + // + Add( + stfState.supportZones[j], + dest[i].supportZones // + ); + } + } + } + } + + // + // Resistance Zones ... + has = stfState.HasResistanceZones(); + if (has) + { + // + for (int j = 0; j < stfState.CountResistanceZones(); j++) + { + // + bool isInsideOB = IsInsideDiff( + stfState.resistanceZones[j], + dest[i].ob // + ); + + // + bool isInsideFVG = IsInsideDiff( + stfState.resistanceZones[j], + dest[i].fvg // + ); + + // + bool isInside = isInsideOB || + isInsideFVG; + if (isInside) + { + // + bool isPassed = + detectInsideOBPOIs + ? isInsideOB + : detectInsideFVGPOIs + ? isInsideFVG + : false; + if (isPassed) + { + // + isPassed = + !applyFromFilterForPOIs + ? isPassed + : isInsideOB + ? stfState.resistanceZones[j].From() > dest[i].ob.From() + : isInsideFVG + ? stfState.resistanceZones[j].From() > dest[i].fvg.From() + : false; + } + + // + if (isPassed) + { + // + Add( + stfState.resistanceZones[j], + dest[i].resistanceZones // + ); + } + } + } + } + } + } + + // + Clean(tmpOBs); + Clean(tmpFVGs); + Clean(tmpOBFVGs); + + // + result = ArraySize(dest); + + // + return result; +} + +/** + * Find Highest Order Block of XOBFVG Collection ... + * + * @param source: XOBFVG Collection ... + * + * @return ( int ) + */ +int GetHighest( + XOBFVG &source[] // +) +{ + // + int result = -1; + + // + int count = ArraySize(source); + bool has = IsValidSize(count); + if (!has) + { + return result; + } + + // + XOBFVG item; + for (int i = 0; i < count; i++) + { + // + XOBFVG iOBFVG = source[i]; + + // + bool canSet = + !item.IsValid() + ? true + : item.ob.Upper() < iOBFVG.ob.Upper(); + if (canSet) + { + // + item = iOBFVG; + result = i; + } + + // + iOBFVG.Clean(); + } + + // + item.Clean(); + + // + return result; +} + +/** + * Find Lowest Order Block of XOBFVG Collection ... + * + * @param source: XOBFVG Collection ... + * + * @return ( int ) + */ +int GetLowest( + XOBFVG &source[] // +) +{ + // + int result = -1; + + // + int count = ArraySize(source); + bool has = IsValidSize(count); + if (!has) + { + return result; + } + + // + XOBFVG item; + for (int i = 0; i < count; i++) + { + // + XOBFVG iOBFVG = source[i]; + + // + bool canSet = + !item.IsValid() + ? true + : item.ob.Lower() > iOBFVG.ob.Lower(); + if (canSet) + { + // + item = iOBFVG; + result = i; + } + + // + iOBFVG.Clean(); + } + + // + item.Clean(); + + // + return result; +} + +/** + * Find Youngest Order Block of XOBFVG Collection ... + * + * @param source: XOBFVG Collection ... + * + * @return ( int ) + */ +int GetYoungest( + XOBFVG &source[] // +) +{ + // + int result = -1; + + // + int count = ArraySize(source); + bool has = IsValidSize(count); + if (!has) + { + return result; + } + + // + XOBFVG item; + for (int i = 0; i < count; i++) + { + // + XOBFVG iOBFVG = source[i]; + + // + bool canSet = + !item.IsValid() + ? true + : item.ob.From() < iOBFVG.ob.From(); + if (canSet) + { + // + item = iOBFVG; + result = i; + } + + // + iOBFVG.Clean(); + } + + // + item.Clean(); + + // + return result; +} + +/** + * Find Oldest Order Block of XOBFVG Collection ... + * + * @param source: XOBFVG Collection ... + * + * @return ( int ) + */ +int GetOldest( + XOBFVG &source[] // +) +{ + // + int result = -1; + + // + int count = ArraySize(source); + bool has = IsValidSize(count); + if (!has) + { + return result; + } + + // + XOBFVG item; + for (int i = 0; i < count; i++) + { + // + XOBFVG iOBFVG = source[i]; + + // + bool canSet = + !item.IsValid() + ? true + : item.ob.From() > iOBFVG.ob.From(); + if (canSet) + { + // + item = iOBFVG; + result = i; + } + + // + iOBFVG.Clean(); + } + + // + item.Clean(); + + // + return result; +} + +/** + * Sort XOBFVG Collection based on OB Place ... + * + * @param source: XOBFVG instance Collection ... + * @param forDir: ENUM_X_DIRECTION member ... + * @param ignoreInside: Specified Ignoring price inside in Sorting ... + */ +void Sort( + XOBFVG &source[], + ENUM_X_DIRECTION forDir, + bool ignoreInside = true // +) +{ + // + int idx = -1; + int count = 0; + bool has = false; + + // + has = HasDirection(forDir); + if (!has) + { + return; + } + + // + bool isBullish = IsBullish(forDir); + + // + count = ArraySize(source); + has = IsValidSize(count); + if (!has) + { + return; + } + + // + XOBFVG last; + XOBFVG tmpItems[]; + bool hasLast = false; + while (HasChild(source)) + { + // + if (!hasLast) + { + // + idx = GetOldest(source); + hasLast = IsValidIndex(idx); + if (hasLast) + { + // + last = source[idx]; + ArrayRemove( + source, + idx, + 1 // + ); + + // + AddRef( + last, + tmpItems // + ); + } + + // + count = ArraySize(source); + has = IsValidSize(count); + if (!has) + { + // + last.Clean(); + break; + } + } + if (!hasLast) + { + // + last.Clean(); + break; + } + + // + XOBFVG item; + idx = GetOldest(source); + has = IsValidIndex(idx); + if (!has) + { + // + item.Clean(); + last.Clean(); + break; + } + item = source[idx]; + ArrayRemove( + source, + idx, + 1 // + ); + + // + bool isAbove = IsAbove( + item.ob, + last.ob, + ignoreInside // + ); + + // + bool isBelow = IsBelow( + item.ob, + last.ob, + ignoreInside // + ); + + // + has = + isBullish + ? isAbove + : isBelow; + if (has) + { + // + AddRef( + item, + tmpItems // + ); + + // + last = item; + hasLast = item.IsValid(); + } + } + + // + Clean(source); + Copy( + tmpItems, + source // + ); + + // + Clean(tmpItems); +} + +// diff --git a/BKPS/14031206/X121SMCEA/Classes/x-121.smc.base.strategy.class.ex5 b/BKPS/14031206/X121SMCEA/Classes/x-121.smc.base.strategy.class.ex5 new file mode 100644 index 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YSEOlyMGP^FMU1BrK3jlypE%k71IXa?$N&HU literal 0 HcmV?d00001 diff --git a/BKPS/14031206/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5 b/BKPS/14031206/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5 new file mode 100644 index 0000000..fc5e824 --- /dev/null +++ b/BKPS/14031206/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5 @@ -0,0 +1,650 @@ +/////////////////////////////////////////////////////// +// +// 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: + // + XCAccount mAccount; + + // + // Constructor(s) ... + XCX121SMCBaseStrategy( + // + // Base ... + string _symbol, // Trading Symbol + ENUM_TIMEFRAMES _period // Trading TimeFrame + ) + { + // + mSymbol = _symbol; + mPeriod = _period; + + // + Init(); + } + + // + // Deconstructor ... + ~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 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 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 ... + * + * @param positions: XPosition instance Collection ... + */ + virtual void HandleTick() + { + // + DoUnwaitedTicksWork(); + + // + // 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; + + // + // 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 any Guards ... + * + * @param guards: X121SMCGuard instance Collection ... + * @param positions: XPosition instance Collection ... + * + * @return ( virtual bool ) + */ + virtual bool HandleGuard( + X121SMCGuard &guards[], + XPosition &positions[] // + ) + { + // + bool result = false; + + // + // Check State ... + if (IsDisabled()) + { + return result; + } + + // + // Check Signalling State ... + if (!AllowLong() && !AllowShort()) + { + return result; + } + + // + // Check Bar Tracker State ... + if (!mGuardBarTracker.CanProcessBar()) + { + return result; + } + + // + // Check For Guards ... + result = CheckGuard( + guards, + positions // + ); + + // + // Waits Until Next Candle if Current Tick has Guard ... + mGuardBarTracker.Waits(); + + // + Clean(positions); + + // + return result; + } + + /** + * 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; + } + + /** + * Check for any Guard Actions ... + * + * @param guards: X121SMCGuard instance Collection ... + * + * @return ( virtual bool ) + */ + virtual bool CheckGuard( + X121SMCGuard &guards[], + const XPosition &positions[] // Positions ... + ) + { + // + bool result = false; + + // + return result; + } + + /** + * Update all Requirements without waiting ... + */ + virtual void DoUnwaitedTicksWork() + { + } + + /** + * 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 ... + + // + MqlTick mLastTick; // Last Issued Tick ... + + // + XBarTracker mBarTracker; // Strategy Bar Tracker ... + XBarTracker mGuardBarTracker; // Strategy Guard Bar Tracker ... + XCBarAnalyser *mBarAnalyser; // Bar Analyser Instance + + // + // Actions ... + + /** + * 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 // + ); + } + } + + // + // 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 ... + + // + // 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); + + // + string symbol = Symbol(); + ENUM_TIMEFRAMES period = Period(); + + // + // Initialize Bar Tracker ... + mBarTracker.Init( + symbol, + period // + ); + + // + // Initialize Guard Bar Tracker ... + mGuardBarTracker.Init( + symbol, + period // + ); + + // + mBarAnalyser = new XCBarAnalyser(); + + // + } + + /** + * De Initialize all Tools ... + */ + void DeInit() + { + // + ZeroMemory(mBarAnalyser); + + // + delete mBarAnalyser; + + // + Clean(mSignalEventHandlers); + + // + Destroy(); + } + + /** + * Reste Bar Tracker ... + */ + void ResetBarTracker() + { + mBarTracker.Clean(); + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/X121SMCEA/Classes/x-121.smc.cobjects.class.ex5 b/BKPS/14031206/X121SMCEA/Classes/x-121.smc.cobjects.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..4d1adbb3696b3cd7bf0ebbc82220f7383a1d26fa GIT binary patch literal 16454 zcmdVBL$EMR%r1Cr+s1or+qP}nwr$(CZQHhOYrg+Z-ObdUs@YCb-AO-5FOpRCBHb;b z&I0TJ0D%ku0`MOJ0v!J@`9J#qO(yTX3<@2{x1Vg0Gt4H|FPTuV%q=K|2uAz{}ngwfBE_UcclO4Dlq`i{#R}K|FiM`1KL4H zist3hPO>45kE+XH&0S#JOjl{ti_gIfb6!@_GN;_;ZA=qUhi-_F&b?C{WK1A{@fc2p z2bXbB8`=*NM$Qpl1Inr+gWt!nz>~vZ1ez(% zpw*jgPtS<4*DfL7@bNZ 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strict + +// +// Imports ... +#include "../../Classes/x-saherelm.x-app-dialog.class.mq5" + +// +// Implementation ... + +// +class X121CAppDialog : public XCAppDialog +{ + // + public: + // + // Constructor(s) ... + void X121CAppDialog() + { + } + + // + // Deconstructor ... + void ~X121CAppDialog() + { + } + + // + void Configure() + { + // + // Configure Dialog ... + BackgroundColor(clrBlack); + } + + // + protected: + // + + // + private: + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.ex5 b/BKPS/14031206/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..434375aa05cdecf759d3f52445f723617b33f39f GIT binary patch literal 16804 zcmdVAL$EMB&?S6r+qP}nwr$(CZQHhO+xBy9-~avQui4FFwsTUQPEIF_?o_3^k`~oq z1$G30Kn4H-_z!>pC;v$Vp_#bQfpIsEd2Eg_|MiM~fzh3x1&hEd}|6}=o8UN$4 z%YPAY2H*mq|F60KuSWOZ{D1px`oH|9`!7EKZ+rTGJ|#u~y8lj_;s0#>zhE(aS_y=K 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{ + return result; + } + + // + bool hasZones = HasConsolidationZones(); + int zonesCount = CountConsolidationZones(); + result = hasZones; + if (!result) + { + return result; + } + + // + for (int i = zonesCount - 1; i >= 0; i--) + { + // + XConsolidationZone iZone = mConsolidationZones[i]; + + // + if (!iZone.IsBreaked()) + { + continue; + } + + // + if (!HasDirection(iZone.breakDir)) + { + continue; + } + + // + if (iZone.breakDir != forDir) + { + continue; + } + + // + zone = iZone; + break; + } + + // + result = zone.IsValid(); + + // + return result; + } + + // + bool GetActiveConsolidationZone( + XConsolidationZone &zone // + ) + { + // + bool result = false; + + // + zone = mActiveConsolidationZone; + result = zone.IsValid(); + + // + return result; + } + + // + int FillConsolidationZones( + ENUM_X_DIRECTION forDir, + XConsolidationZone &zones[] // + ) + { + // + int result = 0; + + // + Clean(zones); + + // + bool hasZones = HasConsolidationZones(); + if (!hasZones) + { + return result; + } + + // + int count = CountConsolidationZones(); + for (int i = 0; i < count; i++) + { + // + XConsolidationZone iZone = mConsolidationZones[i]; + + // + bool isDirPassed = + (forDir == X_DIRECTION_ALL || + forDir == X_DIRECTION_NONE) + ? true + : forDir == iZone.breakDir; + if (isDirPassed) + { + // + AddRef( + iZone, + zones // + ); + } + } + + // + result = ArraySize(zones); + + // + return result; + } + + // + // Actions ... + + /** + * Initialize ... + * + * @param symbol: String ... + * @param period: ENUM_TIMEFRAMES member ... + * @param x121Inputs: X121Inputs instance ... + * + * @return ( bool ) + */ + bool Init( + string symbol, + ENUM_TIMEFRAMES period, + X121Inputs &x121Inputs, + int requiredPOIS = 50 // + ) + { + // + bool result = false; + + // + if (requiredPOIS < 10) + { + requiredPOIS = 10; + } + + // + result = IsValid(symbol) && + IsValid(period); + if (!result) + { + return result; + } + + // + mSymbol = symbol; + mPeriod = period; + + // + // X121 ... + mX121Helper = new XCX121Helper(); + result = mX121Helper.Init( + symbol, + period, + x121Inputs // + ); + if (!result) + { + return result; + } + + // + mPOIDetector = new XCPOIDetector( + symbol, + period // + ); + mPOIDetector.MaxNumberOfPOIs(requiredPOIS); + mPOIDetector.MaxNumberOfRequiredPOIs(requiredPOIS); + mPOIDetector.Init(); + + // + // Initialize Bar Analyser Class Instance ... + mBarAnalyser = new XCBarAnalyser(); + + // + // Initial and 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); + + // + // Set Chart Style ... + ApplyChartStyle(); + + // + return result; + } + + /** + * Retrieve Symbol ... + * + * @return ( string ) + */ + string GetSymbol() + { + return mSymbol; + } + + /** + * Retrieve TimeFrame (Period) ... + * + * @return ( ENUM_TIMEFRAMES ) + */ + ENUM_TIMEFRAMES GetPeriod() + { + return mPeriod; + } + + /** + * Get Specified Bar ... + * + * @param source: XOHCL instance, Source Bar ... + * @param bar: XOHCL instance, Dest Bar ... + * + * @return ( bool ) + */ + bool GetBar( + XOHCL &source, + XOHCL &bar // + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + result = + IsValid(symbol) && + IsValid(period) && + source.IsValid(); + if (!result) + { + return result; + } + + // + int index = iBarShift( + symbol, + period, + source.time // + ); + result = bar.Init( + symbol, + period, + index // + ); + if (!result) + { + // + bar.Clean(); + return result; + } + + // + return result; + } + + /** + * Retrieve Specified Bar ... + * + * @param bar: XOHCL instance ... + * @param index: Integer ... + * + * @return ( bool ) + */ + bool GetBar( + XOHCL &bar, + int index = 0 // + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + if (index < 0) + { + index = 0; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + result = bar.Init( + symbol, + period, + index // + ); + + // + return result; + } + + /** + * Retrieve Specified Bar ... + * + * @param bar: XOHCL instance ... + * @param time: Datetime ... + * + * @return ( bool ) + */ + bool GetBar( + XOHCL &bar, + datetime time = NULL // + ) + { + // + bool result = false; + + // + int index = GetBarIndex(time); + result = GetBar(bar, + index // + ); + + // + return result; + } + + /** + * Retrieve Specified Time Bar Index ... + * + * @param time: DateTime ... + * + * @return ( int ) + */ + int GetBarIndex(datetime time = NULL) + { + // + int result = -1; + + // + time = NormalizeTime(time); + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + result = iBarShift( + symbol, + period, + time // + ); + + // + return result; + } + + /** + * Retrieve Cycle Conditions ... + * + * @param events: ENUM_X_CYCLE_EVENTS member, Array ... + * @param conditions: X121SMCCycleConditions instance ... + * @param barIndex: Integer ... + * @param loopback: Integer ... + * + * @return ( bool ) + */ + bool GetConditions( + ENUM_X_CYCLE_EVENTS &events[], + ENUM_XPOI_EVENTS &poiEvents[], + X121SMCCycleConditions &conditions, + int barIndex = 0, + int loopback = 7 // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (loopback < 5) + { + loopback = 5; + } + + // + Clean(events); + Clean(poiEvents); + conditions.Clean(); + + // + result = mX121Helper.GetConditions( + conditions.x121Conditions, + barIndex, + loopback // + ); + if (!result) + { + // + conditions.Clean(); + return result; + } + + // + mPOIDetector.Update(poiEvents); + mPOIDetector.GetState(conditions.state); + + // + conditions.symbol = GetSymbol(); + conditions.period = GetPeriod(); + conditions.time = TimeCurrent(); + + // + Update(); + + // + result = conditions.IsValid(); + + // + return result; + } + + // + // Tools ... + void Update() + { + // + int czRange = 50; // Consolidation min Range Points ... + int czLoopback = 5; + int maxAllowed = 20; + bool isActiveConsolidationZoneBreaked = false; + bool hasActiveConsolidationZone = mActiveConsolidationZone.IsValid(); + + // + if (hasActiveConsolidationZone) + { + // + isActiveConsolidationZoneBreaked = mActiveConsolidationZone.IsBreaked(); + + // + if (isActiveConsolidationZoneBreaked) + { + // + AddRef( + mActiveConsolidationZone, + mConsolidationZones // + ); + + // + CleanupArray( + mConsolidationZones, + maxAllowed // + ); + + // + mActiveConsolidationZone.Clean(); + } + else + { + mActiveConsolidationZone.Update(); + } + } + else + { + // + XOHCL mBar; + bool hasBar = GetBar( + mBar, + 0 // + ); + if (hasBar) + { + // + double upper = 0; + double lower = 0; + bool hasConsolidationZone = + mBarAnalyser.IsConsolidate( + mBar, + upper, + lower, + czLoopback, + czRange // + ); + + // + if (hasConsolidationZone) + { + // + mActiveConsolidationZone.Init( + GetSymbol(), + GetPeriod(), + upper, + lower, + czLoopback // + ); + } + } + + // + mBar.Clean(); + } + } + + // + // Virtuals ... + + /** + * Set Default Properties Values ... + */ + virtual void Default() + { + } + + // + protected: + // + + // + private: + // + // Props ... + string mSymbol; + ENUM_TIMEFRAMES mPeriod; + + // + // CArrayObj mConsolidationObjects; + XConsolidationZone mActiveConsolidationZone; + XConsolidationZone mConsolidationZones[]; + + // + // Actions ... + + /** + * Release All Resources ... + */ + void DeInit() + { + // + ZeroMemory(mX121Helper); + ZeroMemory(mPOIDetector); + ZeroMemory(mBarAnalyser); + + // + delete mX121Helper; + delete mPOIDetector; + delete mBarAnalyser; + + // + Clean(mConsolidationZones); + mActiveConsolidationZone.Clean(); + } + + /** + * Apply Chart Style ... + */ + void ApplyChartStyle() + { + // + // Retrieve Current Chart ID ... + long chartId = ChartID(); + + // + ENUM_CHART_MODE mMode = CHART_CANDLES; // chart's mMode + bool mShowBidLine = true; // show bid line + bool mShowAskLine = true; // show ask line + bool mShowGrid = false; // show grids on chart + bool mShowVolumes = false; // show volumes + bool mShowTradeLevels = true; // Displaying trade levels in the chart (levels of open positions, Stop Loss, Take Profit and pending orders) + bool mAutoScroll = true; // chart autoscroll + bool mQuickNavigation = true; // chart quick navigation state + color mForeGroundColor = clrWhite; // chart's foreground color + color mBackGroundColor = clrBlack; // chart's background color + color mUpColor = clrGreen; // Up Color + color mDownColor = clrRed; // Down Color + color mBullishColor = clrGreen; // Bullish color + color mBearishColor = clrRed; // Bearish color + color mGridColor = clrGray; // grid color + color mBidLineColor = clrGray; // bid line color + color mAskLineColor = clrRed; // ask line color + color mLineColor = clrLime; // line mMode and doji candlestick color + color mStopColor = clrGold; // Color of stop order levels (Stop Loss and Take Profit) + color mVolumesColor = clrGreen; // volumes color + + // + ChartSetInteger(chartId, CHART_MODE, mMode); + ChartSetInteger(chartId, CHART_SHOW_BID_LINE, mShowBidLine); + ChartSetInteger(chartId, CHART_SHOW_ASK_LINE, mShowAskLine); + ChartSetInteger(chartId, CHART_SHOW_GRID, mShowGrid); + ChartSetInteger(chartId, CHART_SHOW_VOLUMES, mShowVolumes); + ChartSetInteger(chartId, CHART_SHOW_TRADE_LEVELS, mShowTradeLevels); + ChartSetInteger(chartId, CHART_AUTOSCROLL, mAutoScroll); + ChartSetInteger(chartId, CHART_QUICK_NAVIGATION, mQuickNavigation); + ChartSetInteger(chartId, CHART_COLOR_FOREGROUND, mForeGroundColor); + ChartSetInteger(chartId, CHART_COLOR_BACKGROUND, mBackGroundColor); + ChartSetInteger(chartId, CHART_COLOR_CHART_UP, mUpColor); + ChartSetInteger(chartId, CHART_COLOR_CHART_DOWN, mDownColor); + ChartSetInteger(chartId, CHART_COLOR_CANDLE_BULL, mBullishColor); + ChartSetInteger(chartId, CHART_COLOR_CANDLE_BEAR, mBearishColor); + ChartSetInteger(chartId, CHART_COLOR_GRID, mGridColor); + ChartSetInteger(chartId, CHART_COLOR_BID, mBidLineColor); + ChartSetInteger(chartId, CHART_COLOR_ASK, mAskLineColor); + ChartSetInteger(chartId, CHART_COLOR_STOP_LEVEL, mStopColor); + ChartSetInteger(chartId, CHART_COLOR_CHART_LINE, mLineColor); + ChartSetInteger(chartId, CHART_COLOR_VOLUME, mVolumesColor); + } + + // +}; diff --git a/BKPS/14031206/X121SMCEA/Classes/x-121.smc.x-tradehandler.class.ex5 b/BKPS/14031206/X121SMCEA/Classes/x-121.smc.x-tradehandler.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..ac48d7e050debf1ff5090beb00f48f9fb01d7d5d GIT binary patch literal 16154 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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-trade.class.mq5" +#include "../Libraries/x-121.smc.lib.mq5" + +// +// Definitions ... + +// +// Model a Trade Data ... +struct X121SMCTradeData +{ + // + double ask; // Ask Price on Start Time + double bid; // bid Price on Start Time + ulong ticket; // Position Ticket + double swap; // Swap + double profit; // Profit on Close + XSignal signal; // Signal Object + string message; // Message + datetime endTime; // End Time + datetime startTime; // Start Time + double commission; // Commission + string conditions; // Signal Conditions + double maxDrawdown; // Max Position Drawdown + bool isTargeted; // Check Targetted Before Or Not + double lastTrailedTPLevel; // Hold Last Trailed TP Level + + // + // Constructor ... + X121SMCTradeData() + { + Clean(); + } + + /** + * Initialize Item ... + * + * @param _signal: XSignal instance Reference, Provides Source For Initializaion ... + * + * @return ( bool ) + */ + bool Init(XSignal &_signal) + { + // + bool result = false; + + // + Clean(); + + // + result = _signal.IsValid(); + if (!result) + { + return result; + } + + // + signal = _signal; + + // + result = IsValid(); + + // + return result; + } + + // + // Tools ... + + /** + * Cleaning Up Model ... + */ + void Clean() + { + // + ask = 0; + bid = 0; + swap = 0; + profit = 0; + ticket = 0; + commission = 0; + maxDrawdown = 0; + lastTrailedTPLevel = 0; + + // + endTime = NULL; + message = NULL; + startTime = NULL; + conditions = NULL; + + // + isTargeted = false; + + // + signal.Clean(); + + // + ZeroMemory(this); + } + + /** + * Validate Model ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + signal.IsValid() + // + ; + + // + return result; + } + + /** + * Calculate Model Age ... + * + * @return ( int ) + */ + int GetAge() + { + // + int result = -1; + + // + if (!IsValid()) + { + return result; + } + + // + int startIndex = iBarShift( + GetSymbol(), + GetPeriod(), + startTime, + false // + ); + + // + datetime mEndTime = IsValid(endTime) + ? endTime + : TimeCurrent(); + int endIndex = iBarShift( + GetSymbol(), + GetPeriod(), + mEndTime, + false // + ); + + // + result = MathAbs(startIndex - endIndex); + + // + return result; + } + + // + // Owner Functions ... + + /** + * Check a Ticket is Own to Model or not ... + * + * @param _ticket: ULONG, Position Ticket ... + * + * @return ( bool ) + */ + bool IsOwn( + ulong _ticket // + ) + { + // + bool result = false; + + // + result = IsValid() && + _ticket == ticket; + + // + return result; + } + + /** + * Check Specified Conditions is Own to Model or not ... + * + * @param _symbol: String, Specified Symbol ... + * @param _provider: String, Specified Provider ... + * @param _period: ENUM_TIMEFRAMES member, Specified Signal Period ... + * @param _type: ENUM_X_POSITION_TYPES member, Specified Signal Type ... + * + * @return ( bool ) + */ + bool IsOwnSignalTime( + string _symbol, + string _provider, + ENUM_TIMEFRAMES _period, + ENUM_X_POSITION_TYPES _type, + datetime _time // + ) + { + // + bool result = false; + + // + result = + // + IsValid(_time) && + Time() == _time && + IsValid(_symbol) && + IsValid(_period) && + XType() == _type && + IsValid(_provider) && + GetPeriod() == _period && + GetSymbol() == _symbol && + Provider() == _provider && + XType() != X_POSITION_TYPE_ALL && + XType() != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + /** + * Check Specified Conditions is Own to Model or not ... + * + * @param _symbol: String, Specified Symbol ... + * @param _provider: String, Specified Provider ... + * @param _period: ENUM_TIMEFRAMES member, Specified Signal Period ... + * @param _type: ENUM_X_POSITION_TYPES member, Specified Signal Type ... + * + * @return ( bool ) + */ + bool IsOwnStartTime( + string _symbol, + string _provider, + ENUM_TIMEFRAMES _period, + ENUM_X_POSITION_TYPES _type, + datetime _time // + ) + { + // + bool result = false; + + // + result = + // + IsValid(_time) && + IsValid(_symbol) && + IsValid(_period) && + XType() == _type && + IsValid(startTime) && + startTime == _time && + IsValid(_provider) && + GetPeriod() == _period && + GetSymbol() == _symbol && + Provider() == _provider && + XType() != X_POSITION_TYPE_ALL && + XType() != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + /** + * Check Specified Signal is Own to Model or not ... + * + * @param _signal: XSignal instance Reference ... + * + * @return ( bool ) + */ + bool IsOwn(XSignal &_signal) + { + // + bool result = false; + + // + result = + // + IsValid() && + _signal.IsValid() && + IsOwnSignalTime( + _signal.symbol, + _signal.provider, + _signal.period, + ToPositionType(_signal.type), + _signal.time) + // + ; + + // + return result; + } + + /** + * Check Specified Position is Own to Model or not ... + * + * @param _position: XPosition instance Reference ... + * + * @return ( bool ) + */ + bool IsOwn(XPosition &_position) + { + // + bool result = false; + + // + result = + // + IsValid() && + _position.IsValid() && + IsOwnStartTime( + _position.symbol, + _position.provider, + _position.period, + ToPositionType(_position.type), + _position.openAt) + // + ; + + // + return result; + } + + /** + * Check Specified Position is Own to Model or not ... + * + * @param _position: XPosition instance Reference ... + * + * @return ( bool ) + */ + bool IsOwnPosition(XPosition &_position) + { + // + bool result = false; + + // + double tp = TP(); + double sl = SL(); + double entry = Entry(); + double volume = Volume(); + string symbol = GetSymbol(); + string provider = Provider(); + ENUM_POSITION_TYPE type = Type(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + double pVolume = _position.volume; + double pSL = NormalizePrice(_position.sl, _position.symbol); + double pTP = NormalizePrice(_position.tp, _position.symbol); + double pEntry = NormalizePrice(_position.entry, _position.symbol); + + // + result = + // + IsValid() && + (sl == pSL || + tp == pTP) && + entry == pEntry && + pVolume == volume && + _position.IsValid() && + type == _position.type && + symbol == _position.symbol && + period == _position.period && + provider == _position.provider + // + ; + + // + if (!result) + { + // + result = + // + IsValid() && + _position.IsValid() && + _position.ticket == signal.positionId; + } + + // + return result; + } + + /** + * Update Model Data by Providing Specified Signal ... + * + * @param _signal: XSignal instance Reference ... + * + * @return ( bool ) + */ + bool Update(XSignal &_signal) + { + // + bool result = false; + + // + result = + // + IsValid() && + _signal.IsValid() && + IsOwn(_signal) + // + ; + if (!result) + { + return result; + } + + // + signal = _signal; + + // + return result; + } + + /** + * Update Model Data by Providing Specified Position ... + * + * @param _position: XPosition instance Reference ... + * + * @return ( bool ) + */ + bool Update(XPosition &_position) + { + // + bool result = false; + + // + result = + // + IsValid() && + _position.IsValid() && + IsOwn(_position) + // + ; + if (!result) + { + return result; + } + + // + swap = _position.swap; + ticket = _position.ticket; + profit = _position.profit; + message = _position.comment; + startTime = _position.openAt; + + // + // Set Once ... + if (commission == 0 && + _position.commission != 0) + { + commission = _position.commission; + } + + // + // Set Once ... + if (ask == 0) + { + ask = GetAsk(_position.symbol); + } + + // + // Set Once ... + if (bid == 0) + { + bid = GetBid(_position.symbol); + } + + // + if (profit < 0 && profit < maxDrawdown) + { + maxDrawdown = profit; + } + + // + return result; + } + + /** + * Update Model Data by Providing Specified Position ... + * + * @param _position: XPosition instance Reference ... + * + * @return ( bool ) + */ + bool UpdatePosition(XPosition &_position) + { + // + bool result = false; + + // + result = + // + IsValid() && + _position.IsValid() && + IsOwnPosition(_position) + // + ; + if (!result) + { + return result; + } + + // + swap = _position.swap; + ticket = _position.ticket; + profit = _position.profit; + message = _position.comment; + startTime = _position.openAt; + + // + // Set Once ... + if (commission == 0 && + _position.commission != 0) + { + commission = _position.commission; + } + + // + // Set Once ... + if (ask == 0) + { + ask = GetAsk(_position.symbol); + } + + // + // Set Once ... + if (bid == 0) + { + bid = GetBid(_position.symbol); + } + + // + if (profit < 0 && profit < maxDrawdown) + { + maxDrawdown = profit; + } + + // + return result; + } + + // + // Tools Extensions ... + + /** + * Get Model Symbol ... + * + * @return ( string ) + */ + string GetSymbol() + { + return signal.symbol; + } + + /** + * Get Model Period ... + * + * @return ( ENUM_TIMEFRAMES ) + */ + ENUM_TIMEFRAMES GetPeriod() + { + return signal.period; + } + + /** + * Get Model Provider ... + * + * @return ( string ) + */ + string Provider() + { + return signal.provider; + } + + /** + * Get Model Entry ... + * + * @return ( double ) + */ + double Entry() + { + return signal.entry; + } + + /** + * Get Model Stop Loss ... + * + * @return ( double ) + */ + double SL() + { + return signal.sl; + } + + /** + * Get Model Take Profit ... + * + * @return ( double ) + */ + double TP() + { + return signal.tp; + } + + /** + * Get Model Target ... + * + * @return ( double ) + */ + double Target() + { + return signal.target; + } + + /** + * Get Position Spread on Open Time ... + * + * @return ( double ) + */ + double Spread() + { + return MathAbs(ask - bid); + } + + /** + * Get Model Volume ... + * + * @return ( double ) + */ + double Volume() + { + return signal.volume; + } + + /** + * Get Model Point Value ... + * + * @return ( double ) + */ + double Points() + { + return GetPoints(GetSymbol()); + } + + /** + * Get Model Type ... + * + * @return ( ENUM_POSITION_TYPE ) + */ + ENUM_POSITION_TYPE Type() + { + return signal.type; + } + + /** + * Get Model Type ... + * + * @return ( ENUM_X_POSITION_TYPES ) + */ + ENUM_X_POSITION_TYPES XType() + { + // + ENUM_X_POSITION_TYPES result = X_POSITION_TYPE_NONE; + + // + if (!IsValid()) + { + return result; + } + + // + result = + IsLong(Type()) + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + return result; + } + + /** + * Get Model Signal Mode ... + * + * @return ( ENUM_X_ORDER_MODES ) + */ + ENUM_X_ORDER_MODES Mode() + { + return signal.mode; + } + + /** + * Get Model Signal Time ... + * + * @return ( datetime ) + */ + datetime Time() + { + return signal.time; + } + + // + // Additional Helpers Extensions ... + + /** + * Get Signal Full TP Level ... + * + * @return ( double ) + */ + double FullTPLevel() + { + return signal.fullTPLevel; + } + + /** + * Check Can Partial Close Position or not ... + * + * @return ( bool ) + */ + bool CanPartialClose() + { + return signal.CanPartialClose(); + } + + /** + * Retrieve Partial Close Volume Multiplier ... + * + * @return ( double ) + */ + double PartialCloseMultiplier() + { + return signal.partialCloseMultiplier; + } + + /** + * Get Partial Close On TP Level ... + * + * @return ( double ) + */ + double PartialCloseOnTPLevel() + { + return signal.partialCloseOnTPLevel; + } + + /** + * Check Can Risk Free Position on Break Even Point or not ... + * + * @return ( bool ) + */ + bool CanRiskFreeOnBreakEvenPoint() + { + return signal.CanRiskFreeOnBreakEvenPoint(); + } + + /** + * Get Minimum Required Profit after Break Even Point for Risk Free ... + * + * @return ( double ) + */ + double TPLevelForBreakEven() + { + return signal.tpLevelForBreakEven; + } + + /** + * Calculate Break Even Point ... + * + * @return ( double ) + */ + double CalculateBreakEvenPoint() + { + // + double result = 0; + + // + bool isValid = + // + ask > 0 && + bid > 0 && + IsValid() && + ticket > 0 && + signal.IsValid() + // + ; + if (!isValid) + { + return result; + } + + // + // Calculate Spread ... + double spread = Spread(); + if (spread <= 0) + { + return result; + } + + // + // Calculate BEP ... + result = + // + spread + (-1 * swap) + MathAbs(commission) + // + ; + + // + return result; + } + + /** + * Check Can Trail Position Stop Loss or not ... + * + * @return ( bool ) + */ + bool CanTrailSL() + { + return signal.CanTrailSL(); + } + + /** + * Get Start Position SL Trailling on TP Level ... + * + * @return ( double ) + */ + double TrailSLStartOnReachTPLevel() + { + return signal.trailSLStartOnReachTPLevel; + } + + // + // Data Collector Extensions ... + + /** + * Get Data Collection File Name ... + * + * @return ( string ) + */ + string GetFileName() + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + result = + // + GetSymbol() + "\\" + + ToString(XType()) + "\\" + + (profit >= 0 ? "Profit" : "Loss") + "\\" + + ToString(ticket) + "_" + + ToString(GetPeriod()) + "_" + + ToFormatString(startTime) + // + ; + + // + return result; + } + + /** + * Get Signal Collectiong File Name ... + * + * @return ( string ) + */ + string GetSignalFileName() + { + // + string result = NULL; + + // + result = + // + GetSymbol() + "\\" + + ToString(XType()) + "\\" + + Provider() + "_" + + ToFormatString(startTime) + // + ; + + // + return result; + } + + /** + * Converts Model to String Representation ... + * + * @param onlySignals: Boolean, Specified Represent Only Signal or not ... + * + * @return ( string ) + */ + string ToString( + bool onlySignals = false // + ) + { + // + string result = NULL; + + // + int age = GetAge(); + + // + result = + // + (onlySignals ? "" : ToString("Ticket", ticket)) + + ToString("Symbol", GetSymbol()) + + ToString("Period", GetPeriod()) + + ToString("Entry", Entry()) + + ToString("Provider", Provider()) + + ToString("Type", ToString(XType())) + + ToString("Time", startTime) + + // + // Attach Trade Info ... + (onlySignals ? "" : + // + "-------------" + "\n" + + ToString("Volume", Volume()) + + ToString("Profit", profit) + + ToString("Commission", commission) + + ToString("Swap", swap) + + ToString("Max Drawdown", maxDrawdown) + + ToString("End Time", endTime) + + ToString("Age", age) + + ToString("Message", message) + + "" + // + ) + + // + // Attach Conditions to Signals ... + (!onlySignals ? "" : + // + "-------------" + "\n" + + ToString("Pushers", signal.pushers) + + "Conditions:" + "\n" + + "-------------" + "\n" + + conditions + + "" + // + ) + + // + "" + // + ; + + // + return result; + } + + // + // End Of X121SMCTradeData Model ... +}; + +// +// Model Specified Symbol's Positions States ... +struct X121SMCSymbolPositionInfo +{ + // + string symbol; + + // + datetime enableAt; + + // + int longSLs; + int longTPs; + + // + int shortSLs; + int shortTPs; + + // + int countedSLs; + + // + // Constructor ... + X121SMCSymbolPositionInfo() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + longSLs = 0; + longTPs = 0; + + // + shortSLs = 0; + shortTPs = 0; + + // + countedSLs = 0; + + // + enableAt = NULL; + + // + ZeroMemory(this); + } + + /** + * Check is own Symbol Info ... + * + * @param _symbol: String ... + * + * @return ( bool ) + */ + bool IsOwn(string _symbol) + { + // + bool result = false; + + // + result = + // + IsValid(symbol) && + _symbol == symbol + // + ; + + // + return result; + } + + /** + * Check Symbol Trading is Enable or not ... + * + * @param time: DateTime ... + * + * @return ( bool ) + */ + bool IsEnable(datetime time = NULL) + { + // + bool result = false; + + // + time = NormalizeTime(time); + + // + bool isEnableAtValid = IsValid(enableAt); + + // + result = + !isEnableAtValid + ? true + : time > enableAt; + if (result && + isEnableAtValid) + { + Reset(); + } + + // + return result; + } + + /** + * Pause Symbol Trading ... + * + * @param seconds: Integer ... + */ + void Pause(int seconds) + { + // + if (seconds <= 0) + { + return; + } + + // + datetime _enableAt = ((datetime)((int)TimeCurrent() + seconds)); + enableAt = _enableAt; + } + + /** + * Handle Stop Loss ... + * + * @param _type: ENUM_POSITION_TYPE member ... + */ + void HandleSL(ENUM_POSITION_TYPE _type) + { + // + bool isLong = IsLong(_type); + if (isLong) + { + longSLs++; + } + else + { + shortSLs++; + } + + // + countedSLs++; + } + + /** + * Handle Take Profit ... + * + * @param _type: ENUM_POSITION_TYPE member ... + */ + void HandleTP(ENUM_POSITION_TYPE _type) + { + // + bool isLong = IsLong(_type); + if (isLong) + { + longTPs++; + } + else + { + shortTPs++; + } + + // + countedSLs--; + if (countedSLs < 0) + { + countedSLs = 0; + } + } + + /** + * Reset Counter ... + */ + void Reset() + { + // + countedSLs = 0; + enableAt = NULL; + } + + // + // End of X121SMCSymbolPositionInfo Model ... +}; + +// +// Implementations ... + +// +// a Class For Read and Write Trade Info Data in Files ... +class X121SMCTradeCollector +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructor(s) ... + X121SMCTradeCollector( + string _path = NULL // Base Path + ) + { + // + mAccount = new XCAccount(); + + // + if (IsValid(_path)) + { + mPath = _path; + } + else + { + mPath = "X121SMCTradeData" + "\\" + mAccount.GetCompany(); + } + } + + // + // Deconstructor ... + ~X121SMCTradeCollector() + { + } + + /** + * Check Specified Model is Exists or not ... + * + * @param item: X121SMCTradeData instance Reference, Provides Source Model ... + * + * @return ( bool ) + */ + bool IsExists(X121SMCTradeData &item) + { + // + bool result = false; + + // + int mHandler = GetFileHandlerForRead(item); + result = mHandler != INVALID_HANDLE; + FileClose(mHandler); + + // + return result; + } + + /** + * Save Specified Model as Data ... + * + * @param item: X121SMCTradeData instance Reference, Provides Source Model ... + * + * @return ( bool ) + */ + bool Save(X121SMCTradeData &item) + { + // + bool result = false; + + // + // Check info is Valid ... + result = item.IsValid(); + if (!result) + { + return result; + } + + // + string content = item.ToString(); + content += "\n" + "-----------" + "\n" + "Signal: " + "\n" + "-----------" + "\n" + item.ToString(true); + + // + result = IsValid(content); + if (!result) + { + return result; + } + + // + int mHandler = GetFileHandlerForWrite(item); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + FileWrite(mHandler, content); + FileFlush(mHandler); + FileClose(mHandler); + + // + return result; + } + + /** + * Save Specified Model as Signal ... + * + * @param item: X121SMCTradeData instance Reference, Provides Source Model ... + * + * @return ( bool ) + */ + bool SaveSignal(X121SMCTradeData &item) + { + // + bool result = false; + + // + string content = item.ToString(true); + result = IsValid(content); + if (!result) + { + return result; + } + + // + int mHandler = GetSignalFileHandlerForWrite(item); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + FileWrite(mHandler, content); + FileFlush(mHandler); + FileClose(mHandler); + + // + return result; + } + + /** + * Save Specified Model Conditions ... + * Conditions only save for Loss Signals ... + * this means the profit must be Lower than Zero ... + * ans also message Contains SL ... + * + * @param item: X121SMCTradeData instance Reference, Provides Source Model ... + * + * @return ( bool ) + */ + bool SaveConditions(X121SMCTradeData &item) + { + // + bool result = false; + + // + // Validate Item ... + result = + // + item.profit < 0 && + Contains("SL", item.message) + // + ; + if (!result) + { + return result; + } + + // + string content = item.signal.conditions; + result = IsValid(content); + if (!result) + { + return result; + } + + // + int mHandler = GetConditionsFileHandlerForWrite(item); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + FileSeek(mHandler, 0, SEEK_END); + FileWrite(mHandler, content); + FileFlush(mHandler); + FileClose(mHandler); + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + + // + string mPath; // Base Path ... + + // + XCAccount *mAccount; + + // + string GetFilePath(X121SMCTradeData &item) + { + // + string fileName = item.GetFileName(); + + // + return GetFilePath(fileName); + } + string GetFilePath(string fileName) + { + // + string result = ""; + + // + result = + // + mPath + "\\" + "Trades" + "\\" + fileName + ".x121.log" + // + ; + + // + return result; + } + + // + string GetSignalFilePath(X121SMCTradeData &item) + { + // + string fileName = item.GetSignalFileName(); + + // + return GetSignalFilePath(fileName); + } + string GetSignalFilePath(string fileName) + { + // + string result = ""; + + // + result = + // + mPath + "\\" + "Signals" + "\\" + fileName + ".x121.log" + // + ; + + // + return result; + } + + // + string GetConditionsFilePath(X121SMCTradeData &item) + { + // + bool isLong = IsLong(item.Type()); + + // + string fileName = + item.GetSymbol() + "\\" + + (isLong ? "Longs" : "Shorts"); + + // + return GetConditionsFilePath(fileName); + } + string GetConditionsFilePath(string fileName) + { + // + string result = ""; + + // + result = + // + mPath + "\\" + "Conditions" + "\\" + fileName + ".x121.log" + // + ; + + // + return result; + } + + // + int GetFileHandlerForRead(X121SMCTradeData &item) + { + // + int result = INVALID_HANDLE; + + // + string filePath = GetFilePath(item); + if (!IsValid(filePath)) + { + return result; + } + + // + result = FileOpen( + filePath, + FILE_READ | FILE_TXT // + ); + + // + return result; + } + int GetFileHandlerForWrite(X121SMCTradeData &item) + { + // + int result = INVALID_HANDLE; + + // + string filePath = GetFilePath(item); + if (!IsValid(filePath)) + { + return result; + } + + // + result = FileOpen( + filePath, + FILE_READ | FILE_WRITE | FILE_TXT // + ); + + // + return result; + } + + // + int GetSignalFileHandlerForRead(X121SMCTradeData &item) + { + // + int result = INVALID_HANDLE; + + // + string filePath = GetSignalFilePath(item); + if (!IsValid(filePath)) + { + return result; + } + + // + result = FileOpen( + filePath, + FILE_READ | FILE_TXT // + ); + + // + return result; + } + int GetSignalFileHandlerForWrite(X121SMCTradeData &item) + { + // + int result = INVALID_HANDLE; + + // + string filePath = GetSignalFilePath(item); + if (!IsValid(filePath)) + { + return result; + } + + // + result = FileOpen( + filePath, + FILE_READ | FILE_WRITE | FILE_TXT // + ); + + // + return result; + } + + // + int GetConditionsFileHandlerForRead(X121SMCTradeData &item) + { + // + int result = INVALID_HANDLE; + + // + string filePath = GetConditionsFilePath(item); + if (!IsValid(filePath)) + { + return result; + } + + // + result = FileOpen( + filePath, + FILE_READ | FILE_TXT // + ); + + // + return result; + } + int GetConditionsFileHandlerForWrite(X121SMCTradeData &item) + { + // + int result = INVALID_HANDLE; + + // + string filePath = GetConditionsFilePath(item); + if (!IsValid(filePath)) + { + return result; + } + + // + result = FileOpen( + filePath, + FILE_READ | FILE_WRITE | FILE_TXT // + ); + + // + return result; + } + + // + // End of X121SMCTradeCollector Class ... +}; + +// +// Trade Handler Class ... +// a Class For Handling All Trade Requirements ... +class XC121SMCTradeHandler : public XCBaseAlert +{ + // + // Public ... + public: + // + + // + // Constructor(s) ... + XC121SMCTradeHandler(XCTrade *trader) + { + // + mTrader = trader; + mAdditionalVolume = 0; + mCollector = new X121SMCTradeCollector(); + } + + // + // Deconstructor ... + ~XC121SMCTradeHandler() + { + // + Clean(mData); + Clean(mSymbolInfos); + Clean(mLastExecutedSignals); + + // + delete mTrader; + delete mCollector; + } + + // + // ReadOnly Props ... + + /** + * Get Max Same Time Trades ... + * + * @return ( double ) + */ + double GetMaxSameTimeTrades() + { + return maxSameTimeTrades; + } + + /** + * Get Max Drawdown Happens ... + * + * @return ( double ) + */ + double GetMaxDrawdown() + { + return maxDrawdown; + } + + /** + * Get Currently Drawdown of Account ... + * + * @return ( double ) + */ + double GetCurrentDrawdown() + { + return currentDrawdown; + } + + /** + * Get Account Current Drawdown Percent ... + * + * @return ( double ) + */ + double GetDrawdownPercent() + { + return drawdownPercent; + } + + // + // Properties Getter(s) / Setter(s) ... + + // + // Saving Properties ... + + /** + * Get Save Signals State ... + * + * @return ( bool ) + */ + bool SaveSignals() + { + return mSaveSignals; + } + + /** + * Set Save Signals State ... + * + * @param value: Boolean ... + */ + void SaveSignals(bool value) + { + mSaveSignals = value; + } + + /** + * Get Save Trades State ... + * + * @return ( bool ) + */ + bool SaveTrades() + { + return mSaveTrades; + } + + /** + * Set Save Trades State ... + * + * @param value: Boolean ... + */ + void SaveTrades(bool value) + { + mSaveTrades = value; + } + + /** + * Get Save Conditions State ... + * + * @return ( bool ) + */ + bool SaveConditions() + { + return mSaveConditions; + } + + /** + * Set Save Conditions State ... + * + * @param value: Boolean ... + */ + void SaveConditions(bool value) + { + mSaveConditions = value; + } + + // + // Signalling Props ... + + /** + * Get Allow Long Signals State ... + * + * @return ( bool ) + */ + bool AllowLong() + { + return mAllowLong; + } + + /** + * Set Allow Long Signals State ... + * + * @param value: Boolean ... + */ + void AllowLong(bool value) + { + mAllowLong = value; + } + + /** + * Get Allow Short Signals State ... + * + * @return ( bool ) + */ + bool AllowShort() + { + return mAllowShort; + } + + /** + * Set Allow Short Signals State ... + * + * @param value: Boolean ... + */ + void AllowShort(bool value) + { + mAllowShort = value; + } + + /** + * Get Max Allowed Long Signals ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedLongs() + { + return mMaxAllowedLongs; + } + + /** + * Set Max Allowed Long Signals ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedLongs(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedLongs = value; + } + + /** + * Get Max Allowed Short Signals ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedShorts() + { + return mMaxAllowedShorts; + } + + /** + * Set Max Allowed Short Signals ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedShorts(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedShorts = value; + } + + /** + * Get Use Max Allowed Signal Types Per Symbol State ... + * + * @return ( bool ) + */ + bool UseMaxAllowedSignalsPerSymbol() + { + return mUseMaxAllowedSignalsPerSymbol; + } + + /** + * Set Use Max Allowed Signal Types Per Symbol State ... + * + * @param value: Boolean ... + */ + void UseMaxAllowedSignalsPerSymbol(bool value) + { + mUseMaxAllowedSignalsPerSymbol = false; + } + + /** + * Get Last Position Profit In Points for Accept new Signal ... + * 0 => Accept All ... + * + * @return ( double ) + */ + double LastPositionProfitForAcceptNextInPoint() + { + return mLastPositionProfitForAcceptNextInPoint; + } + + /** + * Set Last Position Profit In Points for Accept new Signal ... + * + * @param value: Double ... + * 0 => Accept All ... + */ + void LastPositionProfitForAcceptNextInPoint(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mLastPositionProfitForAcceptNextInPoint = value; + } + + /** + * Get Delay between two Signals in Bars ... + * 0 => Accept All ... + * + * @return ( int ) + */ + int DelaysBetweenTwoSignalsInBar() + { + return mDelaysBetweenTwoSignalsInBar; + } + + /** + * Set Delay between two Signals in Bars ... + * + * @param value: Integer ... + * 0 => Accept All ... + */ + void DelaysBetweenTwoSignalsInBar(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mDelaysBetweenTwoSignalsInBar = value; + } + + /** + * Get Max Allowed Spread for Signalling ... + * 0 => Accept All ... + * + * @return ( double ) + */ + double MaxAllowedSpread() + { + return mMaxAllowedSpread; + } + + /** + * Set Max Allowed Spread for Signalling ... + * + * @param value: Double ... + * 0 => Accept All ... + */ + void MaxAllowedSpread(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSpread = value; + } + + /** + * Get Additional Signal Volume ... + * + * @return ( double ) + */ + double AdditionalVolume() + { + return mAdditionalVolume; + } + + /** + * Set Additional Signal Volume ... + * + * @param value: Double ... + * min = 0.01 + */ + void AdditionalVolume(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + if (value > 0 && value < 0.01) + { + value = 0.01; + } + + // + mAdditionalVolume = value; + } + + // + // Risk Management Props ... + + /** + * Get Max Allowed Drawdown Percent for Open Trades ... + * 0 => Ignore ... + * min => 0 ... + * max => 100 ... + * + * @return ( double ) + */ + double MaxAllowedDrawdownToOpenTrades() + { + return mMaxAllowedDrawdownToOpenTrades; + } + + /** + * Set Max Allowed Drawdown Percent for Open Trades ... + * + * @param value: Double ... + * 0 => Ignore ... + * min => 0 ... + * max => 100 ... + */ + void MaxAllowedDrawdownToOpenTrades(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + if (value > 50) + { + value = 50; + } + + // + mMaxAllowedDrawdownToOpenTrades = value; + } + + /** + * Get Max Allowed SL for Pause Signalling Per Symbol ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedSLToPauseSignallingPerSymbol() + { + return mMaxAllowedSLToPauseSignallingPerSymbol; + } + + /** + * Set Max Allowed SL for Pause Signalling Per Symbol ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedSLToPauseSignallingPerSymbol(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSLToPauseSignallingPerSymbol = value; + } + + /** + * Get Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int PauseSignallingAfterReachesMaxAllowedSLInSecconds() + { + return mPauseSignallingAfterReachesMaxAllowedSLInSecconds; + } + + /** + * Set Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void PauseSignallingAfterReachesMaxAllowedSLInSecconds(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mPauseSignallingAfterReachesMaxAllowedSLInSecconds = value; + } + + // + // Protection Props ... + + /** + * Get Allow Hedge Positions State ... + * + * @return ( bool ) + */ + bool AllowHedging() + { + return mAllowHedging; + } + + /** + * Set Allow Hedge Positions State ... + * + * @param value: Boolean ... + */ + void AllowHedging(bool value) + { + mAllowHedging = value; + } + + /** + * Get Minimum Open Positions for Hedging ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int MinOpenTradesFroHedging() + { + return mMinOpenTradesFroHedging; + } + + /** + * Set Minimum Open Positions for Hedging ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void MinOpenTradesFroHedging(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMinOpenTradesFroHedging = value; + } + + /** + * Get Minimum Volume Step for Hedging ... + * 0 => Ignore ... + * + * @return ( double ) + */ + double HedgingMinVolumeStep() + { + return mHedgingMinVolumeStep; + } + + /** + * Set Minimum Volume Step for Hedging ... + * + * @param value: Double ... + * 0 => Ignore ... + */ + void HedgingMinVolumeStep(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + if (value > 0 && value < 0.01) + { + value = 0.01; + } + + // + if (value > 0 && value > 0.1) + { + value = 0.1; + } + + // + mHedgingMinVolumeStep = value; + } + + /** + * Get Minimum Required Profit Per Volume Step for Hedging ... + * 0 => Ignore ... + * + * @return ( double ) + */ + double HedgeingMinRequiredProfitPerVolumeStep() + { + return mHedgeingMinRequiredProfitPerVolumeStep; + } + + /** + * Set Minimum Required Profit Per Volume Step for Hedging ... + * + * @param value: Double ... + * 0 => Ignore ... + */ + void HedgeingMinRequiredProfitPerVolumeStep(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mHedgeingMinRequiredProfitPerVolumeStep = value; + } + + // + // Actions ... + + // + // Data Collection Actions ... + + /** + * Add Executed Signal Data Model to Trade Datas ... + * + * @param signal: XSignal instance Reference, Issued Signal ... + */ + void Add(XSignal &signal) + { + // + // Check Signal is Valid and also not Exists + // in Datas ... + int idx = -1; + bool hasItem = HasItem( + signal, + idx // + ); + if (hasItem) + { + return; + } + + // + // Initialize Data Item and Add it to Collection of Datas + // if Everythings OK ... + X121SMCTradeData data; + bool isInited = data.Init(signal); + if (isInited) + { + // + Add(data); + SaveSignal(data); + } + } + + /** + * Update a Registered Data Model by Providing Specified Signal ... + * usually used When a signal Modified after Executed for Conditionally Signals ... + * + * @param signal: XSignal instance Reference, Issued Signal ... + */ + void Update(XSignal &signal) + { + // + // Validate Signal ... + if (!signal.IsValid()) + { + return; + } + + // + // Check Signal Registered Before ... + int idx = -1; + bool hasItem = HasItem( + signal, + idx // + ); + bool isUpdated = false; + if (!hasItem) + { + // + // Add New Item if not Exists ... + Add(signal); + isUpdated = true; + } + else + { + // + // Update Data Model in Datas Collection ... + isUpdated = mData[idx].Update(signal); + } + + // + if (isUpdated) + { + SaveSignal(mData[idx]); + } + } + + /** + * Update a Registered Data Model by Providing Specified Position ... + * used for Updating Positions Data or When a Conditional Order Executed as Position ... + * + * @param position: XPosition instance Referece ... + */ + void Update(XPosition &position) + { + // + // Validate Position ... + if (!position.IsValid()) + { + return; + } + + // + // Check Position Registered Before ... + int idx = -1; + bool hasItem = HasItem( + position, + idx // + ); + if (!hasItem) + { + return; + } + + // + // Update Data Model in Datas Collection ... + mData[idx].Update(position); + } + + /** + * Remove Specified Registered Signal from Data Collection ... + * + * @param signal: XSignal instance Reference ... + */ + void Remove(XSignal &signal) + { + // + // Validate Signal ... + if (!signal.IsValid()) + { + return; + } + + // + // Check Signal is Registered or not ... + int idx = -1; + bool hasItem = HasItem( + signal, + idx // + ); + if (!hasItem) + { + return; + } + + // + // Remove Data From Collection ... + ArrayRemove( + mData, + idx, + 1 // + ); + } + + /** + * Handle Position Execution Finished by Providing a Deal ... + * usually used when a Position TP/SL Triggered ... + * + * @param deal: XDeal instance Reference ... + */ + void Finish(const XDeal &deal) + { + // + // Validate Deal ... + // Check Specified Data Registered or not ... + int idx = -1; + bool hasItem = HasItem( + deal.positionId, + idx // + ); + if (!hasItem) + { + return; + } + + // + // Update Data Info ... + mData[idx].swap = deal.swap; + mData[idx].endTime = deal.time; + mData[idx].profit = deal.profit; + + // + // Check Deal Reason ... + bool isTP = deal.reason == DEAL_REASON_TP || + (deal.reason == DEAL_REASON_SL && deal.profit > 0); + bool isSL = deal.reason == DEAL_REASON_SL && deal.profit < 0; + + // + // Prepare Specified Message Based on Deal Reason ... + mData[idx].message = + isTP + ? "TP" + : isSL + ? "SL" + : ""; + + // + // Handle Symbol Positions TP or SL Actions ... + if (isTP || isSL) + { + // + // Check Symbol Position Info Model Exists ... + int symbolIDX = -1; + bool hasInfo = HasSymbol( + mData[idx].GetSymbol(), + symbolIDX // + ); + + // + // Try to Update or Add Symbol Position Info ... + X121SMCSymbolPositionInfo info; + if (!hasInfo) + { + // + // Add New One ... + info.symbol = mData[idx].GetSymbol(); + } + else + { + // + // Update Exists ... + info = mSymbolInfos[symbolIDX]; + + // + // Remove Exists ... + ArrayRemove( + mSymbolInfos, + symbolIDX, + 1 // + ); + } + + // + ENUM_POSITION_TYPE xType = IsLong(mData[idx].Type()) + ? POSITION_TYPE_BUY + : POSITION_TYPE_SELL; + + // + // Call Propper TP / SL Handlers on Symbol Position Info Model ... + if (isTP) + { + info.HandleTP(xType); + } + else if (isSL) + { + info.HandleSL(xType); + } + + // + // Add Model to Symbol Positions Collection ... + AddRef( + info, + mSymbolInfos // + ); + + // + // Try to Check Symbol Positions Info Collection for Pause Specified Symbol ... + HandlePauseSymbol(mData[idx].GetSymbol()); + } + + // + // Save Collector Calss Data Model ... + Save(idx); + } + + /** + * Handle Position Execution Finished by Providing some Data ... + * usually used when a Position Force Closed Triggered ... + * + * @param ticket: ULong, Position ticket ... + * @param position: XPosition instance Reference ... + * @param comment: String, Force Closing Comment ... + */ + void Finish( + const ulong ticket, + const XPosition &position, + const string comment // + ) + { + // + // Validate and Check Data Registered or not ... + int idx = -1; + bool hasItem = HasItem( + ticket, + idx // + ); + if (!hasItem) + { + return; + } + + // + // Update Data Info ... + mData[idx].swap = position.swap; + mData[idx].endTime = TimeCurrent(); + mData[idx].profit = position.profit; + + // + mData[idx].message = comment; + + // + // Handle Force Closes as TP/SL for Updating + // Symbol Info Positions ... + bool handleForceClose = true; + if (handleForceClose) + { + // + // Simulate TP/SL based on Closing Profit ... + bool isTP = position.profit > 0; + bool isSL = position.profit <= 0; + + // + if (isTP || isSL) + { + // + // Check Symbol Position Info Model Exists ... + int symbolIDX = -1; + bool hasInfo = HasSymbol( + mData[idx].GetSymbol(), + symbolIDX // + ); + + // + // Try to Update or Add Symbol Position Info ... + X121SMCSymbolPositionInfo info; + if (!hasInfo) + { + // + // Add New One ... + info.symbol = mData[idx].GetSymbol(); + } + else + { + // + // Update Exists ... + info = mSymbolInfos[symbolIDX]; + + // + // Remove Exists ... + ArrayRemove( + mSymbolInfos, + symbolIDX, + 1 // + ); + } + + // + ENUM_POSITION_TYPE xType = IsLong(mData[idx].Type()) + ? POSITION_TYPE_BUY + : POSITION_TYPE_SELL; + + // + // Call Propper TP / SL Handlers on Symbol Position Info Model ... + if (isTP) + { + info.HandleTP(xType); + } + else if (isSL) + { + info.HandleSL(xType); + } + + // + // Add Model to Symbol Positions Collection ... + AddRef( + info, + mSymbolInfos // + ); + + // + // Try to Check Symbol Positions Info Collection for Pause Specified Symbol ... + HandlePauseSymbol(mData[idx].GetSymbol()); + } + + // + // Save Collector Calss Data Model ... + Save(idx); + } + } + + /** + * Update New Open Positions Data on Collection ... + */ + void HandleNewPosition() + { + // + // Retrieve Last Open Position ... + ulong lastOpenPositionTicket = mTrader.GetLastOpenPositionTicket(); + if (lastOpenPositionTicket == 0) + { + return; + } + + // + XPosition position; + bool hasPosition = mTrader.GetPosition( + lastOpenPositionTicket, + position // + ); + if (!hasPosition) + { + return; + } + + // + // Calculate Position Commission ... + double commission = mTrader.GetPositionCommission(position.ticket); + position.commission = commission; + + // + // Apply Updates on Data Collection ... + int idx = -1; + bool hasItem = HasItemByPosition( + position, + idx // + ); + if (!hasItem) + { + return; + } + + // + mData[idx].UpdatePosition(position); + } + + // + // Symbol Position Info Actions ... + + /** + * Retrieve Specified Symbols Info ... + * + * @param symbol: String ... + * @param info: X121SMCSymbolPositionInfo instance ... + * + * @return ( bool ) + */ + bool GetSymbolInfo( + string symbol, + X121SMCSymbolPositionInfo &info // + ) + { + // + bool result = false; + + // + info.Clean(); + + // + int symbolIDX = -1; + result = HasSymbol( + symbol, + symbolIDX // + ); + if (!result) + { + return result; + } + + // + info = mSymbolInfos[symbolIDX]; + + // + return result; + } + + /** + * Pause Specified Symbol Trading ... + * + * @param symbol: String ... + */ + void HandlePauseSymbol(string symbol) + { + // + if (!IsValid(symbol)) + { + return; + } + + // + int idx = -1; + bool hasItem = HasSymbol( + symbol, + idx // + ); + if (!hasItem) + { + return; + } + + // + int maxAllowedSLToPause = MaxAllowedSLToPauseSignallingPerSymbol(); + int pauseDelay = PauseSignallingAfterReachesMaxAllowedSLInSecconds(); + if (maxAllowedSLToPause <= 0 || pauseDelay <= 0) + { + return; + } + + // + bool canPauseSymbol = + mSymbolInfos[idx].IsEnable() && + mSymbolInfos[idx].countedSLs >= maxAllowedSLToPause; + if (!canPauseSymbol) + { + return; + } + + // + mSymbolInfos[idx].Pause(pauseDelay); + + // + string message = "Pause (" + symbol + ") until: (" + ToString(mSymbolInfos[idx].enableAt) + ") ..."; + Alert(message); + + // + } + + /** + * Reset Specified Symbol Info ... + * + * @param symbol: String ... + */ + void ResetSymbolInfo(string symbol) + { + // + if (!IsValid(symbol)) + { + return; + } + + // + int symbolIDX = -1; + bool hasSymbol = HasSymbol( + symbol, + symbolIDX // + ); + if (!hasSymbol) + { + return; + } + + // + mSymbolInfos[symbolIDX].Reset(); + + // + string message = "Reset " + symbol + ", Pause State ..."; + Alert(message); + } + + /** + * Reset All Paused Symbols ... + */ + void ResumePausedSymbols() + { + // + int count = ArraySize(mSymbolInfos); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + mSymbolInfos[i].Reset(); + } + + // + string message = "Force Resume Paused Symbols ..."; + Alert(message); + } + + // + // Signal Execution Actions ... + + /** + * Validate Signal For Execution ... + * + * @param signal: XSignal instance Reference ... + * @param state: ENUM_X_SIGNAL_EXECUTION_RESULT Reference for olding Signal Execution Result Reason ... + * + * @return ( bool ) + */ + bool CanExecute( + XSignal &signal, + ENUM_X_SIGNAL_EXECUTION_RESULT &state // Execution State + ) + { + // + bool result = false; + + // + state = X_SIGNAL_EXECUTION_UNKNOWN; + + // + // Validate Signal ... + result = signal.IsValid(); + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS; + return result; + } + + // + int symbolIDX = -1; + bool hasSymbolInfo = HasSymbol( + signal.symbol, + symbolIDX // + ); + + // + // Check rading Not Paused ... + result = + !hasSymbolInfo || + mSymbolInfos[symbolIDX].IsEnable(); + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED; + return result; + } + + // + bool isLong = IsLong(signal.type); + + // + // Chekc Signalling Enable or not ... + result = + isLong + ? mAllowLong + : mAllowShort; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED; + return result; + } + + // + // Check Signal is Support or not ... + bool isSupport = IsSupport(signal.comment); + result = !isSupport; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED; + return result; + } + + // + ENUM_X_POSITION_TYPES pType = ToPositionType(signal.type); + double requiredProfitForAcceptNext = LastPositionProfitForAcceptNextInPoint(); + + // + // Implement Same Signal Conditions ... + XPosition smaeSymbolPositions[]; + int sameSymbolPositionsCount = mTrader.GetPositions( + smaeSymbolPositions, + signal.symbol, + signal.provider, + signal.period, + pType, + true, // Filter By Magic ... + true // Force Clean ... + ); + XPosition youngestSame; + int youngestSameAge = GetYoungest( + youngestSame, + smaeSymbolPositions // + ); + + // + double youngestSameProfitInPoint = youngestSame.GetProfitInPoint(); + + // + result = + sameSymbolPositionsCount == 0 || + (sameSymbolPositionsCount <= 0 + ? true + : requiredProfitForAcceptNext <= 0 + ? true + : youngestSameAge >= 0 && + youngestSameProfitInPoint >= requiredProfitForAcceptNext); + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_PREV_PROFIT_ERROR; + return result; + } + + // + // Retrieve Longs and Shorts ... + XPosition longs[]; + XPosition shorts[]; + bool useMaxAllowedPositionsPerSymbol = UseMaxAllowedSignalsPerSymbol(); + + // + // Retrieve Positions ... + if (useMaxAllowedPositionsPerSymbol) + { + // + mTrader.GetPositions( + longs, + shorts, + signal.symbol, + signal.provider // + ); + } + else + { + // + mTrader.GetPositions( + longs, + shorts, + NULL, // All Symbols ... + signal.provider // + ); + } + + // + // Counting ... + int longsCount = ArraySize(longs); + int shortsCount = ArraySize(shorts); + + // + int maxAllowedLongs = MaxAllowedLongs(); + int maxAllowedShorts = MaxAllowedShorts(); + + // + // Check Max Allowed Positions ... + if (maxAllowedLongs > 0 || + maxAllowedShorts > 0) + { + // + if (isLong && maxAllowedLongs > 0 && longsCount > 0) + { + result = longsCount < maxAllowedLongs; + } + else if (!isLong && maxAllowedShorts > 0 && shortsCount > 0) + { + result = shortsCount < maxAllowedShorts; + } + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED; + return result; + } + } + + // + // Check Delays Bar if Provided ... + int delaysBarBetweenTwoSignal = DelaysBetweenTwoSignalsInBar(); + if (delaysBarBetweenTwoSignal > 0) + { + // + // Try To Detect Youngest Position ... + int youngestAge = 0; + XPosition youngestPosition; + + // + // Long Positions when there are Longs ... + if (isLong && longsCount > 0) + { + // + youngestAge = GetYoungest( + youngestPosition, + longs // + ); + } + // + // Short Positions when there are Shorts ... + else if (!isLong && shortsCount > 0) + { + // + youngestAge = GetYoungest( + youngestPosition, + shorts // + ); + } + + // + // Check Delays When Youngest Position Exists ... + if (youngestAge > 0 && youngestPosition.IsValid()) + { + // + result = youngestAge >= delaysBarBetweenTwoSignal; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_DELAY_NOT_PASSED; + return result; + } + } + + // + // Check Delays When Youngest Position is not Exists ... + if (!youngestPosition.IsValid()) + { + // + // Try to Detect Last Issued Signal in Model Collections ... + int symbolIDX = FindLastExecutedSignalItem(signal); + if (IsValidIndex(symbolIDX)) + { + // + // Calculate Requirements ... + datetime cTime = TimeCurrent(); + int signalPeriodSeconds = PeriodSeconds(signal.period); + datetime lastExecutedTime = mLastExecutedSignals[symbolIDX].time; + datetime passedTime = ((datetime)lastExecutedTime + + ((delaysBarBetweenTwoSignal * signalPeriodSeconds))); + + // + // Check Conditions ... + result = cTime >= passedTime; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_DELAY_NOT_PASSED; + return result; + } + } + } + } + + // + // Check Max Drawdown Percent for Open Trades ... + double maxAllowedDrawdownPercent = MaxAllowedDrawdownToOpenTrades(); + if (maxAllowedDrawdownPercent > 0) + { + // + // Calculate and Update Drawdown Percent ... + double cdPercent = CalculateMaxDrawdownPercent(); + + // + result = cdPercent < maxAllowedDrawdownPercent; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_NO_EQUITY; + return result; + } + } + + // + // Check Spread ... + double spread = GetSpread(signal.symbol); + double maxAllowedSpread = MaxAllowedSpread(); + if (maxAllowedSpread > 0) + { + // + result = spread <= maxAllowedSpread; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_SPREAD; + return result; + } + } + + // + return result; + } + + /** + * Execute Specific Signal using Trade Handler ... + * + * @param signal: XSignal instance Reference ... + * @param state: ENUM_X_SIGNAL_EXECUTION_RESULT Reference for olding Signal Execution Result Reason ... + * @param ignorePolicies: Boolean ... + * + * @return ( bool ) + */ + bool ExecuteSignal( + XSignal &signal, // Signal for Execution + ENUM_X_SIGNAL_EXECUTION_RESULT &state, // Execution State + bool ignorePolicies = false // Ignore Execution Policies + ) + { + // + bool result = false; + + // + // Check Signal Validation ... + result = signal.IsValid(); + if (!result) + { + return result; + } + + // + // Check Policies ... + if (!ignorePolicies) + { + // + // Filter Signals if Necessary ... + result = CanExecute( + signal, + state // + ); + if (!result) + { + // + AlertSignalExecutionFailed( + signal, + state // + ); + + // + return result; + } + } + + // + // Apply Additional Volume to Signal if Provided ... + double additionalVolume = AdditionalVolume(); + if (additionalVolume > 0) + { + signal.volume += mAdditionalVolume; + } + + // + // Execute Signal ... + result = mTrader.ExecuteSignal( + signal, + state // + ); + if (result) + { + // + // Add XTradeHandler Data ... + Add(signal); + + // + // Handle Last Executed Signal ... + HandleSignalExecuted(signal); + + // + // Alert Executed Signal ... + string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") + + " Signal Provided by: " + signal.provider + + (signal.pushers > 1 ? " Pushers: " + ToString(signal.pushers) : "") + + " on: " + signal.symbol + + " in: " + ToString(signal.period) + + " Executed Successfully ..."; + Alert(msg); + } + + // + if (!result) + { + // + AlertSignalExecutionFailed( + signal, + state // + ); + } + + // + return result; + } + + /** + * Execute Specific Signal using Trade Handler ... + * + * @param signal: XSignal instance Reference ... + * @param state: ENUM_X_SIGNAL_EXECUTION_RESULT Reference for olding Signal Execution Result Reason ... + * @param ignorePolicies: Boolean ... + * + * @return ( bool ) + */ + bool ExecuteSignal( + XSignal &signal, // Signal for Execution + X121SMCStrategyConditions &conditions, // Signal Conditions + ENUM_X_SIGNAL_EXECUTION_RESULT &state, // Execution State + bool ignorePolicies = false // Ignore Execution Policies + ) + { + // + bool result = false; + + // + // Check Signal Validation ... + result = signal.IsValid() && + conditions.IsValid(); + if (!result) + { + return result; + } + + // + // Check Policies ... + if (!ignorePolicies) + { + // + // Filter Signals if Necessary ... + result = CanExecute( + signal, + state // + ); + if (!result) + { + // + AlertSignalExecutionFailed( + signal, + state // + ); + + // + return result; + } + } + + // + // Apply Additional Volume to Signal if Provided ... + double additionalVolume = AdditionalVolume(); + if (additionalVolume > 0) + { + signal.volume += mAdditionalVolume; + } + + // + // Execute Signal ... + result = mTrader.ExecuteSignal( + signal, + state // + ); + if (result) + { + // + // Add XTradeHandler Data ... + Add(signal); + + // + // Handle Last Executed Signal ... + HandleSignalExecuted(signal); + + // + // Alert Executed Signal ... + string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") + + " Signal Provided by: " + signal.provider + + (signal.pushers > 1 ? " Pushers: " + ToString(signal.pushers) : "") + + " on: " + signal.symbol + + " in: " + ToString(signal.period) + + " Executed Successfully ..."; + Alert(msg); + } + + // + if (!result) + { + // + AlertSignalExecutionFailed( + signal, + state // + ); + } + + // + return result; + } + + /** + * Force Close Specified Positions ... + * + * @param symbol: String ... + * @param provider: String ... + * @param period: ENUM_TIMEFRAMES member ... + * @param type: ENUM_X_POSITION_TYPES member ... + * + * @return ( bool ) + */ + bool ForceClose( + string symbol = NULL, + string provider = NULL, + ENUM_TIMEFRAMES period = NULL, + ENUM_X_POSITION_TYPES type = NULL // + ) + { + // + bool result = false; + + // + XPosition positions[]; + int count = mTrader.GetPositions( + positions, + symbol, + provider, + period, + type // + ); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + datetime cTime = TimeCurrent(); + + // + string comment = "Force Close (" + ToString(count) + ") Positions At: " + ToFormatString(cTime) + "..."; + int closedPositionsCount = mTrader.Close( + positions, + comment // + ); + result = IsValidSize(closedPositionsCount); + if (result) + { + // + // Finish Positions and Clear Data ... + for (int i = 0; i < ArraySize(positions); i++) + { + // + XPosition iPosition = positions[i]; + Finish( + iPosition.ticket, + iPosition, + comment // + ); + } + + // + ResetProtections(); + + // + string message = "Force Close (" + ToString(count) + ") Positions At: " + + ToFormatString(cTime) + " Successfully ..."; + Alert(message); + } + + // + return result; + } + + /** + * Force Close Positions ... + * + * @return ( bool ) + */ + bool ForceClose( + XPosition &positions[], + string comment, + string notificationMessage // + ) + { + // + bool result = false; + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + int closedPositionsCount = mTrader.Close( + positions, + comment // + ); + result = IsValidSize(closedPositionsCount); + if (result) + { + // + // Finish Positions and Clear Data ... + for (int i = 0; i < ArraySize(positions); i++) + { + // + XPosition iPosition = positions[i]; + Finish( + iPosition.ticket, + iPosition, + comment // + ); + } + + // + ResetProtections(); + + // + if (IsValid(notificationMessage)) + { + Alert(notificationMessage); + } + } + + // + return result; + + // + return result; + } + + // + // Timing Actions ... + + /** + * Update Currently Open Positions Info on Data Collection ... + */ + void UpdateData() + { + // + // Retrieve Positions ... + XPosition positions[]; + int count = mTrader.GetPositions(positions); + if (!IsValidSize(count)) + { + return; + } + + // + // Loop Through Positions ... + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + + // + // Check Position Registered as Data or not ... + int idx = -1; + bool isExists = HasItem( + iPosition.ticket, + idx // + ); + if (isExists) + { + // + // Update Position Data ... + mData[idx].Update(iPosition); + } + } + } + + /** + * Handle Positiona Protections + */ + void HandleProtection() + { + // + string prefix = "Protector: "; + + // + // Implement Protection Senario Here ... + int count = Count(); + if (!IsValidSize(count)) + { + // + currentDrawdown = 0; + return; + } + + // + // Calculate Max Same Time Trades ... + maxSameTimeTrades = + maxSameTimeTrades == 0 || + maxSameTimeTrades < count + ? count + : maxSameTimeTrades; + + // + double bepSummary = 0; + double volumeSummary = 0; + double profitSummary = 0; + XPosition positions[]; + bool isProtected = false; + + // + // Loop through Open Positions ... + for (int i = 0; i < count; i++) + { + // + X121SMCTradeData iData = mData[i]; + + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iData.ticket, + iPosition // + ); + if (!hasPosition) + { + continue; + } + AddRef( + iPosition, + positions // + ); + + // + // Calculate Break Even Point ... + double entry = iPosition.entry; + double points = iData.Points(); + double volume = iPosition.volume; + bool isLong = IsLong(iData.Type()); + double spread = GetSpread(iData.GetSymbol()); + double bep = iData.CalculateBreakEvenPoint(); + double exitPrice = GetExit( + iPosition.symbol, + iPosition.type // + ); + + // + double tps[]; + int reachedTPIndex = -1; + double reachedTPPrice = 0; + double reachedTPLevel = -1; + int tpLevelsCount = iPosition.CalculateTPLevels(tps); + iPosition.CalculateReahedTP( + reachedTPLevel, + reachedTPPrice // + ); + if (reachedTPLevel > 0) + { + // + reachedTPIndex = FindIndex( + reachedTPPrice, + tps // + ); + } + + // + bepSummary += bep; + volumeSummary += volume; + profitSummary += iPosition.profit; + + // + // All Protections Done for InProfit Positions ... + if (iData.profit > 0) + { + // + // Check Break Even ... + bool canRFOnBEP = iData.CanRiskFreeOnBreakEvenPoint(); + if (canRFOnBEP && reachedTPLevel > 0) + { + // + double tpLevel = iData.TPLevelForBreakEven(); + int tpIDX = (int)tpLevel - 1; + double rfTPPrice = tps[tpIDX]; + bool isSLReady = isLong + ? iPosition.sl < rfTPPrice + : iPosition.sl > rfTPPrice; + if (isSLReady && tpLevel == reachedTPLevel - 1) + { + // + double sl = rfTPPrice; + double tp = iPosition.tp; + string comment = "RF on BEP ..."; + bool isModified = mTrader.Modify( + iData.ticket, + sl, + tp, + comment // + ); + if (isModified) + { + // + isProtected = true; + + // + string message = prefix + + ToString(iData.Type()) + + " Position: " + + ToString(iData.ticket) + + " RF On BEP Successfully ..."; + Alert(message); + } + } + } + + // + // Check Partial Close ... + bool canPartialClose = iData.CanPartialClose(); + if (canPartialClose && reachedTPLevel > 0) + { + // + double mainVolume = iData.Volume(); + double currentVolume = iPosition.volume; + double partialCloseOnTP = iData.PartialCloseOnTPLevel(); + double partialCloseVolumeMultiplier = iData.PartialCloseMultiplier(); + double closeVolume = currentVolume * partialCloseVolumeMultiplier; + closeVolume = NormalizeVolume(closeVolume, iPosition.symbol); + canPartialClose = + currentVolume == mainVolume && + reachedTPLevel == partialCloseOnTP; + if (canPartialClose) + { + // + string comment = "PC On TP Level: " + ToString(partialCloseOnTP) + " ..."; + bool isModified = mTrader.ClosePartial( + iData.ticket, + closeVolume, + comment // + ); + if (isModified) + { + // + isProtected = true; + + // + string message = prefix + + ToString(iData.Type()) + + " Position: " + + ToString(iData.ticket) + + " PC (" + ToString(closeVolume) + ") On TP Level: " + + ToString(partialCloseOnTP) + " Successfully ..."; + Alert(message); + + // + // Finish Position ... + if (closeVolume == mainVolume) + { + // + Finish( + iPosition.ticket, + iPosition, + comment // + ); + + // + break; + } + } + } + } + + // + // Check for SL Trail ... + bool canTrailSL = iData.CanTrailSL(); + if (canTrailSL && reachedTPLevel > 0) + { + // + double tSLTPPrice = 0; + + // + double startTrailTPLevel = iData.TrailSLStartOnReachTPLevel(); + if (iData.lastTrailedTPLevel > 0) + { + startTrailTPLevel = iData.lastTrailedTPLevel + 1; + } + + // + canTrailSL = IsValidIndex(reachedTPIndex) && + reachedTPLevel >= startTrailTPLevel; + if (canTrailSL) + { + // + tSLTPPrice = + reachedTPIndex == 0 + ? tps[reachedTPIndex] + : tps[reachedTPIndex - 1]; + + // + canTrailSL = + tSLTPPrice > 0 && + iPosition.sl == 0 + ? (isLong + ? tSLTPPrice > iPosition.entry && + tSLTPPrice < iPosition.price + : tSLTPPrice < iPosition.entry && + tSLTPPrice > iPosition.price) + : (isLong + ? tSLTPPrice > iPosition.sl && + tSLTPPrice > iPosition.entry && + tSLTPPrice < iPosition.price + : tSLTPPrice < iPosition.sl && + tSLTPPrice < iPosition.entry && + tSLTPPrice > iPosition.price); + } + + // + if (canTrailSL) + { + // + string comment = "Trail SL on Reached TP: " + ToString(reachedTPLevel) + " ..."; + double sl = tSLTPPrice; + double tp = iPosition.tp; + bool isModified = mTrader.Modify( + iData.ticket, + sl, + tp, + comment // + ); + if (isModified) + { + // + isProtected = true; + + // + // Update Last Trailed TP Level ... + mData[i].lastTrailedTPLevel = reachedTPLevel; + + // + string message = prefix + + ToString(iData.Type()) + + " Position: " + + ToString(iData.ticket) + + " Trailed SL On Reached TP: " + ToString(reachedTPLevel) + + " Successfully ..."; + Alert(message); + } + } + } + + // + // Handle RF On Target ... + double target = iData.Target(); + double targetDelta = isLong + ? target + (15 * points) + : target - (15 * points); + bool canRF = + target > 0 && + !iData.isTargeted && + (isLong ? target > entry + : target < entry) && + (isLong + ? iPosition.sl < target + : iPosition.sl > target) && + (isLong + ? iPosition.price > targetDelta + : iPosition.price < targetDelta); + if (canRF) + { + // + double sl = target; + double tp = iPosition.tp; + string comment = "RF On Target ..."; + bool isModified = mTrader.Modify( + iData.ticket, + sl, + tp, + comment // + ); + if (isModified) + { + // + isProtected = true; + + // + // Update mData ... + mData[i].isTargeted = true; + + // + string message = prefix + + ToString(iData.Type()) + + " Position: " + + ToString(iData.ticket) + + " RF On Traget: " + ToString(target) + + " Successfully ..."; + Alert(message); + } + } + } + } + + // + // Calculate Max Draw Down ... + maxDrawdown = + profitSummary < 0 && + (maxDrawdown == 0 || + maxDrawdown < profitSummary) + ? profitSummary + : maxDrawdown; + + // + // Calculate Current Drawdown ... + currentDrawdown = + profitSummary < 0 + ? profitSummary + : 0; + + // + // Checking Hedge ... + bool allowHedge = AllowHedging() && + !isProtected; + if (allowHedge) + { + // + double minHedgeVolumeStep = HedgingMinVolumeStep(); + int minRequiredPositionsForHedge = MinOpenTradesFroHedging(); + double minRequiredProfitPerVolumeStepForHedge = HedgeingMinRequiredProfitPerVolumeStep(); + + // + double minRequiredAdditionalProfit = + bepSummary + + ((volumeSummary / minHedgeVolumeStep) * minRequiredProfitPerVolumeStepForHedge); + + // + bool canHedge = AllowHedging() && + profitSummary > 0 && + minHedgeVolumeStep > 0 && + minRequiredProfitPerVolumeStepForHedge > 0 && + profitSummary >= minRequiredAdditionalProfit && + (minRequiredPositionsForHedge <= 0 + ? true + : count >= minRequiredPositionsForHedge); + if (canHedge) + { + // + string comment = "Hedge (" + ToString(ArraySize(positions)) + ") Positions By: " + ToString(profitSummary) + "..."; + int closedPositionsCount = mTrader.Close( + positions, + comment // + ); + if (IsValidSize(closedPositionsCount)) + { + // + // Finish Positions and Clear Data ... + for (int i = 0; i < ArraySize(positions); i++) + { + // + XPosition iPosition = positions[i]; + Finish( + iPosition.ticket, + iPosition, + comment // + ); + } + + // + ResetProtections(); + + // + string message = "Hedge (" + ToString(ArraySize(positions)) + ") Positions By: " + + ToString(profitSummary) + " Successfully ..."; + Alert(message); + } + } + } + } + + // + // Protected ... + protected: + // + XCTrade *mTrader; // Instance of Trader Class + X121SMCTradeCollector *mCollector; // Instance of Trade Collector Class + + // + X121SMCTradeData mData[]; // Hold Trade Data + X121SMCSymbolPositionInfo mSymbolInfos[]; // Symbol Positions Info + XSymbolLastPosition mLastExecutedSignals[]; // Last Executed Signals + + // + void AlertSignalExecutionFailed( + XSignal &signal, + ENUM_X_SIGNAL_EXECUTION_RESULT state // + ) + { + // + // Alert Signal Execution Failed ... + string msg = "Failed To Execute " + + (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") + + " Signal Provided by: " + signal.provider + + (signal.pushers > 1 ? " Pushers: " + ToString(signal.pushers) : "") + + " on: " + signal.symbol + + " in: " + ToString(signal.period) + + " due Reason: " + ToString(state) + " ..."; + Alert(msg); + } + + // + // Private ... + private: + // + // Props ... + + // + // Read Only ... + int maxSameTimeTrades; // Holds Max Same Time Trades + double maxDrawdown; // Max Drawdown + double currentDrawdown; // Current Drawdown + double drawdownPercent; // Drawdown Percent + double staticBalanceForCalculateDrawdown; // Static Balance for Max Drawdown Calculation + + // + bool mSaveSignals; // Save Signals + bool mSaveTrades; // Save Trades + bool mSaveConditions; // Save SL Conditions + + // + // Signalling Props ... + bool mAllowLong; // Allow Long Signals ... + bool mAllowShort; // Allow Short Signals ... + int mMaxAllowedLongs; // Max Allowed Long Signals ... + int mMaxAllowedShorts; // Max Allowed Short Signals ... + bool mUseMaxAllowedSignalsPerSymbol; // Use Max Allowed Signal Types Per Symbol ... + double mLastPositionProfitForAcceptNextInPoint; // Last Position Profit In Points for Accept new Signal ... + int mDelaysBetweenTwoSignalsInBar; // Delay between two Signals in Bars ... + double mMaxAllowedSpread; // Max Allowed Spread for Signalling ... + double mAdditionalVolume; // Volume Additional ... + + // + // Risk Management Props ... + double mMaxAllowedDrawdownToOpenTrades; // Max Allowed Drawdown for Open Trades ... + int mMaxAllowedSLToPauseSignallingPerSymbol; // Max Allowed SL for Pause Signalling Per Symbol ... + int mPauseSignallingAfterReachesMaxAllowedSLInSecconds; // Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + + // + // Protection Props ... + bool mAllowHedging; // Allow Hedge Positions ... + int mMinOpenTradesFroHedging; // Minimum Open Positions for Hedging ... + double mHedgingMinVolumeStep; // Minimum Volume Step for Hedging ... + double mHedgeingMinRequiredProfitPerVolumeStep; // Minimum Required Profit Per Volume Step for Hedging ... + + // + // Common Functions ... + + // + // Count Data ... + int Count() + { + return ArraySize(mData); + } + + // + // Add Item ... + bool Add(X121SMCTradeData &item) + { + // + bool result = false; + + // + result = item.IsValid(); + if (!result) + { + return result; + } + + // + int index = -1; + if (item.ticket > 0) + { + // + result = !HasItem( + item.ticket, + index // + ); + } + else + { + // + result = !HasItem( + item.signal, + index // + ); + } + if (!result || IsValidIndex(index)) + { + // + result = false; + return result; + } + + // + AddRef( + item, + mData // + ); + + // + return result; + } + + // + // Find Item Index ... + bool HasItem( + ulong ticket, + int &index // + ) + { + // + bool result = false; + + // + index = -1; + + // + int count = Count(); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + result = mData[i].IsOwn(ticket); + if (result) + { + // + index = i; + break; + } + } + + // + return result; + } + + // + bool HasItem( + XSignal &signal, + int &index // + ) + { + // + bool result = false; + + // + index = -1; + + // + int count = Count(); + result = signal.IsValid() && + IsValidSize(count); + if (!result) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + bool isOwn = mData[i].IsOwn(signal); + if (isOwn) + { + // + index = i; + break; + } + } + + // + result = IsValidIndex(index); + + // + return result; + } + + // + bool HasItem( + XPosition &position, + int &index // + ) + { + // + bool result = false; + + // + index = -1; + + // + int count = Count(); + result = position.IsValid() && + IsValidSize(count); + if (!result) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + bool isOwn = mData[i].IsOwn(position); + if (isOwn) + { + // + index = i; + break; + } + } + + // + result = IsValidIndex(index); + + // + return result; + } + + // + bool HasItemByPosition( + XPosition &position, + int &index // + ) + { + // + bool result = false; + + // + index = -1; + + // + int count = Count(); + result = position.IsValid() && + IsValidSize(count); + if (!result) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + bool isOwn = mData[i].IsOwnPosition(position); + if (isOwn) + { + // + index = i; + break; + } + } + + // + result = IsValidIndex(index); + + // + return result; + } + + /** + * Find Specific Symbo Indo Item index ... + * + * @param symbol: String ... + * @param index: Integer ... + * + * @return ( bool ) + */ + bool HasSymbol( + string symbol, + int &index // + ) + { + // + bool result = false; + + // + index = -1; + + // + result = IsValid(symbol); + if (!result) + { + return result; + } + + // + int count = ArraySize(mSymbolInfos); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + bool isOwn = mSymbolInfos[i] + .IsOwn(symbol); + if (isOwn) + { + // + index = i; + break; + } + } + + // + result = IsValidIndex(index); + + // + return result; + } + + // + void Save(int index) + { + // + int count = Count(); + if (!IsValidIndex(index) || index > count - 1) + { + return; + } + + // + // Save Trade ... + if (mSaveTrades) + { + mCollector.Save(mData[index]); + } + + // + if (mSaveConditions) + { + mCollector.SaveConditions(mData[index]); + } + + // + // Remove Item From List ... + ArrayRemove( + mData, + index, + 1 // + ); + } + + // + void SaveSignal(X121SMCTradeData &item) + { + // + if (!mSaveSignals) + { + return; + } + + // + // Save Signal ... + mCollector.SaveSignal(item); + } + + // + // Find Last Signal Execution ... + int FindLastExecutedSignalItem(XSignal &signal) + { + // + int result = -1; + + // + if (!signal.IsValid()) + { + return result; + } + + // + int count = ArraySize(mLastExecutedSignals); + if (!IsValidSize(count)) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + XSymbolLastPosition iLast = mLastExecutedSignals[i]; + if (iLast.symbol == signal.symbol && + iLast.provider == signal.provider) + { + // + result = i; + break; + } + } + + // + return result; + } + + // + // Handle Last Signal Execution ... + void HandleSignalExecuted(XSignal &signal) + { + // + if (!signal.IsValid()) + { + return; + } + + // + datetime cTime = TimeCurrent(); + int symbolIDX = FindLastExecutedSignalItem(signal); + bool hasItem = IsValidIndex(symbolIDX); + if (hasItem) + { + mLastExecutedSignals[symbolIDX].time = cTime; + } + else + { + // + XSymbolLastPosition item; + + // + item.time = cTime; + item.symbol = signal.symbol; + item.provider = signal.provider; + + // + AddRef( + item, + mLastExecutedSignals // + ); + } + } + + // + double CalculateMaxDrawdownPercent() + { + // + double result = 0; + + // + double mEquity = mTrader.mAccount.GetEquity(); + if (mEquity > currentDrawdown) + { + currentDrawdown = mEquity; + } + + // + if (currentDrawdown >= 0) + { + // + drawdownPercent = 0; + return result; + } + + // + drawdownPercent = (currentDrawdown - mEquity) / + (staticBalanceForCalculateDrawdown > 0 + ? staticBalanceForCalculateDrawdown + : currentDrawdown) * + 100; + drawdownPercent = NormalizeDouble(drawdownPercent, 3); + result = drawdownPercent; + + // + return result; + } + + // + void ResetProtections() + { + // + ResumePausedSymbols(); + Clean(mLastExecutedSignals); + } + + // + // End of XC121SMCTradeHandler Class ... +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/X121SMCEA/Experts/x-121.smc.expert.class.ex5 b/BKPS/14031206/X121SMCEA/Experts/x-121.smc.expert.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..09bbee483f4157f824ff8741f9d4c2c3ba85d5db GIT binary patch literal 19824 zcmdS9Ly#^^&?efpt<$z`+qO=3pSEqhZQHhO+qP}nzTZDLW;cu3PG(eP){|9>Co?Ll z7AdC52I>F=g$e`)^q&9&9sMu+KmPwOIN`t0ozr{3NxTqr=uC^e{~Q0mweFBWK>suT zPeQ{7=SidrD={c%=QpG#tj&%0K(#85VLuBep-RTG%g+gyhkx|lX7)d4MS$#p?14Oh 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zdgkm*ds+lXOYrbtXcqFC3OE%tWac)hP&wOnmds%g+w#hdPb_g!fjy{)Vdi~~wSTtx z<#eyNp$;9k@y-OPydIfi0J4S9|&0uNsxLHukQVwn=w<1S>vsZpk zF(a(?Mp{SrN^PDwwhAyOFk6Ad9J%GN=5MY^(!VNhIL(J~eDwYCXzF;&Na@b!0$-T2 zCA^@f9wpJ25l>^ryyaHJmTwy1h>w!WcN@T{IoE2)b&#A&5%JzimsXlVYwGXWgb(=@DC~7$<+V$rT`Z#`%8&kE@W?#oD?vv8A9GO8J?95SCTGVsu)u=J~{j? zb*E3W%d_b&Sn8xV0sR=H+ue6p{gR7&3 Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedLongs() + { + return mMaxAllowedLongs; + } + + /** + * Set Max Allowed Long Signals ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedLongs(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedLongs = value; + ReConfigure(); + } + + /** + * Get Max Allowed Short Signals ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedShorts() + { + return mMaxAllowedShorts; + } + + /** + * Set Max Allowed Short Signals ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedShorts(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedShorts = value; + ReConfigure(); + } + + /** + * Get Use Max Allowed Signal Types Per Symbol State ... + * + * @return ( bool ) + */ + bool UseMaxAllowedSignalsPerSymbol() + { + return mUseMaxAllowedSignalsPerSymbol; + } + + /** + * Set Use Max Allowed Signal Types Per Symbol State ... + * + * @param value: Boolean ... + */ + void UseMaxAllowedSignalsPerSymbol(bool value) + { + // + mUseMaxAllowedSignalsPerSymbol = false; + ReConfigure(); + } + + /** + * Get Last Position Profit In Points for Accept new Signal ... + * 0 => Accept All ... + * + * @return ( double ) + */ + double LastPositionProfitForAcceptNextInPoint() + { + return mLastPositionProfitForAcceptNextInPoint; + } + + /** + * Set Last Position Profit In Points for Accept new Signal ... + * + * @param value: Double ... + * 0 => Accept All ... + */ + void LastPositionProfitForAcceptNextInPoint(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mLastPositionProfitForAcceptNextInPoint = value; + ReConfigure(); + } + + /** + * Get Delay between two Signals in Bars ... + * 0 => Accept All ... + * + * @return ( int ) + */ + int DelaysBetweenTwoSignalsInBar() + { + return mDelaysBetweenTwoSignalsInBar; + } + + /** + * Set Delay between two Signals in Bars ... + * + * @param value: Integer ... + * 0 => Accept All ... + */ + void DelaysBetweenTwoSignalsInBar(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mDelaysBetweenTwoSignalsInBar = value; + ReConfigure(); + } + + /** + * Get Max Allowed Spread for Signalling ... + * 0 => Accept All ... + * + * @return ( double ) + */ + double MaxAllowedSpread() + { + return mMaxAllowedSpread; + } + + /** + * Set Max Allowed Spread for Signalling ... + * + * @param value: Double ... + * 0 => Accept All ... + */ + void MaxAllowedSpread(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSpread = value; + ReConfigure(); + } + + /** + * Get Minimum Spread Verification for Signalling ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int MinRequiredVerificationForSpreadPass() + { + return mMinRequiredVerificationForSpreadPass; + } + + /** + * Set Minimum Spread Verification for Signalling ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void MinRequiredVerificationForSpreadPass(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMinRequiredVerificationForSpreadPass = value; + ReConfigure(); + } + + // + // Trade ... + + /** + * Get Allow Open Trade On Signals State ... + * + * @return ( bool ) + */ + bool AllowTrade() + { + return mAllowTrade; + } + + /** + * Set Allow Open Trade On Signals State ... + * + * @param value: Boolean ... + */ + void AllowTrade(bool value) + { + mAllowTrade = value; + } + + /** + * Get Enable Trade on Signals on Time ... + * + * @return ( string ) + */ + string StartTradeAt() + { + return mStartTradeAt; + } + + /** + * Set Enable Trade on Signals on Time ... + * + * @param value: String ... + */ + void StartTradeAt(string value) + { + mStartTradeAt = value; + } + + /** + * Get Enable Trade on Signals on Time ... + * + * @return ( string ) + */ + string StopTradeAt() + { + return mStopTradeAt; + } + + /** + * Set Enable Trade on Signals on Time ... + * + * @param value: String ... + */ + void StopTradeAt(string value) + { + mStopTradeAt = value; + } + + /** + * Get Enable Close All Trades on Signals on Time ... + * + * @return ( string ) + */ + string CloseAllTradesAt() + { + return mCloseAllTradesAt; + } + + /** + * Set Enable Close All Trades on Signals on Time ... + * + * @param value: String ... + */ + void CloseAllTradesAt(string value) + { + mCloseAllTradesAt = value; + } + + // + // Risk Management Props ... + + /** + * Get Risk to Reward Ratio ... + * + * @return ( double ) + */ + double R2R() + { + return mR2R; + } + + /** + * Set Risk to Reward Ratio ... + * + * @param value: Double ... + */ + void R2R(double value) + { + // + if (value < 1) + { + value = 1; + } + + // + mR2R = value; + ReConfigure(); + } + + /** + * Get Static Volume ... + * + * @return ( double ) + */ + double Volume() + { + return mVolume; + } + + /** + * Set Static Volume ... + * + * @param value: Double ... + */ + void Volume(double value) + { + // + if (value < 0.01) + { + value = 0.01; + } + + // + mVolume = value; + ReConfigure(); + } + + /** + * Get Static Balance for Calculate Trade Volume ... + * + * @return ( double ) + */ + double StaticBalance() + { + return mStaticBalance; + } + + /** + * Set Static Balance for Calculate Trade Volume ... + * + * @param value: Argument 1 + */ + void StaticBalance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mStaticBalance = value; + } + + /** + * Get Balance Used In Each Trade ... + * + * @return ( double ) + */ + double BalancePerTrade() + { + return mBalancePerTrade; + } + + /** + * Set Balance Used In Each Trade ... + * + * @param value: Argument 1 + */ + void BalancePerTrade(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mBalancePerTrade = value; + } + + /** + * Get Risk Percent Per Balance in Each Trade ... + * + * @return ( double ) + */ + double RiskPercentPerBalance() + { + return mRiskPercentPerBalance; + } + + /** + * Set Risk Percent Per Balance in Each Trade ... + * + * @param value: Double + */ + void RiskPercentPerBalance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mRiskPercentPerBalance = value; + ReConfigure(); + } + + /** + * Get Dynamic Risk Management State ... + * + * @return ( bool ) + */ + bool DynamicRiskManagement() + { + return mDynamicRiskManagement; + } + + /** + * Set Dynamic Risk Management State ... + * + * @param value: Boolean ... + */ + void DynamicRiskManagement(bool value) + { + // + mDynamicRiskManagement = value; + ReConfigure(); + } + + /** + * Get Use Dynamic Volume State ... + * + * @return ( bool ) + */ + bool UseDynamicVolume() + { + return mUseDynamicVolume; + } + + /** + * Set Use Dynamic Volume State ... + * + * @param value: Boolean ... + */ + void UseDynamicVolume(bool value) + { + // + mUseDynamicVolume = value; + ReConfigure(); + } + + /** + * Get Increase Volume Step ... + * + * @return ( double ) + */ + double DynamicVolumeStep() + { + return mDynamicVolumeStep; + } + + /** + * Set Increase Volume Step ... + * + * @param value: Double ... + */ + void DynamicVolumeStep(double value) + { + // + if (value < 0.01) + { + value = 0.01; + } + + // + mDynamicVolumeStep = value; + ReConfigure(); + } + + /** + * Get Balance Factor for Generate Dynamic Volume ... + * + * @return ( double ) + */ + double DynamicVolumeBalanceFactor() + { + return mDynamicVolumeBalanceFactor; + } + + /** + * Set Balance Factor for Generate Dynamic Volume ... + * + * @param value: Double ... + */ + void DynamicVolumeBalanceFactor(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mDynamicVolumeBalanceFactor = value; + ReConfigure(); + } + + /** + * Get Max Allowed Drawdown Percent for Open Trades ... + * 0 => Ignore ... + * min => 0 ... + * max => 100 ... + * + * @return ( double ) + */ + double MaxAllowedDrawdownToOpenTrades() + { + return mMaxAllowedDrawdownToOpenTrades; + } + + /** + * Set Max Allowed Drawdown Percent for Open Trades ... + * + * @param value: Double ... + * 0 => Ignore ... + * min => 0 ... + * max => 100 ... + */ + void MaxAllowedDrawdownToOpenTrades(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + if (value > 50) + { + value = 50; + } + + // + mMaxAllowedDrawdownToOpenTrades = value; + ReConfigure(); + } + + /** + * Get Max Allowed SL for Pause Signalling Per Symbol ... + * 0 => Unlimited ... + * + * @return ( int ) + */ + int MaxAllowedSLToPauseSignallingPerSymbol() + { + return mMaxAllowedSLToPauseSignallingPerSymbol; + } + + /** + * Set Max Allowed SL for Pause Signalling Per Symbol ... + * + * @param value: Integer ... + * 0 => Unlimited ... + */ + void MaxAllowedSLToPauseSignallingPerSymbol(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSLToPauseSignallingPerSymbol = value; + ReConfigure(); + } + + /** + * Get Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int PauseSignallingAfterReachesMaxAllowedSLInSecconds() + { + return mPauseSignallingAfterReachesMaxAllowedSLInSecconds; + } + + /** + * Set Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void PauseSignallingAfterReachesMaxAllowedSLInSecconds(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mPauseSignallingAfterReachesMaxAllowedSLInSecconds = value; + ReConfigure(); + } + + // + // Protection Props ... + + /** + * Get Allow Hedge Positions State ... + * + * @return ( bool ) + */ + bool AllowHedging() + { + return mAllowHedging; + } + + /** + * Set Allow Hedge Positions State ... + * + * @param value: Boolean ... + */ + void AllowHedging(bool value) + { + // + mAllowHedging = value; + ReConfigure(); + } + + /** + * Get Minimum Open Positions for Hedging ... + * 0 => Ignore ... + * + * @return ( int ) + */ + int MinOpenTradesFroHedging() + { + return mMinOpenTradesFroHedging; + } + + /** + * Set Minimum Open Positions for Hedging ... + * + * @param value: Integer ... + * 0 => Ignore ... + */ + void MinOpenTradesFroHedging(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMinOpenTradesFroHedging = value; + ReConfigure(); + } + + /** + * Get Minimum Volume Step for Hedging ... + * 0 => Ignore ... + * + * @return ( double ) + */ + double HedgingMinVolumeStep() + { + return mHedgingMinVolumeStep; + } + + /** + * Set Minimum Volume Step for Hedging ... + * + * @param value: Double ... + * 0 => Ignore ... + */ + void HedgingMinVolumeStep(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + if (value > 0 && value < 0.01) + { + value = 0.01; + } + + // + if (value > 0 && value > 0.1) + { + value = 0.1; + } + + // + mHedgingMinVolumeStep = value; + ReConfigure(); + } + + /** + * Get Minimum Required Profit Per Volume Step for Hedging ... + * 0 => Ignore ... + * + * @return ( double ) + */ + double HedgeingMinRequiredProfitPerVolumeStep() + { + return mHedgeingMinRequiredProfitPerVolumeStep; + } + + /** + * Set Minimum Required Profit Per Volume Step for Hedging ... + * + * @param value: Double ... + * 0 => Ignore ... + */ + void HedgeingMinRequiredProfitPerVolumeStep(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mHedgeingMinRequiredProfitPerVolumeStep = value; + ReConfigure(); + } + + // + // Actions ... + + /** + * Handle OnSignalRecieved Event ... + * + * @param signal: XSignal instance ... + * @param conditions: X121SMCStrategyConditions instance ... + */ + void HandleOnSignalRecieved( + XSignal &signal, + X121SMCStrategyConditions &conditions // + ) + { + // + // Check Signal and Conditions Validations ... + + // + if (!signal.IsValid()) + { + return; + } + + // + if (!conditions.IsValid()) + { + return; + } + + // + bool isLong = IsLong(signal.type); + + // + // Notify When a Raw (Unfiltered) Signal Recieved + // if it's Provided ... + bool mAlertRawSignals = false; + if (mAlertRawSignals) + { + // + string msg = "Raw " + (IsLong(signal.type) ? "Long" : "Short") + + " Signal Recieved: (" + signal.provider + "," + + signal.symbol + "," + + ToString(signal.period) + + ") ..."; + + // + Alert(msg); + } + + // + // Apply Volume On Signal ... + ApplyVolumeOnSignal(signal); + + // + // Chekc Signalling Enable or not ... + bool canContinue = + isLong + ? AllowLong() + : AllowShort(); + if (!canContinue) + { + return; + } + + // + // TODO: Apply Filtering On Signal ... + bool isFiltered = false; + if (isFiltered) + { + // + mTradeHandler.Remove(signal); + return; + } + + // + // Attach Conditions Summary to Signal ... + string conditionsSummary = conditions.GenerateSummary( + false, + false, + true, + false // + ); + + // + // TODO: Retrieve Conditions Summary based on Filter ... + signal.conditions = conditionsSummary; + + // + datetime currentTime = TimeCurrent(); + + // + // Chack Allow Trades ... + bool allowTrade = AllowTrade(); + if (allowTrade) + { + // + string startTime = StartTradeAt(); + string endTime = StopTradeAt(); + bool isTimePassed = IsTimeInRange( + TimeCurrent(), + startTime, + endTime // + ); + + // + if (isTimePassed) + { + // + // Execute Signal Using Trade Handler ... + ENUM_X_SIGNAL_EXECUTION_RESULT state; + bool isExecuted = mTradeHandler.ExecuteSignal( + signal, + conditions, + state, + false // ignore Policies ... + ); + } + else + { + // + string msg = "Failed To Execute " + + (IsLong(signal.type) + ? "Long" + : "Short") + + " Signal Recieved: (" + + signal.provider + "," + + signal.symbol + "," + + ToString(signal.period) + + ") due Trading offTime ..."; + + // + Alert(msg); + } + } + else + { + // + // Only Alert Signals ... + string msg = (IsLong(signal.type) + ? "Long" + : "Short") + + " Signal Recieved: (" + + signal.provider + "," + + signal.symbol + "," + + ToString(signal.period) + + ") ..."; + + // + Alert(msg); + } + + // + signal.Clean(); + conditions.Clean(); + } + + // + // Override Actions ... + + /** + * Apply Default Configurations ... + */ + void DefaultConfigure() override + { + // + // Commons ... + Slippage(10); + TagPrefix(""); + MagicNumber(1694056); + + // + // Symbol ... + SetSymbol(_Symbol); + SetPeriod(_Period); + MultiSymbol(false); + Symbols("EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb"); + + // + // Signalling ... + Disabled(false); + AllowLong(true); + AllowShort(true); + + // + string tag = GetTag(); + + // + // Alert ... + SetAlertPrefix(tag); + SetAlertLogAlerts(true); + SetAlertPushAlerts(true); + SetAlertMailAlerts(false); + SetAlertEnableAlerts(true); + SetAlertTerminalAlerts(false); + + // + // Reports ... + ReportNewDays(true); + ReportNewWeeks(false); + ReportNewHours(false); + ReportNewMonths(false); + + // + R2R(1); + + // + // Volume Default Configurations ... + Volume(0.01); + UseDynamicVolume(false); + DynamicVolumeStep(0.01); + DynamicVolumeBalanceFactor(200); + + // + RiskPercentPerBalance(0); + DynamicRiskManagement(false); + } + + /** + * Vaslidate Inputs ... + * + * @return ( bool ) + */ + bool ValidateInputs() override + { + // + bool result = false; + + // + string errMessage = ""; + + // + bool isCommonValid = ( + // + Slippage() > 0 && + MagicNumber() > 0 + // + ); + if (!isCommonValid) + { + // + errMessage += "common configurations error;" + "\n"; + } + + // + // Checking Volume ... + bool isVolumeValid = true; + if (UseDynamicVolume()) + { + // + isVolumeValid = + DynamicVolumeStep() > 0 && + DynamicVolumeBalanceFactor() > 0; + if (!isVolumeValid) + { + errMessage += "Dynamic Volume configurations error;" + "\n"; + } + } + isVolumeValid = isVolumeValid && + Volume() > 0; + if (!isVolumeValid) + { + errMessage += "Static Volume configurations error;" + "\n"; + } + + // + result = + // + // Common ... + isCommonValid && + // + // Volume Coniguration ... + isVolumeValid && + // + // Otere ... + true + // + ; + + // + if (!result) + { + // + // Since here Logger not Initiallized, we Use Raw Print Command ... + errMessage = " Errors: \n" + errMessage; + Alert(errMessage); + } + + // + return result; + } + + // + // Initializers and DeInitializers ... + + /** + * Initial EA Requirements ... + * + * @return ( bool ) + */ + bool InitEA() override + { + // + bool result = true; + + // + // Initialize Indicator Helpers ... + + // + X121XCCInputs xccInputs; + xccInputs.Default(); + xccHelper = new XCX121XCCHelper(); + result = xccHelper.Init( + _Symbol, + _Period, + xccInputs // + ); + if (!result) + { + return result; + } + + // + X121XCTInputs xctInputs; + xctInputs.Default(); + xctHelper = new XCX121XCTHelper(); + result = xctHelper.Init( + _Symbol, + _Period, + xctInputs // + ); + if (!result) + { + return result; + } + + // + // Configure Alerts ... + SetAlertPrefix(GetTag()); + SetAlertEnableAlerts(GetAlertEnableAlerts()); + SetAlertLogAlerts(GetAlertLogAlerts()); + SetAlertMailAlerts(GetAlertMailAlerts()); + SetAlertPushAlerts(GetAlertPushAlerts()); + SetAlertTerminalAlerts(GetAlertTerminalAlerts()); + + // + // Create Trader Instance and Configure it ... + mTrader = new XCTrade( + Slippage(), + MagicNumber() // + ); + mTrader.AddOnStopLossEventHandler(OnPositionSLEventListener); + mTrader.AddOnTakeProfitEventHandler(OnPositionTPEventListener); + mTrader.AddOnDealsChangedEventHandler(OnDealsChangedEventListener); + mTrader.AddOnOrdersChangedEventHandler(OnOrdersChangedEventListener); + mTrader.AddOnModifyPositionEventHandler(OnPositionModifiedEventListener); + mTrader.AddOnPositionsChangedEventHandler(OnPositionsChangedEventListener); + mTrader.AddOnForceClosePositionEventHandler(OnPositionForceCloseEventListener); + mTrader.AddOnPartialClosePositionEventHandler(OnPositionPartialCloseEventListener); + + // + // Initialize Trade Handler ... + mTradeHandler = new XC121SMCTradeHandler(mTrader); + mTradeHandler.SaveTrades(false); + mTradeHandler.SaveSignals(false); + mTradeHandler.SaveConditions(false); + + // + ReConfigureTradeHandler(); + + // + // Parsers ... + XSymbolParser _symbolParser; + + // + // Single Symbol ... + if (!MultiSymbol()) + { + // + // Register Strategy ... + + // + // Create Class Instance ... + XCX121SMCBaseStrategy *iX121SMCStrategy; + iX121SMCStrategy = new XCX121SMCStrategy( + _Symbol, + _Period // + ); + + // + iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener); + + // + ConfigureStrategy(iX121SMCStrategy); + RegisterStrategy(iX121SMCStrategy); + } + // + // Multi Symbol ... + else + { + // + // Parse Symbols ... + string symbols[]; + int symbolsCount = SplitContent( + symbols, + Symbols() // + ); + result = IsValidSize(symbolsCount); + if (!result) + { + return result; + } + + // + for (int i = 0; i < symbolsCount; i++) + { + // + // Select Symbol ... + string iSymbol = symbols[i]; + + // + // Register Strategy Based On Symbol ... + + // + // Parse Symbol ... + bool isEURUSD = _symbolParser.IsEURUSD(_Symbol); + bool isGBPUSD = _symbolParser.IsGBPUSD(_Symbol); + bool isEURGBP = _symbolParser.IsEURGBP(_Symbol); + bool isUSDCHF = _symbolParser.IsUSDCHF(_Symbol); + bool isEURCHF = _symbolParser.IsEURCHF(_Symbol); + bool isUSDJPY = _symbolParser.IsUSDJPY(_Symbol); + bool isEURJPY = _symbolParser.IsEURJPY(_Symbol); + bool isUSDCAD = _symbolParser.IsUSDCAD(_Symbol); + bool isEURCAD = _symbolParser.IsEURCAD(_Symbol); + bool isAUDUSD = _symbolParser.IsAUDUSD(_Symbol); + bool isEURAUD = _symbolParser.IsEURAUD(_Symbol); + bool isNZDUSD = _symbolParser.IsNZDUSD(_Symbol); + bool isEURNZD = _symbolParser.IsEURNZD(_Symbol); + + // + // Check Symbol Can Register or not ... + bool canRegisterStrategy = true; + + // + if (canRegisterStrategy) + { + // + // Create Class Instance ... + XCX121SMCBaseStrategy *iX121SMCStrategy; + iX121SMCStrategy = new XCX121SMCStrategy( + iSymbol, + _Period // + ); + + // + iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener); + + // + // Register Strategy ... + ConfigureStrategy(iX121SMCStrategy); + RegisterStrategy(iX121SMCStrategy); + } + } + + // + Clean(symbols); + } + + // + return result; + } + + /** + * Destroy all Initialized EA Requirements ... + */ + void DestroyEA() override + { + // + ZeroMemory(xccHelper); + ZeroMemory(xctHelper); + ZeroMemory(mTradeHandler); + + // + delete xccHelper; + delete xctHelper; + delete mTradeHandler; + + // + Clean(mStrategies); + } + + /** + * Call all Registered Strategies On Tick ... + */ + void HandleStrategiesOnTick() override + { + // + // Check Force Close ... + string forceCloseTimeStr = CloseAllTradesAt(); + if (IsValid(forceCloseTimeStr)) + { + // + datetime forceCloseTime = ParseDateTimeFromTimeString(forceCloseTimeStr); + bool canForceClose = IsTimeInRange( + TimeCurrent(), + forceCloseTime // + ) && + !mIsForceCloseAtTime; + if (canForceClose) + { + mIsForceCloseAtTime = mTradeHandler.ForceClose(); + } + } + + // + // Update Positions Data ... + mTradeHandler.UpdateData(); + + // + // Protect Positions ... + mTradeHandler.HandleProtection(); + + // + int count = ArraySize(mStrategies); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + // Call Tick Handler Function ... + mStrategies[i].HandleTick(); + } + } + + /** + * Handle Strategies Guards ... + */ + void HandleStrategiesGuard() override + { + // + int count = ArraySize(mStrategies); + if (!IsValidSize(count)) + { + return; + } + + // + XPosition positions[]; + int positionsCount = mTrader.GetPositions( + positions, // Result ... + NULL, // Symbol ... + NULL, // Provider ... + NULL, // Period ... + X_POSITION_TYPE_ALL // All Types ... + ); + if (!IsValidSize(positionsCount)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + // Call Tick Handler Function ... + X121SMCGuard iGuards[]; + bool hasGuards = mStrategies[i].HandleGuard( + iGuards, + positions // + ); + if (hasGuards) + { + HandleGuards(iGuards); + } + } + + // + Clean(positions); + } + + // + // Event Handlers ... + + /** + * Calls When a Deals Changed Triggered ... + * + * @param count: Integer, Number of Changes ... + */ + void HandleOnDealsChanged(int count) override + { + } + + /** + * Calls When a Order Changed Triggered ... + * + * @param count: Integer, Number of Changes ... + */ + void HandleOnOrdersChanged(int count) override + { + } + + /** + * Calls When a Positions Changed Triggered ... + * + * @param count: Integer, Number of Changes ... + */ + void HandleOnPositionsChanged(int count) override + { + // + if (IsValidSize(count)) + { + mTradeHandler.HandleNewPosition(); + } + } + + /** + * Calls When a Position's SL Triggered ... + * + * @param deal: XDeal instance ... + */ + void HandleOnStopLossTriggered(const XDeal &deal) override + { + // + // Finish ... + mTradeHandler.Finish(deal); + + // + HandleReportBalance(); + } + + /** + * Calls When a Position's TP Triggered ... + * + * @param deal: XDeal instance ... + */ + void HandleOnTakeProfitTriggered(const XDeal &deal) override + { + // + // Finish ... + mTradeHandler.Finish(deal); + + // + bool useDynamicRiskManagement = DynamicRiskManagement(); + if (useDynamicRiskManagement) + { + mTradeHandler.ResetSymbolInfo(deal.symbol); + } + + // + HandleReportBalance(); + } + + /** + * Handle Force Close a Position ... + * + * @param ticket: Position Ticket ... + * @param position: XPosition ... + * @param comment: Closing Comment ... + */ + void HandleOnPositionForceClosed( + const ulong ticket, + const XPosition &position, + const string comment // + ) override + { + // + // Finish ... + mTradeHandler.Finish( + ticket, + position, + comment // + ); + + // + HandleReportBalance(); + } + + /** + * Reset All Paused Symbols on Each New Days ... + */ + void HandleOnNewDay() override + { + // + mIsForceCloseAtTime = false; + mTradeHandler.ResumePausedSymbols(); + } + + /** + * Re Configure Materials on Properties Changed ... + */ + void ReConfigure() override + { + // + ReConfigureTradeHandler(); + ReConfigureAllStrategies(); + } + + /** + * Generate Identifier Tag ... + * + * @return ( string ) + */ + string GetTag() override + { + // + string result = NULL; + + // + string tagPrefix = TagPrefix(); + if (IsValid(tagPrefix)) + { + result = tagPrefix; + } + else + { + result = ""; + } + + // + result = + XC121SMCExpertToken + result; + + // + return result; + } + + // + protected: + // + + // + // Props ... + + // + XC121SMCTradeHandler *mTradeHandler; // Trade Handler ... + XCX121SMCBaseStrategy *mStrategies[]; // Registere Strategies in EA ... + + // + // Actions ... + + /** + * Apply Volume Based On Configurations on Signal ... + * + * @param signal: XSignal instance + */ + void ApplyVolumeOnSignal(XSignal &signal) + { + // + if (signal.ignoreEAVolume) + { + return; + } + + // + double staticVolume = Volume(); + double fVolume = staticVolume > 0 + ? staticVolume + : 0.01; + + // + double staticBalance = StaticBalance(); + double accountBalance = mTrader.mAccount.GetBalance(); + double balance = staticBalance > 0 + ? staticBalance + : accountBalance; + + // + bool useDynamicVolume = UseDynamicVolume(); + double balancePerTrade = BalancePerTrade(); + double dynamicVolumeStep = DynamicVolumeStep(); + double riskPercentPerBalance = RiskPercentPerBalance(); + bool allowDynamicRiskManagement = DynamicRiskManagement(); + double dynamicVolumeBalanceFactor = DynamicVolumeBalanceFactor(); + + // + // Apply Static Volume ... + bool allowStaticVolume = staticVolume > 0; + + // + // Apply Dynamic Volume ... + bool aloowApplyDynamicVolume = useDynamicVolume && + dynamicVolumeStep && + dynamicVolumeBalanceFactor; + + // + // Apply Risk Per Trade Volume ... + bool allowApplyRiskPerTradeVolume = + !aloowApplyDynamicVolume && + riskPercentPerBalance > 0; + + // + // Apply Balance Per Trade Volume ... + bool allowApplyBalacePerTradeVolume = + !aloowApplyDynamicVolume && + !allowApplyRiskPerTradeVolume && + balancePerTrade > 0; + + // + // First Check Dynamic Volume ... + if (aloowApplyDynamicVolume) + { + // + // Dynamic Volume ... + double dVolume = mTrader.GetDynamicVolume( + signal.symbol, + dynamicVolumeBalanceFactor, + dynamicVolumeStep // + ); + if (dVolume < fVolume) + { + dVolume = fVolume; + } + + // + signal.volume = dVolume; + } + else if (allowApplyRiskPerTradeVolume) + { + // + double riskAmountPerBalance = (riskPercentPerBalance * balance) / 100; + + // + double risk = signal.GetRisk(); + double points = GetPoints(signal.symbol); + double riskInPoints = risk / points; + + // + double volume = mTrader.mAccount.CalculateVolume( + signal.symbol, + riskAmountPerBalance, + riskInPoints // + ); + if (volume <= 0) + { + volume = fVolume; + } + + // + // Check Dynamic Risk Management ... + bool allowDynamicRiskManagement = DynamicRiskManagement(); + if (allowDynamicRiskManagement) + { + // + // Calculate Dynamic Additional Risk Management Volume Multiplier ... + double mAdditionalRiskMultiplier = CalculateAdditionalVolumeMultiplier(signal); + if (mAdditionalRiskMultiplier < 1) + { + mAdditionalRiskMultiplier = 1; + } + + // + volume *= mAdditionalRiskMultiplier; + } + + // + signal.volume = volume; + } + else if (allowApplyBalacePerTradeVolume) + { + // + double risk = signal.GetRisk(); + double points = GetPoints(signal.symbol); + double riskInPoints = risk / points; + + // + double volume = mTrader.mAccount.CalculateVolume( + signal.symbol, + balancePerTrade, + riskInPoints // + ); + if (volume <= 0) + { + volume = fVolume; + } + + // + signal.volume = volume; + } + else if (allowStaticVolume) + { + signal.volume = staticVolume; + } + else + { + signal.volume = fVolume; + } + + // + // Normalize Signal Volume ... + signal.volume = NormalizeVolume( + signal.volume, + signal.symbol // + ); + } + + /** + * Configure Startegy ... + */ + void ConfigureStrategy(XCX121SMCBaseStrategy *&strategy) + { + // + if (strategy == NULL) + { + return; + } + + // + // Configure Alerts ... + strategy.SetAlertPrefix(GetTag()); + strategy.SetAlertLogAlerts(GetAlertLogAlerts()); + strategy.SetAlertMailAlerts(GetAlertMailAlerts()); + strategy.SetAlertPushAlerts(GetAlertPushAlerts()); + strategy.SetAlertEnableAlerts(GetAlertEnableAlerts()); + strategy.SetAlertTerminalAlerts(GetAlertTerminalAlerts()); + + // + // Confiugre Signalling ... + + // + strategy.R2R(R2R()); + strategy.AllowLong(AllowLong()); + strategy.AllowShort(AllowShort()); + strategy.MaxAllowedSpread(20); + // strategy.MaxAllowedSaveTicks(150); + // strategy.MinRequiredTicksForSpreadPass(100); + + // + if (Disabled()) + { + strategy.Disable(); + } + else + { + strategy.Enable(); + } + + // + } + + /** + * Register an Strategy in EA ... + * + * @param strategy: XCX121SMCBaseStrategy instance ... + */ + void RegisterStrategy(XCX121SMCBaseStrategy *strategy) + { + // + if (strategy == NULL) + { + return; + } + + // + ArrayResize( + mStrategies, + ArraySize(mStrategies) + 1 // + ); + + // + mStrategies[ArraySize(mStrategies) - 1] = strategy; + } + + /** + * Re Configure All Registered Strategies ... + */ + void ReConfigureAllStrategies() + { + // + int count = ArraySize(mStrategies); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + ConfigureStrategy(mStrategies[i]); + } + } + + /** + * Re Configure Trade Handler ... + */ + void ReConfigureTradeHandler() + { + // + if (mTradeHandler == NULL) + { + return; + } + + // + // Configure Alerts ... + mTradeHandler.SetAlertPrefix(GetTag()); + mTradeHandler.SetAlertEnableAlerts(GetAlertEnableAlerts()); + mTradeHandler.SetAlertLogAlerts(GetAlertLogAlerts()); + mTradeHandler.SetAlertMailAlerts(GetAlertMailAlerts()); + mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts()); + mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts()); + + // + mTradeHandler.AllowLong(AllowLong()); + mTradeHandler.AllowShort(AllowShort()); + mTradeHandler.MaxAllowedLongs(MaxAllowedLongs()); + mTradeHandler.MaxAllowedShorts(MaxAllowedShorts()); + mTradeHandler.UseMaxAllowedSignalsPerSymbol(UseMaxAllowedSignalsPerSymbol()); + mTradeHandler.LastPositionProfitForAcceptNextInPoint(LastPositionProfitForAcceptNextInPoint()); + mTradeHandler.DelaysBetweenTwoSignalsInBar(DelaysBetweenTwoSignalsInBar()); + mTradeHandler.MaxAllowedSpread(MaxAllowedSpread()); + mTradeHandler.MaxAllowedDrawdownToOpenTrades(MaxAllowedDrawdownToOpenTrades()); + mTradeHandler.MaxAllowedSLToPauseSignallingPerSymbol(MaxAllowedSLToPauseSignallingPerSymbol()); + mTradeHandler.PauseSignallingAfterReachesMaxAllowedSLInSecconds(PauseSignallingAfterReachesMaxAllowedSLInSecconds()); + mTradeHandler.AllowHedging(AllowHedging()); + mTradeHandler.MinOpenTradesFroHedging(MinOpenTradesFroHedging()); + mTradeHandler.HedgingMinVolumeStep(HedgingMinVolumeStep()); + mTradeHandler.HedgeingMinRequiredProfitPerVolumeStep(HedgeingMinRequiredProfitPerVolumeStep()); + } + + // + private: + // + + // + // Props ... + + // + // Signalling Props ... + bool mAllowLong; // Allow Long Signals ... + bool mAllowShort; // Allow Short Signals ... + int mMaxAllowedLongs; // Max Allowed Long Signals ... + int mMaxAllowedShorts; // Max Allowed Short Signals ... + bool mUseMaxAllowedSignalsPerSymbol; // Use Max Allowed Signal Types Per Symbol ... + double mLastPositionProfitForAcceptNextInPoint; // Last Position Profit In Points for Accept new Signal ... + int mDelaysBetweenTwoSignalsInBar; // Delay between two Signals in Bars ... + double mMaxAllowedSpread; // Max Allowed Spread for Signalling ... + int mMinRequiredVerificationForSpreadPass; // Minimum Spread Verification for Signalling ... + + // + // Trade ... + bool mAllowTrade; // Allow Open Trade On Signals ... + string mStartTradeAt; // Enable Trade on Signals on Time ... + string mStopTradeAt; // Enable Trade on Signals on Time ... + string mCloseAllTradesAt; // Enable Close All Trades on Signals on Time ... + + // + bool mIsForceCloseAtTime; + + // + // Risk Management Props ... + double mR2R; // Signallers Risk to Reward Ratio ... + double mVolume; // Static Volume ... + double mStaticBalance; // Static Balance for Calculate Trade Volume ... + double mBalancePerTrade; // Balance Used in Each Trade ... + double mRiskPercentPerBalance; // Risk Percent Per Balance in Each Trade ... + bool mDynamicRiskManagement; // Dynamic Risk Management ... + bool mUseDynamicVolume; // Use Dynamic Volume ... + double mDynamicVolumeStep; // Increase Volume Step ... + double mDynamicVolumeBalanceFactor; // Balance Factor for Generate Dynamic Volume ... + double mMaxAllowedDrawdownToOpenTrades; // Max Allowed Drawdown for Open Trades ... + int mMaxAllowedSLToPauseSignallingPerSymbol; // Max Allowed SL for Pause Signalling Per Symbol ... + int mPauseSignallingAfterReachesMaxAllowedSLInSecconds; // Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ... + + // + // Protection Props ... + bool mAllowHedging; // Allow Hedge Positions ... + int mMinOpenTradesFroHedging; // Minimum Open Positions for Hedging ... + double mHedgingMinVolumeStep; // Minimum Volume Step for Hedging ... + double mHedgeingMinRequiredProfitPerVolumeStep; // Minimum Required Profit Per Volume Step for Hedging ... + + // + double CalculateAdditionalVolumeMultiplier(XSignal &signal) + { + // + double result = 0; + + // + if (!signal.IsValid()) + { + return result; + } + + // + X121SMCSymbolPositionInfo info; + bool hasInfo = mTradeHandler.GetSymbolInfo( + signal.symbol, + info // + ); + if (!hasInfo) + { + return result; + } + + // + if (info.countedSLs >= 2) + { + result = (info.countedSLs / 2) + 1; + } + + // + return result; + } + + /** + * Handle Guard Actions ... + * + * @param guards: X121SMCGuard instance Collection ... + */ + void HandleGuards(X121SMCGuard &guards[]) + { + // + int count = ArraySize(guards); + if (!IsValidSize(guards)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + X121SMCGuard iGuard = guards[i]; + + // + if (!iGuard.IsValid()) + { + continue; + } + + // + // Here we Have to Handle Guard Actions ... + + // + // Close ... + bool canClose = + NotEmpty(iGuard.ticket) && + iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE; + + // + // Close All ... + bool canCloseAll = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_ALL; + + // + // Close Longs ... + bool canCloseLongs = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_LONGS; + + // + // Close Shorts ... + bool canCloseShorts = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_SHORTS; + + // + // Partial Close ... + bool canPartialClose = + NotEmpty(iGuard.ticket) && + iGuard.volumeMultiplier > 0 && + iGuard.action == X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE; + + // + // Trail Stop ... + bool canTrailStop = + iGuard.sl > 0 && + NotEmpty(iGuard.ticket) && + iGuard.action == X_121_SMC_GUARD_ACTION_TRAIL_STOP; + + // + // Trail Target ... + bool canTrailTarget = + iGuard.tp > 0 && + NotEmpty(iGuard.ticket) && + iGuard.action == X_121_SMC_GUARD_ACTION_TRAIL_TARGET; + + // + // Hedge ... + bool canHedge = iGuard.action == X_121_SMC_GUARD_ACTION_HEDGE; + + // + // Check is Guard Valid ... + bool isValidGuardAction = + canHedge || + canClose || + canCloseAll || + canTrailStop || + canCloseLongs || + canTrailTarget || + canCloseShorts || + canPartialClose; + if (!isValidGuardAction) + { + continue; + } + + // + // Now we Sure to Have a Valid Guard ... + // Start to o Guard Actions ... + + // + // Close All ... + if (canCloseAll) + { + // + XPosition positions[]; + int positionsCount = + mTrader + .GetPositions( + positions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + X_POSITION_TYPE_ALL, // All Types ... + true // Filter by Magic ... + ); + if (IsValidSize(positionsCount)) + { + // + string comment = "Guard Close All ..."; + string message = "Guard Close All (" + ToString(positionsCount) + ") Positions Successfully ..."; + int forceClosed = mTradeHandler.ForceClose( + positions, + comment, + message // + ); + + // + if (forceClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Close Longs ... + if (canCloseLongs) + { + // + XPosition longPositions[]; + XPosition shortPositions[]; + mTrader + .GetPositions( + longPositions, // Result ... + shortPositions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + true // Filter by Magic ... + ); + + // + int longPositionsCount = ArraySize(longPositions); + bool hasLongPositions = IsValidSize(longPositionsCount); + + // + int shortPositionsCount = ArraySize(shortPositions); + bool hasShortPositions = IsValidSize(shortPositionsCount); + + // + if (hasLongPositions) + { + // + string comment = "Guard Close Longs ..."; + string message = "Guard Close (" + ToString(longPositionsCount) + ") Long Positions Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + longPositions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Close Shorts ... + if (canCloseShorts) + { + // + XPosition longPositions[]; + XPosition shortPositions[]; + mTrader + .GetPositions( + longPositions, // Result ... + shortPositions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + true // Filter by Magic ... + ); + + // + int longPositionsCount = ArraySize(longPositions); + bool hasLongPositions = IsValidSize(longPositionsCount); + + // + int shortPositionsCount = ArraySize(shortPositions); + bool hasShortPositions = IsValidSize(shortPositionsCount); + + // + if (hasShortPositions) + { + // + string comment = "Guard Close Shorts ..."; + string message = "Guard Close (" + ToString(shortPositionsCount) + ") Short Positions Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + shortPositions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Close ... + if (canClose) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + if (hasPosition) + { + // + XPosition positions[]; + AddRef( + iPosition, + positions // + ); + + // + string comment = "Guard Close ..."; + string message = "Guard Close " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + positions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + + // + // Partial Close ... + if (canPartialClose) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + if (hasPosition) + { + // + // Normalize Volume Multiplier ... + double vMult = iGuard.volumeMultiplier; + if (vMult > 0.5) + { + vMult = 0.5; + } + if (vMult < 0) + { + vMult = 0.5; + } + + // + // Calculate and Normalize Volume ... + double volume = iPosition.volume * iGuard.volumeMultiplier; + volume = NormalizeVolume( + volume, + iPosition.symbol // + ); + + // + string comment = "Guard Partially Closed: " + ToString(volume) + " ..."; + string message = "Guard Partially Closed " + (isLong ? "Long" : "Short") + ": " + ToString(volume) + " Successfully ..."; + bool isModified = mTrader.ClosePartial( + iPosition.ticket, + volume, + comment // + ); + if (isModified) + { + // + mTradeHandler.Alert(message); + + // + if (volume == iPosition.volume) + { + // + mTradeHandler.Finish( + iPosition.ticket, + iPosition, + comment // + ); + + // + RestEA(120 * 60); + } + } + } + } + + // + // Hedge ... + if (canHedge) + { + // + XPosition positions[]; + int positionsCount = + mTrader + .GetPositions( + positions, // Result ... + iGuard.symbol, + iGuard.provider, + NULL, // Period ... + X_POSITION_TYPE_ALL, // All Types ... + true // Filter by Magic ... + ); + if (IsValidSize(positionsCount)) + { + // + int longs = 0; + double longProfits = 0; + double longVolumes = 0; + + // + int shorts = 0; + double shortProfits = 0; + double shortVolumes = 0; + CountPositions( + positions, + longs, + longProfits, + longVolumes, + shorts, + shortProfits, + shortVolumes // + ); + + // + int count = longs + shorts; + double profits = longProfits + shortProfits; + double volumes = longVolumes + shortVolumes; + + // + bool canDoHedge = + count > 0 && + profits > 0 && + volumes > 0; + if (canDoHedge) + { + // + string comment = "Guard Hedge ..."; + string message = "Guard Hedge (" + ToString(count) + ") Positions by: (" + ToString(profits) + ") Successfully ..."; + bool isClosed = mTradeHandler.ForceClose( + positions, + comment, + message // + ); + + // + if (isClosed) + { + RestEA(120 * 60); + } + } + } + } + + // + // Trail Stop ... + if (canTrailStop) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + bool canDoTrail = + hasPosition && + iPosition.profit > 0 && + isLong + ? iPosition.price > iGuard.sl && + (iPosition.sl == 0 || + iPosition.sl < iGuard.sl) + : iPosition.price < iGuard.sl && + (iPosition.sl == 0 || + iPosition.sl > iGuard.sl); + if (canDoTrail) + { + // + string comment = "Guard Trail Stop ..."; + string message = "Guard Trail " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Stop Successfully ..."; + bool isModified = mTrader.Modify( + iPosition.ticket, + iGuard.sl, + iPosition.tp, + comment // + ); + if (isModified) + { + mTradeHandler.Alert(message); + } + } + } + + // + // Trail Target ... + if (canTrailTarget) + { + // + XPosition iPosition; + bool hasPosition = mTrader.GetPosition( + iGuard.ticket, + iPosition // + ); + + // + bool isLong = IsLong(iPosition.type); + + // + bool canDoTrail = + hasPosition && + iGuard.tp != iPosition.tp && + isLong + ? iGuard.tp > iPosition.price + : iGuard.tp < iPosition.price; + if (canDoTrail) + { + // + string comment = "Guard Trail Target ..."; + string message = "Guard Trail " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Target Successfully ..."; + bool isModified = mTrader.Modify( + iPosition.ticket, + iPosition.sl, + iGuard.tp, + comment // + ); + if (isModified) + { + mTradeHandler.Alert(message); + } + } + } + } + + // + Clean(guards); + Clean(guards); + } + + // + void RestEA(int seconds) + { + // + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/X121SMCEA/Libraries/x-121.smc.guard.lib.ex5 b/BKPS/14031206/X121SMCEA/Libraries/x-121.smc.guard.lib.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..06f0fd8882523dc735936097313fe396a8b8e970 GIT binary patch literal 17194 zcmdS9LzFN~%qH5lZQHhO+qS#kwr$(CZQHhOoA>+Yp4rV}wv(JxQctQDNzSQ7Qlc8H zz>WYA$N(S!{}CX-@&D5QWB>nzImN{Y-n!4puW1#-7e2=Ozw!TD?G6qA@IUf@A}DY< zHF}Ocye1+b+cMfs!4ujN22NZWbvczxwE_|y4i@b;v6G*6^Z&Uk3}6r70N?@O1YikZ z4qyS`0zd%31i|5w~}|K;cZ?MVO6Rbm97`>)yz|7Yj_1v-sy!?nfh zXQ0cH!AL_nC+mPt&iN~o!E(etQRM#24<^ALR-}tkX=m6o2cB9(! 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+bool DetectX121SMCGuards( + // + string provider, // Provider ... + X121SMCGuard &guards[], + const XPosition &positions[], + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + // Guard Types ... + ENUM_X_121_SMC_GUARD_ACTIONS &ignoreGuards[], + // + // Required Configurations ... + double breakEvenTPLevel = 2.0 + // +) +{ + // + bool result = false; + + // + bool isCycleHelpersValid = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + + // + // Ignore Guards ... + bool hasIgnoreGuards = HasChild(ignoreGuards); + bool isColseIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_CLOSE, + ignoreGuards // + ); + bool isColseAllIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_CLOSE_ALL, + ignoreGuards // + ); + bool isColseLongsIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_CLOSE_LONGS, + ignoreGuards // + ); + bool isColseShortsIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_CLOSE_SHORTS, + ignoreGuards // + ); + bool isPartialColseIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE, + ignoreGuards // + ); + bool isTrailStopIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_TRAIL_STOP, + ignoreGuards // + ); + bool isTrailTargetIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_TRAIL_TARGET, + ignoreGuards // + ); + bool isHedgeIgnored = + hasIgnoreGuards && + Contains( + X_121_SMC_GUARD_ACTION_HEDGE, + ignoreGuards // + ); + + // + bool isAllIgnores = + // + isColseIgnored && + isHedgeIgnored && + isColseAllIgnored && + isTrailStopIgnored && + isColseLongsIgnored && + isColseShortsIgnored && + isTrailTargetIgnored && + isPartialColseIgnored + // + ; + result = !isAllIgnores && + isCycleHelpersValid; + if (!result) + { + return result; + } + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + string symbol = decisionCycleHelper.GetSymbol(); + ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod(); + + // + XPosition ownPositions[]; + XPosition ownLongPositions[]; + XPosition ownShortPositions[]; + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + bool isOwn = iPosition + .IsFiltersPassed( + symbol, + provider, + NULL, + X_POSITION_TYPE_ALL, + iPosition.magic // + ); + if (isOwn) + { + // + AddRef( + iPosition, + ownPositions // + ); + + // + bool isLong = IsLong(positions[i].type); + if (isLong) + { + // + AddRef( + iPosition, + ownLongPositions // + ); + } + else + { + // + AddRef( + iPosition, + ownShortPositions // + ); + } + } + } + + // + count = ArraySize(ownPositions); + + // + int longsCount = ArraySize(ownLongPositions); + bool hasLongs = IsValidSize(longsCount); + + // + int shortsCount = ArraySize(ownShortPositions); + bool hasShorts = IsValidSize(shortsCount); + + // + result = IsValidSize(count); + if (!result) + { + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + return result; + } + + // + // Here we Are Sure there is Positions to Guard ... + // based on Current Provider ... + + // + // Detect Required Data for Analyse Market to Guard Positions ... + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + // + zBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + symbol, + period, + pIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL ppBar; + result = ppBar.Init( + symbol, + period, + ppIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + Clean(visionPoiEvents); + Clean(visionCycleEvents); + + // + visionConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // + // + + // + // Detect Consolidation Zone ... + + // + // Detect Consolidation Zones ... + + // + XBoxZone lastBullishBox; + XBoxZone prevLastBullishBox; + bool hasLastBullishBox = false; + bool hasPrevLastBullishBox = false; + XConsolidationZone lastBullishZone; + bool isLastBullishAbovePrev = false; + bool isLastBullishBelowPrev = false; + XConsolidationZone prevLastBullishZone; + + // + XBoxZone lastBearishBox; + XBoxZone prevLastBearishBox; + bool hasLastBearishBox = false; + bool hasPrevLastBearishBox = false; + XConsolidationZone lastBearishZone; + bool isLastBearishAbovePrev = false; + bool isLastBearishBelowPrev = false; + XConsolidationZone prevLastBearishZone; + + // + int bullishConsolidationZonesCount = 0; + int bearishConsolidationZonesCount = 0; + bool hasBullishConsolidationZones = false; + bool hasBearishConsolidationZones = false; + XConsolidationZone bullishConsolidationZones[]; + XConsolidationZone bearishConsolidationZones[]; + bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); + int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones(); + if (hasConsolidationZones) + { + // + bullishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BULLISH, + bullishConsolidationZones // + ); + hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount); + + // + bearishConsolidationZonesCount = decisionCycleHelper + .FillConsolidationZones( + X_DIRECTION_BEARISH, + bearishConsolidationZones // + ); + hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount); + + // + // + // + + // + if (hasBullishConsolidationZones && + bullishConsolidationZonesCount >= 2) + { + // + lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1]; + prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2]; + + // + hasLastBullishBox = ToBox( + lastBullishBox, + lastBullishZone // + ); + hasPrevLastBullishBox = ToBox( + prevLastBullishBox, + prevLastBullishZone // + ); + + // + isLastBullishAbovePrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxAbove( + lastBullishBox, + prevLastBullishBox // + ); + + // + isLastBullishBelowPrev = hasLastBullishBox && + hasPrevLastBullishBox && + IsBoxBelow( + lastBullishBox, + prevLastBullishBox // + ); + } + + // + if (hasBearishConsolidationZones && + bearishConsolidationZonesCount >= 2) + { + // + lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1]; + prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2]; + + // + hasLastBearishBox = ToBox( + lastBearishBox, + lastBearishZone // + ); + hasPrevLastBearishBox = ToBox( + prevLastBearishBox, + prevLastBearishZone // + ); + + // + isLastBearishAbovePrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxAbove( + lastBearishBox, + prevLastBearishBox // + ); + + // + isLastBearishBelowPrev = hasLastBearishBox && + hasPrevLastBearishBox && + IsBoxBelow( + lastBearishBox, + prevLastBearishBox // + ); + } + + // + } + + // + // Detect High Probability Swings ... + bool isSwingLow = + // + cBar.low > pBar.low && + ppBar.low > pBar.low && + // + zBar.low > pBar.low + // + ; + bool isSwingHigh = + // + cBar.high < pBar.high && + ppBar.high < pBar.high && + // + zBar.high < pBar.high + // + ; + bool isStrongSwingLow = + pBar.IsBullish() && + pBar.GetLowShadow() >= pBar.GetBody() * 2; + bool isStrongSwingHigh = + pBar.IsBearish() && + pBar.GetHighShadow() >= pBar.GetBody() * 2; + + // + bool isStrongSwingLowAboveLastBullishBox = + isStrongSwingLow && + hasLastBullishBox && + pBar.low > lastBullishBox.upper; + + // + bool isStrongSwingHighBelowLastBearishBox = + isStrongSwingHigh && + hasLastBearishBox && + pBar.high < lastBearishBox.lower; + + // + // Here We Have all Requirements for Guarding Positions ... + + // + // Available Guards: + // X_121_SMC_GUARD_ACTION_NONE + // X_121_SMC_GUARD_ACTION_CLOSE + // X_121_SMC_GUARD_ACTION_CLOSE_ALL + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE + // X_121_SMC_GUARD_ACTION_TRAIL_STOP + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET + // X_121_SMC_GUARD_ACTION_HEDGE + + // + // X_121_SMC_GUARD_ACTION_CLOSE: + // Close Specified Position on Specified Conditions ... + if (!isColseIgnored) + { + // + // TODO: + // - [] Implement Close on Nearest on TP ... + } + + // + // X_121_SMC_GUARD_ACTION_CLOSE_ALL: + // Close All Positions on Specified Conditions ... + if (!isColseAllIgnored) + { + // + // TODO: + // - [] Implement Close All Positions on Weekend ... + } + + // + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: + // Close All Long Positions on Specified Conditions ... + if (!isColseLongsIgnored) + { + // + } + + // + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: + // Close All Short Positions on Specified Conditions ... + if (!isColseShortsIgnored) + { + // + } + + // + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: + // Partial Close Specified Position on Specified Conditions ... + if (!isPartialColseIgnored) + { + // + // Breake Even ... + // Usually Break Even Works on TP2 Reached ... + // when tp reached to required Level, we Close 50% of Entered Volume ... + bool canBreakEven = breakEvenTPLevel >= 0; + + // + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = ownPositions[i]; + + // + bool isInProfit = iPosition.profit > 0; + + // + double reachedTPLevel = 0; + double reachedTPPrice = 0; + if (isInProfit) + { + // + iPosition.CalculateReahedTP( + reachedTPLevel, + reachedTPPrice // + ); + } + + // + // Break Event ... + if (canBreakEven) + { + // + // Position Must be In Profit ... + if (!isInProfit) + { + continue; + } + + // + bool canDoBreakEven = reachedTPLevel == breakEvenTPLevel && + reachedTPPrice > 0; + if (canDoBreakEven) + { + // + X121SMCGuard iGuard; + + // + iGuard.time = cTime; + iGuard.symbol = symbol; + iGuard.provider = provider; + iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE; + + // + iGuard.ticket = iPosition.ticket; + + // + iGuard.volumeMultiplier = 0.5; + + // + AddGuard( + iGuard, + guards // + ); + } + } + } + } + + // + // X_121_SMC_GUARD_ACTION_TRAIL_STOP: + // Trail Stop Specified Position on Specified Conditions ... + if (!isTrailStopIgnored) + { + // + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = ownPositions[i]; + + // + bool isLong = IsLong(iPosition.type); + bool isInProfit = iPosition.profit > 0; + + // + double reachedTPLevel = 0; + double reachedTPPrice = 0; + if (isInProfit) + { + // + iPosition.CalculateReahedTP( + reachedTPLevel, + reachedTPPrice // + ); + } + + // + // Trai Stop ... + if (!isInProfit) + { + continue; + } + + // + double trailedStop = 0; + + // + // Trail Stop Senarios ... + // - occures two same type consolidation zones in order of positions type; + // - occures a swing in order of consolidation zones ... + + // + bool canTrailBasedOnTwoZone = + isLong + ? isLastBullishAbovePrev + : isLastBearishBelowPrev; + if (canTrailBasedOnTwoZone) + { + // + trailedStop = + isLong + ? prevLastBullishBox.lower + : prevLastBearishBox.upper; + } + + // + bool canTrailBasedOnZoneSwing = + trailedStop <= 0 && + (isLong + ? isStrongSwingLowAboveLastBullishBox + : isStrongSwingHighBelowLastBearishBox); + if (canTrailBasedOnZoneSwing) + { + // + trailedStop = + isLong + ? pBar.low + : pBar.high; + } + + // + bool canDoTrailStop = + trailedStop > 0 && + ( + // + iPosition.sl == 0 + ? (isLong + ? trailedStop > iPosition.entry && + trailedStop < iPosition.price + : trailedStop < iPosition.entry && + trailedStop > iPosition.price) + : (isLong + ? trailedStop > iPosition.sl && + trailedStop > iPosition.entry && + trailedStop < iPosition.price + : trailedStop < iPosition.sl && + trailedStop < iPosition.entry && + trailedStop > iPosition.price) + // + ) + // + ; + + // + if (canDoTrailStop) + { + // + X121SMCGuard iGuard; + + // + iGuard.time = cTime; + iGuard.symbol = symbol; + iGuard.provider = provider; + iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP; + + // + iGuard.ticket = iPosition.ticket; + + // + iGuard.sl = trailedStop; + + // + AddGuard( + iGuard, + guards // + ); + } + } + } + + // + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: + // Trail Target Specified Position on Specified Conditions ... + if (!isTrailTargetIgnored) + { + // + } + + // + // X_121_SMC_GUARD_ACTION_HEDGE: + // Hedge all Positions on Specified Conditions ... + if (!isHedgeIgnored) + { + // + } + + // + // Cleanup Collections ... + + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + decisionConditions.Clean(); + consolidationState.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + lastBullishBox.Clean(); + lastBearishBox.Clean(); + lastBullishZone.Clean(); + lastBearishZone.Clean(); + prevLastBullishBox.Clean(); + prevLastBearishBox.Clean(); + prevLastBullishZone.Clean(); + prevLastBearishZone.Clean(); + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; +} diff --git a/BKPS/14031206/X121SMCEA/Libraries/x-121.smc.lib.ex5 b/BKPS/14031206/X121SMCEA/Libraries/x-121.smc.lib.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..60e8346055d044ed1b804b71b2aff1a66486d3af GIT binary patch literal 15864 zcmdVBQ*bUm^e+6?w(WM;wr%a&wrz9Qc6aS|*S4*I6|62c# z<^N^;kH@b6MZg8X17Q45JpPw3{8#_qew+O-zZw3E&;Q$={-0-w8Nl%0Y%~3zjsF)c zB#D^_BM*xJ9#th$kU*kuuv-~ZBv+tpx8CYt0g&e%gIXLoeVYQ-M*R#GlLsobae_zT zR$H1w5b0er5&$owd48kMBL5x}M?Fqd+3nZ;oBFe_rLP~z)vR0l7ld%B-~NZxb9d>j z1YvbA&Ur@Zp&QCS%k(r4$^8^R082?SKQ?O3V7vD7?}~}?QceR9tog1B@Tu-hip(QaP#_w$itwj&)#7{iL zU_55Lxu2|jfFR-4jMcp&FBM&hce~rRtUGS|PNh{gV6y%4J#?=8Fy4n9sWCnSR{;3x z&A@M^ndwSFu1Z-B6yw5zy17cj3Dx2!9SqaYxc(41<};>6eC8UfBcc$mAsW6@A?8Qd zFnSfwTE{GZO>@i5BhGV#E7xIpR4I0Tj&-Hfv>-l_q$h;nWsJupR5xh`n-@(qLA=GH zgz9G{w8K(h+3gG=4&{Q)Y`6Mn9_E_qf>*TZ#m-l=bTsHYLqbkVOSWw6h4apOFC?{ 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0000000..80c31a8 --- /dev/null +++ b/BKPS/14031206/X121SMCEA/Libraries/x-121.smc.lib.mq5 @@ -0,0 +1,734 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Common Library +// -------------------------------------- +// Name: X121SMCLib +// Description: provide all commonly used functions ... +// +// +// 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.base.class.mq5" +#include "../../Classes/x-saherelm.x-poi.drawer.class.mq5" +#include "../../Helpers/x-saherelm.x121.helper.mq5" +#include "../../Libraries/x-saherelm.common.lib.mq5" +#include "../../Libraries/x-saherelm.x-poi.extensions.lib.mq5" +#include "../../Libraries/x-saherelm.x-poi.lib.mq5" +#include "../../Libraries/x-saherelm.x-trade.lib.mq5" + +// +// Definitions ... + +// +const string X121SMCStrategyToken = "X121SMC"; + +// +const string X121SMCXWZToken = "X121XWZ"; + +// +// X121 SMC Providers ... +enum ENUM_X_121_SMC_PROVIDERS +{ + // + X_121_SMC_PROVIDER_NONE, + X_121_SMC_PROVIDER_XWZ, +}; + +// +// Guard Actions ... +enum ENUM_X_121_SMC_GUARD_ACTIONS +{ + X_121_SMC_GUARD_ACTION_NONE, // Nothing to Do + X_121_SMC_GUARD_ACTION_CLOSE, // Close Specified Position + X_121_SMC_GUARD_ACTION_CLOSE_ALL, // Close All Positions + X_121_SMC_GUARD_ACTION_CLOSE_LONGS, // Close All Long Positions + X_121_SMC_GUARD_ACTION_CLOSE_SHORTS, // Close All Short Position + X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position + X_121_SMC_GUARD_ACTION_TRAIL_STOP, // Trail Stop of Specified Position + X_121_SMC_GUARD_ACTION_TRAIL_TARGET, // Trail Target of Specified Position + X_121_SMC_GUARD_ACTION_HEDGE, // Hedge Specified Positions +}; + +// +// Each Market Cycle (Time Frame) Conditions +// Model as this Structure ... +struct X121SMCCycleConditions +{ + // + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + XPOIState state; + X121Conditions x121Conditions; + + // + void X121SMCStrategyConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + symbol = NULL; + period = NULL; + time = NULL; + + // + state.Clean(); + x121Conditions.Clean(); + + // + ZeroMemory(this); + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = IsSpecifiedValid(symbol) && + IsSpecifiedValid(period) && + IsSpecifiedValid(time); + // + ; + + // + return result; + } + + // + // Reporter Functions ... + + /** + * Generate Provided Scores ... + * + * @param bullishScore: Integer, reference ... + * @param bearishScore: Integer, referenceF ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + if (!IsValid()) + { + return; + } + + // + double bullScore = 0; + double bearScore = 0; + } + + /** + * Generate Summary ... + * + * @param onlyCommons: Boolean ... + * @param onlyConditions: Boolean ... + * @param includeScores: Boolean ... + * @param ignoreFalseConditions: Boolean ... + * @param separator: String ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores, + true // + ); + + // + string conditionsStr = + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + "----------" + separator + + (onlyConditions + ? "" + : commonStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Get Unique Identifier ... + * + * @param forObject: Boolean ... + * + * @return ( string ) + */ + string GetTag( + bool forObject = false // + ) + { + // + string result = NULL; + + // + string typeName = GetTypeName(this); + + // + if (!forObject) + { + result = typeName; + } + else + { + // + result = typeName + "_" + + symbol + "_" + ToString(period) + "_" + + ToMD5(time); + } + + // + return result; + } + + // +}; + +// +// Model Signalling Conditions ... +struct X121SMCStrategyConditions +{ + // + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + double sl; + double tp; + double target; + string provider; + ENUM_X_DIRECTION signalDir; + + // + void X121SMCStrategyConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + symbol = NULL; + period = NULL; + time = NULL; + + // + sl = 0; + tp = 0; + provider = NULL; + signalDir = X_DIRECTION_NONE; + + // + ZeroMemory(this); + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = IsSpecifiedValid(symbol) && + IsSpecifiedValid(period) && + IsSpecifiedValid(time); + + // + return result; + } + + /** + * Check Conditions Has Valid Bullish Signal ... + * + * @return ( bool ) + */ + bool HasBullishSignal() + { + // + bool result = false; + + // + result = + (sl > 0 || + tp > 0) && + IsValid() && + HasDirection(signalDir); + if (!result) + { + return result; + } + + // + result = + IsBullish(signalDir); + + // + return result; + } + + /** + * Check Conditions Has Valid Bearish Signal ... + * + * @return ( bool ) + */ + bool HasBearishSignal() + { + // + bool result = false; + + // + result = + (sl > 0 || + tp > 0) && + IsValid() && + HasDirection(signalDir); + if (!result) + { + return result; + } + + // + result = + IsBearish(signalDir); + + // + return result; + } + + // + // Reporter Functions ... + + /** + * Generate Provided Scores ... + * + * @param bullishScore: Integer, reference ... + * @param bearishScore: Integer, referenceF ... + */ + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + if (!IsValid()) + { + return; + } + + // + double bullScore = 0; + double bearScore = 0; + } + + /** + * Generate Summary ... + * + * @param onlyCommons: Boolean ... + * @param onlyConditions: Boolean ... + * @param includeScores: Boolean ... + * @param ignoreFalseConditions: Boolean ... + * @param separator: String ... + * + * @return ( string ) + */ + string GenerateSummary( + bool onlyCommons = false, + bool onlyConditions = false, + bool includeScores = true, + bool ignoreFalseConditions = true, + string separator = "\n" // + ) + { + // + string result = NULL; + + // + double bullishScore = 0; + double bearishScore = 0; + GenerateScore( + bullishScore, + bearishScore // + ); + + // + string commonStr = GenerateSpecifiedCommonSummary( + this, + separator, + includeScores, + true // + ); + + // + string conditionsStr = + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + "----------" + separator + + (onlyConditions + ? "" + : commonStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + /** + * Get Unique Identifier ... + * + * @param forObject: Boolean ... + * + * @return ( string ) + */ + string GetTag( + bool forObject = false // + ) + { + // + string result = NULL; + + // + string typeName = GetTypeName(this); + + // + if (!forObject) + { + result = typeName; + } + else + { + // + result = typeName + "_" + + symbol + "_" + ToString(period) + "_" + + ToMD5(time); + } + + // + return result; + } + + // +}; + +// +// Model a Guard Action ... +struct X121SMCGuard +{ + // + // Props ... + ENUM_X_121_SMC_GUARD_ACTIONS action; + datetime time; + + // + string symbol; + string provider; + + // + // Specified Position ... + ulong ticket; + + // + // Partial Close ... + double volumeMultiplier; + + // + // SL Trial ... + double sl; + + // + // TP Trial ... + double tp; + + // + // Constructor ... + X121SMCGuard() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + time = NULL; + action = X_121_SMC_GUARD_ACTION_NONE; + + // + symbol = NULL; + provider = NULL; + + // + ticket = 0; + + // + volumeMultiplier = 0; + + // + sl = 0; + tp = 0; + + // + ZeroMemory(this); + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(time) && + IsValid(symbol) && + IsValid(provider) && + action != X_121_SMC_GUARD_ACTION_NONE + // + ; + if (!result) + { + return result; + } + + // + // Validate Model Based On Specified Guard Actions ... + + // + return result; + } +}; + +/** + * Add Guard to Collection ... + * + * @param guard: X121SMCGuard instance ... + * @param guards: X121SMCGuard instance Collection ... + * + * @return ( int ) + */ +int AddGuard( + X121SMCGuard &guard, + X121SMCGuard &guards[] // +) +{ + // + int result = 0; + + // + if (!guard.IsValid()) + { + return result; + } + + // + AddRef( + guard, + guards // + ); + + // + result = ArraySize(guards); + + // + return result; +} + +// +// +// + +typedef void (*TOnX121SMCSignal)( + XSignal &signal, + X121SMCStrategyConditions &conditions // +); + +// +// Extentions ... + +/** + * Validate a Signal Provider ... + * + * @param value: ENUM_X_121_SMC_PROVIDERS member ... + * + * @return ( bool ) + */ +bool IsValid(ENUM_X_121_SMC_PROVIDERS value) +{ + // + bool result = false; + + // + result = value != X_121_SMC_PROVIDER_NONE; + + // + return result; +} + +/** + * Converts a Signal Provider to String ... + * + * @param value: ENUM_X_121_SMC_PROVIDERS member ... + * + * @return ( string ) + */ +string ToString(ENUM_X_121_SMC_PROVIDERS value) +{ + // + string result = NULL; + + // + if (!IsValid(value)) + { + return result; + } + + // + switch (value) + { + // + case X_121_SMC_PROVIDER_XWZ: + result = X121SMCXWZToken; + break; + } + + // + return result; +} + +/** + * Parse Specified String as a Signal Provider ... + * + * @param value: String ... + * + * @return ( ENUM_X_121_SMC_PROVIDERS ) + */ +ENUM_X_121_SMC_PROVIDERS ParseProvider(string value) +{ + // + ENUM_X_121_SMC_PROVIDERS result = X_121_SMC_PROVIDER_NONE; + + // + if (!IsValid(value)) + { + return result; + } + + // + if (Contains(X121SMCXWZToken, value)) + { + result = X_121_SMC_PROVIDER_XWZ; + } + + // + return result; +} + +// diff --git a/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.class.ex5 b/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..09ce97bb0060878db2198528c80e279b298530f0 GIT binary patch literal 18216 zcmdSALzFH~>?Yj(wr$(CZQFg@wr$(CZQHi(+q`Yt-|s))ncXaAJISd^>Pgii$tHDD zC8o&+;s^wZ0t5>59{~d$|1bGJ`u|Ui(YCj(v;_nM=S<-(&&r5p;(Jbc3d&t*I$x4!;;wG4mlw#Lo{y%3$fb4-BfINYm zfGmN`fh>SrfCzz@ff)ZAEI_pX=_){m|DmS;*~NftfNcLmq<~can??S^?Ec&RKbHTO z>3=+S`7Z*_K-@qK|FQf3V*3Bq|J!fV|K&IRfART$+tdGZmY9I(|I0Sx|JnF|fg;kn zE4|=20ek!J>2@(BDw#Vw+88q96J!JymB6gvmYVz23axHprK>sN4InKU>8Ncy8p}@n 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zm*ET~qjmjycodE}7y|Po0!{6TZJkSNS8p>=93T_C@ne|zp8y0hN4%RjXCHNl@lh^Z+MYe1mz?? zeLFD|y5uA=f&LW3(Rtpa1{> literal 0 HcmV?d00001 diff --git a/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5 b/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5 new file mode 100644 index 0000000..beea66d --- /dev/null +++ b/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5 @@ -0,0 +1,3642 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "./x-121.smc.xwz.signal.lib.mq5" + +// +// Definition ... +class XCX121SMCXWZSignalDetector : public XCBase +{ + // + public: + // + // Props ... + XOBFVG chochZone; + XOBFVG targetZone; + XOBFVG signalZone; + XOBFVG waitingZone; + X121SMCStrategyXWZWorkingZone workingZone; + X121SMCStrategyXWZSignalConditions mConditions; + X121SMCStrategyXWZSignalConditions mConditionsCollection[]; + + // + // Constructor(s) ... + XCX121SMCXWZSignalDetector( + string _symbol, + ENUM_TIMEFRAMES _period // + ) + { + // + symbol = _symbol; + period = _period; + Init(); + } + + // + // Deconstructor ... + ~XCX121SMCXWZSignalDetector() + { + DeInit(); + } + + // + // + // + + // + // Detect Setup Conditions ... + bool DetectSignalSetup( + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + // Validate Cycle Helpers ... + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + // + mConditions.Clean(); + + // + return result; + } + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + mConditions.symbol = symbol; + mConditions.period = period; + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + double pivot = 0; + double point = 0; + double target = 0; + double reward = 0; + double amountPercent = 0; + ENUM_X121SMC_XWZ_PRIORITY priority = X121SMC_XWZ_PRIORITY_NONE; + + // + // Cycles Conditions ... + + // + XOHCL consolidationZBar; + result = consolidationCycleHelper.GetBar( + consolidationZBar, + zIndex // + ); + if (!result) + { + // + consolidationZBar.Clean(); + return result; + } + + // + bool drawBar = true; + if (drawBar) + { + // + DrawBar( + consolidationZBar, + decisionCycleHelper.mPOIDrawer // + ); + } + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + mConditions.Clean(); + consolidationZBar.Clean(); + + // + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + + // + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + + // + analyseConditions.Clean(); + decisionConditions.Clean(); + + // + mConditions.Clean(); + consolidationZBar.Clean(); + + // + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(consolidationPoiEvents); + + // + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationCycleEvents); + + // + analyseConditions.Clean(); + decisionConditions.Clean(); + consolidationConditions.Clean(); + + // + mConditions.Clean(); + consolidationZBar.Clean(); + + // + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(consolidationPoiEvents); + + // + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationCycleEvents); + + // + visionConditions.Clean(); + analyseConditions.Clean(); + decisionConditions.Clean(); + consolidationConditions.Clean(); + + // + mConditions.Clean(); + consolidationZBar.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // Setup Conditions ... + + // + // Choch Trading Senario ... + bool hasChochBullishConditions = false; + bool hasChochBearishConditions = false; + + // + // Order Flow Side Trading Senario ... + bool hasOrderFlowhBullishConditions = false; + bool hasOrderFlowhBearishConditions = false; + + // + // Trend Line Trading Senario ... + bool hasTrendLineBullishConditions = false; + bool hasTrendLineBearishConditions = false; + + // + // Quarter Line Trading Senario ... + bool hasBQuarterLineBullishConditions = false; + bool hasBQuarterLineBearishConditions = false; + + // + // Supply and Demand Trading Senario ... + bool hasSupDemBullishConditions = false; + bool hasSupDemBearishConditions = false; + + // + // Support and Resistance Trading Senario ... + bool hasSupResBullishConditions = false; + bool hasSupResBearishConditions = false; + + // + ENUM_X121SMC_XWZ_PROVIDERS provider = X121SMC_XWZ_PROVIDER_NONE; + + // + // Detect Working Zone ... + bool hasWorkingZone = workingZone.IsValid(); + if (!hasWorkingZone) + { + hasWorkingZone = DetectWorkingZone(visionState); + } + result = hasWorkingZone; + if (!result) + { + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(consolidationPoiEvents); + + // + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + consolidationState.Clean(); + + // + visionConditions.Clean(); + analyseConditions.Clean(); + decisionConditions.Clean(); + consolidationConditions.Clean(); + + // + visionXConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + consolidationZBar.Clean(); + + // + return result; + } + + // + // TODO: Remove this ... + UpdateTo(cTime); + DrawWorkingZone( + visionCycleHelper.mPOIDrawer // + ); + + // + // Detect Working Zone Destroy ... + bool isWorkingZoneDetroyed = workingZone.IsDestroyed(); + result = !isWorkingZoneDetroyed; + if (!result) + { + // + workingZone.Clean(); + mWorkingZoneObjects.Clear(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(consolidationPoiEvents); + + // + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + consolidationState.Clean(); + + // + visionConditions.Clean(); + analyseConditions.Clean(); + decisionConditions.Clean(); + consolidationConditions.Clean(); + + // + visionXConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationXConditions.Clean(); + + // + mConditions.Clean(); + consolidationZBar.Clean(); + + // + return result; + } + + // + // Checking Target Zone Breaked ... + bool hasTargetZone = targetZone.IsValid(); + if (hasTargetZone) + { + // + XOHCL bar; + bool isInited = bar.Init( + symbol, + period, + zIndex // + ); + + XOHCL cBar; + isInited = + isInited && + bar.GetPreviousBar(cBar); + + // + bool isBullish = targetZone.IsBullish(); + + // + bool isLowerBreaked = + // + bar.high < targetZone.ob.Lower() && + cBar.high < targetZone.ob.Lower() + // + ; + + // + bool isUpperBreaked = + // + bar.low > targetZone.ob.Upper() && + cBar.low > targetZone.ob.Upper() + // + ; + + // + bool isBreaked = isBullish + ? isLowerBreaked + : isUpperBreaked; + if (isBreaked) + { + // + mWorkingZoneObjects.Clear(); + targetZone.Clean(); + + // + // TODO: Remove this ... + DrawWorkingZone( + visionCycleHelper.mPOIDrawer // + ); + } + } + + // + // Detect Order Flow ... + ENUM_X_DIRECTION trend = X_DIRECTION_NONE; + bool hasOrderFlow = workingZone.HasOrderFlow(trend); + if (!hasOrderFlow) + { + // + int orderFlowCount = workingZone.DetectOrderFlow( + symbol, + period, + trend, + visionState, + consolidationState, + analyseState, + decisionState // + ); + hasOrderFlow = IsValidSize(orderFlowCount); + } + + // + bool hasTrend = HasDirection(trend); + bool hasBllishTrend = + hasTrend && + IsBullish(trend); + bool hasBearishTrend = + hasTrend && + IsBearish(trend); + + // result = hasOrderFlow; + // if (!result) + // { + + // // + // Clean(visionPoiEvents); + // Clean(analysePoiEvents); + // Clean(decisionPoiEvents); + // Clean(consolidationPoiEvents); + + // // + // Clean(visionCycleEvents); + // Clean(analyseCycleEvents); + // Clean(decisionCycleEvents); + // Clean(consolidationCycleEvents); + + // // + // visionState.Clean(); + // analyseState.Clean(); + // decisionState.Clean(); + // consolidationState.Clean(); + + // // + // visionConditions.Clean(); + // analyseConditions.Clean(); + // decisionConditions.Clean(); + // consolidationConditions.Clean(); + + // // + // visionXConditions.Clean(); + // analyseXConditions.Clean(); + // decisionXConditions.Clean(); + // consolidationXConditions.Clean(); + + // // + // mConditions.Clean(); + // consolidationZBar.Clean(); + + // // + // return result; + // } + + // + // TODO: Remove this ... + UpdateTo(cTime); + DrawWorkingZone( + visionCycleHelper.mPOIDrawer // + ); + + // + isBullish = IsBullish(trend); + isBearish = IsBearish(trend); + + // + bool hasPriority = workingZone + .DetectPriority( + priority, + trend, + zIndex, + period // + ); + + // + bool hasRewardAmount = CalculateRiskReward( + priority, + reward, + amountPercent // + ); + + // + // Checking Order Flow Break ... + int breakedIDX = -1; + bool isOrderFlowBreaked = + hasOrderFlow && + workingZone.IsOrderFlowBreaked( + breakedIDX, + true, // Force OB Breaked + false, // Force FVG Breaked + zIndex, + period // + ); + + // + // Order Flow Breaked Senario ... + if (isOrderFlowBreaked) + { + // + AddRef( + workingZone.orderFlow[breakedIDX], + workingZone.brokenOrderFlow // + ); + + // + signalZone = workingZone.orderFlow[breakedIDX]; + provider = X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH; + + // + ArrayRemove( + workingZone.orderFlow, + breakedIDX, + 1 // + ); + + // + CleanupArray( + workingZone.brokenOrderFlow, + 10 // + ); + } + + // + // First Check Last Order Flow FVG ... + XOBFVG youngestOrderFlow; + int youngestOBFVGIDX = GetYoungest(workingZone.orderFlow); + bool hasYoungestOBFVG = IsValidIndex(youngestOBFVGIDX); + if (hasYoungestOBFVG) + { + // + youngestOrderFlow = workingZone.orderFlow[youngestOBFVGIDX]; + + // + XOHCL obWorkerBar; + XOHCL obActivationBar; + + // + XOHCL fvgWorkerBar; + XOHCL fvgActivationBar; + + // + bool isOBBodyOut = false; + bool isOBWorked = youngestOrderFlow + .ob + .IsWorked( + trend, + obWorkerBar, + isOBBodyOut, + false // + ); + + // + bool isOBBodyIn = false; + bool isOBActivated = youngestOrderFlow + .ob + .IsActivated( + trend, + obActivationBar, + isOBBodyIn, + false // + ); + + // + bool isFVGBodyOut = false; + bool isFVGWorked = youngestOrderFlow + .fvg + .IsWorked( + trend, + fvgWorkerBar, + isFVGBodyOut, + false // + ); + + // + bool isFVGBodyIn = false; + bool isFVGActivated = youngestOrderFlow + .fvg + .IsActivated( + trend, + fvgActivationBar, + isFVGBodyIn, + false // + ); + + // + if (!isFVGWorked && + isFVGActivated) + { + // + youngestOrderFlow + .UpdateZones(decisionState); + + // + signalZone = youngestOrderFlow; + youngestOrderFlow.Clean(); + ArrayRemove( + workingZone.orderFlow, + youngestOBFVGIDX, + 1 // + ); + + // + provider = X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE; + } + else + { + // + bool isPriceInsideFVG = + // + IsInside( + consolidationZBar.high, + youngestOrderFlow.fvg // + ) + // + && + // + IsInside( + consolidationZBar.low, + youngestOrderFlow.fvg // + ) + // + ; + + // + if (isPriceInsideFVG) + { + // + youngestOrderFlow + .UpdateZones(decisionState); + + // + signalZone = youngestOrderFlow; + youngestOrderFlow.Clean(); + ArrayRemove( + workingZone.orderFlow, + youngestOBFVGIDX, + 1 // + ); + + // + provider = X121SMC_XWZ_PROVIDER_PRICE_INSIDE_ZONE; + } + } + + // + fvgWorkerBar.Clean(); + fvgActivationBar.Clean(); + } + + // + // Check New Order Blocks ... + bool hasNewConsolidationBullishOB = Contains( + X_BULLISH_ORDERBLOCK_DETECTED, + consolidationPoiEvents // + ); + bool hasNewConsolidationBearishOB = Contains( + X_BEARISH_ORDERBLOCK_DETECTED, + consolidationPoiEvents // + ); + bool hasNewOB = hasNewConsolidationBullishOB || + hasNewConsolidationBearishOB; + + // + // Check New Fair Value Gaps ... + bool hasNewConsolidationBullishFVG = Contains( + X_BULLISH_FVG_DETECTED, + consolidationPoiEvents // + ); + bool hasNewConsolidationBearishFVG = Contains( + X_BEARISH_FVG_DETECTED, + consolidationPoiEvents // + ); + bool hasNewFVG = hasNewConsolidationBullishFVG || + hasNewConsolidationBearishFVG; + + // + // Check New Order Blocks ... + bool hasNewAnalyseBullishOrderBlock = Contains( + X_BULLISH_ORDERBLOCK_DETECTED, + analysePoiEvents // + ); + bool hasNewAnalyseBearishOrderBlock = Contains( + X_BEARISH_ORDERBLOCK_DETECTED, + analysePoiEvents // + ); + bool hasNewAnalyseOB = hasNewAnalyseBullishOrderBlock || + hasNewAnalyseBearishOrderBlock; + + // + // Check New Fair Value Gaps ... + bool hasNewAnalyseBullishFVG = Contains( + X_BULLISH_FVG_DETECTED, + analysePoiEvents // + ); + bool hasNewAnalyseBearishFVG = Contains( + X_BEARISH_FVG_DETECTED, + analysePoiEvents // + ); + bool hasNewAnalyseFVG = hasNewAnalyseBullishFVG || + hasNewAnalyseBearishFVG; + + // + // Do Order Flow Actions when new Order Blocks + // or FVGs Formed ... + if (hasNewOB || + hasNewFVG || + hasNewAnalyseOB || + hasNewAnalyseFVG) + { + // + XCFVG *newFVG = NULL; + XCOrderBlock *newOB = NULL; + XCFVG *newAnalyseFVG = NULL; + XCOrderBlock *newAnalyseOB = NULL; + + // + bool isValid = false; + bool hasWaitingZone = waitingZone.IsValid(); + + // + int idx = -1; + if (hasNewOB) + { + // + if (hasNewConsolidationBullishOB) + { + // + idx = consolidationState.CountBullishOrderBlocks() - 1; + newOB = consolidationState.bullishOrderBlocks[idx]; + } + else + { + // + idx = consolidationState.CountBearishOrderBlocks() - 1; + newOB = consolidationState.bearishOrderBlocks[idx]; + } + + // + if (hasWaitingZone) + { + } + else + { + // + isValid = + !waitingZone.HasOB() + ? true + : !IsSame( + newOB, + waitingZone.ob // + ); + if (isValid) + { + // + bool isAbove = IsAbove( + newOB, + youngestOrderFlow.ob, + true // Ignore Inside ... + ); + bool isBelow = IsBelow( + newOB, + youngestOrderFlow.ob, + true // Ignore Inside ... + ); + + // + isValid = + isBullish + ? isAbove + : isBelow; + + // + if (isValid) + { + waitingZone.ob = newOB; + } + } + } + } + + // + if (hasNewFVG) + { + // + if (hasNewConsolidationBullishFVG) + { + // + idx = consolidationState.CountBullishFairValueGaps() - 1; + newFVG = consolidationState.bullishFairValueGaps[idx]; + } + else + { + // + idx = consolidationState.CountBearishFairValueGaps() - 1; + newFVG = consolidationState.bearishFairValueGaps[idx]; + } + } + + // + if (hasNewAnalyseOB) + { + // + if (hasNewAnalyseBullishOrderBlock) + { + // + idx = analyseState.CountBullishOrderBlocks() - 1; + newAnalyseOB = analyseState.bullishOrderBlocks[idx]; + } + else + { + // + idx = analyseState.CountBearishOrderBlocks() - 1; + newAnalyseOB = analyseState.bearishOrderBlocks[idx]; + } + } + + // + if (hasNewAnalyseFVG) + { + // + if (hasNewAnalyseBullishFVG) + { + // + idx = analyseState.CountBullishFairValueGaps() - 1; + newAnalyseFVG = analyseState.bullishFairValueGaps[idx]; + } + else + { + // + idx = analyseState.CountBearishFairValueGaps() - 1; + newAnalyseFVG = analyseState.bearishFairValueGaps[idx]; + } + + // + if (hasWaitingZone) + { + } + else + { + // + if (waitingZone.HasOB()) + { + // + XCFVG *tmpFVGs[]; + XCFVG *tmpWorkingFVGs[]; + bool isOBBullish = waitingZone.ob.IsBullish(); + if (isOBBullish) + { + Copy( + analyseState.bullishFairValueGaps, + tmpFVGs // + ); + } + else + { + Copy( + analyseState.bearishFairValueGaps, + tmpFVGs // + ); + } + + // + for (int j = 0; j < ArraySize(tmpFVGs); j++) + { + // + XCFVG *jFVG = tmpFVGs[j]; + + // + // Check Start Date ... + bool isFromPassed = jFVG.From() > waitingZone.ob.From(); + if (!isFromPassed) + { + // + ZeroMemory(jFVG); + continue; + } + + // + // Check Place ... + + // + bool isAbove = IsAboveDiff( + jFVG, + waitingZone.ob, + true // + ); + + // + bool isBelow = IsBelowDiff( + jFVG, + waitingZone.ob, + true // + ); + + // + bool isInside = IsInsideDiff( + jFVG, + waitingZone.ob, + false // + ); + + // + bool isPlacePassed = + isInside || + (isBullish + ? isAbove + : isBelow); + if (!isPlacePassed) + { + // + ZeroMemory(jFVG); + continue; + } + + // + Add( + jFVG, + tmpWorkingFVGs // + ); + } + + // + int fvgsCount = ArraySize(tmpWorkingFVGs); + isValid = IsValidSize(fvgsCount); + if (isValid) + { + // + idx = + isBullish + ? GetLowest(tmpWorkingFVGs) + : GetHighest(tmpWorkingFVGs); + + // + if (IsValidIndex(idx)) + { + // + XCFVG *selectedFVG = tmpWorkingFVGs[idx]; + + // + waitingZone.fvg = selectedFVG; + + // + bool isExists = FindIndex( + idx, + selectedFVG, + tmpFVGs // + ); + if (isExists) + { + // + ArrayRemove( + tmpFVGs, + idx, + 1 // + ); + } + } + } + + // + Clean(tmpFVGs); + Clean(tmpWorkingFVGs); + } + } + } + + // + hasWaitingZone = waitingZone.IsValid(); + if (hasWaitingZone) + { + // + bool isSameDir = waitingZone.GetDirection() == trend; + if (!isSameDir) + { + targetZone = waitingZone; + } + else + { + // + workingZone.AddOrderFlowItem(waitingZone); + + // + // TODO: Remove this ... + mWorkingZoneObjects.Clear(); + DrawWorkingZone( + visionCycleHelper.mPOIDrawer // + ); + } + + // + waitingZone.Clean(); + } + + // + if (signalZone.IsValid() && + provider == X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH) + { + // + ENUM_X_DIRECTION iForDir = Opposit(signalZone.GetDirection()); + if (hasNewAnalyseOB && + hasNewAnalyseFVG) + { + // + bool isSameDir = + newAnalyseOB.GetDirection() == iForDir && + newAnalyseFVG.GetDirection() == iForDir; + bool isOneInsideAnoter = + // + (newAnalyseFVG.Upper() < newAnalyseOB.Upper() && + newAnalyseFVG.Upper() > newAnalyseOB.Lower()) + // + || + // + (newAnalyseOB.Upper() < newAnalyseFVG.Upper() && + newAnalyseOB.Upper() > newAnalyseFVG.Lower()) + // + ; + + // + bool isZoneDetected = + isSameDir && + isOneInsideAnoter; + if (isZoneDetected) + { + // + XOBFVG iSignalZone; + iSignalZone.ob = newAnalyseOB; + iSignalZone.fvg = newAnalyseFVG; + + // + chochZone = iSignalZone; + } + } + } + + // + ZeroMemory(newOB); + ZeroMemory(newFVG); + ZeroMemory(newAnalyseOB); + ZeroMemory(newAnalyseFVG); + } + + // + bool isPriceInsideCHOCHZone = false; + bool hasCHOCHZone = chochZone.IsValid(); + if (hasCHOCHZone) + { + // + XCBaseObject *objects[]; + bool isCreated = visionCycleHelper + .mPOIDrawer + .DrawOBFVG( + chochZone, + objects // + ); + if (isCreated) + { + AddDrawnObjects(objects); + } + + // + XOHCL cBar; + bool isInited = cBar.Init( + symbol, + period, + cIndex // + ); + + // + isPriceInsideCHOCHZone = + isInited && + cBar.low >= chochZone.fvg.Lower() && + cBar.high <= chochZone.fvg.Upper(); + if (isPriceInsideCHOCHZone) + { + // + // Reverse Trend and ReCalculate Requirements + // For CHOCH Tradng ... + + // + trend = chochZone.GetDirection(); + + // + isBullish = IsBullish(trend); + isBearish = IsBearish(trend); + + // + bool hasPriority = workingZone + .DetectPriority( + priority, + trend, + zIndex, + period // + ); + + // + bool hasRewardAmount = CalculateRiskReward( + priority, + reward, + amountPercent // + ); + + // + provider = X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH; + } + + // + cBar.Clean(); + } + + // + // Reading Trand Line Value ... + double zValue = workingZone.GetOrderFlowTrendLinePrice( + zIndex, + period // + ); + double cValue = workingZone.GetOrderFlowTrendLinePrice( + cIndex, + period // + ); + double pValue = workingZone.GetOrderFlowTrendLinePrice( + pIndex, + period // + ); + double ppValue = workingZone.GetOrderFlowTrendLinePrice( + ppIndex, + period // + ); + + // + // Implementing Signals ... + // + + // + // TODO: Implement Order Flow Side Trading Senario ... + bool hasOrderFlowConditions = + hasTrend && + hasPriority && + hasRewardAmount && + signalZone.IsValid() && + provider == X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE; + + // + hasOrderFlowhBullishConditions = + isBullish && + hasOrderFlowConditions && + signalZone.IsBullish(); + + // + hasOrderFlowhBearishConditions = + isBearish && + hasOrderFlowConditions && + signalZone.IsBearish(); + + // + if (hasOrderFlowConditions) + { + // + mConditions.signalZone = signalZone; + mConditions.targetZone = targetZone; + + // + point = hasOrderFlowhBullishConditions + ? signalZone.ob.Upper() + : signalZone.ob.Lower(); + + // + pivot = hasOrderFlowhBullishConditions + ? signalZone.ob.Lower() + : signalZone.ob.Upper(); + + // + signalZone.Clean(); + } + + // + // TODO: Implement Inside Zone Trading Senario ... + bool hasInsideZoneConditions = + hasTrend && + hasPriority && + hasRewardAmount && + signalZone.IsValid() && + provider == X121SMC_XWZ_PROVIDER_PRICE_INSIDE_ZONE; + + // + bool hasInsideZoneBullishConditions = + isBullish && + signalZone.IsBullish() && + hasInsideZoneConditions; + + // + bool hasInsideZoneBearishConditions = + isBearish && + signalZone.IsBearish() && + hasInsideZoneConditions; + + // + if (hasInsideZoneConditions) + { + // + mConditions.signalZone = signalZone; + mConditions.targetZone = targetZone; + + // + point = hasOrderFlowhBullishConditions + ? signalZone.ob.Upper() + : signalZone.ob.Lower(); + + // + pivot = hasOrderFlowhBullishConditions + ? signalZone.ob.Lower() + : signalZone.ob.Upper(); + + // + signalZone.Clean(); + } + + // + // TODO: Implement CHOCH Trading Senario ... + bool hasCHOCHConditions = + hasCHOCHZone && + chochZone.IsValid() && + isPriceInsideCHOCHZone && + provider == X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH; + + // + hasChochBullishConditions = + hasCHOCHConditions && + chochZone.IsBullish(); + hasChochBearishConditions = + hasCHOCHConditions && + chochZone.IsBearish(); + + // + if (hasCHOCHConditions) + { + // + mConditions.signalZone = chochZone; + mConditions.targetZone = targetZone; + + // + point = hasChochBullishConditions + ? chochZone.ob.Upper() + : chochZone.ob.Lower(); + + // + pivot = hasChochBearishConditions + ? chochZone.ob.Lower() + : chochZone.ob.Upper(); + + // + chochZone.Clean(); + signalZone.Clean(); + } + + // + // TODO: Implement Trend Line Trading Senario ... + + // + // TODO: Implement Quarter Line Trading Senario ... + + // + // TODO: Implement Supply and Demand Trading Senario ... + + // + // TODO: Implement Support and Resistance Trading Senario ... + + // + // TODO: Implement Mitigation Blocks Trading Senario ... + + // + // Summarize ... + + // + bool hasBullishConditions = + // + hasChochBullishConditions || + hasSupDemBullishConditions || + hasSupResBullishConditions || + hasTrendLineBullishConditions || + hasOrderFlowhBullishConditions || + hasInsideZoneBullishConditions || + hasBQuarterLineBullishConditions + // + ; + + // + bool hasBearishConditions = + // + hasChochBearishConditions || + hasSupDemBearishConditions || + hasSupResBearishConditions || + hasTrendLineBearishConditions || + hasOrderFlowhBearishConditions || + hasInsideZoneBearishConditions || + hasBQuarterLineBearishConditions + // + ; + + // + result = + hasBullishConditions || + hasBearishConditions; + + // + if (result) + { + // + mConditions.dir = trend; + mConditions.pivot = pivot; + mConditions.point = point; + mConditions.reward = reward; + mConditions.target = target; + mConditions.setupTime = cTime; + mConditions.priority = priority; + mConditions.provider = provider; + mConditions.amountPercent = amountPercent; + } + + // + // Cleanups ... + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(decisionPoiEvents); + Clean(consolidationPoiEvents); + + // + Clean(visionCycleEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + consolidationState.Clean(); + + // + visionConditions.Clean(); + analyseConditions.Clean(); + decisionConditions.Clean(); + consolidationConditions.Clean(); + + // + visionXConditions.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationXConditions.Clean(); + + // + // mConditions.Clean(); + consolidationZBar.Clean(); + + // + return result; + } + + // + // Detect Trigger Conditions ... + bool DetectSignalTrigger( + // + X121SMCStrategyXWZSignalConditions &conditions, + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + int maxAllowedSetupAge = 60 + // + ) + { + // + bool result = false; + + // + result = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + result = conditions.IsSetuped(); + if (!result) + { + return result; + } + + // + datetime setupTime = conditions.setupTime; + ENUM_X_DIRECTION setupDir = conditions.dir; + + // + bool isBullish = IsBullish(setupDir); + bool isBearish = IsBearish(setupDir); + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + double sls[]; + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + // Cleanup ... + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + + // + // Check Signal Validation ... + + // + XOHCL cBar; + bool isInited = cBar.Init( + conditions.symbol, + conditions.period, + cIndex // + ); + XOHCL pBar; + isInited = + isInited && + cBar.GetPreviousBar(pBar); + bool isLowerBreaked = + // + isInited && + cBar.high < conditions.point && + pBar.high >= conditions.point + // + ; + bool isUpperBreaked = + // + isInited && + cBar.low > conditions.point && + pBar.low <= conditions.point + // + ; + bool isZoneBreaked = + (isBullish && + isLowerBreaked) || + (isBearish && + isUpperBreaked); + result = !isZoneBreaked; + if (!result) + { + // + cBar.Clean(); + pBar.Clean(); + conditions.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + } + + // + cBar.Clean(); + pBar.Clean(); + + // + double bullishScore = 0; + double bearishScore = 0; + decisionXConditions.GenerateScore( + bullishScore, + bearishScore // + ); + bool isBullishScorePassed = + isBullish && + bullishScore > (bearishScore * 1.5); + bool isBearishScorePassed = + isBearish && + bearishScore > (bullishScore * 1.5); + bool isScorePassed = isBullishScorePassed || + isBearishScorePassed; + + // + // Base SL Used Pivot of Conditions ... + // Add( + // conditions.pivot, + // sls // + // ); + + // + int lowestSupportIDX = -1; + int highestResistanceIDX = -1; + bool isSupportRejected = false; + bool isResistanceRejected = false; + bool hasSignalZone = conditions.signalZone.IsValid(); + if (hasSignalZone) + { + // + conditions + .signalZone + .UpdateZones(decisionState); + conditions + .signalZone + .UpdateTo(cTime); + + // + XOHCL cBar; + bool isBarInited = cBar.Init( + conditions.symbol, + conditions.period, + cIndex // + ); + + // + lowestSupportIDX = GetLowest(conditions.signalZone.supportZones); + if (IsValidIndex(lowestSupportIDX)) + { + // + isSupportRejected = + // + isBarInited && + ( + // + (cBar.low < conditions.signalZone.supportZones[lowestSupportIDX].Upper() && + cBar.GetDown() > conditions.signalZone.supportZones[lowestSupportIDX].Upper()) + // + || + // + (cBar.low < conditions.signalZone.supportZones[lowestSupportIDX].Lower() && + cBar.GetDown() > conditions.signalZone.supportZones[lowestSupportIDX].Lower()) + // + ) + // + ; + + // + isSupportRejected = + isBullish && + isSupportRejected; + if (isSupportRejected) + { + // + double vPivot = conditions.signalZone.supportZones[lowestSupportIDX].Lower(); + bool canSetPivot = vPivot > conditions.pivot && + vPivot < conditions.point; + if (canSetPivot) + { + // + Add( + vPivot, + sls // + ); + } + } + } + + // + highestResistanceIDX = GetHighest(conditions.signalZone.resistanceZones); + if (IsValidIndex(highestResistanceIDX)) + { + // + isResistanceRejected = + // + isBarInited && + ( + // + (cBar.high > conditions.signalZone.resistanceZones[highestResistanceIDX].Upper() && + cBar.GetUp() < conditions.signalZone.resistanceZones[highestResistanceIDX].Upper()) + // + || + // + (cBar.high > conditions.signalZone.resistanceZones[highestResistanceIDX].Lower() && + cBar.GetUp() < conditions.signalZone.resistanceZones[highestResistanceIDX].Lower()) + // + ) + // + ; + + // + isResistanceRejected = + isBearish && + isResistanceRejected; + if (isResistanceRejected) + { + // + double vPivot = conditions.signalZone.resistanceZones[highestResistanceIDX].Upper(); + bool canSetPivot = vPivot < conditions.pivot && + vPivot > conditions.point; + if (canSetPivot) + { + // + Add( + vPivot, + sls // + ); + } + } + } + + // + cBar.Clean(); + } + + // + // Consolidation Zone Detection ... + + // + // Detect Consolidation Zones ... + + // + // Bullish Consolidation Zone ... + XConsolidationZone bullishCZones[]; + bool hasBullishConsolidationZone = false; + XConsolidationZone bullishConsolidationZone; + int bullishCZonesCount = decisionCycleHelper.FillConsolidationZones( + X_DIRECTION_BULLISH, + bullishCZones // + ); + bool hasBullishConsolidationZones = IsValidSize(bullishCZonesCount); + if (hasBullishConsolidationZones) + { + // + int idx = -1; + while (HasChild(bullishCZones)) + { + // + idx = GetYoungest(bullishCZones); + hasBullishConsolidationZone = IsValidIndex(idx); + if (hasBullishConsolidationZone) + { + // + bullishConsolidationZone = bullishCZones[idx]; + + // + ArrayRemove( + bullishCZones, + idx, + 1 // + ); + + // + // Check Zone Based On pivot, since this is the SL ... + hasBullishConsolidationZone = + isBullish && + hasBullishConsolidationZone && + bullishConsolidationZone.lower > conditions.pivot && + bullishConsolidationZone.upper <= conditions.point; + if (hasBullishConsolidationZone) + { + // + XCConsolidationZoneObject *iObj; + bool isCreated = decisionCycleHelper.mPOIDrawer.CreateConsolidationZone( + bullishConsolidationZone, + iObj // + ); + if (isCreated) + { + mObjects.Add(iObj); + } + + // + Add( + bullishConsolidationZone.lower, + sls // + ); + } + } + } + } + Clean(bullishCZones); + bullishConsolidationZone.Clean(); + + // + // Bearish Consolidation Zone ... + XConsolidationZone bearishCZones[]; + bool hasBearishConsolidationZone = false; + XConsolidationZone bearishConsolidationZone; + int bearishCZonesCount = decisionCycleHelper.FillConsolidationZones( + X_DIRECTION_BEARISH, + bearishCZones // + ); + bool hasBearishConsolidationZones = IsValidSize(bearishCZones); + if (hasBearishConsolidationZones) + { + // + int idx = -1; + while (HasChild(bearishCZones)) + { + // + idx = GetYoungest(bearishCZones); + hasBearishConsolidationZone = IsValidIndex(idx); + if (hasBearishConsolidationZone) + { + // + bearishConsolidationZone = bearishCZones[idx]; + + // + ArrayRemove( + bearishCZones, + idx, + 1 // + ); + + // + hasBearishConsolidationZone = + isBearish && + hasBearishConsolidationZone && + bearishConsolidationZone.upper < conditions.pivot && + bearishConsolidationZone.lower >= conditions.point; + if (hasBearishConsolidationZone) + { + // + Add( + bearishConsolidationZone.upper, + sls // + ); + } + } + } + } + Clean(bearishCZones); + bearishConsolidationZone.Clean(); + + // + // Check VWap Crossing ... + + // + bool isVWapSwitchedToBullish = + // + (decisionXConditions.isVWapBullishOrdered && + decisionXConditions.isVWapSwitchedToBullishState) + // + || + // + (decisionXConditions.isVWapBullishState && + decisionXConditions.isVWapSwitchedToBullishOrdered) + // + ; + + // + isVWapSwitchedToBullish = + isBullish && + isVWapSwitchedToBullish; + if (isVWapSwitchedToBullish) + { + // + double vPivot = decisionXConditions.vwapMin; + bool canSetPivot = vPivot > conditions.pivot && + vPivot < conditions.point; + if (canSetPivot) + { + // + Add( + vPivot, + sls // + ); + } + } + + // + bool isVWapSwitchedToBearish = + // + (decisionXConditions.isVWapBearishOrdered && + decisionXConditions.isVWapSwitchedToBearishState) + // + || + // + (decisionXConditions.isVWapBearishState && + decisionXConditions.isVWapSwitchedToBearishOrdered) + // + ; + + // + isVWapSwitchedToBearish = + isBearish && + isVWapSwitchedToBearish; + if (isVWapSwitchedToBearish) + { + // + double vPivot = decisionXConditions.vwapMax; + bool canSetPivot = vPivot < conditions.pivot && + vPivot > conditions.point; + if (canSetPivot) + { + // + Add( + vPivot, + sls // + ); + } + } + + // + // Point Break ... + isInited = cBar.Init( + conditions.symbol, + conditions.period, + cIndex // + ); + double point = conditions.point; + bool isPointBreaked = + isInited && + IsBarBreak( + point, + setupDir, + cBar // + ); + cBar.Clean(); + + // + bool isCommonsPassed = + // + (isSupportRejected || + isResistanceRejected || + isVWapSwitchedToBullish || + isVWapSwitchedToBearish || + hasBullishConsolidationZone || + hasBearishConsolidationZone) + // + ; + + // + // Trigger Conditions ... + + // + bool canTriggerCHOCHZone = + // + isScorePassed && + isCommonsPassed && + conditions.provider == X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH + // + ; + + // + bool canTriggerActivatedZone = + // + // isPointBreaked && + isScorePassed && + isCommonsPassed && + conditions.provider == X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE + // + ; + + // + bool canTriggerPriceInsideZone = + // + isScorePassed && + isCommonsPassed && + conditions.provider == X121SMC_XWZ_PROVIDER_PRICE_INSIDE_ZONE + // + ; + + // + bool canTrigger = (canTriggerCHOCHZone || + canTriggerActivatedZone || + canTriggerPriceInsideZone); + + // + // Summary ... + + // + isBullish = + // + isBullish && + canTrigger + // + ; + + // + isBearish = + // + isBearish && + canTrigger + // + ; + + // + result = isBullish || + isBearish; + if (!result) + { + // + // Cleanup Setup Conditions ... + int setupAge = conditions.GetSetupAge(); + if (IsValidSize(setupAge) && + IsValidSize(maxAllowedSetupAge) && + setupAge >= maxAllowedSetupAge) + { + conditions.Clean(); + } + + // + // Cleanup ... + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + double entry = GetEntry( + conditions.symbol, + setupDir // + ); + + // + // Manipulate SL Based on Consolidation Zones ... + + // + // TODO: Add Consolidation Zone for SLs ... + + // + double iAtr = decisionXConditions.atrBuffer[1]; + iAtr *= 1.5; + + // + // Since Pivot Value almost used + // as Default SL, if there isn't any Refind SL + // we use Default ... + if (!HasChild(sls)) + { + // + Add( + conditions.pivot, + sls // + ); + } + + // + double slsMin = GetMin(sls); + double slsMax = GetMax(sls); + + // + double sl = isBullish + ? slsMin - iAtr + : slsMax + iAtr; + double risk = MathAbs(entry - sl); + + // + // Filling Conditions Props ... + conditions.sl = sl; + conditions.triggerTime = cTime; + conditions.type = isBullish + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + // Cleanup ... + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionState.Clean(); + decisionConditions.Clean(); + decisionXConditions.Clean(); + + // + return result; + } + + // + // Detect Guards ... + bool DetectGuards( + // + X121SMCGuard &guards[], + const XPosition &positions[], + // + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // + ) + { + // + bool result = false; + + // + Clean(guards); + + // + bool isCycleHelpersValid = + // + visionCycleHelper != NULL && + analyseCycleHelper != NULL && + decisionCycleHelper != NULL && + consolidationCycleHelper != NULL + // + ; + + // + return false; + + // + result = isCycleHelpersValid; + if (!result) + { + return result; + } + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + string provider = ToString(X_121_SMC_PROVIDER_XWZ); + + // + XPosition ownPositions[]; + XPosition ownLongPositions[]; + XPosition ownShortPositions[]; + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + bool isOwn = iPosition + .IsFiltersPassed( + symbol, + provider, + NULL, + X_POSITION_TYPE_ALL, + iPosition.magic // + ); + if (isOwn) + { + // + AddRef( + iPosition, + ownPositions // + ); + + // + bool isLong = IsLong(positions[i].type); + if (isLong) + { + // + AddRef( + iPosition, + ownLongPositions // + ); + } + else + { + // + AddRef( + iPosition, + ownShortPositions // + ); + } + } + } + + // + count = ArraySize(ownPositions); + + // + int longsCount = ArraySize(ownLongPositions); + bool hasLongs = IsValidSize(longsCount); + + // + int shortsCount = ArraySize(ownShortPositions); + bool hasShorts = IsValidSize(shortsCount); + + // + result = IsValidSize(count); + if (!result) + { + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + return result; + } + + // + // + // + + // + // Get Global and Common Guards ... + + // + ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = { + X_121_SMC_GUARD_ACTION_TRAIL_STOP // + }; + result = DetectX121SMCGuards( + provider, + guards, + positions, + decisionCycleHelper, + analyseCycleHelper, + consolidationCycleHelper, + visionCycleHelper, + // + ignoreGuards + // + ); + + // + // + // + + // + // Get Custom Implemented Guards ... + + // + // Here we Are Sure there is Positions to Guard ... + // based on Current Provider ... + + // + // Detect Required Data for Analyse Market to Guard Positions ... + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + // + result = HasChild(guards); + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + // + zBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + symbol, + period, + pIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + result = HasChild(guards); + return result; + } + + // + XOHCL ppBar; + result = ppBar.Init( + symbol, + period, + ppIndex // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + result = HasChild(guards); + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + double points = GetPoints(symbol); + + // + + // + // Cycles Conditions ... + + // + // Decision ... + ENUM_XPOI_EVENTS decisionPoiEvents[]; + ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; + X121SMCCycleConditions decisionConditions; + result = decisionCycleHelper.GetConditions( + decisionCycleEvents, + decisionPoiEvents, + decisionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + result = HasChild(guards); + return result; + } + + // + // Analyse ... + ENUM_XPOI_EVENTS analysePoiEvents[]; + ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; + X121SMCCycleConditions analyseConditions; + result = analyseCycleHelper.GetConditions( + analyseCycleEvents, + analysePoiEvents, + analyseConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Consolidation ... + ENUM_XPOI_EVENTS consolidationPoiEvents[]; + ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; + X121SMCCycleConditions consolidationConditions; + result = consolidationCycleHelper.GetConditions( + consolidationCycleEvents, + consolidationPoiEvents, + consolidationConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Vision ... + ENUM_XPOI_EVENTS visionPoiEvents[]; + ENUM_X_CYCLE_EVENTS visionCycleEvents[]; + X121SMCCycleConditions visionConditions; + result = visionCycleHelper.GetConditions( + visionCycleEvents, + visionPoiEvents, + visionConditions, + zIndex, + loopback // + ); + if (!result) + { + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(decisionPoiEvents); + Clean(decisionCycleEvents); + + // + decisionConditions.Clean(); + + // + Clean(analysePoiEvents); + Clean(analyseCycleEvents); + + // + analyseConditions.Clean(); + + // + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + consolidationConditions.Clean(); + + // + result = HasChild(guards); + return result; + } + + // + // Cycles POI States ... + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Cycle X121Conditions ... + X121Conditions decisionXConditions = decisionConditions.x121Conditions; + X121Conditions analyseXConditions = analyseConditions.x121Conditions; + X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; + X121Conditions visionXConditions = visionConditions.x121Conditions; + + // + // + // + + // + // Detect Consolidation Zone ... + + // + // Bullish ... + XConsolidationZone bullishConsolidationZone; + bool hasBullishConsolidationZone = decisionCycleHelper + .GetLastDirectionalConsolidationZone( + X_DIRECTION_BULLISH, + bullishConsolidationZone // + ); + + // + // Bearish ... + XConsolidationZone bearishConsolidationZone; + bool hasBearishConsolidationZone = decisionCycleHelper + .GetLastDirectionalConsolidationZone( + X_DIRECTION_BEARISH, + bearishConsolidationZone // + ); + + // + // Detect High Probability Swings ... + bool isSwingLow = + // + cBar.low > pBar.low && + ppBar.low > pBar.low && + // + zBar.low > pBar.low + // + ; + bool isSwingHigh = + // + cBar.high < pBar.high && + ppBar.high < pBar.high && + // + zBar.high < pBar.high + // + ; + bool isStrongSwingLow = + pBar.IsBullish() && + pBar.GetLowShadow() >= pBar.GetBody() * 2; + bool isStrongSwingHigh = + pBar.IsBearish() && + pBar.GetHighShadow() >= pBar.GetBody() * 2; + + // + // Here We Have all Requirements for Guarding Positions ... + + // + // Available Guards: + // X_121_SMC_GUARD_ACTION_NONE + // X_121_SMC_GUARD_ACTION_CLOSE + // X_121_SMC_GUARD_ACTION_CLOSE_ALL + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE + // X_121_SMC_GUARD_ACTION_TRAIL_STOP + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET + // X_121_SMC_GUARD_ACTION_HEDGE + + // + // X_121_SMC_GUARD_ACTION_CLOSE: + // Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_ALL: + // Close All Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: + // Close All Long Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: + // Close All Short Positions on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: + // Partial Close Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_TRAIL_STOP: + // Trail Stop Specified Position on Specified Conditions ... + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = ownPositions[i]; + + // + bool isLong = IsLong(iPosition.type); + bool isInProfit = iPosition.profit > 0; + + // + double sl = iPosition.sl; + double tp = iPosition.tp; + + // + // Trail Stops Using Consolidation Zones ... + bool canTraiLonglUsingCZone = + // + (isLong && + isInProfit && + hasBullishConsolidationZone && + bullishConsolidationZone.lower > iPosition.sl && + bullishConsolidationZone.lower > iPosition.entry) + // + ; + if (canTraiLonglUsingCZone) + { + sl = bullishConsolidationZone.lower; + } + + // + bool canTraiShortlUsingCZone = + // + (!isLong && + isInProfit && + hasBearishConsolidationZone && + bearishConsolidationZone.upper < iPosition.sl && + bearishConsolidationZone.upper < iPosition.entry) + // + ; + if (canTraiShortlUsingCZone) + { + sl = bearishConsolidationZone.upper; + } + + // + bool canTrailUsingCZone = + canTraiLonglUsingCZone || + canTraiShortlUsingCZone; + + // + // Trail Stops Using Swings ... + + // + bool canTrailLongUsingSwings = + // + isLong && + isInProfit && + (isSwingLow || + isStrongSwingLow) && + pBar.low > iPosition.sl && + pBar.low > iPosition.entry + // + ; + if (canTrailLongUsingSwings) + { + sl = pBar.low; + } + + // + bool canTraiShortlUsingSwings = + // + !isLong && + isInProfit && + (isSwingHigh || + isStrongSwingHigh) && + pBar.high < iPosition.sl && + pBar.high < iPosition.entry + // + ; + if (canTraiShortlUsingSwings) + { + sl = pBar.high; + } + + // + bool canTrailUsingSwings = + canTrailLongUsingSwings || + canTraiShortlUsingSwings; + + // + // + // + + // + bool canTrail = + sl != iPosition.sl && + (canTrailUsingCZone || + canTrailUsingSwings); + if (canTrail) + { + // + X121SMCGuard iGuard; + + // + iGuard.time = cTime; + iGuard.symbol = symbol; + iGuard.provider = provider; + iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP; + + // + iGuard.ticket = iPosition.ticket; + + // + iGuard.sl = sl; + + // + AddGuard( + iGuard, + guards // + ); + } + } + + // + // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: + // Trail Target Specified Position on Specified Conditions ... + + // + // X_121_SMC_GUARD_ACTION_HEDGE: + // Hedge all Positions on Specified Conditions ... + + // + // Cleanup Collections ... + + // + Clean(ownPositions); + Clean(ownLongPositions); + Clean(ownShortPositions); + + // + zBar.Clean(); + cBar.Clean(); + pBar.Clean(); + ppBar.Clean(); + + // + Clean(visionPoiEvents); + Clean(analysePoiEvents); + Clean(visionCycleEvents); + Clean(decisionPoiEvents); + Clean(analyseCycleEvents); + Clean(decisionCycleEvents); + Clean(consolidationPoiEvents); + Clean(consolidationCycleEvents); + + // + visionState.Clean(); + analyseState.Clean(); + decisionState.Clean(); + visionConditions.Clean(); + analyseConditions.Clean(); + visionXConditions.Clean(); + decisionConditions.Clean(); + consolidationState.Clean(); + analyseXConditions.Clean(); + decisionXConditions.Clean(); + consolidationConditions.Clean(); + consolidationXConditions.Clean(); + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; + } + + // + // Add Conditions to Conditions Collection ... + int AddConditionsIfNotExists( + int maxAllowed = 10 // + ) + { + // + int result = 0; + + // + bool isSetuped = IsValid(mConditions.setupTime) && + HasDirection(mConditions.dir); + if (!isSetuped) + { + return result; + } + + // + int count = ArraySize(mConditionsCollection); + if (IsValidSize(count)) + { + // + // Copy Original Items ... + X121SMCStrategyXWZSignalConditions tmpItems[]; + Copy( + mConditionsCollection, + tmpItems // + ); + + // + // Prese Item Data ... + bool isBullish = IsBullish(mConditions.dir); + + // + for (int i = 0; i < count; i++) + { + // + X121SMCStrategyXWZSignalConditions iItem = tmpItems[i]; + + // + bool canRemove = mConditions.dir == iItem.dir && + mConditions.pivot == iItem.pivot; + if (canRemove) + { + // + ArrayRemove( + mConditionsCollection, + i, + 1 // + ); + } + } + + // + Clean(tmpItems); + } + + // + AddRef( + mConditions, + mConditionsCollection // + ); + + // + // Remove Olds ... + CleanupArray( + mConditionsCollection, + maxAllowed // + ); + + // + result = ArraySize(mConditionsCollection); + + // + return result; + } + + // + bool DetectWorkingZone( + XPOIState <fState // + ) + { + // + bool result = false; + + // + result = IsValid(symbol) && + IsValid(period); + if (!result) + { + return result; + } + + // + result = !workingZone.IsValid(); + if (!result) + { + return result; + } + + // + workingZone.symbol = symbol; + workingZone.period = period; + + // + int idx = -1; + bool has = false; + + // + has = ltfState.HasSupplyZones(); + if (has) + { + // + idx = GetHighest(ltfState.supplyZones); + if (IsValidIndex(idx)) + { + workingZone.supplyZone = ltfState.supplyZones[idx]; + } + } + + // + has = ltfState.HasDemandZones(); + if (has) + { + // + idx = GetLowest(ltfState.demandZones); + if (IsValidIndex(idx)) + { + workingZone.demandZone = ltfState.demandZones[idx]; + } + } + + // + bool hasWorkingZone = workingZone.HasSupplyZone() && + workingZone.HasDemandZone(); + if (hasWorkingZone) + { + // + double upper = workingZone.supplyZone.Lower(); + double lower = workingZone.demandZone.Upper(); + + // + double delta = ((upper - lower) / 100) * 25; + + // + workingZone.quarter1 = upper - (1 * delta); + workingZone.quarter2 = upper - (2 * delta); + workingZone.quarter3 = upper - (3 * delta); + + // + hasWorkingZone = workingZone.IsValid(); + } + + // + result = hasWorkingZone; + + // + return result; + } + + // + // Draw Functions ... + // + + // + void RemoveDraws() + { + mObjects.Clear(); + } + + // + void DrawBar( + XOHCL &bar, + XCPOIDrawer *drawer, + bool forceClean = true // + ) + { + // + if (forceClean) + { + mBarObjects.Clear(); + } + + // + if (drawer == NULL || + !bar.IsValid()) + { + return; + } + + // + bool isBullish = bar.IsBullish(); + + // + int widthBar = 2; + bool fillShadowsBar = true; + ENUM_LINE_STYLE styleBar = STYLE_SOLID; + color clrBar = + isBullish + ? clrAqua + : clrMagenta; + + // + datetime to = bar.NextAt(); + + // + XCOHCLObject *iObj; + bool isCreated = drawer + .CreateBar( + bar, + iObj, + to // + ); + if (isCreated) + { + // + iObj.BarSpes( + widthBar, + clrBar, + styleBar // + ); + + // + iObj.LowShadowFill(fillShadowsBar); + iObj.HighShadowFill(fillShadowsBar); + + // + mBarObjects.Add(iObj); + } + } + + // + void DrawWorkingZone( + XCPOIDrawer *drawer, + bool drawTrendLine = true, + bool forceClean = false // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + if (forceClean) + { + mWorkingZoneObjects.Clear(); + } + + // + int count = 0; + bool has = false; + bool isCreated = false; + + // + ulong chartID = drawer.ChartIdentification(); + int subWindow = drawer.SubWindowIdentification(); + color bullishColor = drawer.BarBullishColor(); + color bearishColor = drawer.BarBearishColor(); + + // + // Supply Zone ... + has = workingZone.HasSupplyZone(); + if (has) + { + // + XCSupplyZoneObject *iObj; + isCreated = drawer.CreateSupplyZone( + workingZone.supplyZone, + iObj // + ); + + // + if (isCreated) + { + mWorkingZoneObjects.Add(iObj); + } + } + + // + // Demand Zone ... + has = workingZone.HasDemandZone(); + if (has) + { + // + XCDemandZoneObject *iObj; + isCreated = drawer.CreateDemandZone( + workingZone.demandZone, + iObj // + ); + + // + if (isCreated) + { + mWorkingZoneObjects.Add(iObj); + } + } + + // + // Quarters ... + has = workingZone.IsValid(); + if (has) + { + // + double zoneUpper = workingZone.supplyZone.Upper(); + double upper = workingZone.supplyZone.Lower(); + + // + double lower = workingZone.demandZone.Upper(); + double zoneLower = workingZone.demandZone.Lower(); + + // + string prefix = "X121WZone_" + workingZone.symbol + "_" + ToString(workingZone.period); + + // + // Zone Upper ... + CChartObjectHLine *zoneUpperLine; + zoneUpperLine = new CChartObjectHLine(); + isCreated = zoneUpperLine.Create( + chartID, + prefix + "_ZoneTop", + subWindow, + zoneUpper // + ); + if (isCreated) + { + // + zoneUpperLine.Color(clrRed); + + // + mWorkingZoneObjects.Add(zoneUpperLine); + } + + // + // Zone Lower ... + CChartObjectHLine *zoneLowerLine; + zoneLowerLine = new CChartObjectHLine(); + isCreated = zoneLowerLine.Create( + chartID, + prefix + "_ZoneDown", + subWindow, + zoneLower // + ); + if (isCreated) + { + // + zoneLowerLine.Color(clrRed); + + // + mWorkingZoneObjects.Add(zoneLowerLine); + } + + // + // Upper ... + CChartObjectHLine *upperLine; + upperLine = new CChartObjectHLine(); + isCreated = upperLine.Create( + chartID, + prefix + "_Upper", + subWindow, + upper // + ); + if (isCreated) + { + // + upperLine.Color(clrLime); + + // + mWorkingZoneObjects.Add(upperLine); + } + + // + // Lower ... + CChartObjectHLine *lowerLine; + lowerLine = new CChartObjectHLine(); + isCreated = lowerLine.Create( + chartID, + prefix + "_Lower", + subWindow, + lower // + ); + if (isCreated) + { + // + lowerLine.Color(clrLime); + + // + mWorkingZoneObjects.Add(lowerLine); + } + + // + // Quarters ... + + // + // Quarter 1 ... + CChartObjectHLine *q1Line; + q1Line = new CChartObjectHLine(); + isCreated = q1Line.Create( + chartID, + prefix + "_Q1", + subWindow, + workingZone.quarter1 // + ); + if (isCreated) + { + // + q1Line.Color(clrYellow); + + // + mWorkingZoneObjects.Add(q1Line); + } + + // + // Quarter 2 ... + CChartObjectHLine *q2Line; + q2Line = new CChartObjectHLine(); + isCreated = q2Line.Create( + chartID, + prefix + "_Q2", + subWindow, + workingZone.quarter2 // + ); + if (isCreated) + { + // + q2Line.Color(clrYellow); + + // + mWorkingZoneObjects.Add(q2Line); + } + + // + // Quarter 3 ... + CChartObjectHLine *q3Line; + q3Line = new CChartObjectHLine(); + isCreated = q3Line.Create( + chartID, + prefix + "_Q3", + subWindow, + workingZone.quarter3 // + ); + if (isCreated) + { + // + q3Line.Color(clrYellow); + + // + mWorkingZoneObjects.Add(q3Line); + } + } + + // + // Draw Order Flow ... + ENUM_X_DIRECTION trend; + has = workingZone.HasOrderFlow(trend); + if (has) + { + // + bool isBullish = IsBullish(trend); + + // + count = workingZone.CountOrderFlow(); + for (int i = 0; i < count; i++) + { + // + XOBFVG iOBFVG = workingZone.orderFlow[i]; + + // + XCBaseObject *drawnObjects[]; + int drawnObjectsCount = drawer + .DrawOBFVG( + // + iOBFVG, + drawnObjects, + // + true, // Draw Order Block ... + true, // Draw Fair Value Gap ... + false, // Draw Supply Zones ... + false, // Draw Demand Zones ... + false, // Draw Support Zones ... + false // Draw Resistance Zones ... + ); + if (IsValidSize(drawnObjectsCount)) + { + AddDrawnWorkingZoneObjects(drawnObjects); + } + } + + // + // Draw Trend Line ... + if (drawTrendLine) + { + // + XOBFVGPivot pivots[]; + count = workingZone.GetSwings(pivots); + has = count >= 2; + if (has) + { + // + // Get Max / Min ... + double max = 0; + double min = 0; + datetime maxAt = NULL; + datetime minAt = NULL; + for (int i = 0; i < count; i++) + { + // + XOBFVGPivot iPivot = pivots[i]; + + // + if (!iPivot.IsValid()) + { + // + iPivot.Clean(); + continue; + } + + // + // Min ... + bool canSetMin = + min == 0 + ? true + : min > iPivot.value; + if (canSetMin) + { + // + minAt = iPivot.at; + min = iPivot.value; + } + + // + // Max ... + bool canSetMax = + max == 0 + ? true + : max < iPivot.value; + if (canSetMax) + { + // + maxAt = iPivot.at; + max = iPivot.value; + } + + // + iPivot.Clean(); + } + + // + double price1 = + isBullish + ? min + : max; + double price2 = + isBullish + ? max + : min; + datetime time1 = + isBullish + ? minAt + : maxAt; + datetime time2 = + isBullish + ? maxAt + : minAt; + + // + color clrTrend = + isBullish + ? bullishColor + : bearishColor; + + // + string trendName = + ToString(trend) + "_" + "XTRNDL_" + + ToString(period) + "_" + + ToString(price1) + "_" + + ToString(price2) + "_"; + // + ToMD5(ToString(time1)); + + // + CChartObjectTrend *mTrend; + mTrend = new CChartObjectTrend(); + isCreated = mTrend.Create( + chartID, + trendName, + subWindow, + time1, + price1, + time2, + price2 // + ); + + // + if (isCreated) + { + // + mTrend.Width(2); + mTrend.Color(clrTrend); + mTrend.RayRight(true); + + // + mWorkingZoneObjects.Add(mTrend); + } + } + } + + // + // Draw Target Zone ... + has = targetZone.IsValid(); + if (has) + { + // + XCBaseObject *drawnObjects[]; + int drawnObjectsCount = drawer + .DrawOBFVG( + // + targetZone, + drawnObjects, + // + true, // Draw Order Block ... + true, // Draw Fair Value Gap ... + false, // Draw Supply Zones ... + false, // Draw Demand Zones ... + false, // Draw Support Zones ... + false // Draw Resistance Zones ... + ); + if (IsValidSize(drawnObjectsCount)) + { + AddDrawnWorkingZoneObjects(drawnObjects); + } + } + } + + // + } + + // + void DrawConditions( + X121SMCStrategyXWZSignalConditions &conditions, + XCPOIDrawer *drawer, + bool drawTrendLine = true, + bool forceClean = false // + ) + { + // + if (drawer == NULL) + { + return; + } + + // + if (forceClean) + { + mObjects.Clear(); + } + } + + // + protected: + // + + // + private: + // + // Props ... + string symbol; + ENUM_TIMEFRAMES period; + CArrayObj mObjects; + CArrayObj mBarObjects; + CArrayObj mWorkingZoneObjects; + + /** + * Initialize ... + */ + void Init() + { + } + + /** + * DeInitialize ... + */ + void DeInit() + { + // + chochZone.Clean(); + signalZone.Clean(); + targetZone.Clean(); + mConditions.Clean(); + workingZone.Clean(); + Clean(mConditionsCollection); + + // + mObjects.Clear(); + mBarObjects.Clear(); + mWorkingZoneObjects.Clear(); + } + + /** + * Update To Time of Exists Components ... + * + * @param value: updated time ... + */ + void UpdateTo( + datetime value = NULL // + ) + { + // + value = NormalizeTime(value); + + // + chochZone.UpdateTo(value); + targetZone.UpdateTo(value); + signalZone.UpdateTo(value); + workingZone.UpdateTo(value); + mConditions.UpdateTo(value); + waitingZone.UpdateTo(value); + } + + // + // Helpers ... + + // + bool CalculateRiskReward( + ENUM_X121SMC_XWZ_PRIORITY priority, + double &reward, + double &amountPercent // + ) + { + // + bool result = false; + + // + reward = 0; + amountPercent = 0; + + // + result = priority != X121SMC_XWZ_PRIORITY_NONE; + if (!result) + { + return result; + } + + // + switch (priority) + { + // + case X121SMC_XWZ_PRIORITY_STRONG_HIGH: + // + reward = 6; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_HIGH: + // + reward = 4; + amountPercent = 2; + break; + + // + case X121SMC_XWZ_PRIORITY_REGULAR: + // + reward = 3; + amountPercent = 1.5; + break; + + // + case X121SMC_XWZ_PRIORITY_LOW: + // + reward = 2; + amountPercent = 1; + break; + + // + case X121SMC_XWZ_PRIORITY_WEAK: + // + reward = 1; + amountPercent = 0.5; + break; + } + + // + result = + // + reward > 0 && + amountPercent > 0 + // + ; + + // + return result; + } + + // + void AddDrawnObjects(XCBaseObject *&objects[]) + { + // + int count = ArraySize(objects); + bool has = IsValidSize(count); + if (!has) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + mObjects.Add(objects[i]); + } + } + + // + void AddDrawnWorkingZoneObjects(XCBaseObject *&objects[]) + { + // + int count = ArraySize(objects); + bool has = IsValidSize(count); + if (!has) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + mWorkingZoneObjects.Add(objects[i]); + } + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.lib.ex5 b/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.lib.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..d2177ebe30744d4f66e46ef78aac4e36a49cc1df GIT binary patch literal 17836 zcmdS5LzFN~uq4{HZM*wx+qP}nwr$(CZQHhOoA1B#&g^C}+lf4himX~h=B7l{S%4h? zAdmq-0R96Y!14de|5N|}z?|Y_0B_yr;M1^-;SC?-`QQBiZFUC-0QevOKLO+)Ekn7R zzP5zx1rw^F11UZZAh@sJl2V6`Dvk`FA9W~V1Jl`0yV?J|6#}pWum|t}a0IXbFat0L za0Va%U<9E5&zS&d{;QP$4E|$H{_BeXSOeJn$4CGu{}+Y+<81%C{Xd=mm+?P}o&TGF z696Xw-GAoxzl`?3^Z(Xu^1pP`{x_fhx0U{%x5NNI``@_^j2#H*k<87sM`6CInDjzK zWdU7y;OBurA!_70wkGKpd`Zc*6kQYo!sy{3w4zff6H_P-H}0ji{Kf>MYrk`^8aV`U 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zL@2{Bjm@A(1Wr}R+uG~`PI9a0)nc6ya&RtP(WwdzKug@GO*(mh#|2OD`z>$ss2gn! pe|~>vcYgJtLN_wMCrZe)LQ}ptG?E_l2QFl8ZTxGNu{pOa+e*eD&sYEe literal 0 HcmV?d00001 diff --git a/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.lib.mq5 b/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.lib.mq5 new file mode 100644 index 0000000..d29b8d7 --- /dev/null +++ b/BKPS/14031206/X121SMCEA/Signals/x-121.smc.xwz.signal.lib.mq5 @@ -0,0 +1,1315 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: XWZ +// Description: provide all Signalling functions ... +// +// +// 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 "../../Libraries/x-trade.lib" +#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" +#include "../Libraries/x-121.smc.guard.lib.mq5" +#include "../Libraries/x-121.smc.lib.mq5" + +// +enum ENUM_X121SMC_XWZ_PROVIDERS +{ + X121SMC_XWZ_PROVIDER_NONE, + X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE, + X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH, + X121SMC_XWZ_PROVIDER_PRICE_INSIDE_ZONE, +}; + +// +enum ENUM_X121SMC_XWZ_PRIORITY +{ + X121SMC_XWZ_PRIORITY_NONE, + X121SMC_XWZ_PRIORITY_WEAK, + X121SMC_XWZ_PRIORITY_LOW, + X121SMC_XWZ_PRIORITY_REGULAR, + X121SMC_XWZ_PRIORITY_HIGH, + X121SMC_XWZ_PRIORITY_STRONG_HIGH, +}; + +// +struct X121SMCStrategyXWZWorkingZone +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + XCSupplyZone *supplyZone; + XCDemandZone *demandZone; + + // + double quarter1; + double quarter2; + double quarter3; + + // + XOBFVG orderFlow[]; + XOBFVGPivot swings[]; + XOBFVG brokenOrderFlow[]; + CChartObjectTrend *orderFlowTrend; + + // + // Constructor ... + X121SMCStrategyXWZWorkingZone() + { + Clean(); + } + + // + // Tools ... + + // + void Clean() + { + // + quarter1 = 0; + quarter2 = 0; + quarter3 = 0; + + // + symbol = NULL; + period = NULL; + + // + Clean(orderFlow); + Clean(brokenOrderFlow); + + // + Clean(swings); + ZeroMemory(supplyZone); + ZeroMemory(demandZone); + + // + if (orderFlowTrend != NULL) + { + orderFlowTrend.Delete(); + } + ZeroMemory(orderFlowTrend); + + // + ZeroMemory(this); + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = + // + quarter1 > 0 && + quarter2 > 0 && + quarter3 > 0 && + HasSupplyZone() && + HasDemandZone() && + quarter1 > quarter2 && + quarter2 > quarter3 + // + ; + + // + return result; + } + + // + bool HasSupplyZone() + { + return supplyZone != NULL && + supplyZone.IsValid(); + } + + // + bool HasDemandZone() + { + return demandZone != NULL && + demandZone.IsValid(); + } + + // + // + // + + // + bool HasOrderFlow() + { + // + bool result = false; + + // + result = IsValid() && + HasChild(orderFlow); + + // + return result; + } + + // + bool HasOrderFlow( + ENUM_X_DIRECTION &orderFlowDir // + ) + { + // + bool result = false; + + // + result = IsValid() && + HasChild(orderFlow); + if (result) + { + orderFlowDir = orderFlow[0].GetDirection(); + } + + // + return result; + } + + // + int CountOrderFlow() + { + return ArraySize(orderFlow); + } + + // + int GetSwings( + XOBFVGPivot &pivots[] // + ) + { + // + int result = 0; + + // + Clean(pivots); + + // + int count = 0; + bool has = false; + + // + has = HasOrderFlow(); + if (!has) + { + return result; + } + + // + count = CountOrderFlow(); + for (int i = 0; i < count; i++) + { + // + XOBFVGPivot iPivots[]; + int iPivotsCount = orderFlow[i] + .GetSwings(iPivots); + bool hasPivots = IsValidSize(iPivotsCount); + if (hasPivots) + { + // + Copy( + iPivots, + pivots, + false // + ); + } + + // + Clean(iPivots); + } + + // + result = ArraySize(pivots); + + // + return result; + } + + // + double GetOrderFlowTrendLinePrice( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + double result = 0; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + if (!IsValid() || + !HasOrderFlow() || + orderFlowTrend == NULL) + { + return result; + } + + // + datetime time = iTime( + symbol, + forPeriod, + barIndex // + ); + + // + result = ObjectGetValueByTime( + orderFlowTrend.ChartId(), + orderFlowTrend.Name(), + time // + ); + + // + return result; + } + + // + int DetectOrderFlow( + string forSymbol, + ENUM_TIMEFRAMES forPeriod, + ENUM_X_DIRECTION &orderFlowDir, + XPOIState <fState, + XPOIState &htfState, + XPOIState &mtfState, + XPOIState &stfState // + ) + { + // + int result = 0; + + // + Clean(orderFlow); + orderFlowDir = X_DIRECTION_NONE; + + // + bool isValid = + // + IsValid(forSymbol) && + IsValid(forPeriod) && + ltfState.HasChild() && + htfState.HasChild() && + mtfState.HasChild() && + stfState.HasChild() + // + ; + if (!isValid) + { + return result; + } + + // + // Find Working Zone ... + bool hasWorkingZone = IsValid(); + if (!hasWorkingZone) + { + // + symbol = forSymbol; + period = forPeriod; + + // + int idx = -1; + bool has = false; + + // + has = ltfState.HasSupplyZones(); + if (has) + { + // + idx = GetHighest(ltfState.supplyZones); + if (IsValidIndex(idx)) + { + supplyZone = ltfState.supplyZones[idx]; + } + } + + // + has = ltfState.HasDemandZones(); + if (has) + { + // + idx = GetLowest(ltfState.demandZones); + if (IsValidIndex(idx)) + { + demandZone = ltfState.demandZones[idx]; + } + } + + // + hasWorkingZone = HasSupplyZone() && + HasDemandZone(); + if (hasWorkingZone) + { + // + double upper = supplyZone.Lower(); + double lower = demandZone.Upper(); + + // + double delta = ((upper - lower) / 100) * 25; + + // + quarter1 = upper - (1 * delta); + quarter2 = upper - (2 * delta); + quarter3 = upper - (3 * delta); + + // + hasWorkingZone = IsValid(); + } + } + + // + if (!hasWorkingZone) + { + return result; + } + + // + // Bullish OBFVGs ... + XOBFVG bullOBFVGs[]; + int bullOBFVGsCount = ExtractOBFVGZones( + htfState, + mtfState, + stfState, + bullOBFVGs, + X_DIRECTION_BULLISH, + NULL, // For Period ... + // + // Start ... + XZONE_STATE_PASSED, + true, // Force Body Out ... + // + // Activation ... + XZONE_STATE_PASSED, + true, // Force Body In ... + // + // Breaktion ... + XZONE_STATE_FAILED, + false, // Force Body In ... + // + // Works ... + XZONE_STATE_PASSED, + true, // Force Body Out ... + // + true, // Apply Sort ... + true, // From Filter ... + true, // Place Filter ... + // + true, // Ignore Inside in Place Filter ... + // + true, // Detect Inside OB POI(s) ... + true, // Detect Inside FVG POI(s) ... + true // Apply From Filter to Selected POI(s) ... + ); + bool hasBullOBFVGs = IsValidSize(bullOBFVGsCount); + + // + // Bearish OBFVGs ... + XOBFVG bearOBFVGs[]; + int bearOBFVGsCount = ExtractOBFVGZones( + htfState, + mtfState, + stfState, + bearOBFVGs, + X_DIRECTION_BEARISH, + NULL, // For Period ... + // + // Start ... + XZONE_STATE_PASSED, + true, // Force Body Out ... + // + // Activation ... + XZONE_STATE_PASSED, + true, // Force Body In ... + // + // Breaktion ... + XZONE_STATE_FAILED, + false, // Force Body In ... + // + // Works ... + XZONE_STATE_PASSED, + true, // Force Body Out ... + // + true, // Apply Sort ... + true, // From Filter ... + true, // Place Filter ... + // + true, // Ignore Inside in Place Filter ... + // + true, // Detect Inside OB POI(s) ... + true, // Detect Inside FVG POI(s) ... + true // Apply From Filter to Selected POI(s) ... + ); + bool hasBearOBFVGs = IsValidSize(bearOBFVGsCount); + + // + XOBFVG lastBroken; + bool hasBroken = false; + int idx = GetYoungest(brokenOrderFlow); + if (IsValidIndex(idx)) + { + // + lastBroken = brokenOrderFlow[idx]; + hasBroken = lastBroken.IsValid(); + } + + // + bool hasOrderFlow = hasBearOBFVGs || + hasBullOBFVGs; + if (hasOrderFlow) + { + // + // Vlidate ... + isValid = + // + (hasBullOBFVGs && + !hasBearOBFVGs && + bullOBFVGsCount >= 1) + // + || + // + (hasBearOBFVGs && + !hasBullOBFVGs && + bearOBFVGsCount >= 1) + // + ; + + // + if (isValid) + { + // + if (hasBullOBFVGs) + { + // + Copy( + bullOBFVGs, + orderFlow // + ); + } + else if (hasBearOBFVGs) + { + // + Copy( + bearOBFVGs, + orderFlow // + ); + } + + // + orderFlowDir = + hasBullOBFVGs + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + bool isPlacePassed = true; + if (hasBroken) + { + // + bool isBullish = IsBullish(orderFlowDir); + + // + idx = GetYoungest(orderFlow); + bool hasYounget = IsValidIndex(idx); + + // + isPlacePassed = + ArraySize(orderFlow) > 1 + ? true + : isBullish + ? (IsAbove( + orderFlow[idx].ob, + lastBroken.ob, + true // Ignore Inside ... + )) + : (IsBelow( + orderFlow[idx].ob, + lastBroken.ob, + true // Ignore Inside + )); + + // + Clean(brokenOrderFlow); + AddRef( + orderFlow[idx], + brokenOrderFlow // + ); + } + + // + if (!isPlacePassed) + { + // + Clean(orderFlow); + orderFlowDir = X_DIRECTION_NONE; + } + + // + result = ArraySize(orderFlow); + } + } + + // + Clean(bullOBFVGs); + Clean(bearOBFVGs); + + // + lastBroken.Clean(); + + // + if (IsValidSize(result)) + { + // + int count = GetSwings(swings); + bool has = count >= 2; + bool isBullish = IsBullish(orderFlowDir); + if (has) + { + // + // Get Max / Min ... + double max = 0; + double min = 0; + datetime maxAt = NULL; + datetime minAt = NULL; + for (int i = 0; i < count; i++) + { + // + XOBFVGPivot iPivot = swings[i]; + + // + if (!iPivot.IsValid()) + { + // + iPivot.Clean(); + continue; + } + + // + // Min ... + bool canSetMin = + min == 0 + ? true + : min > iPivot.value; + if (canSetMin) + { + // + minAt = iPivot.at; + min = iPivot.value; + } + + // + // Max ... + bool canSetMax = + max == 0 + ? true + : max < iPivot.value; + if (canSetMax) + { + // + maxAt = iPivot.at; + max = iPivot.value; + } + + // + iPivot.Clean(); + } + + // + double price1 = + isBullish + ? min + : max; + double price2 = + isBullish + ? max + : min; + datetime time1 = + isBullish + ? minAt + : maxAt; + datetime time2 = + isBullish + ? maxAt + : minAt; + + // + color clrTrend = clrNONE; + + // + string trendName = + "XORDFLW" + ToString(orderFlowDir) + "_" + "XTRNDL_" + + ToString(period) + "_" + + ToString(price1) + "_" + + ToString(price2) + "_"; + + // + orderFlowTrend = new CChartObjectTrend(); + has = orderFlowTrend.Create( + 0, + trendName, + 0, + time1, + price1, + time2, + price2 // + ); + + // + if (has) + { + // + orderFlowTrend.Width(1); + orderFlowTrend.Color(clrTrend); + orderFlowTrend.RayRight(true); + } + } + } + + // + return result; + } + + // + void AddOrderFlowItem( + XOBFVG &orderItem // + ) + { + // + ENUM_X_DIRECTION trend; + if (!HasOrderFlow(trend)) + { + return; + } + + // + bool isSameDir = orderItem + .GetDirection() == trend; + if (!isSameDir) + { + return; + } + + // + bool isBullish = IsBullish(trend); + + // + AddRef( + orderItem, + orderFlow // + ); + + // + Sort( + orderFlow, + trend, + true // Ignore Inside ... + ); + } + + // + bool IsDestroyed( + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + period, + barIndex // + ); + if (!result) + { + // + bar.Clean(); + return result; + } + + // + XOHCL cBar; + result = bar.GetPreviousBar(cBar); + if (!result) + { + // + bar.Clean(); + cBar.Clean(); + + // + return result; + } + + // + bool isSupplyZoneBreaked = + // + bar.low > supplyZone.Upper() && + cBar.low > supplyZone.Upper() + // + ; + + // + bool isDemandZoneBreaked = + // + bar.high < demandZone.Lower() && + cBar.high < demandZone.Lower() + // + ; + + // + bar.Clean(); + cBar.Clean(); + + // + result = isSupplyZoneBreaked || + isDemandZoneBreaked; + + // + return result; + } + + // + bool IsOrderFlowBreaked( + int &breakedIndex, + bool forceOBBreake = false, + bool forceFVGBreake = false, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + breakedIndex = -1; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + ENUM_X_DIRECTION orderFlowDir; + result = HasOrderFlow(orderFlowDir); + if (!result) + { + return result; + } + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + bar.Clean(); + return result; + } + + // + bool isBullish = IsBullish(orderFlowDir); + + // + int idx = + isBullish + ? GetHighest(orderFlow) + : GetLowest(orderFlow); + result = IsValidIndex(idx); + if (!result) + { + // + bar.Clean(); + return result; + } + + // + XOHCL obBreakerBar; + bool isOBBodyOut = false; + bool isOBBreaked = orderFlow[idx].ob.IsBreaked( + orderFlowDir, + obBreakerBar, + isOBBodyOut, + false, // Ignore Start ... + false, // Started Bar Body Out ... + forPeriod // + ); + + // + if (!isOBBreaked) + { + obBreakerBar.Clean(); + } + + // + XOHCL fvgBreakerBar; + bool isFVGBodyOut = false; + bool isFVGBreaked = orderFlow[idx].fvg.IsBreaked( + orderFlowDir, + fvgBreakerBar, + isFVGBodyOut, + false, // Ignore Start ... + true, // Started Bar Body Out ... + forPeriod // + ); + + // + if (!isFVGBreaked) + { + fvgBreakerBar.Clean(); + } + + // + isOBBreaked = + obBreakerBar.IsValid(); + + // + isFVGBreaked = + fvgBreakerBar.IsValid(); + + // + if ((forceOBBreake && forceFVGBreake) || + (!forceOBBreake && !forceFVGBreake)) + { + // + result = isOBBreaked || + isFVGBreaked; + } + else if (forceOBBreake) + { + result = isOBBreaked; + } + else if (forceFVGBreake) + { + result = isFVGBreaked; + } + + // + if (result) + { + breakedIndex = idx; + } + + // + bar.Clean(); + obBreakerBar.Clean(); + fvgBreakerBar.Clean(); + + // + return result; + } + + // + bool DetectPriority( + ENUM_X121SMC_XWZ_PRIORITY &priority, + ENUM_X_DIRECTION forDir, + int barIndex = 0, + ENUM_TIMEFRAMES forPeriod = NULL // + ) + { + // + bool result = false; + + // + priority = X121SMC_XWZ_PRIORITY_NONE; + + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + if (!IsValid(forPeriod)) + { + forPeriod = period; + } + + // + result = IsValid() && + HasDirection(forDir); + if (!result) + { + return result; + } + + // + bool isBullish = IsBullish(forDir); + + // + XOHCL bar; + result = bar.Init( + symbol, + forPeriod, + barIndex // + ); + if (!result) + { + // + bar.Clean(); + return result; + } + + // + if (bar.high < supplyZone.Upper() && + bar.low > supplyZone.Lower()) + { + // + priority = + isBullish + ? X121SMC_XWZ_PRIORITY_NONE + : X121SMC_XWZ_PRIORITY_STRONG_HIGH; + } + else if (bar.high < supplyZone.Lower() && + bar.low > quarter1) + { + // + priority = + isBullish + ? X121SMC_XWZ_PRIORITY_WEAK + : X121SMC_XWZ_PRIORITY_HIGH; + } + else if (bar.high < quarter1 && + bar.low > quarter2) + { + // + priority = + isBullish + ? X121SMC_XWZ_PRIORITY_LOW + : X121SMC_XWZ_PRIORITY_REGULAR; + } + else if (bar.high < quarter2 && + bar.low > quarter3) + { + // + priority = + isBullish + ? X121SMC_XWZ_PRIORITY_REGULAR + : X121SMC_XWZ_PRIORITY_LOW; + } + else if (bar.high < quarter3 && + bar.low > demandZone.Upper()) + { + // + priority = + isBullish + ? X121SMC_XWZ_PRIORITY_HIGH + : X121SMC_XWZ_PRIORITY_WEAK; + } + else if (bar.high < demandZone.Upper() && + bar.low > demandZone.Lower()) + { + // + priority = + isBullish + ? X121SMC_XWZ_PRIORITY_STRONG_HIGH + : X121SMC_XWZ_PRIORITY_NONE; + } + + // + result = priority != X121SMC_XWZ_PRIORITY_NONE && + priority != X121SMC_XWZ_PRIORITY_WEAK; + + // + bar.Clean(); + + // + return result; + } + + // + // + // + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); + + // + int count = 0; + bool has = false; + + // + has = HasSupplyZone(); + if (has) + { + supplyZone.To(value); + } + + // + has = HasDemandZone(); + if (has) + { + demandZone.To(value); + } + + // + // Order Flow ... + ENUM_X_DIRECTION orderFlowDir; + has = HasOrderFlow(orderFlowDir); + if (has) + { + // + count = CountOrderFlow(); + for (int i = 0; i < count; i++) + { + orderFlow[i].UpdateTo(value); + } + } + + // + } +}; + +// +// Definitions ... +struct X121SMCStrategyXWZSignalConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + double target; + double reward; + double amountPercent; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + double pivot; + double point; + + // + XOBFVG targetZone; + XOBFVG signalZone; + + // + ENUM_X121SMC_XWZ_PRIORITY priority; + ENUM_X121SMC_XWZ_PROVIDERS provider; + + // + // Constructor ... + X121SMCStrategyXWZSignalConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + target = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + + // + ExtensionClean(); + + // + ZeroMemory(this); + } + + /** + * Check Condition is Setting Up ... + * + * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... + * + * @return ( bool ) + */ + bool IsSetuped() + { + // + bool result = false; + + // + result = IsValid(setupTime) && + HasDirection(dir); + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Calculate Setup Age ... + * + * @return ( int ) + */ + int GetSetupAge() + { + // + int result = 0; + + // + if (!IsSetuped()) + { + return result; + } + + // + result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); + + // + return result; + } + + /** + * Detect How we Can Trigger Signal ... + * + * @return ( bool ) + */ + bool CanTrigger() + { + // + bool result = false; + + // + result = + // + sl > 0 && + IsValid(symbol) && + IsValid(period) && + IsValid(triggerTime) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE + // + ; + + // + return result; + } + + // + // Extensions ... + + /** + * Clean Additional Properties ... + */ + void ExtensionClean() + { + // + pivot = 0; + point = 0; + + // + target = 0; + reward = 0; + amountPercent = 0; + + // + targetZone.Clean(); + signalZone.Clean(); + + // + provider = X121SMC_XWZ_PROVIDER_NONE; + } + + // + // + // + + // + void UpdateTo(datetime value = NULL) + { + // + value = NormalizeTime(value); 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Name: XCX121SMCStrategy +// 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-121.smc.base.strategy.class.mq5" +#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" + +// +#include "../Signals/x-121.smc.xwz.signal.class.mq5" + +// +// Definitions ... + +// +// XStrategy Class Implementation(s) ... +class XCX121SMCStrategy : public XCX121SMCBaseStrategy +{ + // + // Public ... + public: + // + // Props ... + bool useXWZSignal; + XCX121SMCXWZSignalDetector *mXWZSignalDetector; + + // + // Constructor(s) ... + void XCX121SMCStrategy( + // + // Base ... + string _symbol, // Trading Symbol + ENUM_TIMEFRAMES _period // Trading TimeFrame + ) + : XCX121SMCBaseStrategy(_symbol, _period) + { + // + InitialHelpers(); + + // + mXWZSignalDetector = new XCX121SMCXWZSignalDetector( + _symbol, + _period // + ); + } + + // + // Deconstructur ... + void ~XCX121SMCStrategy() + { + Destroy(); + } + + // + // Getter(s) / Setter(s) ... + + /** + * Get Max Allowed Required POI(s) to Find ... + * + * @return ( int ) + */ + int MaxAllowedRequiredPOIs() + { + return mMaxAllowedRequiredPOIs; + } + + /** + * Set Max Allowed Required POI(s) to Find ... + * + * @param value: number of Required POIs + */ + void MaxAllowedRequiredPOIs(int value) + { + // + if (value < 10) + { + value = 10; + } + + // + mMaxAllowedRequiredPOIs = value; + } + + // + // Overrides Actions ... + + /** + * Destroy All Class Implementations ... + */ + void Destroy() override + { + // + ZeroMemory(mDecisionCycleHelper); + ZeroMemory(mAnalyseCycleHelper); + ZeroMemory(mConsolidationCycleHelper); + ZeroMemory(mVisionCycleHelper); + + // + ZeroMemory(mXWZSignalDetector); + } + + /** + * Check Conditions For Signal ... + */ + bool HasSignal( + XSignal &signal, + X121SMCStrategyConditions &conditions // + ) override + { + // + bool result = false; + + // + signal.Clean(); + conditions.Clean(); + + // + int pushers = 0; + + // + double sl = 0; + double tp = 0; + double risk = 0; + double entry = 0; + double reward = 0; + double r2r = R2R(); + string provider = ""; + double volume = Volume(); + ENUM_POSITION_TYPE type = POSITION_TYPE_BUY; + ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET; + + // + bool hasLong = false; + bool hasShort = false; + + // + double selectedSL = 0; + + // + // Start Calculations ... + + // + // Retrieve Common Data ... + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + datetime cTime = TimeCurrent(); + + // + // Required Value For SL/TP Calculations ... + double points = GetPoints(symbol); + double pip = GetPipPrice(symbol); + double pip2 = 2 * pip; + + // + conditions.time = cTime; + conditions.symbol = symbol; + conditions.period = period; + + // + // Check Spread for Signalling Conditions ... + // TODO: Uncomment this ... + // bool isSpreadPassed = IsSpreadPass(); + // result = isSpreadPassed; + // if (!result) + // { + // // + // conditions.Clean(); + // return result; + // } + + // + // Detect Signal Conditions ... + bool hasSignal = false; + + // + bool hasXWZSignal = false; + + // + // XSupDemOBS Signal ... + X121SMCStrategyXWZSignalConditions mXWZConditions; + if (useXWZSignal && !hasSignal) + { + // + hasXWZSignal = DetectXWZSignal( + conditions, + mXWZConditions // + ); + hasSignal = hasXWZSignal; + } + + // + result = hasSignal; + if (!result) + { + // + conditions.Clean(); + return result; + } + + // + // Combine all Signals Conditions ... + selectedSL = conditions.sl; + provider = conditions.provider; + + // + hasLong = + // + IsBullish(conditions.signalDir) + // + ; + + // + hasShort = + // + IsBearish(conditions.signalDir) + // + ; + + // + result = hasLong || + hasShort; + + // + // Rmove Signal Condition ... + if (result) + { + // + // TYPE ... + type = + hasLong + ? POSITION_TYPE_BUY + : POSITION_TYPE_SELL; + ENUM_X_POSITION_TYPES xType = + hasLong + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + entry = GetEntry( + conditions.symbol, + type // + ); + + // + double slAddition = 0; + sl = + hasLong + ? selectedSL - slAddition + : selectedSL + slAddition; + + // + // RISK Reward ... + risk = + hasLong + ? entry - sl + : sl - entry; + reward = risk * r2r; + tp = + hasLong + ? entry + reward + : entry - reward; + + // + signal.sl = sl; + signal.tp = tp; + signal.type = type; + signal.mode = mode; + signal.entry = entry; + signal.volume = volume; + signal.symbol = symbol; + signal.period = period; + signal.pushers = pushers; + signal.provider = provider; + signal.time = TimeCurrent(); + signal.target = conditions.target; + + // + bool canReplaceTarget = + signal.target > 0 && + (hasLong + ? signal.target > signal.tp + : signal.target < signal.tp); + if (canReplaceTarget) + { + // + signal.tp = conditions.target; + signal.target = tp; + } + + // + result = PrepareSignal(signal); + + // + if (result) + { + // + if (useXWZSignal && + hasXWZSignal) + { + // + // Configuring Amount Percent and ETC ... + bool ignoreEAVolume = mXWZConditions.reward > 0 && + mXWZConditions.amountPercent > 0; + if (ignoreEAVolume) + { + // + double cReward = mXWZConditions.reward; + double cAmountPercent = mXWZConditions.amountPercent; + + // + double cRiskReward = risk * cReward; + double cTP = hasLong + ? entry + cRiskReward + : entry - cRiskReward; + + // + double balance = mAccount.GetBalance(); + double cRiskAmount = balance * cAmountPercent / 100; + double cRiskInPoints = risk / points; + double cVolume = mAccount.CalculateVolume( + signal.symbol, + cRiskAmount, + cRiskInPoints // + ); + cVolume = NormalizeVolume(cVolume, signal.symbol); + + // + if (cVolume > 0) + { + // + signal.ignoreEAVolume = ignoreEAVolume; + signal.volume = cVolume; + } + } + + // + // Fix Signal TP Based On Working Zone ... + // double maxAllowedTP = + // hasLong + // ? mXWZConditions.workingZone.upper + // : mXWZConditions.workingZone.lower; + // bool canApplyMaxAlowedTP = (hasLong && + // signal.tp > maxAllowedTP) || + // (!hasLong && signal.tp < maxAllowedTP); + // if (canApplyMaxAlowedTP) + // { + // signal.tp = maxAllowedTP; + // } + + // + // Configuring Global Protector ... + // signal.trailSL = true; + // signal.trailSLStartOnReachTPLevel = 3; + // signal.fullTPLevel = signal.GetRiskRewardRatio(); + + // // + // mXSupDemOBSSignalDetector.RemoveDraws(); + // mXSupDemOBSSignalDetector.DrawConditions( + // mXSupDemOBSConditions, + // mVisionCycleHelper.mPOIDrawer // + // ); + + // // + // mXSupDemOBSSignalDetector.RemoveWorkingZoneDraws(); + // mXSupDemOBSSignalDetector.DrawWorkingZone( + // mXSupDemOBSConditions, + // mVisionCycleHelper.mPOIDrawer // + // ); + } + + // + // Draw Signal Oject ... + XCSignalObject *iSignalObj; + bool isCreated = mVisionCycleHelper + .mPOIDrawer + .DrawSignal(signal, iSignalObj); + if (isCreated) + { + // + mSignalDrawnObjects.Add(iSignalObj); + + // + int maxAllowedDrawnSignals = 15; + int count = mSignalDrawnObjects.Total(); + if (count > maxAllowedDrawnSignals) + { + // + int to = count - maxAllowedDrawnSignals; + mSignalDrawnObjects.DeleteRange( + 0, + to // + ); + } + } + } + + // + hasLong = false; + hasShort = false; + } + + // + mXWZConditions.Clean(); + + // + return result; + } + + /** + * Check for any Guard Actions ... + */ + bool CheckGuard( + X121SMCGuard &guards[], + const XPosition &positions[] // + ) override + { + // + bool result = false; + + // + Clean(guards); + + // + int count = ArraySize(positions); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + // XWZ Guard Detection ... + if (useXWZSignal) + { + // + X121SMCGuard xwzGuards[]; + bool hasGuard = mXWZSignalDetector.DetectGuards( + xwzGuards, + positions, + mDecisionCycleHelper, + mAnalyseCycleHelper, + mConsolidationCycleHelper, + mVisionCycleHelper // + ); + + // + if (hasGuard) + { + // + Copy( + xwzGuards, + guards, + false // + ); + } + + // + Clean(xwzGuards); + } + + // + count = ArraySize(guards); + result = IsValidSize(count); + + // + return result; + } + + /** + * Update all Requirements without waiting ... + */ + void DoUnwaitedTicksWork() override + { + // + // Decision ... + mDecisionCycleHelper.Update(); + } + + /** + * Customize Strategy Identifier ... + */ + string GetTag() override + { + return X121SMCStrategyToken; + } + + // + // Protected ... + protected: + // + + // + // Props ... + CArrayObj mSignalDrawnObjects; + + // + // XC121SMCCycleHelper *mTriggerCycleHelper; + XC121SMCCycleHelper *mDecisionCycleHelper; + XC121SMCCycleHelper *mAnalyseCycleHelper; + XC121SMCCycleHelper *mVerificationCycleHelper; + XC121SMCCycleHelper *mConsolidationCycleHelper; + XC121SMCCycleHelper *mVisionCycleHelper; + + // + // Actions ... + + // + // Signalling Functions ... + + // + // XWZ Signal ... + bool DetectXWZSignal( + X121SMCStrategyConditions &conditions, + X121SMCStrategyXWZSignalConditions &xWZConditions // + ) + { + // + bool result = false; + + // + // Validate Cycle Helpers ... + result = + // + mVisionCycleHelper != NULL && + mAnalyseCycleHelper != NULL && + mDecisionCycleHelper != NULL && + mConsolidationCycleHelper != NULL + // + ; + if (!result) + { + return result; + } + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + datetime cTime = TimeCurrent(); + + // + ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XWZ; + string providerStr = ToString(provider); + + // + // Detect Setup Conditions ... + datetime setupTime = mXWZSignalDetector.mConditions.setupTime; + bool isSetuped = mXWZSignalDetector.mConditions.IsSetuped(); + ENUM_X_DIRECTION setupDir = mXWZSignalDetector.mConditions.dir; + if (!isSetuped) + { + // + // Detect Signal Setup ... + isSetuped = mXWZSignalDetector.DetectSignalSetup( + mDecisionCycleHelper, + mAnalyseCycleHelper, + mConsolidationCycleHelper, + mVisionCycleHelper // + ); + + // + setupDir = mXWZSignalDetector.mConditions.dir; + setupTime = mXWZSignalDetector.mConditions.setupTime; + + // + if (!isSetuped) + { + // + mXWZSignalDetector.RemoveDraws(); + // mXWZSignalDetector.RemoveWorkingZoneDraws(); + + // + // mXWZSignalDetector.DrawWorkingZone( + // mXWZSignalDetector.mConditions, + // mVisionCycleHelper.mPOIDrawer // + // ); + + // + mXWZSignalDetector.DrawConditions( + mXWZSignalDetector.mConditions, + mVisionCycleHelper.mPOIDrawer // + ); + } + + // + if (isSetuped) + { + // + mXWZSignalDetector.RemoveDraws(); + // mXWZSignalDetector.RemoveWorkingZoneDraws(); + + // + int items = mXWZSignalDetector + .AddConditionsIfNotExists(); + + // + mXWZSignalDetector.mConditions.Clean(); + } + } + + // + int conditionsCount = ArraySize(mXWZSignalDetector.mConditionsCollection); + result = IsValidSize(conditionsCount); + if (!result) + { + return result; + } + + // + // Looking For Conditions ... + int selectedIndex = 0; + X121SMCStrategyXWZSignalConditions mTmpConditions[]; + Copy( + mXWZSignalDetector.mConditionsCollection, + mTmpConditions // + ); + X121SMCStrategyXWZSignalConditions mConditions; + for (int i = 0; i < conditionsCount; i++) + { + // + // Check Triggers ... + bool canTrigger = mTmpConditions[i].CanTrigger(); + datetime triggerTime = mTmpConditions[i].triggerTime; + if (!canTrigger) + { + // + // Detect Signal Trigger ... + canTrigger = mXWZSignalDetector + .DetectSignalTrigger( + mTmpConditions[i], + symbol, + period, + mDecisionCycleHelper, + mAnalyseCycleHelper, + mConsolidationCycleHelper, + mVisionCycleHelper // + ); + + // + result = canTrigger; + if (!result) + { + // + bool isISetuped = mTmpConditions[i].IsSetuped(); + if (!isISetuped) + { + // + ArrayRemove( + mXWZSignalDetector.mConditionsCollection, + i, + 1 // + ); + } + continue; + } + + // + triggerTime = mTmpConditions[i].triggerTime; + } + + // + if (canTrigger) + { + // + mXWZSignalDetector.RemoveDraws(); + // mXWZSignalDetector.RemoveWorkingZoneDraws(); + + // + // mXWZSignalDetector.DrawWorkingZone( + // mTmpConditions[i], + // mVisionCycleHelper.mPOIDrawer // + // ); + + // + mXWZSignalDetector.DrawConditions( + mTmpConditions[i], + mVisionCycleHelper.mPOIDrawer // + ); + + // + selectedIndex = i; + mConditions = mTmpConditions[i]; + break; + } + } + + // + result = IsValid(mConditions.setupTime) && + HasDirection(mConditions.dir); + if (!result) + { + return result; + } + + // + // Remove Selected Index from Main Collection ... + ArrayRemove( + mXWZSignalDetector.mConditionsCollection, + selectedIndex, + 1 // + ); + + // + // Check Signal Direction ... + isBullish = IsBullish(mConditions.dir); + isBearish = IsBearish(mConditions.dir); + result = isBullish || + isBearish; + if (!result) + { + return result; + } + + // + // Issues Signal on Conditions ... + conditions.sl = mConditions.sl; + conditions.provider = providerStr; + conditions.signalDir = mConditions.dir; + conditions.target = mConditions.target; + + // + xWZConditions = mConditions; + + // + mConditions.Clean(); + + // + return result; + } + + // + // Private ... + private: + // + // Props ... + + // + int mMaxAllowedRequiredPOIs; // Max Allowed Required POI(s) to Find ... + + /** + * Initial Required Indicators Helper ... + */ + void InitialHelpers() + { + // + useXWZSignal = true; + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + if (mMaxAllowedRequiredPOIs <= 0) + { + mMaxAllowedRequiredPOIs = 50; + } + + // + // Short ... + ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period + ENUM_TIMEFRAMES scPeriod = NULL; // Time Period + + // + // Medium ... + ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period + ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period + + // + // Long ... + ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period + ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period + + // + // Hind ... + ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period + ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period + + // + // XPV ... + X121Inputs x121Inputs; + + // + x121Inputs.Default(); + + // + bool showAll = false; + + // + x121Inputs.showRSI = false; + + // + // XPV ... + + // + x121Inputs.xpvInputs.scMethod = scMethod; + x121Inputs.xpvInputs.scPeriod = scPeriod; + x121Inputs.xpvInputs.mcMethod = mcMethod; + x121Inputs.xpvInputs.mcPeriod = mcPeriod; + x121Inputs.xpvInputs.lcMethod = lcMethod; + x121Inputs.xpvInputs.lcPeriod = lcPeriod; + x121Inputs.xpvInputs.hcMethod = hcMethod; + x121Inputs.xpvInputs.hcPeriod = hcPeriod; + + // + x121Inputs.xhkInputs.xhkIgnoreSmoothingShadows = true; + + // + x121Inputs.xatrInputs.atrMultiplier = 1.5; + x121Inputs.xatrInputs.atrSmoothingMode = X_MA_MODE_EMA; + + // + // XTREND ... + x121Inputs.xtrendInputs.showUpTrend = showAll || false; + x121Inputs.xtrendInputs.showDownTrend = showAll || false; + x121Inputs.xtrendInputs.showOnlyTrendStart = showAll || false; + + // + // XPV ... + x121Inputs.xpvInputs.showSar = showAll || false; + x121Inputs.xpvInputs.showPeaks = showAll || false; + x121Inputs.xpvInputs.showVales = showAll || false; + + // + // XHK ... + + // + x121Inputs.xhkInputs.drawRawXHKCandles = showAll || false; + x121Inputs.xhkInputs.drawSmoothedXHKCandles = showAll || false; + + // + // XATR ... + x121Inputs.xatrInputs.showATRUpper = showAll || false; + x121Inputs.xatrInputs.showATRLower = showAll || false; + + // + // XSTR ... + x121Inputs.xstrInputs.showStr = showAll || false; + x121Inputs.xstrInputs.showStrUpper = showAll || false; + x121Inputs.xstrInputs.showStrLower = showAll || false; + + // + // XCHE ... + x121Inputs.xcheInputs.showLE1 = showAll || false; + x121Inputs.xcheInputs.showLE2 = showAll || false; + x121Inputs.xcheInputs.showSE1 = showAll || false; + x121Inputs.xcheInputs.showSE2 = showAll || false; + + // + // XDON ... + x121Inputs.xdonInputs.showOpen = showAll || false; + x121Inputs.xdonInputs.showClose = showAll || false; + x121Inputs.xdonInputs.showLow = showAll || false; + x121Inputs.xdonInputs.showHigh = showAll || false; + + // + // XVWAP ... + x121Inputs.xvwapInputs.showVWapFast = showAll || true; + x121Inputs.xvwapInputs.showVWapMedium = showAll || true; + x121Inputs.xvwapInputs.showVWapSlow = showAll || true; + + // + // Initialize Cycle Helpers ... + + // + bool isInited = false; + + // + int requiredPOIS = MaxAllowedRequiredPOIs(); + + // + // Decision Cycle ... + mDecisionCycleHelper = new XC121SMCCycleHelper(); + isInited = mDecisionCycleHelper.Init( + symbol, + PERIOD_M5, + x121Inputs, + requiredPOIS // + ); + if (isInited) + { + // + // Configure POI Drawer ... + color bullishColor = clrDodgerBlue; + color bearishColor = clrSienna; + + // + // Bars ... + mDecisionCycleHelper.mPOIDrawer.BarBullishColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.BarBearishColor(bearishColor); + + // + // Swings ... + mDecisionCycleHelper.mPOIDrawer.SwingLowColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.SwingHighColor(bearishColor); + + // + // Momentum ... + mDecisionCycleHelper.mPOIDrawer.BullishMomentumBarColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.BearishMomentumBarColor(bearishColor); + + // + // Rejection ... + mDecisionCycleHelper.mPOIDrawer.BullishRejectionBarColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.BearishRejectionBarColor(bearishColor); + + // + // Support and Resistance ... + mDecisionCycleHelper.mPOIDrawer.SupportZoneColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.ResistanceZoneColor(bearishColor); + + // + // Demand and Supply ... + mDecisionCycleHelper.mPOIDrawer.DemandZoneColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.SupplyZoneColor(bearishColor); + + // + // Order Blocks ... + mDecisionCycleHelper.mPOIDrawer.BullishOrderBlockColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.BearishOrderBlockColor(bearishColor); + + // + // Fair Value Gaps ... + mDecisionCycleHelper.mPOIDrawer.BullishFVGColor(bullishColor); + mDecisionCycleHelper.mPOIDrawer.BearishFVGColor(bearishColor); + } + + // + // Analyse Cycle ... + mAnalyseCycleHelper = new XC121SMCCycleHelper(); + isInited = mAnalyseCycleHelper.Init( + symbol, + PERIOD_M15, + x121Inputs, + requiredPOIS // + ); + if (isInited) + { + // + // Configure POI Drawer ... + color bullishColor = clrMediumSeaGreen; + color bearishColor = clrBlueViolet; + + // + // Bars ... + mAnalyseCycleHelper.mPOIDrawer.BarBullishColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.BarBearishColor(bearishColor); + + // + // Swings ... + mAnalyseCycleHelper.mPOIDrawer.SwingLowColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.SwingHighColor(bearishColor); + + // + // Momentum ... + mAnalyseCycleHelper.mPOIDrawer.BullishMomentumBarColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.BearishMomentumBarColor(bearishColor); + + // + // Rejection ... + mAnalyseCycleHelper.mPOIDrawer.BullishRejectionBarColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.BearishRejectionBarColor(bearishColor); + + // + // Support and Resistance ... + mAnalyseCycleHelper.mPOIDrawer.SupportZoneColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.ResistanceZoneColor(bearishColor); + + // + // Demand and Supply ... + mAnalyseCycleHelper.mPOIDrawer.DemandZoneColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.SupplyZoneColor(bearishColor); + + // + // Order Blocks ... + mAnalyseCycleHelper.mPOIDrawer.BullishOrderBlockColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.BearishOrderBlockColor(bearishColor); + + // + // Fair Value Gaps ... + mAnalyseCycleHelper.mPOIDrawer.BullishFVGColor(bullishColor); + mAnalyseCycleHelper.mPOIDrawer.BearishFVGColor(bearishColor); + } + + // + // Consolidation Cycle ... + mConsolidationCycleHelper = new XC121SMCCycleHelper(); + isInited = mConsolidationCycleHelper.Init( + symbol, + PERIOD_H1, + x121Inputs, + requiredPOIS // + ); + if (isInited) + { + // + // Configure POI Drawer ... + color bullishColor = clrLime; + color bearishColor = clrRed; + + // + // Bars ... + mConsolidationCycleHelper.mPOIDrawer.BarBullishColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.BarBearishColor(bearishColor); + + // + // Swings ... + mConsolidationCycleHelper.mPOIDrawer.SwingLowColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.SwingHighColor(bearishColor); + + // + // Momentum ... + mConsolidationCycleHelper.mPOIDrawer.BullishMomentumBarColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.BearishMomentumBarColor(bearishColor); + + // + // Rejection ... + mConsolidationCycleHelper.mPOIDrawer.BullishRejectionBarColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.BearishRejectionBarColor(bearishColor); + + // + // Support and Resistance ... + mConsolidationCycleHelper.mPOIDrawer.SupportZoneColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.ResistanceZoneColor(bearishColor); + + // + // Demand and Supply ... + mConsolidationCycleHelper.mPOIDrawer.DemandZoneColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.SupplyZoneColor(bearishColor); + + // + // Order Blocks ... + mConsolidationCycleHelper.mPOIDrawer.BullishOrderBlockColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.BearishOrderBlockColor(bearishColor); + + // + // Fair Value Gaps ... + mConsolidationCycleHelper.mPOIDrawer.BullishFVGColor(bullishColor); + mConsolidationCycleHelper.mPOIDrawer.BearishFVGColor(bearishColor); + } + + // + // Vision Cycle ... + mVisionCycleHelper = new XC121SMCCycleHelper(); + isInited = mVisionCycleHelper.Init( + symbol, + PERIOD_H4, + x121Inputs, + requiredPOIS // + ); + if (isInited) + { + // + // Configure POI Drawer ... + color bullishColor = clrAqua; + color bearishColor = clrMagenta; + + // + // Bars ... + mVisionCycleHelper.mPOIDrawer.BarBullishColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.BarBearishColor(bearishColor); + + // + // Swings ... + mVisionCycleHelper.mPOIDrawer.SwingLowColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.SwingHighColor(bearishColor); + + // + // Momentum ... + mVisionCycleHelper.mPOIDrawer.BullishMomentumBarColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.BearishMomentumBarColor(bearishColor); + + // + // Rejection ... + mVisionCycleHelper.mPOIDrawer.BullishRejectionBarColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.BearishRejectionBarColor(bearishColor); + + // + // Support and Resistance ... + mVisionCycleHelper.mPOIDrawer.SupportZoneColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.ResistanceZoneColor(bearishColor); + + // + // Demand and Supply ... + mVisionCycleHelper.mPOIDrawer.DemandZoneColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.SupplyZoneColor(bearishColor); + + // + // Order Blocks ... + mVisionCycleHelper.mPOIDrawer.BullishOrderBlockColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.BearishOrderBlockColor(bearishColor); + + // + // Fair Value Gaps ... + mVisionCycleHelper.mPOIDrawer.BullishFVGColor(bullishColor); + mVisionCycleHelper.mPOIDrawer.BearishFVGColor(bearishColor); + } + } + + // +}; + +// \ No newline at end of file

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b/BKPS/14031206/Indicators/Free Indicators/Pivot Channel.mq5 new file mode 100644 index 0000000..98d6f66 --- /dev/null +++ b/BKPS/14031206/Indicators/Free Indicators/Pivot Channel.mq5 @@ -0,0 +1,264 @@ +//+------------------------------------------------------------------+ +//| Pivot Channel.mq5 | +//| Copyright 2009-2025, MetaQuotes Ltd | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "2009-2025, MetaQuotes Ltd" +#property link "http://www.mql5.com" +#property description "Pivot Daily Channels" + +#property indicator_chart_window +#property indicator_buffers 9 +#property indicator_plots 9 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrBlue +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrOrange +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrRed +#property indicator_type4 DRAW_LINE +#property indicator_color4 clrTeal +#property indicator_type5 DRAW_LINE +#property indicator_color5 clrGreen +//--- labels +#property indicator_label1 "PP" +#property indicator_label2 "R1" +#property indicator_label3 "R2" +#property indicator_label4 "S1" +#property indicator_label5 "S2" +#property indicator_label6 "M1" +#property indicator_label7 "M2" +#property indicator_label8 "M3" +#property indicator_label9 "M4" + +//--- input parameters +input bool InpShowLevelsM=false; // show M levels +input bool InpShowLabel =true; // show price of level + +//--- indicator buffers +double ExtPPBuffer[]; +double ExtR1Buffer[]; +double ExtR2Buffer[]; +double ExtS1Buffer[]; +double ExtS2Buffer[]; +//--- additional indicator buffers +double ExtM1Buffer[]; +double ExtM2Buffer[]; +double ExtM3Buffer[]; +double ExtM4Buffer[]; + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- check current timeframe + if(PeriodSeconds()>PeriodSeconds(PERIOD_D1)) + { + Alert("Timeframe of chart must be D1 or lower. Exit"); + return(INIT_FAILED); + } + +//--- define buffers + SetIndexBuffer(0, ExtPPBuffer); + SetIndexBuffer(1, ExtR1Buffer); + SetIndexBuffer(2, ExtR2Buffer); + SetIndexBuffer(3, ExtS1Buffer); + SetIndexBuffer(4, ExtS2Buffer); + if(InpShowLevelsM) + { + SetIndexBuffer(5, ExtM1Buffer, INDICATOR_DATA); + SetIndexBuffer(6, ExtM2Buffer, INDICATOR_DATA); + SetIndexBuffer(7, ExtM3Buffer, INDICATOR_DATA); + SetIndexBuffer(8, ExtM4Buffer, INDICATOR_DATA); + //--- set plot type + PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(6, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(7, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(8, PLOT_DRAW_TYPE, DRAW_LINE); + //--- set line style + PlotIndexSetInteger(5, PLOT_LINE_STYLE, STYLE_DASH); + PlotIndexSetInteger(6, PLOT_LINE_STYLE, STYLE_DASH); + PlotIndexSetInteger(7, PLOT_LINE_STYLE, STYLE_DASH); + PlotIndexSetInteger(8, PLOT_LINE_STYLE, STYLE_DASH); + //--- set line color + PlotIndexSetInteger(5, PLOT_LINE_COLOR, clrGold); + PlotIndexSetInteger(6, PLOT_LINE_COLOR, clrGold); + PlotIndexSetInteger(7, PLOT_LINE_COLOR, clrGold); + PlotIndexSetInteger(8, PLOT_LINE_COLOR, clrGold); + } + else + { + SetIndexBuffer(5, ExtM1Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(6, ExtM2Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(7, ExtM3Buffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(8, ExtM4Buffer, INDICATOR_CALCULATIONS); + + } + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Pivot Daily Channels"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_PP"; + Print("Indicator \"Pivot Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + static MqlRates LAST_DAY[]; // previous day + static datetime last_time=0; // reference time + static datetime error_time=0; // error output time + +//--- if the indicator has previously been calculated, start from the bar preceding the last one + int start=prev_calculated-1; + +//--- if this is the first calculation of the indicator, start from the first bar on the chart + if(prev_calculated==0) + start=0; + +//--- calculate levels for all bars in a loop + for(int i=start; i=error_time) + { + error_time=TimeCurrent()+60; + Print("Failed to get previous day by CopyRates(Symbol(), PERIOD_D1, error ", GetLastError()); + } + return(prev_calculated); + } + } + + //--- calculate Pivot levels + double pivot_point=(LAST_DAY[0].high+LAST_DAY[0].low+LAST_DAY[0].close)/3; + double r1=2*pivot_point-LAST_DAY[0].low; + double r2=pivot_point+(LAST_DAY[0].high-LAST_DAY[0].low); + double s1=2*pivot_point-LAST_DAY[0].high; + double s2=pivot_point-(LAST_DAY[0].high-LAST_DAY[0].low); + + //--- write values into buffers + ExtPPBuffer[i]=pivot_point; + ExtR1Buffer[i]=r1; + ExtR2Buffer[i]=r2; + ExtS1Buffer[i]=s1; + ExtS2Buffer[i]=s2; + + //--- additional levels + double m1=(s1+s2)/2; + double m2=(s1+pivot_point)/2; + double m3=(r1+pivot_point)/2; + double m4=(r1+r2)/2; + ExtM1Buffer[i]=m1; + ExtM2Buffer[i]=m2; + ExtM3Buffer[i]=m3; + ExtM4Buffer[i]=m4; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"Pivot Channel\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + ShowRightPrice(ExtPrefixUniq+"_PP", time, ExtPPBuffer[last_index], clrBlue); + ShowRightPrice(ExtPrefixUniq+"_R1", time, ExtR1Buffer[last_index], clrOrange); + ShowRightPrice(ExtPrefixUniq+"_R2", time, ExtR2Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_S1", time, ExtS1Buffer[last_index], clrTeal); + ShowRightPrice(ExtPrefixUniq+"_S2", time, ExtS2Buffer[last_index], clrGreen); + if(InpShowLevelsM) + { + ShowRightPrice(ExtPrefixUniq+"_M1", time, ExtM1Buffer[last_index], clrGold); + ShowRightPrice(ExtPrefixUniq+"_M2", time, ExtM2Buffer[last_index], clrGold); + ShowRightPrice(ExtPrefixUniq+"_M3", time, ExtM3Buffer[last_index], clrGold); + ShowRightPrice(ExtPrefixUniq+"_M4", time, ExtM4Buffer[last_index], clrGold); + } + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Free Indicators/Woodie Channel.ex5 b/BKPS/14031206/Indicators/Free Indicators/Woodie Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..f066ffd31a04163e8486c9499e1b84dcabc551fd GIT binary patch literal 17758 zcmdS9Q_L_turB)AHon)kZQHhO+qP}nwr$(Ct@H1Fx7Pi+*nQGukft+Do6bxtqRs;1 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zgyUtK(bqz-@9()zC9`MZEFhU2n&|T}wqP^7y>vw}H?!p>k#E(AtMxitY!F7Z-&kDo td+YDkJv^)s9yx30+YbWAfbCNT->RE%0lQYzN5`IoZ#N4NSyfJ(=HBy-GqL~x literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Indicators/Free Indicators/Woodie Channel.mq5 b/BKPS/14031206/Indicators/Free Indicators/Woodie Channel.mq5 new file mode 100644 index 0000000..84c1d16 --- /dev/null +++ b/BKPS/14031206/Indicators/Free Indicators/Woodie Channel.mq5 @@ -0,0 +1,240 @@ +//+------------------------------------------------------------------+ +//| Woodie Channel.mq5.mq5 | +//| Copyright 2009-2025, MetaQuotes Ltd | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "2009-2025, MetaQuotes Ltd" +#property link "http://www.mql5.com" +#property description "Woodie Channels" + +#property indicator_chart_window +#property indicator_buffers 9 +#property indicator_plots 9 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrGreen +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrGreen +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrGreen +#property indicator_type4 DRAW_LINE +#property indicator_color4 clrGreen +#property indicator_type5 DRAW_LINE +#property indicator_color5 clrBlue +#property indicator_type6 DRAW_LINE +#property indicator_color6 clrRed +#property indicator_type7 DRAW_LINE +#property indicator_color7 clrRed +#property indicator_type8 DRAW_LINE +#property indicator_color8 clrRed +#property indicator_type9 DRAW_LINE +#property indicator_color9 clrRed + +//--- labels +#property indicator_label1 "R4" +#property indicator_label2 "R3" +#property indicator_label3 "R2" +#property indicator_label4 "R1" +#property indicator_label5 "PP" +#property indicator_label6 "S1" +#property indicator_label7 "S2" +#property indicator_label8 "S3" +#property indicator_label9 "S4" + +//--- input parameter +input bool InpShowLabel=true; // show price of level + +//--- indicator buffers +double ExtR4Buffer[]; +double ExtR3Buffer[]; +double ExtR2Buffer[]; +double ExtR1Buffer[]; +double ExtPPBuffer[]; +double ExtS1Buffer[]; +double ExtS2Buffer[]; +double ExtS3Buffer[]; +double ExtS4Buffer[]; + +//--- unique prefix to identify indicator objects +string ExtPrefixUniq; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- check current timeframe + if(PeriodSeconds()>PeriodSeconds(PERIOD_D1)) + { + Alert("Timeframe of chart must be D1 or lower. Exit"); + return(INIT_FAILED); + } + +//--- define buffers + SetIndexBuffer(0, ExtR4Buffer); + SetIndexBuffer(1, ExtR3Buffer); + SetIndexBuffer(2, ExtR2Buffer); + SetIndexBuffer(3, ExtR1Buffer); + SetIndexBuffer(4, ExtPPBuffer); + SetIndexBuffer(5, ExtS1Buffer); + SetIndexBuffer(6, ExtS2Buffer); + SetIndexBuffer(7, ExtS3Buffer); + SetIndexBuffer(8, ExtS4Buffer); + +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME, "Woodie Channels"); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- prepare prefix for objects + string number=StringFormat("%I64d", GetTickCount64()); + ExtPrefixUniq=StringSubstr(number, StringLen(number)-4); + ExtPrefixUniq=ExtPrefixUniq+"_WD"; + Print("Indicator \"Woodie Channels\" started, prefix=", ExtPrefixUniq); + + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + static MqlRates LAST_DAY[]; // previous day + static datetime last_time=0; // reference time + static datetime error_time=0; // error output time + +//--- if the indicator has previously been calculated, start from the bar preceding the last one + int start=prev_calculated-1; + +//--- if this is the first calculation of the indicator, start from the first bar on the chart + if(prev_calculated==0) + start=0; + +//--- calculate levels for all bars in a loop + for(int i=start; i=error_time) + { + error_time=TimeCurrent()+60; + Print("Failed to get previous day by CopyRates(Symbol(), PERIOD_D1, error ", GetLastError()); + } + return(prev_calculated); + } + } + + //--- calculate levels + double pp=(LAST_DAY[0].high+LAST_DAY[0].low+2* LAST_DAY[0].close)/4; + double r1=2*pp-LAST_DAY[0].low; + double r2=pp+(LAST_DAY[0].high-LAST_DAY[0].low); + double r3=r2+(r1-pp); + double r4=r3+(r2-pp); + double s1=2*pp -LAST_DAY[0].high; + double s2=pp-(LAST_DAY[0].high-LAST_DAY[0].low); + double s3=s2-(pp-s1); + double s4=s3-(pp-s2); + + //--- write values into buffers + ExtR4Buffer[i]=r4; + ExtR3Buffer[i]=r3; + ExtR2Buffer[i]=r2; + ExtR1Buffer[i]=r1; + ExtPPBuffer[i]=pp; + ExtS1Buffer[i]=s1; + ExtS2Buffer[i]=s2; + ExtS3Buffer[i]=s3; + ExtS4Buffer[i]=s4; + } + +//--- draw labels on levels + if(InpShowLabel) + { + ShowPriceLevels(time[rates_total-1], rates_total-1); + ChartRedraw(); + } + +//--- succesfully calculated + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- delete all our graphical objects after use + Print("Indicator \"Woodie Channel\" stopped, delete all objects with prefix=", ExtPrefixUniq); + ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE); + ChartRedraw(0); + } +//+------------------------------------------------------------------+ +//| Show prices' levels | +//+------------------------------------------------------------------+ +void ShowPriceLevels(datetime time, int last_index) + { + ShowRightPrice(ExtPrefixUniq+"_R4", time, ExtR4Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_R3", time, ExtR3Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_R2", time, ExtR2Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_R1", time, ExtR1Buffer[last_index], clrGreen); + ShowRightPrice(ExtPrefixUniq+"_PP", time, ExtPPBuffer[last_index], clrBlue); + ShowRightPrice(ExtPrefixUniq+"_S1", time, ExtS1Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_S2", time, ExtS2Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_S3", time, ExtS3Buffer[last_index], clrRed); + ShowRightPrice(ExtPrefixUniq+"_S4", time, ExtS4Buffer[last_index], clrRed); + } +//+------------------------------------------------------------------+ +//| Create or Update "Right Price Label" object | +//+------------------------------------------------------------------+ +bool ShowRightPrice(const string name, datetime time, double price, color clr) + { + if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price)) + { + ObjectMove(0, name, 0, time, price); + return(false); + } + +//--- make the label size adaptive + long scale=2; + if(!ChartGetInteger(0, CHART_SCALE, 0, scale)) + { + //--- output an error message to the Experts journal + Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError()); + } + int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2 + + ObjectSetInteger(0, name, OBJPROP_COLOR, clr); + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID); + ObjectSetInteger(0, name, OBJPROP_WIDTH, width); + ObjectSetInteger(0, name, OBJPROP_BACK, false); + ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false); + ObjectSetInteger(0, name, OBJPROP_SELECTED, false); + ObjectSetInteger(0, name, OBJPROP_HIDDEN, true); + ObjectSetInteger(0, name, OBJPROP_ZORDER, 0); + + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xatr.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xatr.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..143f212ff379e9ad1f3a0cdcc2a5cd5a221d5ca4 GIT binary patch literal 24864 zcmdS7Q;aW6@Fx5l+qP}nbH=u9+qUg9wmoNT+qP|c-~V^vtTSxx`L{{UHmw%|Jw}z@7ZAj(Epch#{aw1{{`*l z{!pBiCUMfiHU#jP06Ro;2}>}^NHSzkH)Qf*j~$FEd@|Ih7-N?Up`bEhQr;|!yfGqI zyTb8eqP%Lg{wPHyD;CL9!KDtIkksULU7x}%_6#jSA>8(YuymKlF!Yiz$UbHNbBcx` 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------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +////////////////////////////////////////////////////// +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm X121 XATR Indicator" +#property strict + +// +// Definitions ... + +// +#define ShortName "X121 XATR" + +// +// Includes Common Library ... +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// Inputs ... + +// +// Market ... +input group "Market"; + +// +input group "RSI Detection"; +input int rsiLength = 14; // Length +input ENUM_APPLIED_PRICE rsiAppliedTo = PRICE_CLOSE; // Applied To + +// +input group "ATR Detection"; +input int atrLength = 14; // Length +input double atrMultiplier = 1; // Multiplier +input ENUM_APPLIED_PRICE atrUpperAppliedTo = PRICE_HIGH; // Upper Zone Applied To +input ENUM_APPLIED_PRICE atrLowerAppliedTo = PRICE_LOW; // Lower Zone Applied To +input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // Smoothing Method + +// +input group "Presentation"; + +// +input int startCalculationForLastBars = 1000; // Calculate Last n Bars + +// +input bool showAtrUpper = true; // Show Upper Zone +input bool showAtrLower = true; // Show Lower Zone + +// +// Buffers ... + +// +#define hideColorIDX 0 +#define bullishColorIDX 1 +#define bearishColorIDX 2 +#define neuturalColorIDX 3 + +// +#property indicator_chart_window + +// +#property indicator_buffers 6 +#property indicator_plots 2 + +// +// ATR ... + +// +// Upper ... + +// +#define atrUpperBufferIndex 0 +double atrUpperBuffer[]; + +#property indicator_label1 "X121 ATRU" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrYellow +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +// +// Lower ... + +// +#define atrLowerBufferIndex 1 +double atrLowerBuffer[]; + +#property indicator_label2 "X121 ATRL" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrYellow +#property indicator_style2 STYLE_SOLID +#property indicator_width2 2 + +// +// Data Buffers ... + +// +int mLastBufferIndex = 1; + +// +// ATR ... + +#define atrBufferIndex mLastBufferIndex + 1 +double atrBuffer[]; + +#define atrUpperRawBufferIndex mLastBufferIndex + 2 +double atrUpperRawBuffer[]; + +#define atrLowerRawBufferIndex mLastBufferIndex + 3 +double atrLowerRawBuffer[]; + +// +// RSI ... +#define rsiBufferIndex mLastBufferIndex + 4 +double rsiBuffer[]; + +// +// Variables, Properties and etc ... + +// +// this counts Available Bars ... +int limit; + +// +int maxLength; + +// +// RSI Handler ... +int rsiHandler = INVALID_HANDLE; + +// +// ATR Handler ... +int atrHandler = INVALID_HANDLE; + +// +bool isStrTrendChanged; +bool isStrStartBearishTrend; +bool isStrStartBullishTrend; + +// +// Event Handlers ... + +/** + * Initialize Indicator ... + * + * @return ( int ) + */ +int OnInit() +{ + // + // Validate Inputs ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Indicator Handlers ... + + // + // RSI ... + rsiHandler = iRSI( + _Symbol, + _Period, + rsiLength, + rsiAppliedTo // + ); + bool isInited = rsiHandler != INVALID_HANDLE; + if (!isInited) + { + return INIT_FAILED; + } + + // + // ATR ... + atrHandler = iATR( + _Symbol, + _Period, + atrLength // + ); + isInited = atrHandler != INVALID_HANDLE; + if (!isInited) + { + return INIT_FAILED; + } + + // + // because in some cases we may have more than one input for + // calculation and we must prevent any calculation + // untill we pass the biggest input length, here we get max Input length + // and then wait until pass it ... + maxLength = ExtractMaxLengthOfInputs(); + + // + // Define Index Buffers ... + DefineBuffers(); + + // + // Set Indicator ShortName ... + SetIndicatorName(); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +/** + * De Initialize Indicator ... + * + * @param reason: Integer, De Initialization Reason ... + */ +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed + + // + IndicatorRelease(rsiHandler); + IndicatorRelease(atrHandler); +} + +/** + * Calculate Bars ... + * + * @param rates_total: Integer, Total Bars on Chart ... + * @param prev_calculated: Integer, Total Calculated Bars on Charts ... + * @param time: DateTime Array, History of Open Time ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param low: Double Array, History of Low Prices ... + * @param close: Double Array, History of Close Prices ... + * @param tick_volume: Long, History of Tick Volumes on Bar ... + * @param volume: Long, History of Trade Volumes ... + * @param spread: Double, History of Spread Price ... + * + * @return ( int ) + */ +int OnCalculate( + const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[] // +) +{ + // + // Prepare Buffers ... + ArraySetAsSeries(time, true); + ArraySetAsSeries(open, true); + ArraySetAsSeries(high, true); + ArraySetAsSeries(low, true); + ArraySetAsSeries(close, true); + ArraySetAsSeries(tick_volume, true); + ArraySetAsSeries(volume, true); + ArraySetAsSeries(spread, true); + + // + // Fill All Buffers by Zero ... + if (prev_calculated == 0) + { + } + + // + // Validate Calculated Bars ... + + // + // RSI ... + int rsiCalculatedBars = BarsCalculated(rsiHandler); + + // + // ATR ... + int atrCalculatedBars = BarsCalculated(atrHandler); + + // + bool isPassedRequiredCalculatedBars = + // + // RSI ... + rsiCalculatedBars >= maxLength && + // + // ATR ... + atrCalculatedBars >= maxLength + // + ; + if (!isPassedRequiredCalculatedBars) + { + return prev_calculated; + } + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) + ? rates_total + : (rates_total - prev_calculated) + 1; + + // + // Buffers Copy ... + + // + // RSI ... + int copiedRsis = CopyBuffer(rsiHandler, 0, 0, limit, rsiBuffer); + + // + // ATR ... + int copiedAtrs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer); + + // + // Validate Copied Items ... + bool isPassedRequiredCopiedItems = + // + // + // RSI ... + copiedRsis > 0 && + // + // ATR ... + copiedAtrs > 0 + // + ; + if (!isPassedRequiredCopiedItems) + { + return prev_calculated; + } + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + // + CalculateBuffers( + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = + // + // RSI ... + rsiLength > 0 && + // + // ATR ... + atrLength > 0 && + atrMultiplier > 0 + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + result = MathMax(rsiLength, atrLength); + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // ATR ... + + // + // UPPER ... + bool canShowAtrUpper = showAtrUpper; + ENUM_DRAW_TYPE atrUpperDrawType = canShowAtrUpper ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(atrUpperBuffer, true); + SetIndexBuffer(atrUpperBufferIndex, atrUpperBuffer, INDICATOR_DATA); + PlotIndexSetDouble(atrUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(atrUpperBufferIndex, PLOT_SHOW_DATA, canShowAtrUpper); + PlotIndexSetInteger(atrUpperBufferIndex, PLOT_DRAW_TYPE, atrUpperDrawType); + + // + // LOWER ... + bool canShowAtrLower = showAtrLower; + ENUM_DRAW_TYPE atrLowerDrawType = canShowAtrLower ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(atrLowerBuffer, true); + SetIndexBuffer(atrLowerBufferIndex, atrLowerBuffer, INDICATOR_DATA); + PlotIndexSetDouble(atrLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(atrLowerBufferIndex, PLOT_SHOW_DATA, canShowAtrLower); + PlotIndexSetInteger(atrLowerBufferIndex, PLOT_DRAW_TYPE, atrLowerDrawType); + + // + // Data Buffers ... + + // + // ATR ... + + // + ArraySetAsSeries(atrBuffer, true); + SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(atrUpperRawBuffer, true); + SetIndexBuffer(atrUpperRawBufferIndex, atrUpperRawBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(atrLowerRawBuffer, true); + SetIndexBuffer(atrLowerRawBufferIndex, atrLowerRawBuffer, INDICATOR_CALCULATIONS); + + // + // RSI ... + + // + ArraySetAsSeries(rsiBuffer, true); + SetIndexBuffer(rsiBufferIndex, rsiBuffer, INDICATOR_CALCULATIONS); +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + int barsLimit = startCalculationForLastBars > 0 + ? startCalculationForLastBars + : 0; + // + // bool canCalculate = true; + bool canCalculate = + barsLimit == 0 || + bar_index <= barsLimit; + if (canCalculate) + { + // + CalculateAtrZones( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low // + ); + } + else + { + FillBuffersZero(bar_index); + } +} + +// +// Custom ... + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + // RSIS ... + rsiBuffer[barIndex] = 0; + + // + // ATRS ... + atrBuffer[barIndex] = 0; + atrUpperBuffer[barIndex] = 0; + atrUpperRawBuffer[barIndex] = 0; + atrUpperBuffer[barIndex] = 0; + atrLowerRawBuffer[barIndex] = 0; +} + +/** + * Calculate ATR Zones ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + */ +void CalculateAtrZones( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[] // +) +{ + // + // Select ATr Value ... + double atrValue = atrBuffer[bar_index]; + double appliedAtrMultiplierValue = atrValue * atrMultiplier; + + // + // Select Upper Price ... + double upperPrice = GetAppliedPrice( + atrUpperAppliedTo, + open, + high, + low, + close, + bar_index // + ); + + // + // Select Lower Price ... + double lowerPrice = GetAppliedPrice( + atrLowerAppliedTo, + open, + high, + low, + close, + bar_index // + ); + + // + // Calculate Raw Atrs ... + + // + // Upper ... + double atrUpperRawValue = upperPrice + appliedAtrMultiplierValue; + atrUpperRawBuffer[bar_index] = atrUpperRawValue; + + // + // Lower ... + double atrLowerRawValue = lowerPrice - appliedAtrMultiplierValue; + atrLowerRawBuffer[bar_index] = atrLowerRawValue; + + // + bool canSmooth = atrSmoothingMode != X_MA_MODE_NONE; + if (canSmooth) + { + // + // Upper ... + iMAOnBuffer( + ratesTotal, + prevCalculated, + bar_index, + atrLength, + atrUpperRawBuffer, + atrUpperBuffer, + atrSmoothingMode // + ); + + // + // Lower ... + iMAOnBuffer( + ratesTotal, + prevCalculated, + bar_index, + atrLength, + atrLowerRawBuffer, + atrLowerBuffer, + atrSmoothingMode // + ); + } + else + { + // + // Use Raw Values ... + atrUpperBuffer[bar_index] = atrUpperRawValue; + atrLowerBuffer[bar_index] = atrLowerRawValue; + } +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xcc.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xcc.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..1fff508e03d761a2e591d692548b4d66aad1b039 GIT binary patch literal 14548 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--- /dev/null +++ b/BKPS/14031206/Indicators/x-saherelm.x121.xcc.mq5 @@ -0,0 +1,437 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Candle Styles +// --------------------------------------------------- +// Name: X121 XCC +// Description: Candle Styles ... +// +// +// Maintainer: +// ------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +////////////////////////////////////////////////////// +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm X121 XCC Indicator" +#property strict + +// +// START Constants ... +// + +// +// Indicator Short Name ... +#define ShortName "X121 XCC" + +// +// Holds an SnapShot of Charts Configuration ... +struct XChartStyle +{ + // + // chart's ID ... + long chartId; + // + // chart's mode ... + ENUM_CHART_MODE mode; + // + // show bid line ... + bool showBidLine; + // + // show ask line ... + bool showAskLine; + // + // show grids on chart ... + bool showGrid; + // + // show volumes ... + bool showVolumes; + // + // Displaying trade levels in the chart (levels of open positions, Stop Loss, Take Profit and pending orders) ... + bool showTradeLevels; + // + // chart autoscroll ... + bool autoScroll; + // + // chart quick navigation state ... + bool quickNavigation; + // + // chart's foreground color ... + color foreGroundColor; + // + // chart's background color ... + color backGroundColor; + // + // Up Color ... + color upColor; + // + // Down Color ... + color downColor; + // + // Bullish color ... + color bullishColor; + // + // Bearish color ... + color bearishColor; + // + // grid color ... + color gridColor; + // + // bid line color ... + color bidLineColor; + // + // ask line color ... + color askLineColor; + // + // line mode and doji candlestick color ... + color lineColor; + // + // Color of stop order levels (Stop Loss and Take Profit) ... + color stopColor; + // + // volumes color ... + color volumesColor; +}; + +// +// END Constants ... +// + +// +// START Inputs ... +// + +// +input group "Chart Style"; +input ENUM_CHART_MODE mode = CHART_CANDLES; // Mode +input color upColor = clrGreen; // Up Color +input color downColor = clrRed; // Down Color +input color lineColor = clrGreen; // Line mode and Doji candlestick Color +input color bullishColor = clrGreen; // Bullish Color +input color bearishColor = clrRed; // Bearish Color +input color volumesColor = clrGreen; // Volumes Color + +// +input group "Presentation"; +input bool showCandles = true; // Show Candles + +// +// END Inputs ... +// + +// +// START Includes and Imports ... +// + +// +// Includes Draw Library ... +#include "../Libraries/x-saherelm.draw.lib.mq5" + +// +// Includes Common Library ... +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// END Includes and Imports ... +// + +// +// START Buffers ... +// + +// +#property indicator_chart_window + +// +#property indicator_buffers 0 +#property indicator_plots 0 + +// +// END Buffers ... +// + +// +// START Global Definitions: Variables, Properties and etc ... +// + +// +int maxLength; + +// +XChartStyle chartStyle; +XChartStyle clearStyle; + +// +// END Global Definitions: Variables, Properties and etc ... +// + +// +// START Event Handlers ... +// + +// +// Initialization ... +int OnInit() +{ + // + // Validate Inputs ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + drawPrefix = ShortName; + + // + // because in some cases we may have more than one input for + // calculation and we must prevent any calculation + // untill we pass the biggest input length, here we get max Input length + // and then wait until pass it ... + maxLength = ExtractMaxLengthOfInputs(); + + // + // Define Index Buffers ... + DefineBuffers(); + + // + // Set Indicator ShortName ... + SetIndicatorName(); + + // + // Apply Chart Style ... + ApplyCustomChartStyle(); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +// +// DeInitialization ... +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed +} + +// +// Calculating what we want ... +int OnCalculate( + const int rates_total, // Total Bars on Chart ... + const int prev_calculated, // Total Calculated Bars on Charts ... + const datetime &time[], // History of Open Time ... + const double &open[], // History of Open Price ... + const double &high[], // History of High Price ... + const double &low[], // History of Low Price ... + const double &close[], // History of Close Price ... + const long &tick_volume[], // History of Tick Volumes on Bar ... + const long &volume[], // History of Trade Volumes ... + const int &spread[] // History of Spread Price ... +) +{ + // + // Prepare Buffers ... + ArraySetAsSeries(time, true); + ArraySetAsSeries(open, true); + ArraySetAsSeries(high, true); + ArraySetAsSeries(low, true); + ArraySetAsSeries(close, true); + ArraySetAsSeries(tick_volume, true); + ArraySetAsSeries(volume, true); + ArraySetAsSeries(spread, true); + + // + // this counts Available Bars ... + int limit; + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1; + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + CalculateBuffers(i); + } + + // + return rates_total; +} + +// +// END Event Handlers ... +// + +// +// START Functions ... +// + +// +// Validate Input Args for Initialization ... +bool ValidateInputs() +{ + // + bool result = true; + + // + return result; +} + +// +// Retrieve all Exists Input Max Length ... +// use for Start Of Drawing ... +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + return result; +} + +// +// Define Indexes and Styles ... +void DefineBuffers() +{ +} + +// +// Set Indicator Short Name and also we can define Buffers Labels ... +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +// +// Calculate Buffers ... +void CalculateBuffers( + int bar_index // Selected Bar Index +) +{ +} + +// +// Apply Custom Chart Style ... +void ApplyCustomChartStyle() +{ + // + // Read Current Chart Config and Store it ... + ReadChartStyle(); + + // + // After Reading Current Chart Style ... + // we have to Save Configs and Change Styles ... + clearStyle = chartStyle; + + // + clearStyle.upColor = CLR_NONE; + clearStyle.downColor = CLR_NONE; + clearStyle.lineColor = CLR_NONE; + clearStyle.bullishColor = CLR_NONE; + clearStyle.bearishColor = CLR_NONE; + + // + // Decide to Show or not Candles based on User Input ... + if (showCandles) + { + SetChartStyle(chartStyle); + } + else + { + SetChartStyle(clearStyle); + } +} + +// +// Read Previous Chart Style ... +void ReadChartStyle() +{ + // + // Retrieve Current Chart ID ... + long chartId = ChartID(); + chartStyle.chartId = chartId; + + // + // Retrieve Chart Mode ... + chartStyle.mode = (ENUM_CHART_MODE)ChartGetInteger(chartId, CHART_MODE); + + // + chartStyle.showBidLine = (bool)ChartGetInteger(chartId, CHART_SHOW_BID_LINE); + chartStyle.showAskLine = (bool)ChartGetInteger(chartId, CHART_SHOW_ASK_LINE); + chartStyle.showGrid = (bool)ChartGetInteger(chartId, CHART_SHOW_GRID); + chartStyle.showVolumes = (bool)ChartGetInteger(chartId, CHART_SHOW_VOLUMES); + chartStyle.showTradeLevels = (bool)ChartGetInteger(chartId, CHART_SHOW_TRADE_LEVELS); + chartStyle.autoScroll = (bool)ChartGetInteger(chartId, CHART_AUTOSCROLL); + chartStyle.quickNavigation = (bool)ChartGetInteger(chartId, CHART_QUICK_NAVIGATION); + + // + chartStyle.foreGroundColor = (color)ChartGetInteger(chartId, CHART_COLOR_FOREGROUND); + chartStyle.backGroundColor = (color)ChartGetInteger(chartId, CHART_COLOR_BACKGROUND); + chartStyle.upColor = (color)ChartGetInteger(chartId, CHART_COLOR_CHART_UP); + chartStyle.downColor = (color)ChartGetInteger(chartId, CHART_COLOR_CHART_DOWN); + chartStyle.bullishColor = (color)ChartGetInteger(chartId, CHART_COLOR_CANDLE_BULL); + chartStyle.bearishColor = (color)ChartGetInteger(chartId, CHART_COLOR_CANDLE_BEAR); + chartStyle.gridColor = (color)ChartGetInteger(chartId, CHART_COLOR_GRID); + chartStyle.bidLineColor = (color)ChartGetInteger(chartId, CHART_COLOR_BID); + chartStyle.askLineColor = (color)ChartGetInteger(chartId, CHART_COLOR_ASK); + chartStyle.stopColor = (color)ChartGetInteger(chartId, CHART_COLOR_STOP_LEVEL); + chartStyle.lineColor = (color)ChartGetInteger(chartId, CHART_COLOR_CHART_LINE); + chartStyle.volumesColor = (color)ChartGetInteger(chartId, CHART_COLOR_VOLUME); + + // + chartStyle.mode = mode; + chartStyle.upColor = upColor; + chartStyle.downColor = downColor; + chartStyle.lineColor = lineColor; + chartStyle.bearishColor = bearishColor; + chartStyle.bullishColor = bullishColor; + chartStyle.volumesColor = volumesColor; +} + +// +// Set Chart Style ... +void SetChartStyle( + XChartStyle &mChartStyle // Chart Style to Apply +) +{ + // + ApplyChartStyle( + mChartStyle.chartId, + mChartStyle.mode, + mChartStyle.showBidLine, + mChartStyle.showAskLine, + mChartStyle.showGrid, + mChartStyle.showVolumes, + mChartStyle.showTradeLevels, + mChartStyle.autoScroll, + mChartStyle.quickNavigation, + mChartStyle.foreGroundColor, + mChartStyle.backGroundColor, + mChartStyle.upColor, + mChartStyle.downColor, + mChartStyle.bullishColor, + mChartStyle.bearishColor, + mChartStyle.gridColor, + mChartStyle.bidLineColor, + mChartStyle.askLineColor, + mChartStyle.lineColor, + mChartStyle.stopColor, + mChartStyle.volumesColor); +} + +// +// END Functions ... +// diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xche.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xche.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..7489e2fe30e9543a90f2c5ac566243114da2cbcf GIT binary patch literal 20316 zcmdSAQ;=s(@Fx6gP21+QZQJgiHl}Ucwr$(CZQHhOYv=u6d=a}Bd-q*zov4aa`BX)n z%#3`ZG9r)2Ulve100c4s6o3x^009m`0smVQ-fiR-Epz242thq(U0D%8G008rUAOJwN_&C>@auZjlhdebKMhLf|7{Kb@7`em(Ejr_{r`Q@ z{{@A&d;F_PyarRP+lKDyWM{r^x`!b{$?x#{Z7Wx55z6WY@vwTMOf)#53yXXAxQYPrkqhHA5oD_Xe6s>ZZ}I}-V(Ci zB-flJSho_7`p`D$7MCPhhzs_E(oFcC1mTQLzek{Noh}7+yf-mP-EE*8k$J45M8@F1 zfG$154eJq0ks+Y0F)ySH2p*}6D12bU==xb_TL;x9k#_5_eiUEmY#Y7>?eiZ=)U&3) znNZ{pFlY>^`;b|Tv@-rCPajk9{N9mtSAtjQ(htRNd-w$}wkVB>$+_a7v46yptd;j= 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z8g+Yz)-dwq?ma@qn0go`^f^W(xv?#dSo~F)dX2HH^*?U)w(*ectwcT!OUB2AS4nMg zNh;|NH7&(oEKyJjihAqwcvNAkbM<0#3MfeVB1gX1?JwU!5>ezV$+HVSgDi+-ewJfJ z0>-ERv?{f-WDfINI-K)}vW=ZnN(;>Mz2a1?_zo6FN*u+xiptH*3fG{^rn~_ zzPa15Yy!iyZ;3QO$QDz e9515W5jBE4%lScAa9-@R)mB= 9 && + cheLoopback >= 0; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + result = MathMax(cheLength, cheLoopback); + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // LEVEL 1 ... + + // + // Long Exit 1 ... + + // + // Draw Type ... + ENUM_DRAW_TYPE le1DrawType = showLE1 ? DRAW_LINE : DRAW_NONE; + ENUM_DRAW_TYPE le1StartDrawType = showLE1 ? DRAW_ARROW : DRAW_NONE; + + // + // Buffer ... + SetIndexBuffer(le1BufferIndex, le1Buffer, INDICATOR_DATA); + PlotIndexSetInteger(le1BufferIndex, PLOT_SHOW_DATA, showLE1); + PlotIndexSetInteger(le1BufferIndex, PLOT_DRAW_TYPE, le1DrawType); + + // + // Start Buffer ... + SetIndexBuffer(le1StartBufferIndex, le1StartBuffer, INDICATOR_DATA); + PlotIndexSetInteger(le1StartBufferIndex, PLOT_SHOW_DATA, false); + PlotIndexSetInteger(le1StartBufferIndex, PLOT_DRAW_TYPE, le1StartDrawType); + PlotIndexSetInteger(le1StartBufferIndex, PLOT_ARROW, cheArrowCode); + + // + // Short Exit 1 ... + + // + // Draw Type ... + ENUM_DRAW_TYPE se1DrawType = showSE1 ? DRAW_LINE : DRAW_NONE; + ENUM_DRAW_TYPE se1StartDrawType = showSE1 ? DRAW_ARROW : DRAW_NONE; + + // + // Buffer ... + SetIndexBuffer(se1BufferIndex, se1Buffer, INDICATOR_DATA); + PlotIndexSetInteger(se1BufferIndex, PLOT_SHOW_DATA, showSE1); + PlotIndexSetInteger(se1BufferIndex, PLOT_DRAW_TYPE, se1DrawType); + + // + // Start Buffer ... + SetIndexBuffer(se1StartBufferIndex, se1StartBuffer, INDICATOR_DATA); + PlotIndexSetInteger(se1StartBufferIndex, PLOT_SHOW_DATA, false); + PlotIndexSetInteger(se1StartBufferIndex, PLOT_DRAW_TYPE, se1StartDrawType); + PlotIndexSetInteger(se1StartBufferIndex, PLOT_ARROW, cheArrowCode); + + // + // LEVEL 2 ... + + // + // Long Exit 2 ... + + // + // Draw Type ... + ENUM_DRAW_TYPE le2DrawType = showLE2 ? DRAW_LINE : DRAW_NONE; + ENUM_DRAW_TYPE le2StartDrawType = showLE2 ? DRAW_ARROW : DRAW_NONE; + + // + // Buffer ... + SetIndexBuffer(le2BufferIndex, le2Buffer, INDICATOR_DATA); + PlotIndexSetInteger(le2BufferIndex, PLOT_SHOW_DATA, showLE2); + PlotIndexSetInteger(le2BufferIndex, PLOT_DRAW_TYPE, le2DrawType); + + // + // Start Buffer ... + SetIndexBuffer(le2StartBufferIndex, le2StartBuffer, INDICATOR_DATA); + PlotIndexSetInteger(le2StartBufferIndex, PLOT_SHOW_DATA, false); + PlotIndexSetInteger(le2StartBufferIndex, PLOT_DRAW_TYPE, le2StartDrawType); + PlotIndexSetInteger(le2StartBufferIndex, PLOT_ARROW, cheArrowCode); + + // + // Short Exit 2 ... + + // + // Draw Type ... + ENUM_DRAW_TYPE se2DrawType = showSE2 ? DRAW_LINE : DRAW_NONE; + ENUM_DRAW_TYPE se2StartDrawType = showSE2 ? DRAW_ARROW : DRAW_NONE; + + // + // Buffer ... + SetIndexBuffer(se2BufferIndex, se2Buffer, INDICATOR_DATA); + PlotIndexSetInteger(se2BufferIndex, PLOT_SHOW_DATA, showSE2); + PlotIndexSetInteger(se2BufferIndex, PLOT_DRAW_TYPE, se2DrawType); + + // + // Start Buffer ... + SetIndexBuffer(se2StartBufferIndex, se2StartBuffer, INDICATOR_DATA); + PlotIndexSetInteger(se2StartBufferIndex, PLOT_SHOW_DATA, false); + PlotIndexSetInteger(se2StartBufferIndex, PLOT_DRAW_TYPE, se2StartDrawType); + PlotIndexSetInteger(se2StartBufferIndex, PLOT_ARROW, cheArrowCode); +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Calculate Buffers ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + int prevCalculated, // Previous Calculated + int ratesTotal, // Total Rates + const double &open[], // Rates Open ... + const double &high[], // Rates High ... + const double &low[], // Rates Low ... + const double &close[] // Rates Close ... +) +{ + // + // Cleanup Buffers ... + le1Buffer[bar_index] = le1StartBuffer[bar_index] = se1Buffer[bar_index] = se1StartBuffer[bar_index] = EMPTY_VALUE; + le2Buffer[bar_index] = le2StartBuffer[bar_index] = se2Buffer[bar_index] = se2StartBuffer[bar_index] = EMPTY_VALUE; + + // + int start = MathMax(bar_index - cheLoopback, 0); + + // + // Calculate ATR Value ... + double atrValue = 0; + for (int k = 1; k <= cheLength && (bar_index - k - 1) >= 0; k++) + { + // + atrValue += MathMax(high[bar_index - k], close[MathMax(bar_index - k - 1, 0)]) - + MathMin(low[bar_index - k], close[MathMax(bar_index - k - 1, 0)]); + } + atrValue /= (double)cheLength; + + // + // Retrieve Highest High and Lowest Lows ... + double cheLoopbackMax = high[ArrayMaximum(high, start, cheLoopback)]; + double cheLoopbackMin = low[ArrayMinimum(low, start, cheLoopback)]; + + // + // Fill Multi Dimesional Working Array ... + work[bar_index][hi1Idx] = cheLoopbackMax - cheMultiplier1 * atrValue; + work[bar_index][lo1Idx] = cheLoopbackMin + cheMultiplier1 * atrValue; + work[bar_index][hi2Idx] = cheLoopbackMax - cheMultiplier2 * atrValue; + work[bar_index][lo2Idx] = cheLoopbackMin + cheMultiplier2 * atrValue; + work[bar_index][trend1Idx] = (bar_index > 0) ? work[bar_index - 1][trend1Idx] : 0; + work[bar_index][trend2Idx] = (bar_index > 0) ? work[bar_index - 1][trend2Idx] : 0; + + // + if (bar_index > 0) + { + // + // Calculate Trends ... + if (close[bar_index] > work[bar_index - 1][lo1Idx]) + { + work[bar_index][trend1Idx] = 1; + } + + // + if (close[bar_index] < work[bar_index - 1][hi1Idx]) + { + work[bar_index][trend1Idx] = -1; + } + + // + if (close[bar_index] > work[bar_index - 1][lo2Idx]) + { + work[bar_index][trend2Idx] = 1; + } + + // + if (close[bar_index] < work[bar_index - 1][hi2Idx]) + { + work[bar_index][trend2Idx] = -1; + } + + // + // Calculate Exit Values ... + + // + // Exit 1 ... + + // + // Long ... + if (cheMultiplier1 > 0 && work[bar_index][trend1Idx] == 1) + { + // + if (work[bar_index][hi1Idx] < work[bar_index - 1][hi1Idx]) + { + work[bar_index][hi1Idx] = work[bar_index - 1][hi1Idx]; + } + + // + le1Buffer[bar_index] = work[bar_index][hi1Idx]; + + // + if (le1Buffer[bar_index - 1] == EMPTY_VALUE) + { + le1StartBuffer[bar_index] = le1Buffer[bar_index]; + } + } + + // + // Short ... + if (cheMultiplier1 > 0 && work[bar_index][trend1Idx] == -1) + { + // + if (work[bar_index][lo1Idx] > work[bar_index - 1][lo1Idx]) + { + work[bar_index][lo1Idx] = work[bar_index - 1][lo1Idx]; + } + + // + se1Buffer[bar_index] = work[bar_index][lo1Idx]; + + // + if (se1Buffer[bar_index - 1] == EMPTY_VALUE) + { + se1StartBuffer[bar_index] = se1Buffer[bar_index]; + } + } + + // + // Exit 2 ... + + // + // Long ... + if (cheMultiplier2 > 0 && work[bar_index][trend2Idx] == 1) + { + if (work[bar_index][hi2Idx] < work[bar_index - 1][hi2Idx]) + { + work[bar_index][hi2Idx] = work[bar_index - 1][hi2Idx]; + } + + // + le2Buffer[bar_index] = work[bar_index][hi2Idx]; + + // + if (le2Buffer[bar_index - 1] == EMPTY_VALUE) + { + le2StartBuffer[bar_index] = le2Buffer[bar_index]; + } + } + + // + // Short ... + if (cheMultiplier2 > 0 && work[bar_index][trend2Idx] == -1) + { + // + if (work[bar_index][lo2Idx] > work[bar_index - 1][lo2Idx]) + { + work[bar_index][lo2Idx] = work[bar_index - 1][lo2Idx]; + } + + // + se2Buffer[bar_index] = work[bar_index][lo2Idx]; + + // + if (se2Buffer[bar_index - 1] == EMPTY_VALUE) + { + se2StartBuffer[bar_index] = se2Buffer[bar_index]; + } + } + } +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xct.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xct.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..70f5a5f6569af2b00002a2fc24d6ebc919b17832 GIT binary patch literal 24998 zcmdS8L(nih&?WlVw(&l;ZQHhO+qP}nwr$(Ct@-}DxK%TY*-uiPN}toI%IU6T(<16D zAPxW!$N(S!1ONbl0LLHz|J#6kcw{y_eig6DV^aNSmgoK7$p0MD{}cE>d`}1ffd4Um 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font + : "Arial"; + + // + ObjectSetString(0, tag, OBJPROP_FONT, mFont); + ObjectSetInteger(0, tag, OBJPROP_COLOR, clr); + ObjectSetInteger(0, tag, OBJPROP_ANCHOR, Anchor); + ObjectSetInteger(0, tag, OBJPROP_FONTSIZE, mFontSize); +} + +// +// END Functions ... +// diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xdon.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xdon.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..4af643fa53fd17126e61efe318c5640ba5e13a31 GIT binary patch literal 17786 zcmdRUW2`8!v*)pG+qQL&ZQHi(du-dbZQHhO`|SO{O?LD4!~4F|bkfeRO=hO;WYShd zofX6Z00J2R1b_el01)5^1mM3B_9oaId44jlOcDaH z1F#410B{7b05AhE2XOwUE)xL5zsd|i^RKN0VDL|B@(&jQum-UCCy@Y9{>O#>$!!0P z{txp1GyTV6=YJk>0^kCm|5u#;kG&@UWiQ=7zx@Ag;s3lki~w~1R-55}9`rw;4?Ifx zle$w_en6NA+$1A9mGsXX{jhSR#stCpMiFaTrjEQdPFVe8)7OZTN?n_PZ@`FQAq3Vf zL(gQfAmlff)b*)EQKhwFG{rnE*H%=*WK$Iqas`SO7}~TEvv=~b*AzG0AOynG+NTx5 zTX8CI($+`d)$@xojQ0DBh=K|NNy{2wagvZcxV?mix3Z;L(ygtmrePPV#oA*} 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zx0BdKy-?K@nIv&~>t4d2sHD+4>tT~4@IaYyYt$|V3hB_qWcFnI9O4jJxTK2^k1^oV zR=a(w<)(0s&CugV^K$81P9MspyP0S&4xFmk1OYA)s7_War&d(uxTAm-(b^J)S&OeX z#X$vDcZl9=EAr( zu5LaF_yiJtWeS}<5)%NH%x@oqukPF_SVlY)wkjec=SkVFQ|-im)n_HOWe_~1SFAI*$zqyG?lAG33e}PmefWMms9&$mc%H^uV#=m$R p^#*PFsB%AdimV>`%S28-G#{wOHvlxtq!k)yv197<3wL1ktjbm@P{;rP literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xdon.mq5 b/BKPS/14031206/Indicators/x-saherelm.x121.xdon.mq5 new file mode 100644 index 0000000..49785d4 --- /dev/null +++ b/BKPS/14031206/Indicators/x-saherelm.x121.xdon.mq5 @@ -0,0 +1,692 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Indicator +// ------------------------------------------------- +// Name: X121 XDON +// Description: XDON ... +// +// +// Maintainer: +// ------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +////////////////////////////////////////////////////// +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm X121 XDON Indicator" +#property strict + +// +// Definitions ... + +// +#define ShortName "X121 XDON" + +// +// Includes Common Library ... +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// Inputs ... + +// +// Market ... +input group "Market"; +input int donchainLength = 40; // Donchain Length + +// +// Presentation ... +input group "Presentation"; + +// +input int startCalculationForLastBars = 1000; // Calculate Last n Bars + +// +input bool showUpper = true; // Show Upper Band +input bool showLower = true; // Show Lower Band + +// +input bool showOpen = true; // Show Open +input bool showHigh = true; // Show High +input bool showClose = true; // Show Close +input bool showLow = true; // Show Low + +// +// Buffers ... + +// +#define hideColorIDX 0 +#define bullishColorIDX 1 +#define bearishColorIDX 2 +#define neuturalColorIDX 3 + +// +#property indicator_chart_window + +// +#property indicator_buffers 8 +#property indicator_plots 8 + +// +// Plot Buffers ... + +// +// Open ... + +// +#define donOpenUpperBufferIndex 0 +double donOpenUpperBuffer[]; + +// +#define donOpenUpperPlotBufferIndex 0 +#property indicator_label1 "X121 O U" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrCornflowerBlue +#property indicator_width1 1 + +// +#define donOpenLowerBufferIndex 1 +double donOpenLowerBuffer[]; + +// +#define donOpenLowerPlotBufferIndex 1 +#property indicator_label2 "X121 O L" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrCornflowerBlue +#property indicator_width2 1 + +// +// High ... + +// +#define donHighUpperBufferIndex 2 +double donHighUpperBuffer[]; + +// +#define donHighUpperPlotBufferIndex 2 +#property indicator_label3 "X121 H U" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrAquamarine +#property indicator_width3 1 + +// +#define donHighLowerBufferIndex 3 +double donHighLowerBuffer[]; + +// +#define donHighLowerPlotBufferIndex 3 +#property indicator_label4 "X121 H L" +#property indicator_type4 DRAW_LINE +#property indicator_color4 clrAquamarine +#property indicator_width4 1 + +// +// Low ... + +// +#define donLowUpperBufferIndex 4 +double donLowUpperBuffer[]; + +// +#define donLowUpperPlotBufferIndex 4 +#property indicator_label5 "X121 L U" +#property indicator_type5 DRAW_LINE +#property indicator_color5 clrDarkOrchid +#property indicator_width5 1 + +// +#define donLowLowerBufferIndex 5 +double donLowLowerBuffer[]; + +// +#define donLowLowerPlotBufferIndex 5 +#property indicator_label6 "X121 L L" +#property indicator_type6 DRAW_LINE +#property indicator_color6 clrDarkOrchid +#property indicator_width6 1 + +// +// Close ... + +// +#define donCloseUpperBufferIndex 6 +double donCloseUpperBuffer[]; + +// +#define donCloseUpperPlotBufferIndex 6 +#property indicator_label7 "X121 C U" +#property indicator_type7 DRAW_LINE +#property indicator_color7 clrCoral +#property indicator_width7 1 + +// +#define donCloseLowerBufferIndex 7 +double donCloseLowerBuffer[]; + +// +#define donCloseLowerPlotBufferIndex 7 +#property indicator_label8 "X121 C L" +#property indicator_type8 DRAW_LINE +#property indicator_color8 clrCoral +#property indicator_width8 1 + +// +// Data Buffers ... + +// +int mLastBufferIndex = 7; + +// +// Variables, Properties and etc ... + +// +// this counts Available Bars ... +int limit; + +// +int maxLength; + +// +// Event Handlers ... + +/** + * Initialize Indicator ... + * + * @return ( int ) + */ +int OnInit() +{ + // + // Validate Inputs ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Indicator Handlers ... + + // + // because in some cases we may have more than one input for + // calculation and we must prevent any calculation + // untill we pass the biggest input length, here we get max Input length + // and then wait until pass it ... + maxLength = ExtractMaxLengthOfInputs(); + + // + // Define Index Buffers ... + DefineBuffers(); + + // + // Set Indicator ShortName ... + SetIndicatorName(); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +/** + * De Initialize Indicator ... + * + * @param reason: Integer, De Initialization Reason ... + */ +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed +} + +/** + * Calculate Bars ... + * + * @param rates_total: Integer, Total Bars on Chart ... + * @param prev_calculated: Integer, Total Calculated Bars on Charts ... + * @param time: DateTime Array, History of Open Time ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param low: Double Array, History of Low Prices ... + * @param close: Double Array, History of Close Prices ... + * @param tick_volume: Long, History of Tick Volumes on Bar ... + * @param volume: Long, History of Trade Volumes ... + * @param spread: Double, History of Spread Price ... + * + * @return ( int ) + */ +int OnCalculate( + const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[] // +) +{ + // + // Prepare Buffers ... + ArraySetAsSeries(time, true); + ArraySetAsSeries(open, true); + ArraySetAsSeries(high, true); + ArraySetAsSeries(low, true); + ArraySetAsSeries(close, true); + ArraySetAsSeries(tick_volume, true); + ArraySetAsSeries(volume, true); + ArraySetAsSeries(spread, true); + + // + // Validate Calculated Bars ... + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) + ? rates_total + : (rates_total - prev_calculated) + 1; + + // + // Buffers Copy ... + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + // + CalculateBuffers( + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + result = + // + donchainLength > 0 + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // Plot Buffers ... + // + // Open ... + + // + // UPPER ... + bool canShowCOpenUpper = showUpper && showOpen; + ENUM_DRAW_TYPE donOpenUpperDrawType = canShowCOpenUpper ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donOpenUpperBuffer, true); + SetIndexBuffer(donOpenUpperBufferIndex, donOpenUpperBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donOpenUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donOpenUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCOpenUpper); + PlotIndexSetInteger(donOpenUpperPlotBufferIndex, PLOT_DRAW_TYPE, donOpenUpperDrawType); + + // + // LOWER ... + bool canShowCOpenLower = showLower && showOpen; + ENUM_DRAW_TYPE donOpenLowerDrawType = canShowCOpenLower ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donOpenLowerBuffer, true); + SetIndexBuffer(donOpenLowerBufferIndex, donOpenLowerBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donOpenLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donOpenLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCOpenLower); + PlotIndexSetInteger(donOpenLowerPlotBufferIndex, PLOT_DRAW_TYPE, donOpenLowerDrawType); + + // + // Close ... + + // + // UPPER ... + bool canShowCCloseUpper = showUpper && showClose; + ENUM_DRAW_TYPE donCloseUpperDrawType = canShowCCloseUpper ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donCloseUpperBuffer, true); + SetIndexBuffer(donCloseUpperBufferIndex, donCloseUpperBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donCloseUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donCloseUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCCloseUpper); + PlotIndexSetInteger(donCloseUpperPlotBufferIndex, PLOT_DRAW_TYPE, donCloseUpperDrawType); + + // + // LOWER ... + bool canShowCCloseLower = showLower && showClose; + ENUM_DRAW_TYPE donCloseLowerDrawType = canShowCCloseLower ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donCloseLowerBuffer, true); + SetIndexBuffer(donCloseLowerBufferIndex, donCloseLowerBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donCloseLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donCloseLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCCloseLower); + PlotIndexSetInteger(donCloseLowerPlotBufferIndex, PLOT_DRAW_TYPE, donCloseLowerDrawType); + + // + // High ... + + // + // UPPER ... + bool canShowCHighUpper = showUpper && showHigh; + ENUM_DRAW_TYPE donHighUpperDrawType = canShowCHighUpper ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donHighUpperBuffer, true); + SetIndexBuffer(donHighUpperBufferIndex, donHighUpperBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donHighUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donHighUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCHighUpper); + PlotIndexSetInteger(donHighUpperPlotBufferIndex, PLOT_DRAW_TYPE, donHighUpperDrawType); + + // + // LOWER ... + bool canShowCHighLower = showLower && showHigh; + ENUM_DRAW_TYPE donHighLowerDrawType = canShowCHighLower ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donHighLowerBuffer, true); + SetIndexBuffer(donHighLowerBufferIndex, donHighLowerBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donHighLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donHighLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCHighLower); + PlotIndexSetInteger(donHighLowerPlotBufferIndex, PLOT_DRAW_TYPE, donHighLowerDrawType); + + // + // Low ... + + // + // UPPER ... + bool canShowCLowUpper = showUpper && showLow; + ENUM_DRAW_TYPE donLowUpperDrawType = canShowCLowUpper ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donLowUpperBuffer, true); + SetIndexBuffer(donLowUpperBufferIndex, donLowUpperBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donLowUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donLowUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCLowUpper); + PlotIndexSetInteger(donLowUpperPlotBufferIndex, PLOT_DRAW_TYPE, donLowUpperDrawType); + + // + // LOWER ... + bool canShowCLowLower = showLower && showLow; + ENUM_DRAW_TYPE donLowLowerDrawType = canShowCLowLower ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(donLowLowerBuffer, true); + SetIndexBuffer(donLowLowerBufferIndex, donLowLowerBuffer, INDICATOR_DATA); + PlotIndexSetDouble(donLowLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(donLowLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCLowLower); + PlotIndexSetInteger(donLowLowerPlotBufferIndex, PLOT_DRAW_TYPE, donLowLowerDrawType); + + // + // Data Buffers ... +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + int barsLimit = startCalculationForLastBars > 0 + ? startCalculationForLastBars + : 0; + // + // bool canCalculate = true; + bool canCalculate = + barsLimit == 0 || + bar_index <= barsLimit; + if (canCalculate) + { + // + CalculateDonchains( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + } + else + { + FillBuffersZero(bar_index); + } +} + +// +// Custom ... + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + donOpenUpperBuffer[barIndex] = EMPTY_VALUE; + donOpenLowerBuffer[barIndex] = EMPTY_VALUE; + donCloseUpperBuffer[barIndex] = EMPTY_VALUE; + donCloseLowerBuffer[barIndex] = EMPTY_VALUE; + donHighUpperBuffer[barIndex] = EMPTY_VALUE; + donHighLowerBuffer[barIndex] = EMPTY_VALUE; + donLowUpperBuffer[barIndex] = EMPTY_VALUE; + donLowLowerBuffer[barIndex] = EMPTY_VALUE; +} + +/** + * Calculate Donchain ... + * + * @param bar_index: Integer, Bar Index ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + * @param _length: Integer, Donchain Length ... + * @param _ouBuffer: Double Array Reference ... + * @param _olBuffer: Double Array Reference ... + * @param _huBuffer: Double Array Reference ... + * @param _hlBuffer: Double Array Reference ... + * @param _luBuffer: Double Array Reference ... + * @param _llBuffer: Double Array Reference ... + * @param _cuBuffer: Double Array Reference ... + * @param _clBuffer: Double Array Reference ... + */ +void CalculateDonchain( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + // + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[], + // + int _length, + // + double &_ouBuffer[], + double &_olBuffer[], + double &_huBuffer[], + double &_hlBuffer[], + double &_luBuffer[], + double &_llBuffer[], + double &_cuBuffer[], + double &_clBuffer[] // +) +{ + // + double iUpper = 0; + double iLower = 0; + + // + // OPEN ... + + // + int from = bar_index; + + // + iUpper = open[ArrayMaximum(open, from, _length)]; + iLower = open[ArrayMinimum(open, from, _length)]; + + // + _ouBuffer[bar_index] = iUpper; + _olBuffer[bar_index] = iLower; + + // + // HIGH ... + + // + iUpper = high[ArrayMaximum(high, from, _length)]; + iLower = high[ArrayMinimum(high, from, _length)]; + + // + _huBuffer[bar_index] = iUpper; + _hlBuffer[bar_index] = iLower; + + // + // LOW ... + + // + iUpper = low[ArrayMaximum(low, from, _length)]; + iLower = low[ArrayMinimum(low, from, _length)]; + + // + _luBuffer[bar_index] = iUpper; + _llBuffer[bar_index] = iLower; + + // + // CLOSE ... + + // + iUpper = close[ArrayMaximum(close, from, _length)]; + iLower = close[ArrayMinimum(close, from, _length)]; + + // + _cuBuffer[bar_index] = iUpper; + _clBuffer[bar_index] = iLower; +} + +/** + * Calculate Different VWaps ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateDonchains( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + CalculateDonchain( + // + bar_index, + prevCalculated, + ratesTotal, + // + open, + high, + close, + low, + tickVolume, + // + donchainLength, + // + donOpenUpperBuffer, + donOpenLowerBuffer, + donHighUpperBuffer, + donHighLowerBuffer, + donLowUpperBuffer, + donLowLowerBuffer, + donCloseUpperBuffer, + donCloseLowerBuffer // + ); +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xhk.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xhk.ex5 new file mode 100644 index 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+/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Indicator +// ------------------------------------------------- +// Name: X121 XHK +// Description: XHK ... +// +// +// Maintainer: +// ------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +////////////////////////////////////////////////////// +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm X121 XHK Indicator" +#property strict + +// +// Definitions ... + +// +#define ShortName "X121 XHK" + +// +// Includes Common Library ... +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// Inputs ... + +// +// Market ... +input group "Market"; +input int xhkSmoothingLength = 14; // Length +input ENUM_X_MA_METHOD xhkSmoothingMode = X_MA_MODE_EMA; // Smoothing Method +input bool xhkIgnoreSmoothingShadows = false; // Ignore Smoothed Bar Shadows + +// +input group "Presentation"; + +// +input int startCalculationForLastBars = 1000; // Calculate Last n Bars + +// +input bool drawRawXHKCandles = true; // Draw Raw Candle +input bool drawSmoothedXHKCandles = true; // Draw Smoothed Candle + +// +// Buffers ... + +// +#property indicator_chart_window + +// +#property indicator_buffers 10 +#property indicator_plots 2 + +// +#define hideColorIDX 0 +#define bullishColorIDX 1 +#define bearishColorIDX 2 +#define neuturalColorIDX 3 + +// +// PLOTTED Buffers ... + +// +#define openHKBufferIndex 0 +double openHKBuffer[]; + +// +#define highHKBufferIndex 1 +double highHKBuffer[]; + +// +#define lowHKBufferIndex 2 +double lowHKBuffer[]; + +// +#define closeHKBufferIndex 3 +double closeHKBuffer[]; + +// +#define rawHKColorBufferIndex 4 +double rawHKColorBuffer[]; + +// +#define rawHKBufferIndex 0 +#property indicator_label1 "X121 XHK Open;X121 XHK High;X121 XHK Low;X121 XHK Close" +#property indicator_type1 DRAW_COLOR_CANDLES +#property indicator_color1 CLR_NONE, clrDodgerBlue, clrDarkGoldenrod + +// +// Open ... +#define openBufferIndex 5 +double openBuffer[]; + +// +// High ... +#define highBufferIndex 6 +double highBuffer[]; + +// +// Low ... +#define lowBufferIndex 7 +double lowBuffer[]; + +// +// Close ... +#define closeBufferIndex 8 +double closeBuffer[]; + +// +// Candle Color ... +#define candleColorBufferIndex 9 +double candleColorBuffer[]; + +// +#define candlesBufferIndex 1 +#property indicator_label2 "X121 XHKSM Open;X121 XHKSM High;X121 XHKSM Low;X121 XHKSM Close" +#property indicator_type2 DRAW_COLOR_CANDLES +#property indicator_color2 CLR_NONE, clrAqua, clrMagenta + +// +// Variables, Properties and etc ... + +// +// this counts Available Bars ... +int limit; + +// +int maxLength; + +// + +// +// Event Handlers ... + +/** + * Initialize Indicator ... + * + * @return ( int ) + */ +int OnInit() +{ + // + // Validate Inputs ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Indicator Handlers ... + + // + // because in some cases we may have more than one input for + // calculation and we must prevent any calculation + // untill we pass the biggest input length, here we get max Input length + // and then wait until pass it ... + maxLength = ExtractMaxLengthOfInputs(); + + // + // Define Index Buffers ... + DefineBuffers(); + + // + // Set Indicator ShortName ... + SetIndicatorName(); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +/** + * De Initialize Indicator ... + * + * @param reason: Integer, De Initialization Reason ... + */ +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed + + // +} + +/** + * Calculate Bars ... + * + * @param rates_total: Integer, Total Bars on Chart ... + * @param prev_calculated: Integer, Total Calculated Bars on Charts ... + * @param time: DateTime Array, History of Open Time ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param low: Double Array, History of Low Prices ... + * @param close: Double Array, History of Close Prices ... + * @param tick_volume: Long, History of Tick Volumes on Bar ... + * @param volume: Long, History of Trade Volumes ... + * @param spread: Double, History of Spread Price ... + * + * @return ( int ) + */ +int OnCalculate( + const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[] // +) +{ + // + // Prepare Buffers ... + ArraySetAsSeries(time, true); + ArraySetAsSeries(open, true); + ArraySetAsSeries(high, true); + ArraySetAsSeries(low, true); + ArraySetAsSeries(close, true); + ArraySetAsSeries(tick_volume, true); + ArraySetAsSeries(volume, true); + ArraySetAsSeries(spread, true); + + // + // Fill All Buffers by Zero ... + if (prev_calculated == 0) + { + } + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) + ? rates_total + : (rates_total - prev_calculated) + 1; + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + // + CalculateBuffers( + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = + // + true + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + result = MathMax(0, xhkSmoothingLength); + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + + // + // RAW ... + + // + // Raw Candles Color ... + ArraySetAsSeries(rawHKColorBuffer, true); + SetIndexBuffer(rawHKColorBufferIndex, rawHKColorBuffer, INDICATOR_COLOR_INDEX); + + // + // Set EMPTY_VALUE on Candles Buffer ... + PlotIndexSetDouble(rawHKBufferIndex, PLOT_EMPTY_VALUE, 0.0); + PlotIndexSetInteger(rawHKBufferIndex, PLOT_SHOW_DATA, false); + + // + // Open ... + ArraySetAsSeries(openHKBuffer, true); + SetIndexBuffer(openHKBufferIndex, openHKBuffer, INDICATOR_DATA); + + // + // High ... + ArraySetAsSeries(highHKBuffer, true); + SetIndexBuffer(highHKBufferIndex, highHKBuffer, INDICATOR_DATA); + + // + // Close ... + ArraySetAsSeries(closeHKBuffer, true); + SetIndexBuffer(closeHKBufferIndex, closeHKBuffer, INDICATOR_DATA); + + // + // Low ... + ArraySetAsSeries(lowHKBuffer, true); + SetIndexBuffer(lowHKBufferIndex, lowHKBuffer, INDICATOR_DATA); + + // + // SMOOTHED ... + + // + // Candles Color ... + ArraySetAsSeries(candleColorBuffer, true); + SetIndexBuffer(candleColorBufferIndex, candleColorBuffer, INDICATOR_COLOR_INDEX); + + // + // Set EMPTY_VALUE on Candles Buffer ... + PlotIndexSetDouble(candlesBufferIndex, PLOT_EMPTY_VALUE, 0.0); + PlotIndexSetInteger(candlesBufferIndex, PLOT_SHOW_DATA, false); + + // + // Open ... + ArraySetAsSeries(openBuffer, true); + SetIndexBuffer(openBufferIndex, openBuffer, INDICATOR_DATA); + + // + // High ... + ArraySetAsSeries(highBuffer, true); + SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_DATA); + + // + // Close ... + ArraySetAsSeries(closeBuffer, true); + SetIndexBuffer(closeBufferIndex, closeBuffer, INDICATOR_DATA); + + // + // Low ... + ArraySetAsSeries(lowBuffer, true); + SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_DATA); +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + int barsLimit = startCalculationForLastBars > 0 + ? startCalculationForLastBars + : 0; + // + bool canCalculate = + barsLimit == 0 || + bar_index <= barsLimit; + if (canCalculate) + { + // + CalculateXHK( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low // + ); + } + else + { + FillBuffersZero(bar_index); + } +} + +// +// Custom ... + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + lowHKBuffer[barIndex] = 0.0; + openHKBuffer[barIndex] = 0.0; + highHKBuffer[barIndex] = 0.0; + closeHKBuffer[barIndex] = 0.0; + rawHKColorBuffer[barIndex] = hideColorIDX; + + // + lowBuffer[barIndex] = 0.0; + openBuffer[barIndex] = 0.0; + highBuffer[barIndex] = 0.0; + closeBuffer[barIndex] = 0.0; + candleColorBuffer[barIndex] = hideColorIDX; +} + +/** + * Calculate ATR Zones ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + */ +void CalculateXHK( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[] // +) +{ + // + double mPrevHKOpenValue; + double mPrevHKCloseValue; + + // + if (ArraySize(open) <= bar_index + 1) + { + // + mPrevHKOpenValue = 0; + mPrevHKCloseValue = 0; + } + else + { + // + mPrevHKOpenValue = openHKBuffer[bar_index + 1]; + mPrevHKCloseValue = closeHKBuffer[bar_index + 1]; + } + + // + double mHKOpenValue = (mPrevHKOpenValue + mPrevHKCloseValue) / 2; + double mHKCloseValue = (open[bar_index] + high[bar_index] + close[bar_index] + low[bar_index]) / 4; + double mHKHighValue = MathMax(high[bar_index], MathMax(mHKOpenValue, mHKCloseValue)); + double mHKLowValue = MathMin(low[bar_index], MathMin(mHKOpenValue, mHKCloseValue)); + + // + double candleColorValue = + mHKOpenValue < mHKCloseValue ? bullishColorIDX : bearishColorIDX; + + // + // Raw HK Buffers ... + openHKBuffer[bar_index] = mHKOpenValue; + highHKBuffer[bar_index] = mHKHighValue; + lowHKBuffer[bar_index] = mHKLowValue; + closeHKBuffer[bar_index] = mHKCloseValue; + rawHKColorBuffer[bar_index] = drawRawXHKCandles ? candleColorValue : hideColorIDX; + + // + // Apply Smoothing ... + bool canSmooth = xhkSmoothingLength > 0 && + xhkSmoothingMode != X_MA_MODE_NONE; + if (!canSmooth) + { + // + double min = MathMin(mHKOpenValue, mHKCloseValue); + double max = MathMax(mHKOpenValue, mHKCloseValue); + + // + openBuffer[bar_index] = mHKOpenValue; + highBuffer[bar_index] = xhkIgnoreSmoothingShadows ? max : mHKHighValue; + lowBuffer[bar_index] = xhkIgnoreSmoothingShadows ? min : mHKLowValue; + closeBuffer[bar_index] = mHKCloseValue; + candleColorBuffer[bar_index] = drawSmoothedXHKCandles ? candleColorValue : hideColorIDX; + } + else + { + // + // Open ... + iMAOnBuffer( + ratesTotal, + prevCalculated, + bar_index, + xhkSmoothingLength, + openHKBuffer, + openBuffer, + xhkSmoothingMode // + ); + + // + // Close ... + iMAOnBuffer( + ratesTotal, + prevCalculated, + bar_index, + xhkSmoothingLength, + closeHKBuffer, + closeBuffer, + xhkSmoothingMode // + ); + + // + // Ignoring Shadows ... + if (!xhkIgnoreSmoothingShadows) + { + // + // High ... + iMAOnBuffer( + ratesTotal, + prevCalculated, + bar_index, + xhkSmoothingLength, + highHKBuffer, + highBuffer, + xhkSmoothingMode // + ); + + // + // Low ... + iMAOnBuffer( + ratesTotal, + prevCalculated, + bar_index, + xhkSmoothingLength, + lowHKBuffer, + lowBuffer, + xhkSmoothingMode // + ); + } + else + { + // + double min = MathMin(closeBuffer[bar_index], openBuffer[bar_index]); + double max = MathMin(closeBuffer[bar_index], openBuffer[bar_index]); + + // + lowBuffer[bar_index] = min; + highBuffer[bar_index] = max; + } + + // + // Calculate Smoothed Color ... + candleColorValue = + openBuffer[bar_index] < closeBuffer[bar_index] ? bullishColorIDX : bearishColorIDX; + candleColorBuffer[bar_index] = drawSmoothedXHKCandles ? candleColorValue : hideColorIDX; + } +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xpv.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xpv.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..51dd9a89b964f06c81944b7988a4e205d5a9f710 GIT binary patch literal 45116 zcmdS9Q>-vd>?eF|+qP}nwr$(CZQHh=W81cEpMC$|#h2_}?EQAq$+W*tGHuhOX+~6o z6~qw$0vP}VfB*mh5a1XD;D4hjkx*P+u69H10^K81ZdURC4g60a`#%-`hwKFb0PsHy 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zgk94>zX|^w-X6@rftA9arZm+G+gg&Cx#6@ir?y*P!^_3R-WBFACrH4;j75EymTsP& z8T>+6{It-F%+>{UhThvgp zIUFv(Xq9|j#@Y5u+-o;6HNw=WP7-8_3T0j&;VD2Zpl_M-rm+8voRhVv?&8-syiAaa zGGCDrT!yHRnI+0HI+J8G4Ex8UeiEpF{8bl??AH$wm*vURF|nc|K>wv=LPZyil_+`M zEI`YzlKk9^j*8xLQvpgUF;*eBVPNJVlP{063YvAq;#)P$2>87b1 zP<&BJWMldPk%LWKxZ&Fv-g>_{(EmepW)L3N=K9+B$NWtOye}VpWqvBj2{`{sfn}7_ ifl=>yZQ7S>$J1bkq`aG7wta-%= maxLength + // + ; + if (!isPassedRequiredCalculatedBars) + { + return prev_calculated; + } + + // + limit = (prev_calculated > rates_total || prev_calculated <= 0) + ? rates_total + : (rates_total - prev_calculated) + 1; + + // + // Buffers Copy ... + + // + // SAR ... + int copiedSars = CopyBuffer(sarHandler, 0, 0, limit, sarBuffer); + + // + // Validate Copied Items ... + bool isPassedRequiredCopiedItems = + // + // SAR ... + copiedSars > 0 + // + ; + if (!isPassedRequiredCopiedItems) + { + return prev_calculated; + } + + // + // Main Loop ... + for (int i = limit - 1; i >= 0 && !IsStopped(); i--) + { + // + CalculateBuffers( + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = false; + + // + result = + // + // SAR ... + sarMax > 0 && + sarStep > 0 && + sarMax > sarStep && + // + // XPV ... + (IsValid(scMethod, scPeriod) && + IsValid(mcMethod, mcPeriod) && + IsValid(lcMethod, lcPeriod) && + IsValid(hcMethod, hcPeriod)) + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // Plot Buffers ... + + // + // PEAKS ... + + // + ENUM_DRAW_TYPE peaksDrawType = showPeaks ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(peaksBuffer, true); + SetIndexBuffer(peaksBufferIndex, peaksBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(peaksBufferIndex, PLOT_SHOW_DATA, showPeaks); + PlotIndexSetInteger(peaksBufferIndex, PLOT_DRAW_TYPE, peaksDrawType); + + // + PlotIndexSetDouble(peaksBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(peaksBufferIndex, PLOT_ARROW, peaksArrowCode); + + // + // VALES ... + + // + ENUM_DRAW_TYPE valesDrawType = showVales ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(valesBuffer, true); + SetIndexBuffer(valesBufferIndex, valesBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(valesBufferIndex, PLOT_SHOW_DATA, showVales); + PlotIndexSetInteger(valesBufferIndex, PLOT_DRAW_TYPE, valesDrawType); + + // + PlotIndexSetDouble(valesBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(valesBufferIndex, PLOT_ARROW, valesArrowCode); + + // + // SAR ... + + // + ENUM_DRAW_TYPE sarDrawType = showSar ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(sarBuffer, true); + SetIndexBuffer(sarBufferIndex, sarBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(sarBufferIndex, PLOT_SHOW_DATA, showSar); + PlotIndexSetInteger(sarBufferIndex, PLOT_DRAW_TYPE, sarDrawType); + + // + PlotIndexSetDouble(sarBufferIndex, PLOT_EMPTY_VALUE, 0); + PlotIndexSetInteger(sarBufferIndex, PLOT_ARROW, sarArrowCode); + + // + // Data Buffers ... + + // + // CURRENT ... + + // + ArraySetAsSeries(cHHBuffer, true); + SetIndexBuffer(cHHBufferIndex, cHHBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(cLLBuffer, true); + SetIndexBuffer(cLLBufferIndex, cLLBuffer, INDICATOR_CALCULATIONS); + + // + // SHORT ... + + // + ArraySetAsSeries(sHHBuffer, true); + SetIndexBuffer(sHHBufferIndex, sHHBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(sLLBuffer, true); + SetIndexBuffer(sLLBufferIndex, sLLBuffer, INDICATOR_CALCULATIONS); + + // + // MEDIUM ... + + // + ArraySetAsSeries(mHHBuffer, true); + SetIndexBuffer(mHHBufferIndex, mHHBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(mLLBuffer, true); + SetIndexBuffer(mLLBufferIndex, mLLBuffer, INDICATOR_CALCULATIONS); + + // + // LONG ... + + // + ArraySetAsSeries(lHHBuffer, true); + SetIndexBuffer(lHHBufferIndex, lHHBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(lLLBuffer, true); + SetIndexBuffer(lLLBufferIndex, lLLBuffer, INDICATOR_CALCULATIONS); + + // + // HIND ... + + // + ArraySetAsSeries(hHHBuffer, true); + SetIndexBuffer(hHHBufferIndex, hHHBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(hLLBuffer, true); + SetIndexBuffer(hLLBufferIndex, hLLBuffer, INDICATOR_CALCULATIONS); +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + int barsLimit = startCalculationForLastBars > 0 + ? startCalculationForLastBars + : 0; + // + // bool canCalculate = true; + bool canCalculate = + barsLimit == 0 || + bar_index <= barsLimit; + if (canCalculate) + { + // + // Calculate Cycles ... + CalculateCycles(bar_index); + + // + // Calculate Peaks and Vales ... + CalculatePeaksAndVales(bar_index); + } + else + { + FillBuffersZero(bar_index); + } +} + +// +// Custom ... + +/** + * Initial Market Cycles ... + * + * @return ( bool ) + */ +bool InitMarketCycles() +{ + // + bool result = false; + + // + int cPeriodSeconds = PeriodSeconds(_Period); + + // + // Find Cycle Period ... + if (scMethod == X_PERIOD_AUTO) + { + // + // Select Period ... + mSCPeriod = GetCyclePeriod( + X_MARKET_CYCLE_SHORT, + _Period // + ); + } + else + { + mSCPeriod = scPeriod; + } + + // + if (IsValid(mSCPeriod)) + { + mSCLength = PeriodSeconds(mSCPeriod) / cPeriodSeconds; + } + + // + // Find Cycle Period ... + if (mcMethod == X_PERIOD_AUTO) + { + // + // Select Period ... + mMCPeriod = GetCyclePeriod( + X_MARKET_CYCLE_MEDIUM, + _Period // + ); + } + else + { + mMCPeriod = mcPeriod; + } + + // + if (IsValid(mMCPeriod)) + { + mMCLength = PeriodSeconds(mMCPeriod) / cPeriodSeconds; + } + + // + // Find Cycle Period ... + if (lcMethod == X_PERIOD_AUTO) + { + // + // Select Period ... + mLCPeriod = GetCyclePeriod( + X_MARKET_CYCLE_LONG, + _Period // + ); + } + else + { + mLCPeriod = lcPeriod; + } + + // + if (IsValid(mLCPeriod)) + { + mLCLength = PeriodSeconds(mLCPeriod) / cPeriodSeconds; + } + + // + // Find Cycle Period ... + if (hcMethod == X_PERIOD_AUTO) + { + // + // Select Period ... + mHCPeriod = GetCyclePeriod( + X_MARKET_CYCLE_HIND, + _Period // + ); + } + else + { + mHCPeriod = hcPeriod; + } + + // + if (IsValid(mHCPeriod)) + { + mHCLength = PeriodSeconds(mHCPeriod) / cPeriodSeconds; + } + + // + result = mSCLength > 0 && + mMCLength > mSCLength && + mLCLength > mMCLength && + mHCLength > mLCLength; + + // + return result; +} + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + // CURRENT ... + cHHBuffer[barIndex] = EMPTY_VALUE; + cLLBuffer[barIndex] = EMPTY_VALUE; + + // + // SHORT ... + sHHBuffer[barIndex] = EMPTY_VALUE; + sLLBuffer[barIndex] = EMPTY_VALUE; + + // + // MEDIUM ... + mHHBuffer[barIndex] = EMPTY_VALUE; + mLLBuffer[barIndex] = EMPTY_VALUE; + + // + // LONG ... + lHHBuffer[barIndex] = EMPTY_VALUE; + lLLBuffer[barIndex] = EMPTY_VALUE; + + // + // HIND ... + hHHBuffer[barIndex] = EMPTY_VALUE; + hLLBuffer[barIndex] = EMPTY_VALUE; + + // + // PEAKS ... + peaksBuffer[barIndex] = EMPTY_VALUE; + + // + // VALES ... + valesBuffer[barIndex] = EMPTY_VALUE; + + // + // SARS ... + sarBuffer[barIndex] = EMPTY_VALUE; +} + +/** + * Calculate Specified Market Cycle Info ... + * + * @param barIndex: Integer, Bar Index ... + * @param cycle: ENUM_X_MARKET_CYCLES member, Specified Cycle ... + * @param hhBuffer: Highest High Buffer Reference ... + * @param llBuffer: Lowest Low Buffer Reference ... + */ +void CalculateCycle( + int barIndex, + ENUM_X_MARKET_CYCLES cycle, + double &hhBuffer[], + double &llBuffer[] // +) +{ + // + XOHCL bar; + bool isBarInited = bar.Init( + _Symbol, + _Period, + barIndex + // + ); + if (!isBarInited) + { + return; + } + + // + int mLength = 0; + switch (cycle) + { + // + case X_MARKET_CYCLE_SHORT: + mLength = mSCLength; + break; + + // + case X_MARKET_CYCLE_MEDIUM: + mLength = mMCLength; + break; + + // + case X_MARKET_CYCLE_LONG: + mLength = mLCLength; + break; + + // + case X_MARKET_CYCLE_HIND: + mLength = mHCLength; + break; + } + + // + if (mLength == 0) + { + return; + } + + // + // Find Highest High ... + double hhValue = bar.FindHighest( + mLength, + hhMode + // + ); + hhBuffer[barIndex] = hhValue; + + // + // Find Lowest Low ... + double llValue = bar.FindLowest( + mLength, + llMode + // + ); + llBuffer[barIndex] = llValue; +} + +/** + * Claculate Cycles ... + * + * @param barIndex: Integer, Bar Index ... + */ +void CalculateCycles(int barIndex) +{ + // + // SHORT ... + CalculateCycle( + barIndex, + X_MARKET_CYCLE_SHORT, + sHHBuffer, + sLLBuffer // + ); + + // + // MEDIUM ... + CalculateCycle( + barIndex, + X_MARKET_CYCLE_MEDIUM, + mHHBuffer, + mLLBuffer // + ); + + // + // LONG ... + CalculateCycle( + barIndex, + X_MARKET_CYCLE_LONG, + lHHBuffer, + lLLBuffer // + ); + + // + // HIND ... + CalculateCycle( + barIndex, + X_MARKET_CYCLE_HIND, + hHHBuffer, + hLLBuffer // + ); +} + +/** + * Calculate Peaks and Vales ... + * + * @param barIndex: Integer, Bar Index ... + */ +void CalculatePeaksAndVales(int barIndex) +{ + // + int lastIndex = barIndex + 1; + int barsCount = iBars(_Symbol, _Period); + + // + // PEAKS ... + double lastPeak = + lastIndex < barsCount + ? peaksBuffer[lastIndex] + : 0; + + // + double isHH = sHHBuffer[barIndex]; + double imHH = mHHBuffer[barIndex]; + double ilHH = lHHBuffer[barIndex]; + double ihHH = hHHBuffer[barIndex]; + + // + double iHHs[4] = { + isHH, + imHH, + ilHH, + ihHH // + }; + double rValue = GetAverage(iHHs); + bool isPeak = rValue == isHH && + isHH == imHH && + imHH == ilHH && + ilHH == ihHH; + double iPeak = + isPeak + ? rValue + : lastPeak; + peaksBuffer[barIndex] = iPeak; + + // + // VALES ... + double lastVale = + lastIndex < barsCount + ? valesBuffer[lastIndex] + : 0; + + // + double isLL = sLLBuffer[barIndex]; + double imLL = mLLBuffer[barIndex]; + double ilLL = lLLBuffer[barIndex]; + double ihLL = hLLBuffer[barIndex]; + + // + double iLLs[4] = { + isLL, + imLL, + ilLL, + ihLL // + }; + double sValue = GetAverage(iLLs); + bool isVale = sValue == isLL && + isLL == imLL && + imLL == ilLL && + ilLL == ihLL; + double iVale = + isVale + ? sValue + : lastVale; + valesBuffer[barIndex] = iVale; +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xstr.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xstr.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..5f32409173f96dbdcad0e82236f64b4b11635a85 GIT binary patch literal 16628 zcmdUWV~{36v+g_Qj&0kvZQHi(+3}8TTRXOG+qUhQyWfc$H{zTh=l`vatmw=qJGwI~ z`PU2o zv)TRg{txp1bNf%kF8?y%4B!IL|2v%jU%aOO6))Yty!`(i;r~85i~zcSqs{QYJN+-{ z0iJ}lub78mu$QXPx@aIJC>APdG$9Bp`xO(CN*y0<-*3^u1tOgAr|1x4gL__Ryec5D 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zcYb&Fpn8wsYN5C2rz=3sFXE{NU#nG3){ig$*ZPas%EqX2-*4ijRYN?n8hP|~q*B>+ g`Q3FDP>~Sa2JvnpMk4*}EyY!%#MB`{_$~K;02ff*ZvX%Q literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xstr.mq5 b/BKPS/14031206/Indicators/x-saherelm.x121.xstr.mq5 new file mode 100644 index 0000000..cccce4f --- /dev/null +++ b/BKPS/14031206/Indicators/x-saherelm.x121.xstr.mq5 @@ -0,0 +1,636 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Indicator +// ------------------------------------------------- +// Name: X121 XSTR +// Description: XSTR ... +// +// +// Maintainer: +// ------------ +// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) +// +////////////////////////////////////////////////////// +// +// Global Properties ... +#property copyright "Copyright 2023, SaherElm IT Center" +#property link "https://saherelm.ir" +#property version "1.00" +#property description "SaherElm X121 XSTR Indicator" +#property strict + +// +// Definitions ... + +// +#define ShortName "X121 XSTR" + +// +// Includes Common Library ... +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// Inputs ... + +// +// Market ... +input group "Market"; +input int strLength = 14; // Length +input double strMultiplier = 3; // Multiplier +input ENUM_APPLIED_PRICE strAppliedTo = PRICE_MEDIAN; // Applied To + +// +input group "Presentation"; + +// +input bool showStr = true; // Show Str +input bool showStrUpper = true; // Show Str Upper +input bool showStrLower = true; // Show Str Lower + +// +// Buffers ... + +// +#define hideColorIDX 0 +#define bullishColorIDX 1 +#define bearishColorIDX 2 +#define neuturalColorIDX 3 + +// +#property indicator_chart_window + +// +#property indicator_buffers 7 +#property indicator_plots 3 + +// +// STR ... +#define strBufferIndex 0 +double strBuffer[]; + +#define strColorBufferIndex 1 +double strColorBuffer[]; + +// +#define strPlotBufferIndex 0 +#property indicator_label1 "X121 STR" +#property indicator_type1 DRAW_COLOR_LINE +#property indicator_color1 CLR_NONE, clrLime, clrRed, clrGray +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +// +// Up ... +#define strUpBufferIndex 2 +double strUpBuffer[]; + +// +#define strUpPlotBufferIndex 1 +#property indicator_label2 "X121 STR U" +#property indicator_type2 DRAW_LINE +#property indicator_color2 C'255,106,0' +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +// +// Down ... +#define strDownBufferIndex 3 +double strDownBuffer[]; + +// +#define strDownPlotBufferIndex 2 +#property indicator_label3 "X121 STR D" +#property indicator_type3 DRAW_LINE +#property indicator_color3 C'255,106,0' +#property indicator_style3 STYLE_SOLID +#property indicator_width3 1 + +// +// Data Buffers ... + +// +int mLastBufferIndex = 3; + +// +// STR ... + +// +// Atr ... +#define atrBufferIndex mLastBufferIndex + 1 +double atrBuffer[]; + +// +// Price ... +#define strPriceBufferIndex mLastBufferIndex + 2 +double strPriceBuffer[]; + +// +// Trend ... +#define strStateBufferIndex mLastBufferIndex + 3 +double strStateBuffer[]; + +// +// Variables, Properties and etc ... + +// +// this counts Available Bars ... +int limit; + +// +int maxLength; + +// +// ATR Handler ... +int atrHandler = INVALID_HANDLE; + +// +bool isStrTrendChanged; +bool isStrStartBearishTrend; +bool isStrStartBullishTrend; + +// +int changeOfTrend; +int startBearishTrend; +int startBullishTrend; + +// +// Event Handlers ... + +/** + * Initialize Indicator ... + * + * @return ( int ) + */ +int OnInit() +{ + // + // Validate Inputs ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Indicator Handlers ... + + // + // ATR ... + atrHandler = iATR( + _Symbol, + _Period, + strLength // + ); + bool isInited = atrHandler != INVALID_HANDLE; + if (!isInited) + { + return INIT_FAILED; + } + + // + // because in some cases we may have more than one input for + // calculation and we must prevent any calculation + // untill we pass the biggest input length, here we get max Input length + // and then wait until pass it ... + maxLength = ExtractMaxLengthOfInputs(); + + // + // Define Index Buffers ... + DefineBuffers(); + + // + // Set Indicator ShortName ... + SetIndicatorName(); + + // + // Init Succeed ... + return INIT_SUCCEEDED; +} + +/** + * De Initialize Indicator ... + * + * @param reason: Integer, De Initialization Reason ... + */ +void OnDeinit(const int reason) +{ + // + // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function + // REASON_REMOVE 1 Program removed from a chart + // REASON_RECOMPILE 2 Program recompiled + // REASON_CHARTCHANGE 3 A symbol or a chart period is changed + // REASON_CHARTCLOSE 4 Chart closed + // REASON_PARAMETERS 5 Inputs changed by a user + // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings + // REASON_TEMPLATE 7 Another chart template applied + // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value + // REASON_CLOSE 9 Terminal closed + + // + IndicatorRelease(atrHandler); +} + +/** + * Calculate Bars ... + * + * @param rates_total: Integer, Total Bars on Chart ... + * @param prev_calculated: Integer, Total Calculated Bars on Charts ... + * @param time: DateTime Array, History of Open Time ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param low: Double Array, History of Low Prices ... + * @param close: Double Array, History of Close Prices ... + * @param tick_volume: Long, History of Tick Volumes on Bar ... + * @param volume: Long, History of Trade Volumes ... + * @param spread: Double, History of Spread Price ... + * + * @return ( int ) + */ +int OnCalculate( + const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[] // +) +{ + // + // Prepare Buffers ... + + // + // Validate Calculated Bars ... + + // + // ATR ... + int atrCalculatedBars = BarsCalculated(atrHandler); + + // + bool isPassedRequiredCalculatedBars = + // + // ATR ... + atrCalculatedBars >= 0 + // + ; + if (!isPassedRequiredCalculatedBars) + { + return prev_calculated; + } + + // + // + // checking for the limit start of calculation of an indicator ... + limit = + (prev_calculated > rates_total || prev_calculated <= 0) + ? maxLength + : prev_calculated - 1; + + // + // Buffers Copy ... + + // + // ATR ... + int copiedAtrs = CopyBuffer(atrHandler, 0, 0, rates_total, atrBuffer); + + // + // Validate Copied Items ... + bool isPassedRequiredCopiedItems = + // + // ATR ... + copiedAtrs >= 0 + // + ; + if (!isPassedRequiredCopiedItems) + { + return prev_calculated; + } + + // + // Main Loop ... + for (int i = limit; i < rates_total && !IsStopped(); i++) + { + // + CalculateBuffers( + i, + prev_calculated, + rates_total, + // + open, + high, + close, + low, + tick_volume // + ); + } + + // + return rates_total; +} + +// +// Functions ... + +/** + * Validate Input Args for Initialization ... + * + * @return ( bool ) + */ +bool ValidateInputs() +{ + // + bool result = + // + // STR ... + strLength > 0 && + strMultiplier > 0 + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + result = MathMax(1, strLength); + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // STR ... + SetIndexBuffer(strBufferIndex, strBuffer, INDICATOR_DATA); + SetIndexBuffer(strColorBufferIndex, strColorBuffer, INDICATOR_COLOR_INDEX); + + // + ENUM_DRAW_TYPE strUpDrawType = showStrUpper ? DRAW_LINE : DRAW_NONE; + SetIndexBuffer(strUpBufferIndex, strUpBuffer, INDICATOR_DATA); + PlotIndexSetDouble(strUpPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(strUpPlotBufferIndex, PLOT_SHOW_DATA, showStrUpper); + PlotIndexSetInteger(strUpPlotBufferIndex, PLOT_DRAW_TYPE, strUpDrawType); + + // + ENUM_DRAW_TYPE strDownDrawType = showStrLower ? DRAW_LINE : DRAW_NONE; + SetIndexBuffer(strDownBufferIndex, strDownBuffer, INDICATOR_DATA); + PlotIndexSetDouble(strDownPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(strDownPlotBufferIndex, PLOT_SHOW_DATA, showStrLower); + PlotIndexSetInteger(strDownPlotBufferIndex, PLOT_DRAW_TYPE, strDownDrawType); + + // + // Data Buffers ... + + // + // STR ... + + // + SetIndexBuffer(strPriceBufferIndex, strPriceBuffer, INDICATOR_CALCULATIONS); + SetIndexBuffer(strStateBufferIndex, strStateBuffer, INDICATOR_CALCULATIONS); +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); +} + +/** + * Calculate Custom Buffers ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + * @param tickVolume: Long, History of Tick Volumes on Bar ... + */ +void CalculateBuffers( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[], + const long &tickVolume[] // +) +{ + // + CalculateStr( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low // + ); +} + +// +// Custom ... + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + // STR ... + strBuffer[barIndex] = 0; + strUpBuffer[barIndex] = 0; + strDownBuffer[barIndex] = 0; + strPriceBuffer[barIndex] = 0; + strColorBuffer[barIndex] = hideColorIDX; + strStateBuffer[barIndex] = hideColorIDX; +} + +/** + * Calculate STR ... + * + * @param bar_index: Integer, Represent Current Bar ... + * @param prevCalculated: Integer, Represent Previous Calculated Bars ... + * @param ratesTotal: Integer, Represents All Available Bars ... + * @param open: Double Array, History of Open Prices ... + * @param high: Double Array, History of High Prices ... + * @param close: Double Array, History of Close Prices ... + * @param low: Double Array, History of Low Prices ... + */ +void CalculateStr( + int bar_index, // Selected Bar Index + const int prevCalculated, + const int ratesTotal, + const double &open[], + const double &high[], + const double &close[], + const double &low[] // +) +{ + // + // Calculated Price ... + double price = GetAppliedPrice( + strAppliedTo, + open, + high, + low, + close, + bar_index // + ); + strPriceBuffer[bar_index] = price; + + // + double atr = atrBuffer[bar_index]; + + // + // Up ... + strUpBuffer[bar_index] = price + (strMultiplier * atr); + + // + // Down ... + strDownBuffer[bar_index] = price - (strMultiplier * atr); + + // + if (close[bar_index] > strUpBuffer[bar_index - 1]) + { + // + strStateBuffer[bar_index] = 1; + if (strStateBuffer[bar_index - 1] == -1) + { + changeOfTrend = 1; + } + } + else if (close[bar_index] < strDownBuffer[bar_index - 1]) + { + // + strStateBuffer[bar_index] = -1; + if (strStateBuffer[bar_index - 1] == 1) + { + changeOfTrend = 1; + } + } + else if (strStateBuffer[bar_index - 1] == 1) + { + // + strStateBuffer[bar_index] = 1; + changeOfTrend = 0; + } + else if (strStateBuffer[bar_index - 1] == -1) + { + // + strStateBuffer[bar_index] = -1; + changeOfTrend = 0; + } + + // + // Down Trend Starting ... + if (strStateBuffer[bar_index] < 0 && strStateBuffer[bar_index - 1] > 0) + { + startBearishTrend = 1; + } + else + { + startBearishTrend = 0; + } + + // + // Up Trend Starting ... + if (strStateBuffer[bar_index] > 0 && strStateBuffer[bar_index - 1] < 0) + { + startBullishTrend = 1; + } + else + { + startBullishTrend = 0; + } + + // + if (strStateBuffer[bar_index] > 0 && strDownBuffer[bar_index] < strDownBuffer[bar_index - 1]) + { + strDownBuffer[bar_index] = strDownBuffer[bar_index - 1]; + } + + // + if (strStateBuffer[bar_index] < 0 && strUpBuffer[bar_index] > strUpBuffer[bar_index - 1]) + { + strUpBuffer[bar_index] = strUpBuffer[bar_index - 1]; + } + + // + if (startBearishTrend == 1) + { + strUpBuffer[bar_index] = strPriceBuffer[bar_index] + (strMultiplier * atr); + } + + // + if (startBullishTrend == 1) + { + strDownBuffer[bar_index] = strPriceBuffer[bar_index] - (strMultiplier * atr); + } + + // + // Draw the indicator ... + + // + double colorIDX = hideColorIDX; + strColorBuffer[bar_index] = colorIDX; + + // + if (strStateBuffer[bar_index] == 1) + { + // + strBuffer[bar_index] = strDownBuffer[bar_index]; + if (changeOfTrend == 1) + { + strBuffer[bar_index - 1] = strBuffer[bar_index - 2]; + changeOfTrend = 0; + } + + // + colorIDX = bullishColorIDX; + } + else if (strStateBuffer[bar_index] == -1) + { + // + strBuffer[bar_index] = strUpBuffer[bar_index]; + if (changeOfTrend == 1) + { + // + strBuffer[bar_index - 1] = strBuffer[bar_index - 2]; + changeOfTrend = 0; + } + + // + colorIDX = bearishColorIDX; + } + + // + if (showStr) + { + strColorBuffer[bar_index] = colorIDX; + } +} + +// \ No newline at end of file diff --git a/BKPS/14031206/Indicators/x-saherelm.x121.xtrend.ex5 b/BKPS/14031206/Indicators/x-saherelm.x121.xtrend.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..444fd4e75b099b88868915cf4e811df0a3c22896 GIT binary patch literal 22082 zcmdSAV~j37_$~U5ZQJ(D9^1BU+qOM>Y}+$?Y}>YN8~67=H@V3H@LHC}ZeY#gPGoYy&pq=u+f&XR5|4+mJk@tcG z0RATc0I-Dr2LwO`va*;)2WN*fh=Gl22GzyhHCFRctP{LgCoA1(^80oeX$kp!sx7YqMq zv-_{~{~-T=cK^fJ<-ZDR% zPQM?ZDleNy_c@Q_kv*3c>vuHRB$6963Ifm@rh)YcTq6C_2<=y(+9X?r+il>qYl;o@ z2yAx&VH#l3$vh-_4CQc>_s3b_q(6Llg`6vy@INv9BM0Cz5Iu{e_KDhhf~d*i$Yh

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indicator_chart_window +#property indicator_buffers 5 +#property indicator_plots 1 +#property indicator_type1 DRAW_COLOR_CANDLES +#property indicator_color1 DodgerBlue, Red +#property indicator_label1 "Heiken Ashi Open;Heiken Ashi High;Heiken Ashi Low;Heiken Ashi Close" +//--- indicator buffers +double ExtOBuffer[]; +double ExtHBuffer[]; +double ExtLBuffer[]; +double ExtCBuffer[]; +double ExtColorBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtOBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtHBuffer,INDICATOR_DATA); + SetIndexBuffer(2,ExtLBuffer,INDICATOR_DATA); + SetIndexBuffer(3,ExtCBuffer,INDICATOR_DATA); + SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX); +//--- + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); +//--- sets first bar from what index will be drawn + IndicatorSetString(INDICATOR_SHORTNAME,"Heiken Ashi"); +//--- sets drawing line empty value + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); + } +//+------------------------------------------------------------------+ +//| Heiken Ashi | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int start; +//--- preliminary calculations + if(prev_calculated==0) + { + ExtLBuffer[0]=low[0]; + ExtHBuffer[0]=high[0]; + ExtOBuffer[0]=open[0]; + ExtCBuffer[0]=close[0]; + start=1; + } + else + start=prev_calculated-1; + +//--- the main loop of calculations + for(int i=start; i zRVh&oR!~O(Br*ULKmY&$0ggZc|80nbaf{PQS)PRJpf&EcGd2FV;y*z2KZ*Z=Js<#p 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a/BKPS/14031206/Indicators/Examples/MACD.mq5 b/BKPS/14031206/Indicators/Examples/MACD.mq5 new file mode 100644 index 0000000..ebd06fc --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/MACD.mq5 @@ -0,0 +1,123 @@ +//+------------------------------------------------------------------+ +//| MACD.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Moving Average Convergence/Divergence" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 4 +#property indicator_plots 2 +#property indicator_type1 DRAW_HISTOGRAM +#property indicator_type2 DRAW_LINE +#property indicator_color1 Silver +#property indicator_color2 Red +#property indicator_width1 2 +#property indicator_width2 1 +#property indicator_label1 "MACD" +#property indicator_label2 "Signal" +//--- input parameters +input int InpFastEMA=12; // Fast EMA period +input int InpSlowEMA=26; // Slow EMA period +input int InpSignalSMA=9; // Signal SMA period +input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price +//--- indicator buffers +double ExtMacdBuffer[]; +double ExtSignalBuffer[]; +double ExtFastMaBuffer[]; +double ExtSlowMaBuffer[]; + +int ExtFastMaHandle; +int ExtSlowMaHandle; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA); + SetIndexBuffer(2,ExtFastMaBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtSlowMaBuffer,INDICATOR_CALCULATIONS); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSignalSMA-1); +//--- name for indicator subwindow label + string short_name=StringFormat("MACD(%d,%d,%d)",InpFastEMA,InpSlowEMA,InpSignalSMA); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); +//--- get MA handles + ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_EMA,InpAppliedPrice); + ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_EMA,InpAppliedPrice); + } +//+------------------------------------------------------------------+ +//| Moving Averages Convergence/Divergence | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get Fast EMA buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)<=0) + { + Print("Getting fast EMA is failed! Error ",GetLastError()); + return(0); + } +//--- get SlowSMA buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)<=0) + { + Print("Getting slow SMA is failed! Error ",GetLastError()); + return(0); + } +//--- + int start; + if(prev_calculated==0) + start=0; + else + start=prev_calculated-1; +//--- calculate MACD + for(int i=start; iJ1v{GZYD|GQ8L$TA6j zSZOUyNG-NVvJDPIwqK{-g3zhX5s4o+Gck~5`RI-F{F-a7YWR#nu_p;bi zcO6USAtQ^R3AOXtVRs$D0!A*=c(bSVi2>W@zNQcCB)_R4`#C;K&lijXS0AmW&1w#)t(~&tszM#>K8H|GQ&|JCt zx;3WqN4CTU2Q^v_naT$bY4h_=5_UWgAHr9u4aPvlS+?_SMbzUuUDsu)MC;dk11wytT%@CH{gO*_=(78 zPn8H3W}W*aym^)uSc^&6OgFce;gb8=s!ZRRSLi4CxKeL`UU0g01UC(%P0WC9d%2OQ zVFWI%W5Wd%aLy@Lo-AMGd_KjU*zGj1MZW|}es>D+>rycyA4u5c_GIwjYwXJi%a7kF zfqvl)qajHv`(`P2>*Iiu70mm+-!<|{A5P50nvRdcdFxfrOrw@^S*E+f~Gb(+@7zKMTNAftD)t`YDmv5 zY4=q}LUT26Ekr(aXnI^|FAtO-AX=8sSz3QHGf6Ytb4I+bX)ps1Y-G?!f z%cV=UOHL|tJ|aq+e`i(-$|X?qP#KL1rl^$TwH^79k`KG5RQ6OAN-TZHnm(@aosDA9GOXWgibs&O_Ralm4*os^Os+{P6!Q=bg$lVw*6 zADz7+_FH(8D_Kh;(tq^-%avh`+iMF%(R-5+yPUFBxoi^$Pl<~wEnA}+owez(F;{~r z=&GMK+*q;cQ!~59Ccd*%+{ke4l6o=-cB5#5Xw+z&u+Gt9Ye?tKkc^X%CuoluA^D>} zJw9L4IOG9Uq%Cw6MRKU9%wpR&2YY^B zmBFBF48NG&adUwTIgzGgp+4R&oB^SCN_3GndV*wz+wTu-1CCHDTr)`OG5sNCS;38# zTZ=?fvH~NYWaDBz%{y4z@MCQq8$ob^r*@YA5lM4{*{pU!zg#zj5h=S46)Vwxbt<=! zaCY*?AV6V9<;Z4B2vUs|x$%ii`3FmS2(e7MHO|RZQ$P@(5xd`%l9z!lmdz&^NSzO@ zwr~!yCUhG)wCT*`E0e97nKNtXORY%tkK(`n-8SH;47<*&D*LL5-`Z?qW3&9MnsUk_ z?;X6GAn%Gyc#LP6@KS|d^@pZ?B~yogAUcH8b1~NCe}NdcFgi65VQ1^FU$05~(*6P~ zsmg^R)hh|zo<3-X!iBLyq1~2UVvRry&)k0oZxQ4_7y35Iu!}q~nM=mhXy<;5})OK5IWw1U<%1QieP!bXC-Q(d}zOl&rN<8-ZQAIK) zgo_#)jNW#J>{f$j#vt~^;}l1H0hQNv_r>+PK)4n8Y;%33Mx}mY*JLVqqMZ_bLX*g) zZ{@#4(Nze*z=nNpM^~ArGQX0LWs7w>qiV}M{-tY}J&e04-qyT>T^=l8I@6#XThHM5 z?INFLWjZIp>@Vu&w}GzoZJN0O_rRL3Qe}CCD}o2-NI#OTZuk0vFK2eB$x!D$@$QE3 zfYui9l(a6AS6<;+nkgy(1ictH68XjVz}`b+s*fijoH0h0FCrN!ns{syX*E|3wt|^t zbp@J{ykG;3#Bxj=);;kN3l!2BgauVRyjnZXoF5 zDlxF1rpIT+q|f`Z?O?vL^z7!I?ZH;2=yM#E8+^Qix|w`kan!_Rgeq(L?kXu5eb*%h zM87n{ToUz%RaC%EPcyg%&v~tzMbg}jPYp8E= zvGQ#bR(`fR;Lc&OkB-@B180ugbr^c8%88>O+av__`k=XeQ;wP~oO;T8{Z6ZaV?a$M<`p`Nso|vf8CwUD7>~^;T>6>L$ct%L(M=kvl@-4lHNc zDqzmLIpAun-s^!-6#io`XkWMR#TT)kV-BL#2$-JCj0nB=)FN^(jSMRaQSN2j=WsPpcB29R_u(Yss)XNRg^em6Q7rV%t;1rV>@yl;A-5GMDu<_0_}j2IcT!E!moEM_ zI_bl50S%1r_Oust%x!z?;*RFuBO%<;FkmnR`w zgY-dvmi6^ZyKvEWe0^xEH0YKaxm(O1TqgiKWnw+_G%^1BH(X94Kazw#o_*m;2`O4u z$QH(ssYqsp#9GI?TJD$^`Zz;MG&T}>F@_EjSm!{*pb8HFUn8FC6{{0@NOg%2BjOS% z5-xyit!Zlc2bC1%@RSNIwAOEhR+8<;nGCUDsKA6xPviwdBNgq1J!>lLwP zbdwvRr&TV0Po%Mj^4HsdTNrBe++%v#6e=C;$pX2rm+AX2Il>6CMiY(*Ivj_2lm_dc zGSaR1?vWu{tkz#Q6R_;SXk(|ig`iyDZ4PWLXOeJ{wbb^(Ho(fdNl^4583)wiv6!pR zBzz8-7fC%|%Y5$MKIZg)n8EcZcy}F>6qm>4Ui)$`+9!RV?Jm{1aSxV#(M=ogLR&&d z?C0ZW|0I*i6V2>C(9zss2LslC7eLP2RuY`^j+`6Jvq2GNl*Nve*(7JZklFGrQ?Cjw1}IA zJiLyY*@P{aV#*vr1Gc3aBzHdX8Sa`a7fG+bEx4xY$=ekS#P)!pSCmb%s=o>w2{_F= zq0v2RcP5eUMF-YtY&z#+x?~1}6TLO(W?Q$$%T7`h@;&X@N*o364sb<-A+!rJ(5gP( z4zSopD82ks1u`mpheGIKRZd2CxXwCaV1~-r;T0H8LWh?ou@xa>$E#&KBr0X6YxarhyH*fx5Y`DvUWiJiR00${dNDM_kYli7#Q4MsI6@(_`PbuR za=NNmF6kQ#E)#;YB_MsdwwY-8E}5`TpfF{}F0?0LtwDcGyg=)a#Zx%7R0jf&lCgVm zxol4I&J;A)!@B#%?{#?5dZ`?h%Ka92^sKu3?8oay!2o;*&LR*3RHJh z#dfn!#Ne76bHAyQM_)^7)_G=o>VQ5FH~_jNL;K?mpCFuch+ZI=vg;N2$f<#RGEtl% z8f0{Mx5bL6+7u2_B;+1XI=U|5Rg=THQz}FkVvr52#YRP?HrL^$GIl`>2i9vw#3fuW z&44Ir8NP+jemIM9Wy?B&>Q6iBShG?1oAkiERi8&Ck*<`w_$IB>++g?o=W^x(KT(K{dU4N`F zeeBPnbN4ds#5U0TMlEj`xtWlf3tw;fy;Qob-5XLPl<}*0bre7{y9x|_0v(mu?Sy)X z+9C&#v7MuoEGWRmde5gV-Qr5$X<94&F?Wx5sJk$rA^$`Z+u; 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// Period +input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes +//--- indicator buffer +double ExtMFIBuffer[]; + +int ExtMFIPeriod; +//+------------------------------------------------------------------+ +//| Money Flow Index initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input value + if(InpMFIPeriod<=0) + { + ExtMFIPeriod=14; + Print("Parameter InpMFIPeriod has wrong value. Indicator will use value ",ExtMFIPeriod); + } + else + ExtMFIPeriod=InpMFIPeriod; +//--- indicator buffer + SetIndexBuffer(0,ExtMFIBuffer); +//--- name for DataWindow and indicator subwindow label + IndicatorSetString(INDICATOR_SHORTNAME,"MFI("+string(ExtMFIPeriod)+")"); +//--- set draw begin + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtMFIPeriod); +//--- set indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); + } +//+------------------------------------------------------------------+ +//| Money Flow Index | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalprevious_tp) + positive+=volume[index+1]*current_tp; + if(current_tp1H}K6_#fB<0s#2m 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b/BKPS/14031206/Indicators/Examples/MI.mq5 new file mode 100644 index 0000000..e762a07 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/MI.mq5 @@ -0,0 +1,122 @@ +//+------------------------------------------------------------------+ +//| MI.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Mass Index" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 4 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +#property indicator_level1 27 +#property indicator_level2 26.5 +#property indicator_levelcolor DarkGray +//--- input parametrs +input int InpPeriodEMA=9; // First EMA period +input int InpSecondPeriodEMA=9; // Second EMA period +input int InpSumPeriod=25; // Mass period +//--- indicator buffers +double ExtHLBuffer[]; +double ExtEHLBuffer[]; +double ExtEEHLBuffer[]; +double ExtMIBuffer[]; + +int ExtPeriodEMA; +int ExtSecondPeriodEMA; +int ExtSumPeriod; +//+------------------------------------------------------------------+ +//| MI initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check input variables + if(InpPeriodEMA<=0) + { + ExtPeriodEMA=9; + PrintFormat("Incorrect value for input variable InpPeriodEMA=%d. Indicator will use value=%d for calculations.", + InpPeriodEMA,ExtPeriodEMA); + } + else + ExtPeriodEMA=InpPeriodEMA; + if(InpSecondPeriodEMA<=0) + { + ExtSecondPeriodEMA=9; + PrintFormat("Incorrect value for input variable InpSecondPeriodEMA=%d. Indicator will use value=%d for calculations.", + InpSecondPeriodEMA,ExtSecondPeriodEMA); + } + else + ExtSecondPeriodEMA=InpSecondPeriodEMA; + if(InpSumPeriod<=0) + { + ExtSumPeriod=25; + PrintFormat("Incorrect value for input variable PeriodSum=%d. Indicator will use value=%d for calculations.", + InpSumPeriod,ExtSumPeriod); + } + else + ExtSumPeriod=InpSumPeriod; +//--- define buffers + SetIndexBuffer(0,ExtMIBuffer); + SetIndexBuffer(1,ExtEHLBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtEEHLBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtHLBuffer,INDICATOR_CALCULATIONS); +//--- number of digits of indicator value + IndicatorSetInteger(INDICATOR_DIGITS,2); +//--- name for DataWindow and indicator subwindow label + IndicatorSetString(INDICATOR_SHORTNAME,"Mass Index("+string(ExtPeriodEMA)+","+string(ExtSecondPeriodEMA)+","+string(ExtSumPeriod)+")"); + PlotIndexSetString(0,PLOT_LABEL,"MI("+string(ExtPeriodEMA)+","+string(ExtSecondPeriodEMA)+","+string(ExtSumPeriod)+")"); +//--- indexes draw begin settings + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodEMA+ExtSecondPeriodEMA+ExtSumPeriod-3); + } +//+------------------------------------------------------------------+ +//| Mass Index | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int pos_mi=ExtSumPeriod+ExtPeriodEMA+ExtSecondPeriodEMA-3; 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// Volumes +//--- indicator buffers +double ExtMFIBuffer[]; +double ExtColorBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtMFIBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtColorBuffer,INDICATOR_COLOR_INDEX); +//--- name for DataWindow + IndicatorSetString(INDICATOR_SHORTNAME,"BWMFI"); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int start=0; +//--- + if(start1) + { + datetime ctm=TimeTradeServer(),lasttm=time[rates_total-1],nexttm=lasttm+datetime(PeriodSeconds()); + if(ctm=lasttm && nexttm!=lasttm) + { + double correction_koef=double(1+ctm-lasttm)/double(nexttm-lasttm); + ExtMFIBuffer[rates_total-1]*=correction_koef; + } + } +//--- + return(rates_total); + } +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CalculateMFI(const int start,const int rates_total, + const double &high[], + const double &low[], + const long &volume[]) + { + int i=start; + bool mfi_up=true,vol_up=true; +//--- calculate first values of mfi_up and vol_up + if(i>0) + { + int n=i; + while(n>0) + { + if(ExtMFIBuffer[n]>ExtMFIBuffer[n-1]) + { + mfi_up=true; + break; + } + if(ExtMFIBuffer[n]0) + { + if(volume[n]>volume[n-1]) + { + vol_up=true; + break; + } + if(volume[n]0) + ExtMFIBuffer[i]=ExtMFIBuffer[i-1]; + else + ExtMFIBuffer[i]=0; + } + else + ExtMFIBuffer[i]=(high[i]-low[i])/_Point/volume[i]; + //--- calculate changes + if(i>0) + { + if(ExtMFIBuffer[i]>ExtMFIBuffer[i-1]) + mfi_up=true; + if(ExtMFIBuffer[i]volume[i-1]) + vol_up=true; + if(volume[i]^0yU!1JtM2aFRja#e zRjpq8+m_VkgmeVJVgMikDgXc&U>_3jzs^uELLv>QO8|gi4T=_u21)~|&HJL6W|1}1Xuum09*j105$;2|A6U#DmDNofbpNI2mt+ajRC3v*MB`O|CsYX zRpDP{1_1u|2>)mJe-gX=+ki8G55W8n?*9WIz!u;Lu=$r92r&JZ*7pBQp8wy2E)v_R zEI|6>iF}8b>$2^4%ro~P`%TovtU|K!7tzNfqH@JLKK4XkQ!z*l+85+T-FdyTfxQU+ za6Rr9YdxpLdx-g)&{3Uz4T}&DMBQ$)MlIPF)>gd=TQ7m3-Ea2idRoqvar7nU82-QH|<2d1}M&MMC(*7dIesK zG=E%pLHLlaKpnVO7z~7Sw4`g&GwQN@M?Av|df6fi_Kj!0aet%4<6s z)$!GLhZqvf*-`X_k)NXpQ~|@r*HTc1XHMY)BpJxV+YwsN_Gp9>#Gpub(P%EllF|SA z{I=s+9oH)Gx?lDqj}U zYf`>$7!BjD=3~S8p!yMk*K)8bsW3t+=|O@b5bt@Xb6>8`cco%GZu<}t)IYhU_7h-s zVZu1~B+|d!1FT2l7EB*B+}k0NXB!yPup>?Bp0KGBdhVuekQvI;robh~v@}pem}GN7 z%CY&l?U=cpJ9js~6@`scJN3lm5dUsLLbDfD_&v^-L!3h9Y)eh;yUj37VUj}HOOvif z7jzq3vAk(W{luZ~_dpqNMZ><-2dMZ^aC;xci8cwp*-<+2l`C!KNbKO0uw{;sF;K8qoz}qG=Ju$>+tqIWeS8#q{g#7cFw?W~?QTgFj^ ze1rin_6`!kqSo#lg&Nm0OU&^%jqXm2##Kj`3wNxkb4)0fWrV*c{QXCA4bKeNgvJDY z@!n0eVj;7~%ES&$_`*_>auStE)_b&plCDWH-AysZQi{=pgDfRJ!XK(4d6RP!_d$+K zW0)>i5lJ=V9K4LM(gop4%F#E@Vd&~?zzy)2OlK3d4K+&odL4)TT5Hc7%HOCwAoKtfGiJI^Wk|pYP|rs7zhCPuDIqE(LP>UeFL2xQ-+5I(3(o!uJyw8poH)Fqt!X(?H2j`z8a|9nw`_O&gdg@xSPgn*+#4 zp9_EOq+RSWz&htuDbJ<-WbVR}x%u7j8s12b>lwO;E>r`}w0;d$Vj^Hh6^Bdh^+hWk z`K#t5$83O*sP5}LV{7o@B9JYoM_Ug-&hlP60mLwuS>kCq$4G06y+EYD+~6`;nzVkB ztUQ?|)u}$^iG!F$H;P=~p-^sL~Pa{MkI6XZS_0kDFgOuY&Z6Jffvk@>GsN11L5H`FufO zQx#K%i<5t=38iCs2-<(|&jxf`Ht+=y@Q9qod|vFymeWXj)@!?8*wT}~#9F{%4T_~Y z?_l@q;yek2MbB5fUr&oqPp{h_ZxrOpj$=d$7fNg-KYuqxoEO+~9ZAHO6!>khTe(nM zN*jIc%?xXuN%i}t;!9o5HI(cDxAEgn8p)%^XcFwxLcu5i6gra~ZKrhygi zs7rJghY#vj#N@7X^lm`MS)5>m$`6~ko~cTVx)+`%hSn!*^hp_g@FN`QT25qAutccm zqAKmA4h>&qJ`4(?3epLdHr5YqO#gM}D{DfweTr9x+mq`2Fojj&FF!=tqoN z;Pl{Wo{pd5-K!2?K_fShtL2V4=l7=7aYT@0#&erh#<2%G<4UJKY)z;ykYsr07}J;K zjcXFPLrZoC7lV4ZoCRhHdb=&s#@U-6RjaGB71bxN!K94qgvwr`wQMV{O_rV}=KdoQ zSSim&(2lW_Ewa1h4xM8BN!*QAQsw=gFtIa*b>kn#4PluXUaFkt9~YUsVvQ2%jP9&J_ zW&@a@Jy?i^c1%bF%Qhk*A0y9nQz5vMsiiqWY1vX>4GEPNMk0p_O5yXCj=b^+C!a!B zU_v**{UO(|rix~d48TS{m9`pIbYSyL4*ZoX_uE;l!wBZq-){7U!ZlBO_D$+UQ~G38 zw}Qh<0yrR78~|_SWr~9SRd*8AEeBR(C1NMtd~^k(KLW23LT=}OYG=y|Gn6@DeVNT0 z8XB=gw(X>y@_hy|33=kn9AhIBaA%L!wJ=V(BLiQc9{abwOWudVQrVKO9tY@UlXk2^ z%(q*B2xYSJkv??bk=Y8{LU@PBb|E-#K=d!iGV$7`m=PTMf?O^Y#ca-C6i3m&lB^h$ z+X@kjQvoptUxww*re7V+cL%zuGM0S3>h&a@pw}V6adl{IJTsY<=qVIOO~FA3|Cixh zq)m$1rw;2=ahk7IkC31rM!d_LFpTckXBmInl(RXY?6QAg%kRhg{dk=Oa~ufL@C+Yl z^1k4_z!tlP1@L`-GbnUz%kIDuN~DZmb!WyTA9*LVayGD5QeoL&X)gVwAB2)_AK-#CvAwzllNHQUAqv0c{R=`- znX3#lf|6~j<=IiQpI*_I?E18+yU6s&gOfmm_aVq&#yowzYgt!(C!ej-Gy!+7&L~&5 zkLGoE*`MPZ8){pFvYuHg&HiN&pUICQYkD-oAHpCjvwe2?fu)?Wf!_dIz4Xr&E;!0 z7o0%N)YCVJap;1KnrTDH2^5v9Fws_-Jv8p-PrPYS(Y>{e`K^pESdblBm{>@n4?b{O zM2%!cABjqpkXJ&8K!?s_n|{knb(%dOj5Onb_<`(q_14koY~*IPa{|LEi1ryb0cC{l=Y9ZR$+EV3V749UXQs|oIKw7Z zz72M_3edoR2B(uE-hG*drEm?tUs`0&Q!y*heKqV`&0OET0o4KJ$wa?jX%EIGnz&2o zm==2od7`r=zuvOPs}B!X+|@GFMp2ONLgsn2E7rUQ!)*R!JEcXv!mVCS9_dlV=0L3^ z(|J;0>9U5#6$jMZBH1ZJ`x(&k1@{&f6Mw4SY4E?Zm z`HZ5tlJf5@w_B>}Pz7V#~Wsr=bnGGLi3ff9Xi?bnV-w8cw?QGaRekI>YC>F!x`M6 zJy1TA2EO5pW{jCw@Jc}=sG(H!&^)-%YW{?8*T)flsfTX*c-kvE$r(cApX+;Jz#9Mf z^gH$P8ae&|?sX3G6mRQ{T;)-K&D)}lTpFp3~c zqilXm2gh8PX!7i$TaFa9aXD8mBE~4~AU?K!c1lL6zWTCpC7AkLlLr3ij@&H@SRiO< zwd80%I5^zn<@8tHnv8-vCfvaJa#4GqSGs{}c5?Z!Gy? zf}&Wkt2bP3p_xO9vsc0+X`;;V=GvX^NFZn3>P==??D<4Rr) zkEdkuuPjSPp<(M7i#pD?8RDXl2wZ+SFL0G3DD-9cZr(fK#HjF+%_MOjOU{j`n$RpH>1#?yTbffV+#!`4 zb9du`L#To(F^|D@$~;0WPl@%I_Jb@Ye|qetAm74ad?MIp7NwrF5TfwvmLVHbay3uf>+^|i$%yYNc$N7N&;bF<4q26G*zO)epBec;k$U4 zsDZvfJL{^sxM%HYRxCR(GH4Yj{;1t!Wvm>r6 z@$h>Y%$%V~qfzQIXwU9kHA4ySXZSk?f#MXkI{*SJ|C$d7lMB$VADG^T0bEs#=?6xV zrgXHxrt)YRjP8h%wTntK(i%G8Vk8Nnig;JW{n4Gl3ULxZ%&TCSFidwNg+e`BOHfr^ zsX3Wy#MibeHk*MYEpHx?a&R7t`sT>ZF3{{2J=A}R1zVfgB(Kc$6^Iy7y>Js?kl_Bv z)4D{PuW62|0E>+3V3Vw2E7P0s;0Vsu5;9o-!ey(MhM;;-(dHDn^_%TTtlo7PB16(u zt>|*a8xK9zOh8;$qODw1FgOA>VQ6GCK>eK#>=9*tD+Z@URBA5nNxlJTTXr`PPlJBE zI;YndJ-=IDAQ?xzka0yN@~);2L!#>RwiRcksQ0zS&pv%3Q>94~E;0ULEniNLCgyIf zY=VdwyzrB>#G_^0woR#VDV-rj#F{wKj0qJR4Set*J7E&~CT*le^S4D>PP?7{AelOx zQ+I~D|K~~%h#Wh3HG{?XQh0DM@BIwUKB=~uY>PeX4MW@V8q@Gkn-cVA;ex~Pc)yh; 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// Period +//--- indicator buffer +double ExtMomentumBuffer[]; + +int ExtMomentumPeriod; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input value + if(InpMomentumPeriod<0) + { + ExtMomentumPeriod=14; + Print("Input parameter InpMomentumPeriod has wrong value. Indicator will use value ",ExtMomentumPeriod); + } + else + ExtMomentumPeriod=InpMomentumPeriod; +//--- buffers + SetIndexBuffer(0,ExtMomentumBuffer,INDICATOR_DATA); +//--- name for DataWindow and indicator subwindow label + IndicatorSetString(INDICATOR_SHORTNAME,"Momentum("+string(ExtMomentumPeriod)+")"); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtMomentumPeriod-1); +//--- sets drawing line empty value + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); +//--- digits + IndicatorSetInteger(INDICATOR_DIGITS,2); + } +//+------------------------------------------------------------------+ +//| Momentum | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + int start_position=(ExtMomentumPeriod-1)+begin; + if(rates_total0) + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,start_position+(ExtMomentumPeriod-1)); +//--- 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b/BKPS/14031206/Indicators/Examples/OBV.mq5 new file mode 100644 index 0000000..1f7c661 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/OBV.mq5 @@ -0,0 +1,90 @@ +//+------------------------------------------------------------------+ +//| OBV.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "On Balance vol" +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 1 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +#property indicator_label1 "OBV" +//--- input parametrs +input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes +//--- indicator buffer +double ExtOBVBuffer[]; +//+------------------------------------------------------------------+ +//| On Balance vol initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- define indicator buffer + SetIndexBuffer(0,ExtOBVBuffer); +//--- set indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,0); + } +//+------------------------------------------------------------------+ +//| On Balance vol | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_total<2) + return(0); +//--- starting calculation + int pos=prev_calculated-1; +//--- correct position, when it's first iteration + if(pos<1) + { + pos=1; + if(InpVolumeType==VOLUME_TICK) + ExtOBVBuffer[0]=(double)tick_volume[0]; + else + ExtOBVBuffer[0]=(double)volume[0]; + } +//--- main cycle + if(InpVolumeType==VOLUME_TICK) + CalculateOBV(pos,rates_total,close,tick_volume); + else + CalculateOBV(pos,rates_total,close,volume); +//--- OnCalculate done. Return new prev_calculated. + return(rates_total); + } +//+------------------------------------------------------------------+ +//| Calculate OBV by volume argument | +//+------------------------------------------------------------------+ +void CalculateOBV(int start_pos, + int rates_total, + const double& close[], + const long& volume[]) + { + for(int i=start_pos; iprev_close) + ExtOBVBuffer[i]=ExtOBVBuffer[i-1]+vol; + else + ExtOBVBuffer[i]=ExtOBVBuffer[i-1]; + } + } + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/OsMA.ex5 b/BKPS/14031206/Indicators/Examples/OsMA.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..9d295459a2330fad23eb17440e1c7d7e40155891 GIT binary patch literal 13924 zcmdUUV~-|4)9yXCZQHhO+qP}nwr9sScd%odJGO0|eV&{z@B0Hza=Ow4b%w$i2?uxAOZkDfJ0Eg{}_Ci&midMLg*+!1^W}^Jf{D{`415PZ^Qq>o)7@Q zeG+R8-VtoRSsbG&uauw0=WH)as7u}{#j-J zX{G@B|DD4BH~2q{UH?_U1;7np_$MC!6?%XjzzJack2yWSE7 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+#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Moving Average of Oscillator" +#property description "aka MACD histogram" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 5 +#property indicator_plots 1 +#property indicator_type1 DRAW_HISTOGRAM +#property indicator_color1 Silver +#property indicator_width1 2 +//--- input parameters +input int InpFastEMAPeriod=12; // Fast EMA period +input int InpSlowEMAPeriod=26; // Slow EMA period +input int InpSignalSMAPeriod=9; // Signal SMA period +input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price +//--- indicator buffers +double ExtOsMABuffer[]; +double ExtMacdBuffer[]; +double ExtSignalBuffer[]; +double ExtFastMaBuffer[]; +double ExtSlowMaBuffer[]; +//--- MA handles +int ExtFastMaHandle; +int ExtSlowMaHandle; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtOsMABuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtMacdBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtSignalBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtFastMaBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(4,ExtSlowMaBuffer,INDICATOR_CALCULATIONS); + IndicatorSetInteger(INDICATOR_DIGITS,_Digits+2); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowEMAPeriod+InpSignalSMAPeriod-2); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("OsMA(%d,%d,%d)",InpFastEMAPeriod,InpSlowEMAPeriod,InpSignalSMAPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,"OsMA"); +//--- get MAs handles + ExtFastMaHandle=iMA(NULL,0,InpFastEMAPeriod,0,MODE_EMA,InpAppliedPrice); + ExtSlowMaHandle=iMA(NULL,0,InpSlowEMAPeriod,0,MODE_EMA,InpAppliedPrice); + } +//+------------------------------------------------------------------+ +//| Moving Average of Oscillator | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get Fast EMA buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)<=0) + { + Print("Getting fast EMA is failed! Error ",GetLastError()); + return(0); + } +//--- get SlowSMA buffer + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)<=0) + { + Print("Getting slow SMA is failed! Error ",GetLastError()); + return(0); + } +//--- + int i,start; + if(prev_calculated==0) + start=0; + else + start=prev_calculated-1; +//--- calculate MACD + for(i=start; iEVysJecS!t|Ej&G zZdISt)m44^q3hO_)Z&J90w7=mU;!8a02JT=7Vtlgjy$hRff~2*Yvf=4x1U0Z|0DU2 zQ2lS=e{s)G0Kk7P0D$nnG5~;-rXYJ4BY|rkc0D-VgxaN<+~LcV6Pv@J$Ga*!7q;3h z%L&Hm!%xfq6p8~J0FD4JfHMFLumo5ETmcjS4glMKgZaNB4gfcR>7S|qF#ne|27Cj! z{i|{P$6WrY^8X?;0L%Z=!~YfGKaO4hO~3`f4`BTVkN*Y>zz*O9u>I$p1z`Hmt=<0> zJOAJNtYtZIrKcHZXXRnCNoA>$WFb7}SV7bh*oI%7R#*9E@|1?$`&T1rZZWRAsFA87 znF*%j6+YLHIbgv%kK@B~zDX@#9`)?aU}Wc;(d1jgNMJOf$b7wfU9Q_oxuy?Zaw8nj zB^r;slzs{8*MUMKb|r?bQl55`vbgy#|7M}j?B9N3$>P!!6$>nxzSvw@nY6IPeyRLiZ1!7&0`RIVgGqiXbeXTTEUH5srzpBB2hnsTUnC%{1F2lA!&=HDB*@Cs7Y-POkdSQO_CT!p5)9wmYg%9UA;X=JF{ECL7yov_aJ8C#FB`qcPftF3LQ=-}*P-K1VJ*|n{lMWtd z%sq@uYMMH9hHIH`VZDL=vaprAr}lQjWX><}pX61dqwSH?TQ>77f;ncf(CRCaFXLU1nmo%_LBd!5khPMX6MtMm8X}Qa zoTT3$yaJ#0!gg^4de6VZRPu+hbcXqxBMtB|>&bBl4bJcngST<1znk%G`5_wz&z%&! 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+//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" +#property indicator_separate_window +#property indicator_plots 0 +#property indicator_buffers 0 +#property indicator_minimum 0.0 +#property indicator_maximum 0.0 +#include "PanelDialog.mqh" +//+------------------------------------------------------------------+ +//| Global Variables | +//+------------------------------------------------------------------+ +CPanelDialog ExtDialog; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +int OnInit(void) + { +//--- create application dialog + if(!ExtDialog.Create(0,"Chart Panel ",0,50,50,390,300)) + return(INIT_FAILED); +//--- run application + if(!ExtDialog.Run()) + return(INIT_FAILED); +//--- succeed + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- destroy application dialog + ExtDialog.Destroy(reason); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { +//--- + +//--- return value of prev_calculated for next call + return(rates_total); + } +//+------------------------------------------------------------------+ +//| ChartEvent function | +//+------------------------------------------------------------------+ +void OnChartEvent(const int id, + const long &lparam, + const double &dparam, + const string &sparam) + { + ExtDialog.ChartEvent(id,lparam,dparam,sparam); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/Panels/ChartPanel/PanelDialog.mqh b/BKPS/14031206/Indicators/Examples/Panels/ChartPanel/PanelDialog.mqh new file mode 100644 index 0000000..f6cf491 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/Panels/ChartPanel/PanelDialog.mqh @@ -0,0 +1,375 @@ +//+------------------------------------------------------------------+ +//| PanelDialog.mqh | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#include +#include +#include +#include +#include +#include +//+------------------------------------------------------------------+ +//| defines | +//+------------------------------------------------------------------+ +//--- indents and gaps +#define INDENT_LEFT (11) // indent from left (with allowance for border width) +#define INDENT_TOP (11) // indent from top (with allowance for border width) +#define INDENT_RIGHT (11) // indent from right (with allowance for border width) +#define INDENT_BOTTOM (11) // indent from bottom (with allowance for border width) +#define CONTROLS_GAP_X (10) // gap by X coordinate +#define CONTROLS_GAP_Y (10) // gap by Y coordinate +//--- for combo boxes +#define COMBOBOX_WIDTH (100) // size by X coordinate +#define COMBOBOX_HEIGHT (20) // size by Y coordinate +//--- for spin edit +#define SPINEDIT_WIDTH (50) // size by X coordinate +//+------------------------------------------------------------------+ +//| Class CPanelDialog | +//| Usage: main dialog of the Controls application | +//+------------------------------------------------------------------+ +class CPanelDialog : public CAppDialog + { +private: + CChartObjectSubChart m_subchart; // the sub-chart object + CComboBox m_symbols; // the symbols combo box object + CComboBox m_periods; // the timeframes combo box object + CCheckBox m_time; // the time scale management object + CCheckBox m_price; // the price scale management object + CLabel m_label; // the label object + CSpinEdit m_scale; // the scale management object + +public: + CPanelDialog(void); + ~CPanelDialog(void); + //--- create + virtual bool Create(const long chart,const string name,const int subwin,const int x1,const int y1,const int x2,const int y2); + //--- chart event handler + virtual bool OnEvent(const int id,const long &lparam,const double &dparam,const string &sparam); + +protected: + //--- create dependent controls + bool CreateSubchart(void); + bool CreateSymbols(void); + bool CreatePeriods(void); + bool CreateTime(void); + bool CreatePrice(void); + bool CreateLabel(void); + bool CreateScale(void); + //--- fill dependent controls + bool FillSymbols(void); + bool FillPeriods(void); + //--- internal event handlers + virtual bool OnResize(void); + //--- handlers of the dependent controls events + void OnChangeSymbols(void); + void OnChangePeriods(void); + void OnChangeTime(void); + void OnChangePrice(void); + void OnChangeScale(void); + //--- change dialog title + void SetCaption(void); + }; +//+------------------------------------------------------------------+ +//| Event Handling | +//+------------------------------------------------------------------+ +EVENT_MAP_BEGIN(CPanelDialog) +ON_EVENT(ON_CHANGE,m_symbols,OnChangeSymbols) +ON_EVENT(ON_CHANGE,m_periods,OnChangePeriods) +ON_EVENT(ON_CHANGE,m_time,OnChangeTime) +ON_EVENT(ON_CHANGE,m_price,OnChangePrice) +ON_EVENT(ON_CHANGE,m_scale,OnChangeScale) +EVENT_MAP_END(CAppDialog) +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CPanelDialog::CPanelDialog(void) + { + } +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CPanelDialog::~CPanelDialog(void) + { + } +//+------------------------------------------------------------------+ +//| Create | +//+------------------------------------------------------------------+ +bool CPanelDialog::Create(const long chart,const string name,const int subwin,const int x1,const int y1,const int x2,const int y2) + { + if(!CAppDialog::Create(chart,name,subwin,x1,y1,x2,y2)) + return(false); +//--- create dependent controls + if(!CreateSubchart()) + return(false); + if(!CreateTime()) + return(false); + if(!CreatePrice()) + return(false); + if(!CreateLabel()) + return(false); + if(!CreateScale()) + return(false); + if(!CreatePeriods()) + return(false); + if(!CreateSymbols()) + return(false); +//--- change dialog title + SetCaption(); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Chart of Chart" object | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateSubchart(void) + { +//--- coordinates + int x=ClientAreaLeft()+INDENT_LEFT; + int y=ClientAreaTop()+INDENT_TOP; + int w=ClientAreaWidth()-(INDENT_RIGHT+COMBOBOX_WIDTH+CONTROLS_GAP_X+INDENT_LEFT); + int h=ClientAreaHeight()-(INDENT_BOTTOM+INDENT_TOP); +//--- create + if(!m_subchart.Create(m_chart_id,m_name,m_subwin,x,y,w,h)) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Symbols" combo box | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateSymbols(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+COMBOBOX_WIDTH); + int y1=INDENT_TOP; + int x2=x1+COMBOBOX_WIDTH; + int y2=y1+COMBOBOX_HEIGHT; +//--- create + if(!m_symbols.Create(m_chart_id,m_name+"Symbols",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_symbols)) + return(false); + m_symbols.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT,0); +//--- fill + if(!FillSymbols()) + return(false); +//--- select + m_symbols.SelectByText(Symbol()); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Timeframes" combo box | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreatePeriods(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+COMBOBOX_WIDTH); + int y1=INDENT_TOP+COMBOBOX_HEIGHT+CONTROLS_GAP_Y; + int x2=x1+COMBOBOX_WIDTH; + int y2=y1+COMBOBOX_HEIGHT; +//--- create + if(!m_periods.Create(m_chart_id,m_name+"Periods",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_periods)) + return(false); + m_periods.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT,0); +//--- fill + if(!FillPeriods()) + return(false); +//--- select + m_periods.SelectByValue(Period()); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Time scale" check box | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateTime(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+COMBOBOX_WIDTH); + int y1=INDENT_TOP+2*(COMBOBOX_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+COMBOBOX_WIDTH; + int y2=y1+COMBOBOX_HEIGHT; +//--- create + if(!m_time.Create(m_chart_id,m_name+"Time",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_time.Text(" dates scale")) + return(false); + if(!Add(m_time)) + return(false); + m_time.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT,0); +//--- state + m_time.Checked(m_subchart.DateScale()); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Price scale" check box | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreatePrice(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+COMBOBOX_WIDTH); + int y1=INDENT_TOP+3*(COMBOBOX_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+COMBOBOX_WIDTH; + int y2=y1+COMBOBOX_HEIGHT; +//--- create + if(!m_price.Create(m_chart_id,m_name+"Price",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_price.Text(" prices scale")) + return(false); + if(!Add(m_price)) + return(false); + m_price.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT,0); +//--- state + m_price.Checked(m_subchart.PriceScale()); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create label for the "Scale" spin edit | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateLabel(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+COMBOBOX_WIDTH); + int y1=INDENT_TOP+4*(COMBOBOX_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+COMBOBOX_WIDTH-SPINEDIT_WIDTH; + int y2=y1+COMBOBOX_HEIGHT; +//--- create + if(!m_label.Create(m_chart_id,m_name+"Label",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_label.Text("Scale")) + return(false); + if(!Add(m_label)) + return(false); + m_label.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT+SPINEDIT_WIDTH,0); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Scale" spin edit | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateScale(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+SPINEDIT_WIDTH); + int y1=INDENT_TOP+4*(COMBOBOX_HEIGHT+CONTROLS_GAP_Y); + int x2=x1+SPINEDIT_WIDTH; + int y2=y1+COMBOBOX_HEIGHT; +//--- create + if(!m_scale.Create(m_chart_id,m_name+"Scale",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_scale)) + return(false); + m_scale.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT,0); +//--- set up + m_scale.MinValue(0); + m_scale.MaxValue(5); + m_scale.Value(m_subchart.Scale()); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Fill the "Symbols" combo box | +//+------------------------------------------------------------------+ +bool CPanelDialog::FillSymbols(void) + { + int total=SymbolsTotal(true); + for(int i=0;iArraySize(value)) + total=ArraySize(value); +//--- + for(int i=0;i +#include +#include +#include +#include +#include +#include +#include +//+------------------------------------------------------------------+ +//| defines | +//+------------------------------------------------------------------+ +//--- indents and gaps +#define INDENT_LEFT (11) // indent from left (with allowance for border width) +#define INDENT_TOP (11) // indent from top (with allowance for border width) +#define INDENT_RIGHT (11) // indent from right (with allowance for border width) +#define INDENT_BOTTOM (11) // indent from bottom (with allowance for border width) +#define CONTROLS_GAP_X (10) // gap by X coordinate +#define CONTROLS_GAP_Y (10) // gap by Y coordinate +//--- for buttons +#define BUTTON_WIDTH (100) // size by X coordinate +#define BUTTON_HEIGHT (20) // size by Y coordinate +//--- for the indication area +#define EDIT_HEIGHT (20) // size by Y coordinate +//+------------------------------------------------------------------+ +//| Class CPanelDialog | +//| Usage: main dialog of the SimplePanel application | +//+------------------------------------------------------------------+ +class CPanelDialog : public CAppDialog + { +private: + CEdit m_edit; // the display field object + CButton m_button1; // the button object + CButton m_button2; // the button object + CButton m_button3; // the fixed button object + CListView m_list_view; // the list object + CRadioGroup m_radio_group; // the radio buttons group object + CCheckGroup m_check_group; // the check box group object + +public: + CPanelDialog(void); + ~CPanelDialog(void); + //--- create + virtual bool Create(const long chart,const string name,const int subwin,const int x1,const int y1,const int x2,const int y2); + //--- chart event handler + virtual bool OnEvent(const int id,const long &lparam,const double &dparam,const string &sparam); + +protected: + //--- create dependent controls + bool CreateEdit(void); + bool CreateButton1(void); + bool CreateButton2(void); + bool CreateButton3(void); + bool CreateRadioGroup(void); + bool CreateCheckGroup(void); + bool CreateListView(void); + //--- internal event handlers + virtual bool OnResize(void); + //--- handlers of the dependent controls events + void OnClickButton1(void); + void OnClickButton2(void); + void OnClickButton3(void); + void OnChangeRadioGroup(void); + void OnChangeCheckGroup(void); + void OnChangeListView(void); + }; +//+------------------------------------------------------------------+ +//| Event Handling | +//+------------------------------------------------------------------+ +EVENT_MAP_BEGIN(CPanelDialog) + ON_EVENT(ON_CLICK,m_button1,OnClickButton1) + ON_EVENT(ON_CLICK,m_button2,OnClickButton2) + ON_EVENT(ON_CLICK,m_button3,OnClickButton3) + ON_EVENT(ON_CHANGE,m_radio_group,OnChangeRadioGroup) + ON_EVENT(ON_CHANGE,m_check_group,OnChangeCheckGroup) + ON_EVENT(ON_CHANGE,m_list_view,OnChangeListView) +EVENT_MAP_END(CAppDialog) +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CPanelDialog::CPanelDialog(void) + { + } +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CPanelDialog::~CPanelDialog(void) + { + } +//+------------------------------------------------------------------+ +//| Create | +//+------------------------------------------------------------------+ +bool CPanelDialog::Create(const long chart,const string name,const int subwin,const int x1,const int y1,const int x2,const int y2) + { + if(!CAppDialog::Create(chart,name,subwin,x1,y1,x2,y2)) + return(false); +//--- create dependent controls + if(!CreateEdit()) + return(false); + if(!CreateButton1()) + return(false); + if(!CreateButton2()) + return(false); + if(!CreateButton3()) + return(false); + if(!CreateRadioGroup()) + return(false); + if(!CreateCheckGroup()) + return(false); + if(!CreateListView()) + return(false); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the display field | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateEdit(void) + { +//--- coordinates + int x1=INDENT_LEFT; + int y1=INDENT_TOP; + int x2=ClientAreaWidth()-(INDENT_RIGHT+BUTTON_WIDTH+CONTROLS_GAP_X); + int y2=y1+EDIT_HEIGHT; +//--- create + if(!m_edit.Create(m_chart_id,m_name+"Edit",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_edit.ReadOnly(true)) + return(false); + if(!Add(m_edit)) + return(false); + m_edit.Alignment(WND_ALIGN_WIDTH,INDENT_LEFT,0,INDENT_RIGHT+BUTTON_WIDTH+CONTROLS_GAP_X,0); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Button1" button | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateButton1(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+BUTTON_WIDTH); + int y1=INDENT_TOP; + int x2=x1+BUTTON_WIDTH; + int y2=y1+BUTTON_HEIGHT; +//--- create + if(!m_button1.Create(m_chart_id,m_name+"Button1",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_button1.Text("Button1")) + return(false); + if(!Add(m_button1)) + return(false); + m_button1.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT,0); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Button2" button | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateButton2(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+BUTTON_WIDTH); + int y1=INDENT_TOP+BUTTON_HEIGHT+CONTROLS_GAP_Y; + int x2=x1+BUTTON_WIDTH; + int y2=y1+BUTTON_HEIGHT; +//--- create + if(!m_button2.Create(m_chart_id,m_name+"Button2",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_button2.Text("Button2")) + return(false); + if(!Add(m_button2)) + return(false); + m_button2.Alignment(WND_ALIGN_RIGHT,0,0,INDENT_RIGHT,0); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "Button3" fixed button | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateButton3(void) + { +//--- coordinates + int x1=ClientAreaWidth()-(INDENT_RIGHT+BUTTON_WIDTH); + int y1=ClientAreaHeight()-(INDENT_BOTTOM+BUTTON_HEIGHT); + int x2=x1+BUTTON_WIDTH; + int y2=y1+BUTTON_HEIGHT; +//--- create + if(!m_button3.Create(m_chart_id,m_name+"Button3",m_subwin,x1,y1,x2,y2)) + return(false); + if(!m_button3.Text("Locked")) + return(false); + if(!Add(m_button3)) + return(false); + m_button3.Locking(true); + m_button3.Alignment(WND_ALIGN_RIGHT|WND_ALIGN_BOTTOM,0,0,INDENT_RIGHT,INDENT_BOTTOM); +//--- succeed + return(true); + } +//+------------------------------------------------------------------+ +//| Create the "RadioGroup" element | +//+------------------------------------------------------------------+ +bool CPanelDialog::CreateRadioGroup(void) + { + int sx=(ClientAreaWidth()-(INDENT_LEFT+INDENT_RIGHT+BUTTON_WIDTH))/3-CONTROLS_GAP_X; +//--- coordinates + int x1=INDENT_LEFT; + int y1=INDENT_TOP+EDIT_HEIGHT+CONTROLS_GAP_Y; + int x2=x1+sx; + int y2=ClientAreaHeight()-INDENT_BOTTOM; +//--- create + if(!m_radio_group.Create(m_chart_id,m_name+"RadioGroup",m_subwin,x1,y1,x2,y2)) + return(false); + if(!Add(m_radio_group)) + return(false); + m_radio_group.Alignment(WND_ALIGN_HEIGHT,0,y1,0,INDENT_BOTTOM); +//--- fill out with strings + for(int i=0;i<4;i++) + if(!m_radio_group.AddItem("Item "+IntegerToString(i),1<^to{sA{Rqcf7Os&vxT-@3&# z*gzctkSG9903iSX1ULc({9kWp{zL&I6uINnc6%3S8A?!T{w?wTWA$^(YFjO^^Kg5f5y%X{(KZvH=YA^>}U z1HcpD1h52{11tb8|Fz2uVEjKp_kS{G02_ezKUNN4`k!hDPz1RCSL5;@a{iB%{Vy{C z(Esli{-44B(8qYrdM4%9A* zo}~P@rfGK8Zln^xoQhIFsKAs|k)kU5mijs`9d&(bA=FpGKHQ~61gM~iWd7fNCq>`U zrzG#I8_4-OY>L2~Fh?|#j6!G35U|TQ-6f-F2jDz|-BLC4Wba)zW~kZHzGw?K6smrw zwX&V|?N;X&2tC0D=6R_tVC6CUkC>TlCpn$;q0(w&Z(U(B$4{4-k5m~u#g%?EWmCxT zsWwBzQQ7iouA21opA^!#eF}COL)SfMTS)W=fy~Af>-Fx4Z)uPrJzGltoXZkD3qL5>2; z>}DSjHAr_YDU4D+e}H*ne`vQZFbQi|dnQ*1DLdj|E~1!f+JbgYNcSK^Tj+Laqw{2a zTHANX0&@0d+PhDlSoR1iM~%p(1UWMsE6s|ld={RYXX~%XRuO7qzKSV+(%0b5m4RR74AuM+{} zuk2L|5{d64PUSq5_uvHxU8^FUO^Xy=;6GOg3RFD;`>IdzRdvWKp`|HzhWP8QqM{5# zFUAbiFCrm+3(g4DOZDYvKb`o2Qb`*eGXf(8|tiz`(@4`}9+ 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ExtDirectionLong=false; + ExtSARBuffer[i]=GetHigh(i,ExtLastRevPos,high); + ExtEPBuffer[i]=low[i]; + ExtLastRevPos=i; + ExtAFBuffer[i]=ExtSarStep; + } + } + else + { + if(ExtSARBuffer[i]ExtEPBuffer[i-1] && i!=ExtLastRevPos) + { + ExtEPBuffer[i]=high[i]; + ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep; + if(ExtAFBuffer[i]>ExtSarMaximum) + ExtAFBuffer[i]=ExtSarMaximum; + } + else + { + //--- when we haven't reversed + if(i!=ExtLastRevPos) + { + ExtAFBuffer[i]=ExtAFBuffer[i-1]; + ExtEPBuffer[i]=ExtEPBuffer[i-1]; + } + } + //--- calculate SAR for tomorrow + ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]); + //--- check for SAR + if(ExtSARBuffer[i+1]>low[i] || ExtSARBuffer[i+1]>low[i-1]) + ExtSARBuffer[i+1]=MathMin(low[i],low[i-1]); + } + else + { + //--- check for new Low + if(low[i]ExtSarMaximum) + ExtAFBuffer[i]=ExtSarMaximum; + } + else + { + //--- when we haven't reversed + if(i!=ExtLastRevPos) + { + ExtAFBuffer[i]=ExtAFBuffer[i-1]; + ExtEPBuffer[i]=ExtEPBuffer[i-1]; + } + } + //--- calculate SAR for tomorrow + ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]); + //--- check for SAR + if(ExtSARBuffer[i+1]low[i]) + result=low[i]; +//--- + return(result); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/Price_Channel.ex5 b/BKPS/14031206/Indicators/Examples/Price_Channel.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..308f6e8a3797bc5ec368fcda3e9c42a96a3531a3 GIT binary patch literal 9070 zcmdUSRZtvIm-OHg++naF!QI{6-66O;!QDOR;BE;n!F?b>g1fs8?hc!8-**4^ziMyS ztvcPOPF44LxK&q5mkZVvfQSu%1&{*(P=GyH!2dYgY({C$O<)CEpWer<5?tZ`(fmg! z{D0q=?=qf4uZ=g!5Figg41K0wr0X6`Se|Fgctp5$B|E|~pTmZ&@suIBRU)L0%2Ke@G z#^WDz|EDVct1JM_|Br|NE5d&gd;HsgJAfa+@(*7B4Q7BNz!l)|FF7;7{9jtf|0{9+ zzx!0z3wNs|8F34Av(Z$>dC*}HmQNJ}2FreTqv_%0 zQQh^a3uh>#TxRov98maGoo4KB8J7mkC^buoq9z1Dz(EAN!A^C6E1 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+//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +//--- indicator settings +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 2 +#property indicator_type1 DRAW_FILLING +#property indicator_type2 DRAW_LINE +#property indicator_color1 DodgerBlue,Gray +#property indicator_color2 Blue +#property indicator_label1 "Channel upper;Channel lower" +#property indicator_label2 "Channel median" +//--- input parameters +input int InpChannelPeriod=22; // Period +//--- indicator buffers +double ExtHighBuffer[]; +double ExtLowBuffer[]; +double ExtMiddBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtHighBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtLowBuffer,INDICATOR_DATA); + SetIndexBuffer(2,ExtMiddBuffer,INDICATOR_DATA); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); +//--- set first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpChannelPeriod); +//--- line shifts when drawing + PlotIndexSetInteger(0,PLOT_SHIFT,1); + PlotIndexSetInteger(1,PLOT_SHIFT,1); +//--- name for DataWindow and indicator label + string short_name=StringFormat("Price Channel(%d)",InpChannelPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + short_name=StringFormat("Channel(%d) upper;Channel(%d) lower",InpChannelPeriod,InpChannelPeriod); + PlotIndexSetString(0,PLOT_LABEL,short_name); + short_name=StringFormat("Median(%d)",InpChannelPeriod); + PlotIndexSetString(1,PLOT_LABEL,short_name); +//--- set drawing line empty value + PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); + PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0); + } +//+------------------------------------------------------------------+ +//| Price Channell | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_totalfrom_index-range && i>=0; i--) + if(resfrom_index-range && i>=0; i--) + if(res>array[i]) + res=array[i]; + return(res); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/ROC.ex5 b/BKPS/14031206/Indicators/Examples/ROC.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..56f318ca02c71980f62dd52cd3e3e9b2e90cd29c GIT binary patch literal 9180 zcmdURQ*b2!ll6^l+s2KP8z&RnwkMj{wmq?JPwdIW&cwK}ZO-g``?mYP|5e+kx~fm3 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Index" +//--- indicator settings +#property indicator_separate_window +#property indicator_minimum 0 +#property indicator_maximum 100 +#property indicator_level1 30 +#property indicator_level2 70 +#property indicator_buffers 3 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +//--- input parameters +input int InpPeriodRSI=14; // Period +//--- indicator buffers +double ExtRSIBuffer[]; +double ExtPosBuffer[]; +double ExtNegBuffer[]; + +int ExtPeriodRSI; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input + if(InpPeriodRSI<1) + { + ExtPeriodRSI=14; + PrintFormat("Incorrect value for input variable InpPeriodRSI = %d. Indicator will use value %d for calculations.", + InpPeriodRSI,ExtPeriodRSI); + } + else + ExtPeriodRSI=InpPeriodRSI; +//--- indicator buffers mapping + SetIndexBuffer(0,ExtRSIBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtPosBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtNegBuffer,INDICATOR_CALCULATIONS); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,2); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodRSI); +//--- name for DataWindow and indicator subwindow label + IndicatorSetString(INDICATOR_SHORTNAME,"RSI("+string(ExtPeriodRSI)+")"); + } +//+------------------------------------------------------------------+ +//| Relative Strength Index | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + if(rates_total<=ExtPeriodRSI) + return(0); +//--- preliminary calculations + int pos=prev_calculated-1; + if(pos<=ExtPeriodRSI) + { + double sum_pos=0.0; + double sum_neg=0.0; + //--- first RSIPeriod values of the indicator are not calculated + ExtRSIBuffer[0]=0.0; + ExtPosBuffer[0]=0.0; + ExtNegBuffer[0]=0.0; + for(int i=1; i<=ExtPeriodRSI; i++) + { + ExtRSIBuffer[i]=0.0; + ExtPosBuffer[i]=0.0; + ExtNegBuffer[i]=0.0; + double diff=price[i]-price[i-1]; + sum_pos+=(diff>0?diff:0); + sum_neg+=(diff<0?-diff:0); + } + //--- calculate first visible value + ExtPosBuffer[ExtPeriodRSI]=sum_pos/ExtPeriodRSI; + ExtNegBuffer[ExtPeriodRSI]=sum_neg/ExtPeriodRSI; + if(ExtNegBuffer[ExtPeriodRSI]!=0.0) + ExtRSIBuffer[ExtPeriodRSI]=100.0-(100.0/(1.0+ExtPosBuffer[ExtPeriodRSI]/ExtNegBuffer[ExtPeriodRSI])); + else + { + if(ExtPosBuffer[ExtPeriodRSI]!=0.0) + ExtRSIBuffer[ExtPeriodRSI]=100.0; + else + ExtRSIBuffer[ExtPeriodRSI]=50.0; + } + //--- prepare the position value for main calculation + pos=ExtPeriodRSI+1; + } +//--- the main loop of calculations + for(int i=pos; i0.0?diff:0.0))/ExtPeriodRSI; + ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(ExtPeriodRSI-1)+(diff<0.0?-diff:0.0))/ExtPeriodRSI; + if(ExtNegBuffer[i]!=0.0) + ExtRSIBuffer[i]=100.0-100.0/(1+ExtPosBuffer[i]/ExtNegBuffer[i]); + else + { + if(ExtPosBuffer[i]!=0.0) + ExtRSIBuffer[i]=100.0; + else + ExtRSIBuffer[i]=50.0; + } + } +//--- OnCalculate done. 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b/BKPS/14031206/Indicators/Examples/RVI.mq5 new file mode 100644 index 0000000..902889f --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/RVI.mq5 @@ -0,0 +1,102 @@ +//+------------------------------------------------------------------+ +//| RVI.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property description "Relative Vigor Index" +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 2 +#property indicator_type1 DRAW_LINE +#property indicator_type2 DRAW_LINE +#property indicator_color1 Green +#property indicator_color2 Red +#property indicator_label1 "RVI" +#property indicator_label2 "Signal" +//--- input parameters +input int InpRVIPeriod=10; // Period +//--- indicator buffers +double ExtRVIBuffer[]; +double ExtSignalBuffer[]; + +#define TRIANGLE_PERIOD 3 +#define AVERAGE_PERIOD (TRIANGLE_PERIOD*2) +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtRVIBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA); + IndicatorSetInteger(INDICATOR_DIGITS,3); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+TRIANGLE_PERIOD); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+AVERAGE_PERIOD); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("RVI(%d)",InpRVIPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); + PlotIndexSetString(1,PLOT_LABEL,"Signal("+string(InpRVIPeriod)+")"); + } +//+------------------------------------------------------------------+ +//| Relative Vigor Index | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_total<=InpRVIPeriod+AVERAGE_PERIOD+2) + return(0); + + int i,start; +//--- last counted bar will be recounted + start=InpRVIPeriod+2; + if(prev_calculated>InpRVIPeriod+TRIANGLE_PERIOD+2) + start=prev_calculated-1; +//--- set empty value for uncalculated bars + if(prev_calculated==0) + { + for(i=0; ii-InpRVIPeriod; j--) + { + double value_up=close[j]-open[j]+2*(close[j-1]-open[j-1])+2*(close[j-2]-open[j-2])+close[j-3]-open[j-3]; + double value_down=high[j]-low[j]+2*(high[j-1]-low[j-1])+2*(high[j-2]-low[j-2])+high[j-3]-low[j-3]; + sum_up+=value_up; + sum_down+=value_down; + } + if(sum_down!=0.0) + ExtRVIBuffer[i]=sum_up/sum_down; + else + ExtRVIBuffer[i]=sum_up; + } +//--- signal line counted in the 2-nd buffer + start=InpRVIPeriod+TRIANGLE_PERIOD+2; + if(prev_calculated>InpRVIPeriod+AVERAGE_PERIOD+2) + start=prev_calculated-1; + for(i=start; ih(Z{*O8R zr%L}983XA4cMJc|@c-l3`M(J`0k{D4|H18lKnJh^H~_5wb4~{^`p>P+|1*C6|8Df2 zwAvR3=7~ca9#RnnECw4&h2Gv3K^sIY_5(pth5yJURQ;mXS5~uHQ0DQgCF#e|Tm~H~ z+9K~*OT&ou6-I?a^xjNih+x^|`o-gKj=5@mGOVqOHSj)=&Twra%{JSGYr6h50l zLUhr3g>Nkx$A4hSPN+DxxG<>Q^hXfgP)~f(xL_<>ph9v8Xrrh?Y9*8cgp5EGj0=G# zI2;Hgab7(I)CBGNKZR_*x^AWz!nG!Ih8}!fW8)d6TOoX|ZSSHH9cSFu1&8ROo?wq7 zF%xDM4-xr>qkq!*`1|wm{J%V z$U1&)i;!WIk%mvcOLaGna+yJL>9s;Z(jn7&O8LS8MG79KzJqP7JbMA4JV3^W;=Lc< zV}%YZI+q3gBH~Hr*p{p02V2Wo<{s=i0t>GG=|8k@V z2r{47TCg)1z@5KOjJ)RjGRqPMmA(_V-MF(+-bctA`RNt>Uh51g_LK7l?2o*o(cM|eA^c@0wm-+Ub;fM4Sd%hf?!!=-}^S)A?O+s7I$T?VO z{Oi0+)$eT9x9ap@8p$^O6)p_$vTC{;d;}Cg%?8h!>aL_RR|hO7@xgPbFv1%ueN8?U 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InpStdDevPeriod=20; // Period +input int InpStdDevShift=0; // Shift +input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method +//--- indicator buffers +double ExtStdDevBuffer[]; +double ExtMABuffer[]; + +int ExtStdDevPeriod,ExtStdDevShift; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- check for input values + if(InpStdDevPeriod<=1) + { + ExtStdDevPeriod=20; + PrintFormat("Incorrect value for input variable InpStdDevPeriod=%d. Indicator will use value %d for calculations.", + InpStdDevPeriod,ExtStdDevPeriod); + } + else + ExtStdDevPeriod=InpStdDevPeriod; + if(InpStdDevShift<0) + { + ExtStdDevShift=0; + PrintFormat("Incorrect value for input variable InpStdDevShift=%d. Indicator will use value %d for calculations.", + InpStdDevShift,ExtStdDevShift); + } + else + ExtStdDevShift=InpStdDevShift; +//--- define indicator buffers as indexes + SetIndexBuffer(0,ExtStdDevBuffer); + SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS); +//--- set indicator short name + string short_name=StringFormat("StdDev(%d)",ExtStdDevPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); +//--- set index shift + PlotIndexSetInteger(0,PLOT_SHIFT,ExtStdDevShift); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total,const int prev_calculated,const int begin,const double &price[]) + { + if(rates_totalQve(W`G7lr6#R=^QfX4(t1JD2f2*5rx;D4+Q){L-Mz#qECA+ISxaG>1(5dQ&+ z|4sZa>;VS={AU9I@c&Bz02Ccaci}v*kV$t=s_5`STD#z#P{&D z7H3bb=Km=a1K0x`0GpLx 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https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 4 +#property indicator_plots 2 +#property indicator_type1 DRAW_LINE +#property indicator_type2 DRAW_LINE +#property indicator_color1 LightSeaGreen +#property indicator_color2 Red +#property indicator_style2 STYLE_DOT +//--- input parameters +input int InpKPeriod=5; // K period +input int InpDPeriod=3; // D period +input int InpSlowing=3; // Slowing +//--- indicator buffers +double ExtMainBuffer[]; +double ExtSignalBuffer[]; +double ExtHighesBuffer[]; +double ExtLowesBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtMainBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA); + SetIndexBuffer(2,ExtHighesBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtLowesBuffer,INDICATOR_CALCULATIONS); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,2); +//--- set levels + IndicatorSetInteger(INDICATOR_LEVELS,2); + IndicatorSetDouble(INDICATOR_LEVELVALUE,0,20); + IndicatorSetDouble(INDICATOR_LEVELVALUE,1,80); +//--- set maximum and minimum for subwindow + IndicatorSetDouble(INDICATOR_MINIMUM,0); + IndicatorSetDouble(INDICATOR_MAXIMUM,100); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("Stoch(%d,%d,%d)",InpKPeriod,InpDPeriod,InpSlowing); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,"Main"); + PlotIndexSetString(1,PLOT_LABEL,"Signal"); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpKPeriod+InpSlowing-2); + PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpKPeriod+InpDPeriod); + } +//+------------------------------------------------------------------+ +//| Stochastic Oscillator | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int i,k,start; +//--- check for bars count + if(rates_total<=InpKPeriod+InpDPeriod+InpSlowing) + return(0); +//--- + start=InpKPeriod-1; + if(start+1low[k]) + dmin=low[k]; + if(dmaxb0stU@18~6qSgUk72$+e=9<+ui$w7|(#{Wb72T=bv@xQPq z6aes_4FEv@F9iSybEJS!(5|BbbypQ!&^Fg!#=G%W@Fc*b0oyb0cqsMzi(~KZ2>s+%h>uYA1wXxkx8yk$3Rknsbbqy2`T4HI1j{MY%8pj#_akd zv>iyNLQvw3k{F&}rk}J>x(T~wTiO=x8vYHI12)}+4izVK?wx12wt4dylI}Hv-A9<> zAxF6&V(Qtu*PcC+kMb_Tj#@RsbCk-p_XqcoLCaA^dom?GZ@lbtDN_QEdupPs_CWK* 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+#property indicator_buffers 4 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DarkBlue +#property indicator_width1 1 +#property indicator_label1 "TEMA" +#property indicator_applied_price PRICE_CLOSE +//--- input parameters +input int InpPeriodEMA=14; // EMA period +input int InpShift=0; // Indicator's shift +//--- indicator buffers +double TemaBuffer[]; +double Ema[]; +double EmaOfEma[]; +double EmaOfEmaOfEma[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,TemaBuffer,INDICATOR_DATA); + SetIndexBuffer(1,Ema,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,EmaOfEma,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,EmaOfEmaOfEma,INDICATOR_CALCULATIONS); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,3*InpPeriodEMA-3); +//--- sets indicator shift + PlotIndexSetInteger(0,PLOT_SHIFT,InpShift); +//--- name for indicator label + string short_name=StringFormat("TEMA(%d)",InpPeriodEMA); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); + } +//+------------------------------------------------------------------+ +//| Triple Exponential Moving Average | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + if(rates_total<3*InpPeriodEMA-3) + return(0); +//--- + int start; + if(prev_calculated==0) + start=0; + else + start=prev_calculated-1; +//--- calculate EMA + ExponentialMAOnBuffer(rates_total,prev_calculated,0,InpPeriodEMA,price,Ema); +//--- calculate EMA on EMA array + ExponentialMAOnBuffer(rates_total,prev_calculated,InpPeriodEMA-1,InpPeriodEMA,Ema,EmaOfEma); +//--- calculate EMA on EMA array on EMA array + ExponentialMAOnBuffer(rates_total,prev_calculated,2*InpPeriodEMA-2,InpPeriodEMA,EmaOfEma,EmaOfEmaOfEma); +//--- calculate TEMA + for(int i=start; i&|!I?)~5Ys=K>()#~nA zRjc>Qt|hL;3F!oY#Q;D8lmGxQzyT!Se;nJI-Hn6d06|6n2l|0JUWor;{v+uBTlinx z0|o&2&jkQr|Ca**2w(|&Vk)bY^50)xkdnGfZM+w*MH3A zpDOpSG6gXGKQsJa5&o0d_1_D)0QdmR|KR@LU;@|yoB+1}k~0BJ{-w41zY^#F`YDf35lV*Ev&^_$OPud~WiKiap}Xo3}II4Sl%_ zZa>7J$#_^&Ure_jo>7BREWt~iE5ER_~At`=37i4oK5aUNjN+w26 zNFk3xSVg8nO!>_K^GdM=omzofvLEjpNyV)Nl1FNj4bEIy%MKq?WXhC=*5BG#Pmdtd zVuK=Iip)q2zr%jPW6ZeL@Qh=!{$(g)C);Q&5`-{$kQy@tC6%}W!yVai#b%N?rbT=9 zx>Nqyi}*}At?q~&rBwD9R)NN-8;x61Y%RD}5eS0hyt7b=z>XVQPU#@?WT2$x+(}&#Rl~nb@K~_^DjUEA~`OXmhx#G=~}~GF93UFcLbW*>_aL9 zS#{*&2?PGAg@{Avx1^R@F3mnox*k_}#DzWL*=$f=98v$0_%I#VsEdZ5w4H44r8gLu z$K_I$y;I#TJ0Wp?qMIKPoU*OF!V11}HXpF%M}GU5m2Avm_8jg}LrN51Xq8&jT3Kix z&dXbvq*;wU(gfa4h_P$U(_H8?C;lCsr}3!)ITU3V3~UBu4-_w+%tlh9Cl$USWdIV3 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z08niy2nQjxxZVq_lynDXY(L|moA0wyRD7UUdBgXv*j!sy6}!E0eK-T%3Tssu`I>a0 zqS5bX$*Fthnz;3|!!~Cwkig;pRCsZFq~_rD&O#@exSseg-Fuox<>Ix||C=@dzJRWO@Kb18BR09+clwSIj?@({ zXp5*lfx^0Wt(Y3*NI(=rX=ag|$w+59ta$*uZM0vxziUD`Hq6R*Rk|GZPfr@Wwa_pBes@Agg`#=SkI91k63}KiA_+#zy`X13W}jdQ1L7jl z#wW(7!8S8I{o(~Yi5am4HOc)dU0Jd1)<)()xKLoQz}bY=nvry5E`3uR#O;;laDmqi zhM4p_+a=`Sg9|x%Z{Cs@v0vRmXZ)Q-sXAI3+l$X8MFSXjk$CO}{+jYw!jxDy5)*3q&wo?21u(WVWOM4*>T)`Z zArThB6eNwu_G#uw=Yt@5rRQ}``eUf$h(ERmX50Z7{JRYJYOTA3+}Oh-js&773&C|e zFp(Ygdmst}K}-mu{ba;TiCpDW!0(#S82-t(L+|qw#+>aHvpYb#x;B_nv zKHuPUI@QWGhIScI;JK0#KoB`XyCh})LwrE;X%?aA{!1}5Ovt^6_RXH+WmG^)~ed}!6 z*76>lucse?V;xMvf1@y$h>RgthXh-7GRK8zH8sD)|tBpZ(+aLVp zsA+yc8|s&Rsh!OUDWmxGdA2y(4z_H_hL>>+zCtgYgkHJeAn~}IrO^-^#tvyT$wWEs zAcSewSHc-(814w=eY54 +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 4 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 Red +#property indicator_width1 1 +#property indicator_label1 "TRIX" +#property indicator_applied_price PRICE_CLOSE +//--- input parameters +input int InpPeriodEMA=14; // EMA period +//--- indicator buffers +double TRIX_Buffer[]; +double EMA[]; +double SecondEMA[]; +double ThirdEMA[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,TRIX_Buffer,INDICATOR_DATA); + SetIndexBuffer(1,EMA,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,SecondEMA,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ThirdEMA,INDICATOR_CALCULATIONS); +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,3*InpPeriodEMA-3); +//--- name for index label + string short_name=StringFormat("TRIX(%d)",InpPeriodEMA); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); + PlotIndexSetString(0,PLOT_LABEL,short_name); +//--- indicator digits + IndicatorSetInteger(INDICATOR_DIGITS,5); + } +//+------------------------------------------------------------------+ +//| Triple Exponential Average | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const int begin, + const double &price[]) + { + if(rates_total<3*InpPeriodEMA-3) + return(0); +//--- + int start; + if(prev_calculated==0) + { + start=3*(InpPeriodEMA-1); + for(int i=0; iZdW>~Qzw_0Md#jMPV#qqz$e}MGA1OJ6R zp#XsYYybcn`oAbZDAE#{kqZUVh2^B~H&FFQFYmBGt?G&;8w`i5`A=H`9C2vbi|2OB z|Ky1R905)MFMu<^8ej>q0=NQ*0W1Kf|1tXi@mK)t0J?usd4Typ))=4+aQm0z`VYDM zi^~1;%m57kUBdqv{2#@x|4zUKzyo0XXCD7!3;=ro5McLDIRn7-pIZC>GkX4i7s@ON zghrG-f!GGp7~{*Od9Qmu+KZq}O8kNnHfJkQ_BfMy3tgC3bfcHmS{6lTxIZ=U(3SyT z;{(j^!>K}Bj+8|z!O%I9yh(OUk6|y|3KTG?EWyh;#?hXAL%iH|g5aidBC5;G~$_p-I2$ zo0JnM@7XO6i=8@abL7{Mg@ayBfe=7+n{9;D#b_(l+1n!_3HqP8Qg zv7V||;9g@MP(?UNdQQTwW0pHq`O?zQ>QhRf`oB8;1a}h(RgffGWt4(1Le8PV7D&V@ 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HcmV?d00001 diff --git a/BKPS/14031206/Indicators/Examples/Ultimate_Oscillator.mq5 b/BKPS/14031206/Indicators/Examples/Ultimate_Oscillator.mq5 new file mode 100644 index 0000000..4db4146 --- /dev/null +++ b/BKPS/14031206/Indicators/Examples/Ultimate_Oscillator.mq5 @@ -0,0 +1,178 @@ +//+------------------------------------------------------------------+ +//| Ultimate_Oscillator.mq5 | +//| Copyright 2000-2025, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2000-2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#include +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 5 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 DodgerBlue +//--- input parameters +input int InpFastPeriod=7; // Fast ATR period +input int InpMiddlePeriod=14; // Middle ATR period +input int InpSlowPeriod=28; // Slow ATR period +input int InpFastK=4; // Fast K +input int InpMiddleK=2; // Middle K +input int InpSlowK=1; // Slow K +//--- indicator buffers +double ExtUOBuffer[]; +double ExtBPBuffer[]; +double ExtFastATRBuffer[]; +double ExtMiddleATRBuffer[]; +double ExtSlowATRBuffer[]; +//--- indicator handles +int ExtFastATRhandle; +int ExtMiddleATRhandle; +int ExtSlowATRhandle; + +double ExtDivider; +int ExtMaxPeriod; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtUOBuffer,INDICATOR_DATA); + SetIndexBuffer(1,ExtBPBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(2,ExtFastATRBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(3,ExtMiddleATRBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(4,ExtSlowATRBuffer,INDICATOR_CALCULATIONS); +//--- set accuracy + IndicatorSetInteger(INDICATOR_DIGITS,2); +//--- set levels + IndicatorSetInteger(INDICATOR_LEVELS,2); + IndicatorSetDouble(INDICATOR_LEVELVALUE,0,30); + IndicatorSetDouble(INDICATOR_LEVELVALUE,1,70); +//--- set maximum and minimum for subwindow + IndicatorSetDouble(INDICATOR_MINIMUM,0); + IndicatorSetDouble(INDICATOR_MAXIMUM,100); +//--- set first bar from which index will be drawn + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowPeriod-1); +//--- name for DataWindow and indicator subwindow label + string short_name=StringFormat("UOS(%d,%d,%d)",InpFastPeriod,InpMiddlePeriod,InpSlowPeriod); + IndicatorSetString(INDICATOR_SHORTNAME,short_name); +//--- get handles + ExtFastATRhandle=iATR(Symbol(),0,InpFastPeriod); + ExtMiddleATRhandle=iATR(Symbol(),0,InpMiddlePeriod); + ExtSlowATRhandle=iATR(Symbol(),0,InpSlowPeriod); +//--- + ExtDivider=InpFastK+InpMiddleK+InpSlowK; + ExtMaxPeriod=InpSlowPeriod; + if(ExtMaxPeriodrates_total || prev_calculated<0) + to_copy=rates_total; + else + { + to_copy=rates_total-prev_calculated; + if(prev_calculated>0) + to_copy++; + } +//--- get ATR buffers + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtFastATRhandle,0,0,to_copy,ExtFastATRBuffer)<=0) + { + Print("getting ExtFastATRhandle is failed! Error ",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtMiddleATRhandle,0,0,to_copy,ExtMiddleATRBuffer)<=0) + { + Print("getting ExtMiddleATRhandle is failed! Error ",GetLastError()); + return(0); + } + if(IsStopped()) // checking for stop flag + return(0); + if(CopyBuffer(ExtSlowATRhandle,0,0,to_copy,ExtSlowATRBuffer)<=0) + { + Print("getting ExtSlowATRhandle is failed! Error ",GetLastError()); + return(0); + } +//--- preliminary calculations + int i,start; + if(prev_calculated==0) + { + ExtBPBuffer[0]=0.0; + ExtUOBuffer[0]=0.0; + //--- set value for first InpSlowPeriod bars + for(i=1; i<=InpSlowPeriod; i++) + { + ExtUOBuffer[i]=0.0; + double true_low=MathMin(low[i],close[i-1]); + ExtBPBuffer[i]=close[i]-true_low; + } + //--- now we are going to calculate from start index in main loop + start=InpSlowPeriod+1; + } + else + start=prev_calculated-1; +//--- the main loop of calculations + for(i=start; iVqz+(cS0fqno1YjQ;@IPL56NK_LhgoZBi_dUk+yv_XF#i#Z|1JD4 z?g<9~{O1Dz@c+vJ0E9ShaHwskzZqauLXK#+p@k5h5iZGYU@Q108k@j->0G+P(49ZE zTKuO`9N++O1b6|Q0agGDfF-~cKnh?3u>3a||GQ!XZ~_?qsfqxzf36Wg72x)-$Mqj` z`KK!Ut4sk*|IZBnSA_p0cKx>j7XTlC`5!#~8%zK@fD^#>UvegZ$-lIA|5xJtf1gtu z10E?@qu_fHfr7?1UpYyh9XTd5N3g0ze^~B9nWgJxQbhuhCWIs(e$6+#9nXxD=mA3a$lJdb9G)obiJVgq0?6Mg z@TDqHtXcIsS}R5bt^A^JE`5DdoGL|Kxnze853$m-!Txoh#=`!$K+6cV8R$R1KhW3N 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indicator_type1 DRAW_LINE +#property indicator_color1 LightSeaGreen +//--- indicator buffer +double ExtWADBuffer[]; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- define buffer + SetIndexBuffer(0,ExtWADBuffer); +//--- set draw begin + PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1); +//--- indicator name + IndicatorSetString(INDICATOR_SHORTNAME,"W_A/D"); +//--- round settings + IndicatorSetInteger(INDICATOR_DIGITS,_Digits); + } +//+------------------------------------------------------------------+ +//| Custom indicator iteration function | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- + if(rates_total<2) + return(0); +//--- start working + int pos=prev_calculated-1; + if(pos<1) + { + pos=1; + ExtWADBuffer[0]=0.0; + } +//--- main cycle + for(int i=pos; iprev_cl) + ExtWADBuffer[i]=ExtWADBuffer[i-1]+cl-trl; + else + ExtWADBuffer[i]=ExtWADBuffer[i-1]+cl-trh; + } + } +//--- OnCalculate done. Return new prev_calculated. + return(rates_total); + } +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool IsEqualDoubles(double d1,double d2,double epsilon) + { + if(epsilon<0.0) + epsilon=-epsilon; + if(epsilon>0.1) + epsilon=0.00001; +//--- + double diff=d1-d2; + if(diff>epsilon || diff<-epsilon) + return(false); +//--- + return(true); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Indicators/Examples/ZigZag.ex5 b/BKPS/14031206/Indicators/Examples/ZigZag.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..bfd034c2996c0b0c943d974d71a010fb02584e17 GIT binary patch literal 12604 zcmdUVQ*b6wv+Wmq!ijC$Uy_M!O>ARg+qP}nwr$(CGr^tzyq$BO?tMGGYFBlyuCCo{ z@0Y!+T11Tv+ztSZ3IGQX0stU@LvX-gW=FChM(#Q%t0 zp#XsYEC2xde`EjvWp7S;Cy65zB~vQE5?eEX4}AezK*9~wp0%DMo3z+5!GlKZ>ZR56 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HcmV?d00001 diff --git a/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines Stoch.mq5 b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines Stoch.mq5 new file mode 100644 index 0000000..de4acc7 --- /dev/null +++ b/BKPS/14031206/Experts/Free Robots/BullishBearish MeetingLines Stoch.mq5 @@ -0,0 +1,662 @@ +//+------------------------------------------------------------------+ +//| BullishBearish MeetingLines Stoch.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpStochK =47; // period %K +input int InpStochD =9; // period %D +input int InpStochSlow =13; // smoothing period %K +input ENUM_STO_PRICE InpStochApplied=STO_LOWHIGH; // calculation type +input ENUM_MA_METHOD InpStochMA =MODE_SMA; // smoothing type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=123400; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen=0; // Buy/Sell signal +int ExtSignalClose=0; // signal to close a position +string ExtPatternInfo=""; // current pattern information +string ExtDirection=""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed=false; // pattern confirmed +bool ExtCloseByTime=true; // requires closing by time +bool ExtCheckPassed=true; // status checking error +//--- indicator handle +int ExtIndicatorHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iStochastic(_Symbol, _Period, InpStochK, InpStochD, InpStochSlow, InpStochMA, InpStochApplied); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating iStochastic indicator"); + return(INIT_FAILED); + } +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } + +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long black + (Open(2)-Close(2)>AvgBody(1)) && + (Open(1)-Close(1)>AvgBody(1)) && + (MidPoint(2)AvgBody(1)) && // long white + (Close(2)-Open(2)>AvgBody(1)) && + (Close(1)-Open(1)>AvgBody(1)) && + (MidPoint(2)>MidPoint(3)) && // higher midpoints + (MidPoint(1)>MidPoint(2))) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_BUY; + ExtPatternInfo="\r\n3 White Soldiers detected"; + ExtDirection="Buy"; + return(true); + } + +//--- result of checking + return(ExtCheckPassed); + } +//+------------------------------------------------------------------+ +//| Returns true in case of successful confirmation check | +//+------------------------------------------------------------------+ +bool CheckConfirmation() + { + ExtConfirmed=false; +//--- if there is no pattern, do not search for confirmation + if(!ExtPatternDetected) + return(true); + +//--- get the value of the stochastic indicator to confirm the signal + double signal=StochSignal(1); + if(signal==EMPTY_VALUE) + { + //--- failed to get indicator value, check failed + return(false); + } + +//--- check the Buy signal + if(ExtSignalOpen==SIGNAL_BUY && (signal<30)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal<30"; + } + +//--- check the Sell signal + if(ExtSignalOpen==SIGNAL_SELL && (signal>70)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: StochSignal>70"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((StochSignal(1)<80) && (StochSignal(2)>80))|| // 80 crossed downwards + ((StochSignal(1)<20) && (StochSignal(2)>20))) // 20 crossed downwards + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if((((StochSignal(1)>20) && (StochSignal(2)<20)) || // 20 crossed upwards + ((StochSignal(1)>80) && (StochSignal(2)<80)))) // 80 crossed upwards + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Stochastic indicator value at the specified bar | +//+------------------------------------------------------------------+ +double StochSignal(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, SIGNAL_LINE, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the iStochastic indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/DarkCloud PiercingLine CCI.ex5 b/BKPS/14031206/Experts/Free Robots/DarkCloud PiercingLine CCI.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..47b510ea6c1294c155953d4a57162e35340ce58e GIT binary patch literal 43580 zcmdS9Q;aW85H9!|+qP}nwmoNT+qP}nwr$%pXK=>0XZC;Z=05CAHredktxBi9s#K@? z>z7V)D4H;T6$j!kaSW+@9!ZVYo?#`>z)J)8L zO!y8QBc;)y6hW(cVL+Gy3-R83sps4~vkDFJPjH@PMXO66J1-ghyt;vI4teTTk< zNHQYC6T*8!j80)xe%WK!^}X;YvM8cd^ou{%6j4IAzryoG9)Bfu4c{2(KTOy_7rVz7w^2QVmGDU)T_r1pFV$ z2Gs(gdEN_LG@W>v4{bOW7A!7#eJ>J`W1XdO*uZDP310fjV`NSPO8@pZp0KG8YM7|c^l@Vquxed15?@C zm}tp*>Yq0*{ln>VQ$&9!MK!E`eG1A}gd#LWL_+YLGS=aK5++s*juuJGZpXYp_%1*w zb-lk*i&oeRiywQ%l`4gRbe?SdM}m1;(tT6`-(jz-{&T(irFTmt)$XeIci8v(oGLk( 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zjoHd^@8O<1`*m3608M<#awirae=TaMXvbn{Dm#q;f34A7WFR z8PsfPV7i^#^;U(fR3;U9*@wgfzsF;0xM7^mHvveE +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodCCI =37; // CCI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=120500; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iCCI(_Symbol, _Period, InpPeriodCCI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod,0, MODE_SMA,PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long body of the white candlestick (long white) + (Close(1)Open(2)) && // close within the previous candlestick body (white) + (MidOpenClose(2)>CloseAvg(2)) && // uptrend + (Open(1)>High(2))) // open above the previous day's High price (open at new high) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nDark Cloud Cover detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Piercing Line + if((Close(1)-Open(1)>AvgBody(1)) && // long body of the white candlestick (long white) + (Open(2)-Close(2)>AvgBody(1)) && // long body of the previous black candlestick (long black) + (Close(1)>Close(2)) && // close within the body + (Close(1)50)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: CCI>50"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((CCI(1)<80) && (CCI(2)>80)) || ((CCI(1)<-80) && (CCI(2)>-80))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((CCI(1)>-80) && (CCI(2)<-80)) || ((CCI(1)>80) && (CCI(2)<80))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| CCI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double CCI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the CCI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } 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literal 0 HcmV?d00001 diff --git a/BKPS/14031206/Experts/Free Robots/DarkCloud PiercingLine MFI.mq5 b/BKPS/14031206/Experts/Free Robots/DarkCloud PiercingLine MFI.mq5 new file mode 100644 index 0000000..b739422 --- /dev/null +++ b/BKPS/14031206/Experts/Free Robots/DarkCloud PiercingLine MFI.mq5 @@ -0,0 +1,681 @@ +//+------------------------------------------------------------------+ +//| DarkCloud PiercingLine MFI.mq5 | +//| Copyright 2024, MetaQuotes Ltd. | +//| https://www.mql5.com | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, MetaQuotes Ltd." +#property link "https://www.mql5.com" +#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodMFI =37; // MFI period +input ENUM_APPLIED_VOLUME InpVolume=VOLUME_TICK; // volume type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=122600; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iMFI(_Symbol, _Period, InpPeriodMFI, InpVolume); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating MFI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod,0, MODE_SMA,PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long body of the white candlestick (long white) + (Close(1)Open(2)) && // close within the previous candlestick body (white) + (MidOpenClose(2)>CloseAvg(2)) && // uptrend + (Open(1)>High(2))) // open above the previous day's High price (open at new high) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nDark Cloud Cover detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Piercing Line + if((Close(1)-Open(1)>AvgBody(1)) && // long body of the white candlestick (long white) + (Open(2)-Close(2)>AvgBody(1)) && // long body of the previous black candlestick (long black) + (Close(1)>Close(2)) && // close within the body + (Close(1)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: MFI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((MFI(1)<70) && (MFI(2)>70)) || ((MFI(1)<30) && (MFI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((MFI(1)>30) && (MFI(2)<30)) || ((MFI(1)>70) && (MFI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| MFI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double MFI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the MFI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free 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+#property version "1.00" + +#include +#include + +#define SIGNAL_BUY 1 // Buy signal +#define SIGNAL_NOT 0 // no trading signal +#define SIGNAL_SELL -1 // Sell signal + +#define CLOSE_LONG 2 // signal to close Long +#define CLOSE_SHORT -2 // signal to close Short + +//--- Input parameters +input int InpAverBodyPeriod=12; // period for calculating average candlestick size +input int InpMAPeriod =5; // Trend MA period +input int InpPeriodRSI =37; // RSI period +input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type + +//--- trade parameters +input uint InpDuration=10; // position holding time in bars +input uint InpSL =200; // Stop Loss in points +input uint InpTP =200; // Take Profit in points +input uint InpSlippage=10; // slippage in points +//--- money management parameters +input double InpLot=0.1; // lot +//--- Expert ID +input long InpMagicNumber=120700; // Magic Number + +//--- global variables +int ExtAvgBodyPeriod; // average candlestick calculation period +int ExtSignalOpen =0; // Buy/Sell signal +int ExtSignalClose =0; // signal to close a position +string ExtPatternInfo =""; // current pattern information +string ExtDirection =""; // position opening direction +bool ExtPatternDetected=false; // pattern detected +bool ExtConfirmed =false; // pattern confirmed +bool ExtCloseByTime =true; // requires closing by time +bool ExtCheckPassed =true; // status checking error +//--- indicator handles +int ExtIndicatorHandle=INVALID_HANDLE; +int ExtTrendMAHandle=INVALID_HANDLE; + +//--- service objects +CTrade ExtTrade; +CSymbolInfo ExtSymbolInfo; +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() + { + Print("InpSL=", InpSL); + Print("InpTP=", InpTP); +//--- set parameters for trading operations + ExtTrade.SetDeviationInPoints(InpSlippage); // slippage + ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID + ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level + + ExtAvgBodyPeriod=InpAverBodyPeriod; +//--- indicator initialization + ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating CCI indicator"); + return(INIT_FAILED); + } + +//--- trend moving average + ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod,0, MODE_SMA,PRICE_CLOSE); + if(ExtIndicatorHandle==INVALID_HANDLE) + { + Print("Error creating Moving Average indicator"); + return(INIT_FAILED); + } + +//--- OK + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- release indicator handle + IndicatorRelease(ExtIndicatorHandle); + } +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() + { +//--- save the next bar start time; all checks at bar opening only + static datetime next_bar_open=0; + +//--- Phase 1 - check the emergence of a new bar and update the status + if(TimeCurrent()>=next_bar_open) + { + //--- get the current state of environment on the new bar + // namely, set the values of global variables: + // ExtPatternDetected - pattern detection + // ExtConfirmed - pattern confirmation + // ExtSignalOpen - signal to open + // ExtSignalClose - signal to close + // ExtPatternInfo - current pattern information + if(CheckState()) + { + //--- set the new bar opening time + next_bar_open=TimeCurrent(); + next_bar_open-=next_bar_open%PeriodSeconds(_Period); + next_bar_open+=PeriodSeconds(_Period); + + //--- report the emergence of a new bar only once within a bar + if(ExtPatternDetected && ExtConfirmed) + Print(ExtPatternInfo); + } + else + { + //--- error getting the status, retry on the next tick + return; + } + } + +//--- Phase 2 - if there is a signal and no position in this direction + if(ExtSignalOpen && !PositionExist(ExtSignalOpen)) + { + Print("\r\nSignal to open position ", ExtDirection); + PositionOpen(); + if(PositionExist(ExtSignalOpen)) + ExtSignalOpen=SIGNAL_NOT; + } + +//--- Phase 3 - close if there is a signal to close + if(ExtSignalClose && PositionExist(ExtSignalClose)) + { + Print("\r\nSignal to close position ", ExtDirection); + CloseBySignal(ExtSignalClose); + if(!PositionExist(ExtSignalClose)) + ExtSignalClose=SIGNAL_NOT; + } + +//--- Phase 4 - close upon expiration + if(ExtCloseByTime && PositionExpiredByTimeExist()) + { + CloseByTime(); + ExtCloseByTime=PositionExpiredByTimeExist(); + } + } +//+------------------------------------------------------------------+ +//| Get the current environment and check for a pattern | +//+------------------------------------------------------------------+ +bool CheckState() + { +//--- check if there is a pattern + if(!CheckPattern()) + { + Print("Error, failed to check pattern"); + return(false); + } + +//--- check for confirmation + if(!CheckConfirmation()) + { + Print("Error, failed to check pattern confirmation"); + return(false); + } +//--- if there is no confirmation, cancel the signal + if(!ExtConfirmed) + ExtSignalOpen=SIGNAL_NOT; + +//--- check if there is a signal to close a position + if(!CheckCloseSignal()) + { + Print("Error, failed to check the closing signal"); + return(false); + } + +//--- if positions are to be closed after certain holding time in bars + if(InpDuration) + ExtCloseByTime=true; // set flag to close upon expiration + +//--- all checks done + return(true); + } +//+------------------------------------------------------------------+ +//| Open a position in the direction of the signal | +//+------------------------------------------------------------------+ +bool PositionOpen() + { + ExtSymbolInfo.Refresh(); + ExtSymbolInfo.RefreshRates(); + + double price=0; +//--- Stop Loss and Take Profit are not set by default + double stoploss=0.0; + double takeprofit=0.0; + + int digits=ExtSymbolInfo.Digits(); + double point=ExtSymbolInfo.Point(); + double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid(); + +//--- uptrend + if(ExtSignalOpen==SIGNAL_BUY) + { + price=NormalizeDouble(ExtSymbolInfo.Ask(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price-spread, digits); + } + else + stoploss = NormalizeDouble(price-InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price+spread, digits); + } + else + takeprofit = NormalizeDouble(price+InpTP*point, digits); + } + + if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d", + Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError()); + return(false); + } + } + +//--- downtrend + if(ExtSignalOpen==SIGNAL_SELL) + { + price=NormalizeDouble(ExtSymbolInfo.Bid(), digits); + //--- if Stop Loss is set + if(InpSL>0) + { + if(spread>=InpSL*point) + { + PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point); + stoploss = NormalizeDouble(price+spread, digits); + } + else + stoploss = NormalizeDouble(price+InpSL*point, digits); + } + //--- if Take Profit is set + if(InpTP>0) + { + if(spread>=InpTP*point) + { + PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point); + takeprofit = NormalizeDouble(price-spread, digits); + } + else + takeprofit = NormalizeDouble(price-InpTP*point, digits); + } + + if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit)) + { + PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d", + Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError()); + ExtTrade.PrintResult(); + Print(" "); + return(false); + } + } + + return(true); + } +//+------------------------------------------------------------------+ +//| Close a position based on the specified signal | +//+------------------------------------------------------------------+ +void CloseBySignal(int type_close) + { +//--- if there is no signal to close, return successful completion + if(type_close==SIGNAL_NOT) + return; +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalClose)==0) + return; + +//--- closing direction + long type; + switch(type_close) + { + case CLOSE_SHORT: + type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + type=POSITION_TYPE_BUY; + break; + default: + Print("Error! Signal to close not detected"); + return; + } + +//--- check all positions and close ours based on the signal + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + if(PositionGetInteger(POSITION_TYPE)==type) + { + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Close positions upon holding time expiration in bars | +//+------------------------------------------------------------------+ +void CloseByTime() + { +//--- if there are no positions opened by our EA + if(PositionExist(ExtSignalOpen)==0) + return; + +//--- check all positions and close ours based on the holding time in bars + int positions=PositionsTotal(); + for(int i=positions-1; i>=0; i--) + { + ulong ticket=PositionGetTicket(i); + if(ticket!=0) + { + //--- get the name of the symbol and the position id (magic) + string symbol=PositionGetString(POSITION_SYMBOL); + long magic =PositionGetInteger(POSITION_MAGIC); + //--- if they correspond to our values + if(symbol==Symbol() && magic==InpMagicNumber) + { + //--- position opening time + datetime open_time=(datetime)PositionGetInteger(POSITION_TIME); + //--- check position holding time in bars + if(BarsHold(open_time)>=(int)InpDuration) + { + Print("\r\nTime to close position #", ticket); + ExtTrade.PositionClose(ticket, InpSlippage); + ExtTrade.PrintResult(); + Print(" "); + } + } + } + } + } +//+------------------------------------------------------------------+ +//| Returns true if there are open positions | +//+------------------------------------------------------------------+ +bool PositionExist(int signal_direction) + { + bool check_type=(signal_direction!=SIGNAL_NOT); + +//--- what positions to search + ENUM_POSITION_TYPE search_type=WRONG_VALUE; + if(check_type) + switch(signal_direction) + { + case SIGNAL_BUY: + search_type=POSITION_TYPE_BUY; + break; + case SIGNAL_SELL: + search_type=POSITION_TYPE_SELL; + break; + case CLOSE_LONG: + search_type=POSITION_TYPE_BUY; + break; + case CLOSE_SHORT: + search_type=POSITION_TYPE_SELL; + break; + default: + //--- entry direction is not specified; nothing to search + return(false); + } + +//--- go through the list of all positions + int positions=PositionsTotal(); + for(int i=0; i=(int)InpDuration)) + return(true); + } + } + } + +//--- open position not found + return(false); + } +//+------------------------------------------------------------------+ +//| Checks position closing time in bars | +//+------------------------------------------------------------------+ +int BarsHold(datetime open_time) + { +//--- first run a basic simple check + if(TimeCurrent()-open_timeAvgBody(1)) && // long body of the white candlestick (long white) + (Close(1)Open(2)) && // close within the previous candlestick body (white) + (MidOpenClose(2)>CloseAvg(2)) && // uptrend + (Open(1)>High(2))) // open above the previous day's High price (open at new high) + { + ExtPatternDetected=true; + ExtSignalOpen=SIGNAL_SELL; + ExtPatternInfo="\r\nDark Cloud Cover detected"; + ExtDirection="Sell"; + return(true); + } + +//--- check Piercing Line + if((Close(1)-Open(1)>AvgBody(1)) && // long body of the white candlestick (long white) + (Open(2)-Close(2)>AvgBody(1)) && // long body of the previous black candlestick (long black) + (Close(1)>Close(2)) && // close within the body + (Close(1)60)) + { + ExtConfirmed=true; + ExtPatternInfo+="\r\n Confirmed: RSI>60"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| Check if there is a signal to close | +//+------------------------------------------------------------------+ +bool CheckCloseSignal() + { + ExtSignalClose=false; +//--- if there is a signal to enter the market, do not check the signal to close + if(ExtSignalOpen!=SIGNAL_NOT) + return(true); + +//--- check if there is a signal to close a long position + if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30))) + { + //--- there is a signal to close a long position + ExtSignalClose=CLOSE_LONG; + ExtDirection="Long"; + } + +//--- check if there is a signal to close a short position + if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70))) + { + //--- there is a signal to close a short position + ExtSignalClose=CLOSE_SHORT; + ExtDirection="Short"; + } + +//--- successful completion of the check + return(true); + } +//+------------------------------------------------------------------+ +//| RSI indicator value at the specified bar | +//+------------------------------------------------------------------+ +double RSI(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ +//| SMA value at the specified bar | +//+------------------------------------------------------------------+ +double CloseAvg(int index) + { + double indicator_values[]; + if(CopyBuffer(ExtTrendMAHandle, 0, index, 1, indicator_values)<0) + { + //--- if the copying fails, report the error code + PrintFormat("Failed to copy data from the Simple Moving Average indicator, error code %d", GetLastError()); + return(EMPTY_VALUE); + } + return(indicator_values[0]); + } +//+------------------------------------------------------------------+ diff --git a/BKPS/14031206/Experts/Free Robots/DarkCloud PiercingLine Stoch.ex5 b/BKPS/14031206/Experts/Free Robots/DarkCloud PiercingLine Stoch.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..6ab76fed41d0edba4d44ade4cff4698d4b6ea304 GIT binary patch literal 44614 zcmdS9V~j3N@Gkg{ZQHi3Gq%qep3yrqXKdTHZQHhO+qS*G|J~eAH=Ats+g7Dh)laI^ z{d79%bXSRMaDdtYpwR%}fd2#paQMIM|M>s6a8~yfEvWCY5NP$8zkjd4{crq#Tg3nE z{6AP%C;;Gp8o-x;`u_-VTc;dEYE_HndNz&`%aQb8QdP}$z;mXdT_9{=ALX{f3D?

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+//+------------------------------------------------------------------+ +#include +#include +#include +#include +//+------------------------------------------------------------------+ +//| Inputs | +//+------------------------------------------------------------------+ +//--- inputs for expert +input string Inp_Expert_Title ="ExpertMAPSARSizeOptimized"; +int Expert_MagicNumber =27893; +bool Expert_EveryTick =false; +//--- inputs for signal +input int Inp_Signal_MA_Period =12; +input int Inp_Signal_MA_Shift =6; +input ENUM_MA_METHOD Inp_Signal_MA_Method =MODE_SMA; +input ENUM_APPLIED_PRICE Inp_Signal_MA_Applied =PRICE_CLOSE; +//--- inputs for trailing +input double Inp_Trailing_ParabolicSAR_Step =0.02; +input double Inp_Trailing_ParabolicSAR_Maximum =0.2; +//--- inputs for money +input double Inp_Money_SizeOptimized_DecreaseFactor=3.0; +input double Inp_Money_SizeOptimized_Percent =10.0; +//+------------------------------------------------------------------+ +//| Global expert object | +//+------------------------------------------------------------------+ +CExpert ExtExpert; +//+------------------------------------------------------------------+ +//| Initialization function of the expert | +//+------------------------------------------------------------------+ +int OnInit(void) + { +//--- Initializing expert + if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber)) + { + //--- failed + printf(__FUNCTION__+": error initializing expert"); + ExtExpert.Deinit(); + return(-1); + } +//--- Creation of signal object + CSignalMA *signal=new CSignalMA; + if(signal==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating signal"); + ExtExpert.Deinit(); + return(-2); + } +//--- Add signal to expert (will be deleted automatically)) + if(!ExtExpert.InitSignal(signal)) + { + //--- failed + printf(__FUNCTION__+": error initializing signal"); + ExtExpert.Deinit(); + return(-3); + } +//--- Set signal parameters + signal.PeriodMA(Inp_Signal_MA_Period); + signal.Shift(Inp_Signal_MA_Shift); + signal.Method(Inp_Signal_MA_Method); + signal.Applied(Inp_Signal_MA_Applied); +//--- Check signal parameters + if(!signal.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error signal parameters"); + ExtExpert.Deinit(); + return(-4); + } +//--- Creation of trailing object + CTrailingPSAR *trailing=new CTrailingPSAR; + if(trailing==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating trailing"); + ExtExpert.Deinit(); + return(-5); + } +//--- Add trailing to expert (will be deleted automatically)) + if(!ExtExpert.InitTrailing(trailing)) + { + //--- failed + printf(__FUNCTION__+": error initializing trailing"); + ExtExpert.Deinit(); + return(-6); + } +//--- Set trailing parameters + trailing.Step(Inp_Trailing_ParabolicSAR_Step); + trailing.Maximum(Inp_Trailing_ParabolicSAR_Maximum); +//--- Check trailing parameters + if(!trailing.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error trailing parameters"); + ExtExpert.Deinit(); + return(-7); + } +//--- Creation of money object + CMoneySizeOptimized *money=new CMoneySizeOptimized; + if(money==NULL) + { + //--- failed + printf(__FUNCTION__+": error creating money"); + ExtExpert.Deinit(); + return(-8); + } +//--- Add money to expert (will be deleted automatically)) + if(!ExtExpert.InitMoney(money)) + { + //--- failed + printf(__FUNCTION__+": error initializing money"); + ExtExpert.Deinit(); + return(-9); + } +//--- Set money parameters + money.DecreaseFactor(Inp_Money_SizeOptimized_DecreaseFactor); + money.Percent(Inp_Money_SizeOptimized_Percent); +//--- Check money parameters + if(!money.ValidationSettings()) + { + //--- failed + printf(__FUNCTION__+": error money parameters"); + ExtExpert.Deinit(); + return(-10); + } +//--- Tuning of all necessary indicators + if(!ExtExpert.InitIndicators()) + { + //--- failed + printf(__FUNCTION__+": error initializing indicators"); + ExtExpert.Deinit(); + return(-11); + } +//--- succeed + return(INIT_SUCCEEDED); + } +//+------------------------------------------------------------------+ +//| Deinitialization function of the expert | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + ExtExpert.Deinit(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "tick" | +//+------------------------------------------------------------------+ +void OnTick(void) + { + ExtExpert.OnTick(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "trade" | +//+------------------------------------------------------------------+ +void OnTrade(void) + { + ExtExpert.OnTrade(); + } +//+------------------------------------------------------------------+ +//| Function-event handler "timer" | +//+------------------------------------------------------------------+ +void OnTimer(void) + { + ExtExpert.OnTimer(); + } 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