Backup ...

This commit is contained in:
2025-02-24 19:20:10 +03:30
parent a0307177a0
commit 8b79f5c87e
373 changed files with 175584 additions and 0 deletions
@@ -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();
}
//
};
//
@@ -0,0 +1,35 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XChartObjects
// Description: provides all require Chart Objects ...
//
//
// 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 "../../Classes/x-saherelm.x-cobject.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
enum ENUM_X121SMC_CHARTOBJECTS
{
X_121_NONE_OBJ
};
//
// Implementations ...
@@ -0,0 +1,63 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XC121Panel
// 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-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:
//
};
//
@@ -0,0 +1,802 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XC121SMCCycleHelper
// 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-bar.analyser.class.mq5"
#include "../../Classes/x-saherelm.x-poi.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
//
// Implementations ...
enum ENUM_X_CYCLES
{
X_CYCLE_NONE,
X_CYCLE_TRIGGER,
X_CYCLE_DECISION,
X_CYCLE_ANALYSE,
X_CYCLE_VERIFICATION,
X_CYCLE_CONSOLIDATION,
X_CYCLE_VISION,
};
string ToString(ENUM_X_CYCLES value)
{
//
string result = EnumToString(value);
//
StringReplace(result, "X_CYCLE_", "");
//
return result;
}
enum ENUM_X_CYCLE_EVENTS
{
SAR_CHANGE_DETECTED,
NEW_PEAK_DETECTED,
NEW_VALE_DETECTED,
PIVOT_POINT_DETECTED,
VWAP_ORDER_CHANGE_ETECTED,
VWAP_STATE_CHANGE_DETCTED,
CONSOLIDATION_BREAKED_DETECTED,
PEAK_PIVOT_STARTED,
PEAK_PIVOT_ENDED,
VALE_PIVOT_STARTED,
VALE_PIVOT_ENDED,
};
class XC121SMCCycleHelper : public XCBase
{
//
public:
//
// Props ...
//
// X121 ...
XCX121Helper *mX121Helper;
//
// POI Detector ...
XCPOIDrawer *mPOIDrawer;
XCPOIDetector *mPOIDetector;
//
// Bar Analyser
XCBarAnalyser *mBarAnalyser;
//
// Constructor(s) ...
XC121SMCCycleHelper()
{
Default();
}
//
// Deconstructor ...
~XC121SMCCycleHelper()
{
DeInit();
}
//
// Getter/Setter(s) ...
//
int CountConsolidationZones()
{
return ArraySize(mConsolidationZones);
}
//
bool HasConsolidationZones()
{
return HasChild(mConsolidationZones);
}
//
bool GetConsolidationZone(
int idx,
XConsolidationZone &zone //
)
{
//
bool result = false;
//
zone.Clean();
//
result = HasConsolidationZones();
if (!result)
{
return result;
}
//
int count = CountConsolidationZones();
result = idx >= 0 &&
idx < count;
if (!result)
{
return result;
}
//
zone = mConsolidationZones[idx];
result = zone.IsValid();
//
return result;
}
//
bool GetLastDirectionalConsolidationZone(
ENUM_X_DIRECTION forDir,
XConsolidationZone &zone //
)
{
//
bool result = false;
//
zone.Clean();
//
result = HasDirection(forDir);
if (!result)
{
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);
}
//
};
File diff suppressed because it is too large Load Diff
File diff suppressed because it is too large Load Diff
@@ -0,0 +1,974 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name:
// Description: provide all Global Guarding 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.lib.mq5"
//
XConsolidationZone x121SMCConsolidationZone;
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;
}
Binary file not shown.
@@ -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;
}
//
File diff suppressed because it is too large Load Diff
File diff suppressed because it is too large Load Diff
File diff suppressed because it is too large Load Diff