From 903c4062e1e18ce5d81ac285ea05338f25122c2f Mon Sep 17 00:00:00 2001 From: Hadi Khazaee Asl Date: Mon, 23 Dec 2024 19:31:05 +0330 Subject: [PATCH] bkp ... --- .../Classes/x-saherelm.base.class.mq5 | 97 + .../Classes/x-saherelm.x-account.class.mq5 | 398 + .../Classes/x-saherelm.x-alert.class.mq5 | 1577 ++ .../Classes/x-saherelm.x-app-dialog.class.mq5 | 275 + .../x-saherelm.x-bar.analyser.class.mq5 | 2195 +++ .../Classes/x-saherelm.x-cobject.class.mq5 | 2502 +++ .../Classes/x-saherelm.x-expert.class.mq5 | 927 ++ .../Classes/x-saherelm.x-helper.class.mq5 | 148 + .../Classes/x-saherelm.x-http.class.mq5 | 373 + .../Classes/x-saherelm.x-md5.class.mq5 | 445 + .../Classes/x-saherelm.x-poi.class.mq5 | 4370 +++++ .../Classes/x-saherelm.x-poi.drawer.class.mq5 | 2629 +++ .../Classes/x-saherelm.x-trade.class.mq5 | 3924 +++++ .../Experts/x-saherelm.x-121.smc.ea.ex5 | Bin 0 -> 1083774 bytes .../Experts/x-saherelm.x-121.smc.ea.mq5 | 363 + .../Helpers/x-saherelm.x121.helper.mq5 | 4289 +++++ .../Helpers/x-saherelm.x3ma.helper.mq5 | 758 + .../Helpers/x-saherelm.x3vwap.helper.mq5 | 1150 ++ .../Helpers/x-saherelm.xcc.helper.mq5 | 245 + .../Helpers/x-saherelm.xchsar.helper.mq5 | 1267 ++ .../Helpers/x-saherelm.xct.helper.mq5 | 230 + .../Helpers/x-saherelm.xpv.helper.mq5 | 3237 ++++ BKPS/14031003/Indicators/x-saherelm.x121.ex5 | Bin 0 -> 66444 bytes BKPS/14031003/Indicators/x-saherelm.x121.mq5 | 2241 +++ BKPS/14031003/Indicators/x-saherelm.xcc.ex5 | Bin 0 -> 13184 bytes BKPS/14031003/Indicators/x-saherelm.xcc.mq5 | 437 + BKPS/14031003/Indicators/x-saherelm.xct.ex5 | Bin 0 -> 18038 bytes BKPS/14031003/Indicators/x-saherelm.xct.mq5 | 262 + .../Libraries/x-saherelm.common.lib.mq5 | 13367 ++++++++++++++++ .../Libraries/x-saherelm.draw.lib.mq5 | 2620 +++ .../Libraries/x-saherelm.x-poi.lib.ex5 | Bin 0 -> 7886 bytes .../Libraries/x-saherelm.x-poi.lib.mq5 | 4788 ++++++ .../Libraries/x-saherelm.x-trade.lib.mq5 | 5769 +++++++ .../Classes/x-121.smc.base.strategy.class.mq5 | 1644 ++ 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BKPS/14031003/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Classes/x-121.smc.cobjects.class.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Classes/x-121.smc.ea.panel.class.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.ex5 create mode 100644 BKPS/14031003/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Classes/x-121.smc.x-tradehandler.class.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Experts/x-121.smc.expert.class.ex5 create mode 100644 BKPS/14031003/X121SMCEA/Experts/x-121.smc.expert.class.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Libraries/x-121.smc.lib.ex5 create mode 100644 BKPS/14031003/X121SMCEA/Libraries/x-121.smc.lib.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Signals/x-121.smc.test.signal.class.mq5 create mode 100644 BKPS/14031003/X121SMCEA/Strategy/x-121.smc.test.strategy.class.ex5 create mode 100644 BKPS/14031003/X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5 diff --git a/BKPS/14031003/Classes/x-saherelm.base.class.mq5 b/BKPS/14031003/Classes/x-saherelm.base.class.mq5 new file mode 100644 index 0000000..b367dbe --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.base.class.mq5 @@ -0,0 +1,97 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 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(); + + // + // Retrieve Class Token ... + virtual string GetToken(); + + // + // 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 + ? "---------------" + separator + + "Scores:" + separator + + "---------------" + separator + + "Bullish: " + ToString(bullishScore) + separator + + "Bearish: " + ToString(bearishScore) + separator + + "---------------" + separator + : "") + + "" + // + ; + + // + return result; +} + +// diff --git a/BKPS/14031003/Classes/x-saherelm.x-account.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-account.class.mq5 new file mode 100644 index 0000000..c451091 --- /dev/null +++ b/BKPS/14031003/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/14031003/Classes/x-saherelm.x-alert.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-alert.class.mq5 new file mode 100644 index 0000000..2c7ef5e --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-alert.class.mq5 @@ -0,0 +1,1577 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// ---------------------------------------------- +// Name: XSCAlert +// Description: provides all Alerts 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" + +// +// 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; + } + + // + // 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 ... + protected: + // + // Alert ... + XCAlert *mAlert; + + // + // Private ... + private: +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Classes/x-saherelm.x-app-dialog.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-app-dialog.class.mq5 new file mode 100644 index 0000000..6bfa4d9 --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-app-dialog.class.mq5 @@ -0,0 +1,275 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// -------------------------------------- +// Name: XCPanel +// 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 + +// +#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/14031003/Classes/x-saherelm.x-bar.analyser.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-bar.analyser.class.mq5 new file mode 100644 index 0000000..ea635ad --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-bar.analyser.class.mq5 @@ -0,0 +1,2195 @@ +/////////////////////////////////////////////////////// +// +// 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 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, + 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; + } + + // + int consolidationRange = 30; + 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 = bar.HasBullishTrend( + tmpHSW, + tmpLSW, + true // + ); + + // + bool trend2 = bar.HasBullishTrend( + 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 = bar.HasBearishTrend( + tmpHSW, + tmpLSW, + true // + ); + + // + bool trend2 = bar.HasBearishTrend( + 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 + : iBar.IsHammer(); + if (isHammer) + { + founded++; + } + + // + bool isMorningStar = + !checkMorningStar + ? false + : iBar.IsMorningStar(); + if (isMorningStar) + { + founded++; + } + + // + bool isBullishMarubozu = + !checkBullishMarubozu + ? false + : iBar.IsBullishMarubozu(); + if (isBullishMarubozu) + { + founded++; + } + + // + bool isBullishEngulfing = + !checkBullishEngulfing + ? false + : iBar.IsBullishEngulfing(); + 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 + : iBar.IsShootingStar(); + if (isShootingStar) + { + founded++; + } + + // + bool isEveningStar = + !checkEveningStar + ? false + : iBar.IsEveningStar(); + if (isEveningStar) + { + founded++; + } + + // + bool isBearishMarubozu = + !checkBearishMarubozu + ? false + : iBar.IsBearishMarubozu(); + if (isBearishMarubozu) + { + founded++; + } + + // + bool isBearishEngulfing = + !checkBearishEngulfing + ? false + : iBar.IsBearishEngulfing(); + 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 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); + + // + 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 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; + } + + // + // 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; + } + + // + protected: + // + + // + private: + // + + // + // Props ... + + // + // Actions ... + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Classes/x-saherelm.x-cobject.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-cobject.class.mq5 new file mode 100644 index 0000000..26fc987 --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-cobject.class.mq5 @@ -0,0 +1,2502 @@ +/////////////////////////////////////////////////////// +// +// 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 "../Libraries/x-saherelm.x-poi.lib.mq5" +#include "../Libraries/x-saherelm.x-trade.lib.mq5" + +// +#include +#include +#include +#include +#include + +// +// Definitions ... + +enum ENUM_XCHARTOBJECTS +{ + // + // Global ... + X_ZONE_OBJ = 7860, + X_FROM_TO_OBJ = 7861, + X_BAR_ARROW_OBJ = 7862, + // + X_SIGNAL_OBJ = 8860, + X_TREND_OBJ = 8861, + // + // 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_SL, + X_TP +}; + +// +// 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() + // + ; + 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 string name, + const int window, + XSignal &signal // + ) + { + // + bool result = false; + + // + result = IsValid(name) && + signal + .IsValid(); + if (!result) + { + return result; + } + + // + 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; + } + + // + // 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(); + 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); + } + + // + // 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; +}; + +// +// 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; + } + + // + 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; + } + + // + string lblName = "LBL_" + name; + result = mLabel.Create( + chart_id, + lblName, + window, + from, + zone.high // + ); + if (!result) + { + return result; + } + + // + mLabel.Description(ToString(zone.percent) + "%"); + + // + 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) + { + mLabel.Color(value); + } + + /** + * Set Label Size ... + * + * @param value: Integer ... + */ + void LabelSize(int value) + { + mLabel.FontSize(value); + } + + /** + * Set Label Font ... + * + * @param value: String ... + */ + void LabelFont(string value) + { + mLabel.Font(value); + } + + /** + * Set Label Angle ... + * + * @param value: double ... + */ + void LabelAngle(double value) + { + mLabel.Angle(value); + } + + // + private: + // + // Props ... + CChartObjectRectangle mRect; + CChartObjectLabel mLabel; + + // +}; +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 > iSpecs.percent; + if (isSpecValidForZone) + { + spec = iSpecs; + } + } + + // + result = spec.IsValid(); + + // + return result; + } + + // + private: + // + // Props ... + CArrayObj mZones; + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Classes/x-saherelm.x-expert.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-expert.class.mq5 new file mode 100644 index 0000000..db538a7 --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-expert.class.mq5 @@ -0,0 +1,927 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 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" +#include "../Helpers/x-saherelm.xcc.helper.mq5" +#include "../Helpers/x-saherelm.xct.helper.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() + { + } + + // + // 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; + } + + /** + * Get Slippage ... + * + * @return ( int ) + */ + int Slippage() + { + return mSlippage; + } + + /** + * Set Slippage ... + * + * @param value: Integer ... + */ + void Slippage(int value) + { + mSlippage = value; + } + + /** + * Get Tag Prefix ... + * + * @return ( string ) + */ + string TagPrefix() + { + return mTagPrefix; + } + + /** + * Set Tag Prefix ... + * + * @param value: String ... + */ + void TagPrefix(string value) + { + mTagPrefix = value; + } + + // + // 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; + } + + /** + * Get Symbol ... + * + * @return ( string ) + */ + string GetSymbol() + { + return mSymbol; + } + + /** + * Set Symbol ... + * + * @param value: String ... + */ + void SetSymbol(string value) + { + mSymbol = value; + } + + /** + * 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; + } + + /** + * Get Multi Provided Symbols ... + * + * @return ( string ) + */ + string Symbols() + { + return mSymbols; + } + + /** + * Set Multi Provided Symbols ... + * + * @param value: String ... + */ + void Symbols(string value) + { + mSymbols = value; + } + + // + // Signalling ... + + /** + * Get Force Disable Signalling ... + * + * @return ( bool ) + */ + bool Disabled() + { + return mDisabled; + } + + /** + * Set Force Disable Signalling ... + * + * @param value: Boolean ... + */ + void Disabled(bool value) + { + mDisabled = value; + } + + /** + * Get Allow Long Signals ... + * + * @return ( bool ) + */ + bool AllowLong() + { + return mAllowLong; + } + + /** + * Set Allow Long Signals ... + * + * @param value: Boolean ... + */ + void AllowLong(bool value) + { + mAllowLong = value; + } + + /** + * Get Allow Short Signalling ... + * + * @return ( bool ) + */ + bool AllowShort() + { + return mAllowShort; + } + + /** + * Set Allow Short Signalling ... + * + * @param value: Boolean ... + */ + void AllowShort(bool value) + { + mAllowShort = value; + } + + // + // 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; + } + + /** + * 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; + } + + /** + * 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; + } + + /** + * 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; + } + + // + // 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(); + } + + /** + * 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 ... + + // + // Bar Timer ... + XCTInputs ctInputs; + ctInputs.Default(); // Default Configurations ... + mCTHelper = new XCXCTHelper(); + result = mCTHelper.Init( + _Symbol, + _Period, + ctInputs // + ); + if (!result) + { + return result; + } + + // + // Bar Styles ... + XCCInputs ccInputs; + ccInputs.Default(); // Default Configurations ... + mCCHelper = new XCXCCHelper(); + result = mCCHelper.Init( + _Symbol, + _Period, + ccInputs // + ); + if (!result) + { + return result; + } + + // + // Create Trader Instance and Configure it ... + mTrader = new XCTrade( + mSlippage, + mMagicNumber // + ); + + // + return result; + } + + /** + * Destroy Initialized Requirements ... + */ + virtual void DestroyEA() + { + // + delete mCTHelper; + delete mCCHelper; + } + + /** + * 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 // + ) + { + } + + /** + * Do All Signalling Processing Here ... + */ + virtual void HandleStrategiesOnTick() + { + } + + // + // Time Handlers ... + + virtual void HandleOnNewMonth() + { + } + + virtual void HandleOnNewWeek() + { + } + + virtual void HandleOnNewDay() + { + } + + virtual void HandleOnNewHour() + { + } + + /** + * 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 ... + XCXCTHelper *mCTHelper; // Bar Timer Indicator Helper class ... + XCXCCHelper *mCCHelper; // Chart Styler Indicator Helper Class ... + + // + // 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/14031003/Classes/x-saherelm.x-helper.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-helper.class.mq5 new file mode 100644 index 0000000..8aa63e8 --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-helper.class.mq5 @@ -0,0 +1,148 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// ---------------------------------------------- +// Name: XSCBaseHelper +// Description: provides all Base 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 + +// +// Includes ... +#include "../Classes/x-saherelm.base.class.mq5" + +// +// Definitions ... + +// +// a Class for Handle base requirements ... +// for indicators ... +class XCBaseHelper : public XCBase +{ + // + // Public ... + public: + // + // Constructor ... + void XCBaseHelper( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period // Trading Time Frame + ) + { + // + mSymbol = symbol; + mPeriod = period; + } + + // + // Deconstructor ... + void ~XCBaseHelper() + { + // + IndicatorRelease(mHandler); + } + + // + // Setter(s) / Getter(s) ... + + // + // Symbol ... + string GetSymbol() + { + return mSymbol; + } + + // + // Period ... + ENUM_TIMEFRAMES GetPeriod() + { + return mPeriod; + } + + // + // Retrieve Bars ... + int CountBars() + { + // + int result = + Bars( + mSymbol, + mPeriod + // + ); + + // + return result; + } + + // + // Retrieve Indicator Calculated Bars ... + int CountCalculatedBars() + { + return BarsCalculated(mHandler); + } + + // + // Generate Tag ... + virtual string GetTag() + { + // + string result = NULL; + + // + result = + // + GetToken() + + "[" + + GetSymbol() + "|" + + ToString(GetPeriod()) + + "]" + // + ; + + // + return result; + } + + // + // Functions ... + + // + // Protected ... + protected: + // + // Props ... + + // + // Symbol ... + string mSymbol; + + // + // Period ... + ENUM_TIMEFRAMES mPeriod; + + // + // Indicator Handler ... + int mHandler; + + // + // Private ... + private: + // +}; + +// +// Tools .... \ No newline at end of file diff --git a/BKPS/14031003/Classes/x-saherelm.x-http.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-http.class.mq5 new file mode 100644 index 0000000..631532f --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-http.class.mq5 @@ -0,0 +1,373 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// ---------------------------------------------- +// Name: XSCHttp +// Description: provides all HTTP 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 + +// +// Definitions ... + +// +enum X_HTTP_METHOD +{ + X_HTTP_GET, + X_HTTP_POST +}; + +// +// Imports ... + +// +// Includes ... +#include "../Classes/x-saherelm.base.class.mq5" +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// a Class for Manage Account ... +class XCHttp : public XCBase +{ + // + // Public ... + public: + // + // Constructor ... + void XCHttp() + { + XCHttp("", 10000); + } + void XCHttp( + string path, // Base Folder to Store Data + int timeout // base timeout for Requests + ) + { + // + Path(path); + Timeout(timeout); + } + + // + // Deconstructor ... + void ~XCHttp() + { + } + + // + // Properties Getter(s) / Setter(s) ... + + // + // Path ... + void Path(string value) + { + // + mPath = value; + + // + if (!IsValid(mPath)) + { + mPath = GetTag(); + } + } + + string Path() + { + return mPath; + } + + // + // Timeout ... + void Timeout(int value) + { + mTimeout = value; + } + + // + int Timeout() + { + return mTimeout; + } + + // + // Error ... + int Error() + { + return mError; + } + + // + // Response ... + string Response() + { + return mResponse; + } + + // + // Overrides ... + string GetTag() override + { + return GetSpecificToken(this); + } + + // + // Tools ... + + // + // Send Global Request ... + int SendRequest( + X_HTTP_METHOD method, // Httm Request Method + const string url, // Server Address + const string headers, // Headers providing + const char &payload[], // the Data which needs to Send + char &response[], // Response of request + string responseHeaders, // Response Headers + int timeout = 500 // Timeout for response default is 500 + ) + { + // + int result = -1; + + // + string strMethod = ToString(method); + if (StringLen(strMethod) == 0) + { + return result; + } + + // + // Reset State ... + ResetState(); + + // + result = WebRequest( + strMethod, + url, + headers, + timeout, + payload, + response, + responseHeaders); + + // + if (result < 0) + { + mError = GetLastError(); + } + else + { + mResponse = CharArrayToString(response); + } + + // + return result; + } + + // + // Get Request ... + int GetRequest( + const string url, // Server Address + const string headers, // Headers providing + const char &payload[], // the Data which needs to Send + char &response[], // Response of request + string responseHeaders, // Response Headers + int timeout = 500 // Timeout for response default is 500 + ) + { + // + int result = SendRequest( + X_HTTP_GET, + url, + headers, + payload, + response, + responseHeaders, + timeout); + + // + return result; + } + + // + // Post Request ... + int PostRequest( + const string url, // Server Address + const string headers, // Headers providing + const char &payload[], // the Data which needs to Send + char &response[], // Response of request + string responseHeaders, // Response Headers + int timeout = 500 // Timeout for response default is 500 + ) + { + // + int result = SendRequest( + X_HTTP_POST, + url, + headers, + payload, + response, + responseHeaders, + timeout); + + // + return result; + } + + // + // Handle Download Specific URL Content to Specific Path and File Name ... + bool Download( + string url, // the URL address which going to download + string fileName // Specify Destination file name to Store Response + ) + { + // + bool result = false; + + // + string filePath = GetFilePath(fileName); + string cookie = NULL; + string referer = NULL; + int timeout = Timeout(); + + // + char payload[]; + string headers; + char response[]; + string responseHeaders; + + // + // Send Request ... + int requestResult = GetRequest( + url, + headers, + payload, + response, + responseHeaders, + timeout); + + // + // Define File Handler ... + int mFileHandler = FileOpen( + filePath, + FILE_WRITE | FILE_BIN); + if (mFileHandler == INVALID_HANDLE) + { + // + mError = GetLastError(); + return result; + } + + // + // Write Response to File ... + uint writed = FileWriteArray( + mFileHandler, + response, + 0, + ArraySize(response)); + FileFlush(mFileHandler); + FileClose(mFileHandler); + + // + result = writed > 0; + + // + return result; + } + + // + // END Provided Functions ... + // + + // + // Protected ... + protected: + // + // Destintion Folder Path ... + string mPath; + + // + // WEB Request Timeout Value ... + int mTimeout; + + // + // WEB Request's Response ... + string mResponse; + + // + // Error Value ... + int mError; + + // + // Private ... + private: + // + // Reset Errors State ... + void ResetState() + { + // + // Reset Errors ... + mError = -1; + mResponse = ""; + ResetLastError(); + } + + // + // Generate Full File Path ... + string GetFilePath(string fileName) + { + // + string result = ""; + + // + result = + // + Path() + "\\" + fileName + // + ; + + // + return result; + } +}; + +// +// Tools ... + +// +// Convert enum to String ... +string ToString(X_HTTP_METHOD method) +{ + // + string result = ""; + + // + switch (method) + { + // + case X_HTTP_GET: + result = "GET"; + break; + + // + case X_HTTP_POST: + result = "POST"; + break; + } + + // + return result; +} + +// \ No newline at end of file diff --git a/BKPS/14031003/Classes/x-saherelm.x-md5.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-md5.class.mq5 new file mode 100644 index 0000000..e5cc201 --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-md5.class.mq5 @@ -0,0 +1,445 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// ---------------------------------------------- +// Name: XSCMD5 +// Description: Provides MD5 Hashing 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 ... +// + +// +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/14031003/Classes/x-saherelm.x-poi.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-poi.class.mq5 new file mode 100644 index 0000000..c7d77ac --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-poi.class.mq5 @@ -0,0 +1,4370 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// -------------------------------------- +// Name: XPOI +// Description: Provides Point of Interests ... +// - Swing Highs; +// - Swing Lows; +// +// 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.drawer.class.mq5" +#include "../Libraries/x-saherelm.x-poi.lib.mq5" + +// +#include + +// +// 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 // + ); + + // + // 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 swingRange = SwingRange(); + if (swingRange > 0) + { + // + XOHCL swingBar; + isInited = swingBar.Init( + symbol, + period, + zIndex + swingRange // + ); + 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(); + } + + // + // 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 // + ); + + // + // XCSwingHighObject *iObj; + // bool isCreated = mDrawer.CreateSwingHigh( + // swing, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCSwingLowObject *iObj; + // bool isCreated = mDrawer.CreateSwingLow( + // swing, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // + // XCBullishMomentumObject *iObj; + // bool isCreated = mDrawer.CreateBullishMomentumBar( + // momentumBar, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // + // XCBearishMomentumObject *iObj; + // bool isCreated = mDrawer.CreateBearishMomentumBar( + // momentumBar, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCBullishRejectionObject *iObj; + // bool isCreated = mDrawer.CreateBullishRejectionBar( + // rejectionBar, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // + // XCBearishRejectionObject *iObj; + // bool isCreated = mDrawer.CreateBearishRejectionBar( + // rejectionBar, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCSupportZoneObject *iObj; + // bool isCreated = mDrawer.CreateSupportZone( + // support, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCResistanceZoneObject *iObj; + // bool isCreated = mDrawer.CreateResistanceZone( + // resistance, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCSupplyZoneObject *iObj; + // bool isCreated = mDrawer.CreateSupplyZone( + // supply, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCDemandZoneObject *iObj; + // bool isCreated = mDrawer.CreateDemandZone( + // demand, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCBullishOrderBlockObject *iObj; + // bool isCreated = mDrawer.CreateBullishOrderBlock( + // ob, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCBearishOrderBlockObject *iObj; + // bool isCreated = mDrawer.CreateBearishOrderBlock( + // ob, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCBullishFairValueGapObject *iObj; + // bool isCreated = mDrawer.CreateBullishFairValueGap( + // fvg, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 // + ); + + // // + // XCBearishFairValueGapObject *iObj; + // bool isCreated = mDrawer.CreateBearishFairValueGap( + // fvg, + // iObj // + // ); + // if (isCreated) + // { + // AddObjectIfNotExists(iObj); + // } + } + } + + // + 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 swingRange = SwingRange(); + if (swingRange > 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 = + swingRange > 0 + ? swingHighsCount < requiredPOIs + : false; + bool canContinueSwingLows = + swingRange > 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 result; + } + + // + mTicksZone = new XCTicksZone(); + result = mTicksZone.Init( + startBar, + bar // + ); + if (!result) + { + // + mTicksZone = NULL; + return result; + } + + // // + // if (mTicksZoneObject != NULL) + // { + // mTicksZoneObject.Destroy(); + // } + // mDrawer.CreateTicksZone( + // mTicksZone, + // mTicksZoneObject // + // ); + + // + return result; + } + + // + // Liquidity Zones ... + + // + // Sell Side ... + + // + // Buy Side ... + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Classes/x-saherelm.x-poi.drawer.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-poi.drawer.class.mq5 new file mode 100644 index 0000000..abff976 --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-poi.drawer.class.mq5 @@ -0,0 +1,2629 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// -------------------------------------- +// Name: XPOIDrawer +// 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" + +// +// Definitions ... +class XCPOIDrawer : public XCBase +{ + // + public: + // + + // + // Constructor ... + void XCPOIDrawer() + { + // + Default(); + } + + // + // Deconstructor ... + void ~XCPOIDrawer() + { + } + + // + // 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; + } + + // + // 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); + + // + 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; + } + + // + // 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; + } + + // + // 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; + + // + result = zone.IsValid(); + 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 XCTicksZoneObject(); + result = object.Create( + chartID, + window, + zone, + mTicksZoneSpecs, + prefix // + ); + + // + if (!result) + { + return result; + } + + // + return result; + } + + // + protected: + // + + // + private: + // + + // + // Props ... + + // + string mPrefix; // Prefix of Created Objects ... + long mChartIdentification; // Chart Id ... + int mSubWindowIdentification; // Sub Window ... + + // + // 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/14031003/Classes/x-saherelm.x-trade.class.mq5 b/BKPS/14031003/Classes/x-saherelm.x-trade.class.mq5 new file mode 100644 index 0000000..badfc21 --- /dev/null +++ b/BKPS/14031003/Classes/x-saherelm.x-trade.class.mq5 @@ -0,0 +1,3924 @@ +/////////////////////////////////////////////////////// +// +// 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; + + // + 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 = mSignal.GetSpread(); + 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 + ) + { + // + return result + .ByIndex(index); + } + + // + // Retrieve Specific Position by Ticket ... + bool GetPosition( + ulong ticket, // Specified Ticket + XPosition &result // Hold's Result + ) + { + // + return result + .ByTicket(ticket); + } + + // + 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 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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/14031003/Helpers/x-saherelm.x121.helper.mq5 b/BKPS/14031003/Helpers/x-saherelm.x121.helper.mq5 new file mode 100644 index 0000000..9f4c5ca --- /dev/null +++ b/BKPS/14031003/Helpers/x-saherelm.x121.helper.mq5 @@ -0,0 +1,4289 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XCX121Helper +// 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 ... +enum ENUM_X121_BUFFERS +{ + // + // Main Buffers ... + X121_PEAKS_LINE = 0, + X121_VALES_LINE = 1, + X121_SAR_LINE = 2, + X121_VWAP_FAST_LINE = 3, + X121_VWAP_MID_LINE = 5, + X121_VWAP_SLOW_LINE = 7, + X121_DON_OPEN_UPPER_LINE = 9, + X121_DON_OPEN_LOWER_LINE = 10, + X121_DON_HIGH_UPPER_LINE = 11, + X121_DON_HIGH_LOWER_LINE = 12, + X121_DON_LOW_UPPER_LINE = 13, + X121_DON_LOW_LOWER_LINE = 14, + X121_DON_CLOSE_UPPER_LINE = 15, + X121_DON_CLOSE_LOWER_LINE = 16, + X121_FIB_LEVEL_1_LINE = 17, + X121_FIB_LEVEL_2_LINE = 18, + X121_FIB_LEVEL_3_LINE = 19, + X121_FIB_LEVEL_4_LINE = 20, + X121_FIB_LEVEL_5_LINE = 21, + // + // Data Buffers ... + // + // XPV Data ... + X121_CURRENT_HH_LINE = 22, + X121_CURRENT_LL_LINE = 23, + X121_SHORT_HH_LINE = 24, + X121_SHORT_LL_LINE = 25, + X121_MEDIUM_HH_LINE = 26, + X121_MEDIUM_LL_LINE = 27, + X121_LONG_HH_LINE = 28, + X121_LONG_LL_LINE = 29, + X121_HIND_HH_LINE = 30, + X121_HIND_LL_LINE = 31, + // + // VWAP Data ... + X121_VWAP_VOLUME_LINE = 32, + X121_VWAP_PRICE_LINE = 33, + X121_VWAP_FAST_STATE_LINE = 34, + X121_VWAP_MID_STATE_LINE = 35, + X121_VWAP_SLOW_STATE_LINE = 36, + // + // VALID PEAKS and VALES ... + X121_VALID_PEAKS_LINE = 37, + X121_VALID_VALES_LINE = 38, +}; + +// +enum ENUM_XVWAP_STATES +{ + // + XVWAP_STATE_BULLISH = 1, + XVWAP_STATE_BEARISH = 2, + XVWAP_STATE_NEUTURAL = 3, +}; + +// +// Inputs ... +struct X121Inputs +{ + // + // Props ... + + // + // Cycles ... + + // + // 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 + + // + // Paraboli Sar Detection ... + double sarStep; // Step + double sarMax; // Maximum + + // + // VWap Detection ... + int vwapFastLength; // Fast Length + int vwapMidLength; // Mid Length + int vwapSlowLength; // Slow Length + ENUM_APPLIED_PRICE vwapAppliedTo; // Applied To + + // + // Donchain Detection ... + int donchainLength; // Donchain Length + + // + // Fibonacci ... + double fiboLevel1; // Fibio 1st Level + double fiboLevel2; // Fibio 2st Level + double fiboLevel3; // Fibio 3rd Level + double fiboLevel4; // Fibio 4th Level + double fiboLevel5; // Fibio 5th Level + + // + // Presentation ... + + // + int startCalculationForLastBars; // Calculate Last n Bars + + // + int sarArrowCode; // Parabolic Sar Arrow Code + int peaksArrowCode; // Peaks Arrow Code + int valesArrowCode; // Vales Arrow Code + + // + // Global ... + bool showSar; // Show Parabolic Sar + bool showPeaks; // Show Peaks + bool showVales; // Show Vales + bool showVWap; // Show VWap + bool showDonchain; // Show Donchain + + // + // Fibonachi Presentation ... + bool showFibo1Levels; // Show Fibo 1st Level + bool showFibo2Levels; // Show Fibo 2nd Level + bool showFibo3Levels; // Show Fibo 3rd Level + bool showFibo4Levels; // Show Fibo 4th Level + bool showFibo5Levels; // Show Fibo 5th Level + + // + // VWap Presentation ... + bool showVWapFast; // Show VWap Fast + bool showVWapMedium; // Show VWap Medium + bool showVWapSlow; // Show VWap Slow + + // + // Donchain Presentation ... + + // + 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 ... + X121Inputs() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Cycles ... + + // + // 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; + + // + // Paraboli Sar Detection ... + sarStep = 0; + sarMax = 0; + + // + // VWap Detection ... + vwapFastLength = 0; + vwapMidLength = 0; + vwapSlowLength = 0; + vwapAppliedTo = PRICE_CLOSE; + + // + // Donchain Detection ... + donchainLength = 0; + + // + // Fibonacci ... + fiboLevel1 = 0; + fiboLevel2 = 0; + fiboLevel3 = 0; + fiboLevel4 = 0; + fiboLevel5 = 0; + + // + // Presentation ... + + // + startCalculationForLastBars = 0; + + // + sarArrowCode = 0; + peaksArrowCode = 0; + valesArrowCode = 0; + + // + // Globals ... + showSar = false; + showPeaks = false; + showVales = false; + showVWap = false; + showDonchain = false; + + // + // Fibonachi Presentation ... + showFibo1Levels = false; + showFibo2Levels = false; + showFibo3Levels = false; + showFibo4Levels = false; + showFibo5Levels = false; + + // + // VWap Presentation ... + showVWapFast = false; + showVWapMedium = false; + showVWapSlow = false; + + // + // Donchain Presentation ... + + // + showUpper = false; + showLower = false; + + // + showOpen = false; + showHigh = false; + showClose = false; + showLow = false; + } + + /** + * Set Default Values ... + */ + void Default() + { + // + // Cycles ... + + // + // 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; + + // + // Paraboli Sar Detection ... + sarStep = 0.02; + sarMax = 0.2; + + // + // VWap Detection ... + vwapFastLength = 20; + vwapMidLength = 40; + vwapSlowLength = 60; + vwapAppliedTo = PRICE_CLOSE; + + // + // Donchain Detection ... + donchainLength = 40; + + // + // Fibonacci ... + fiboLevel1 = 0.236; + fiboLevel2 = 0.382; + fiboLevel3 = 0.5; + fiboLevel4 = 0.618; + fiboLevel5 = 0.764; + + // + // Presentation ... + + // + startCalculationForLastBars = 1500; + + // + sarArrowCode = 159; + peaksArrowCode = 159; + valesArrowCode = 159; + + // + // Globals ... + showSar = true; + showPeaks = true; + showVales = true; + showVWap = true; + showDonchain = true; + + // + // Fibonachi Presentation ... + showFibo1Levels = false; + showFibo2Levels = false; + showFibo3Levels = true; + showFibo4Levels = false; + showFibo5Levels = false; + + // + // VWap Presentation ... + showVWapFast = true; + showVWapMedium = true; + showVWapSlow = true; + + // + // Donchain Presentation ... + + // + showUpper = true; + showLower = true; + + // + showOpen = true; + showHigh = false; + showClose = true; + showLow = false; + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + // PSAR ... + sarMax > 0 && + sarStep > 0 && + sarMax > sarStep && + // + // XDON ... + donchainLength > 0 && + // + // VWAP ... + vwapFastLength > 2 && + vwapMidLength > vwapFastLength && + vwapSlowLength > vwapMidLength && + // + // XPV ... + (IsValid(scMethod, scPeriod) && + IsValid(mcMethod, mcPeriod) && + IsValid(lcMethod, lcPeriod) && + IsValid(hcMethod, hcPeriod)) + // + ; + + // + return result; + } + + /** + * Extract Max Input Length ... + * + * @return ( int ) + */ + int Max() + { + // + int result = 0; + + // + // XVWAP ... + result = MathMax(result, vwapFastLength); + result = MathMax(result, vwapMidLength); + result = MathMax(result, vwapSlowLength); + + // + return result; + } +}; + +// +// Conditions ... +struct X121Conditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double peaksBuffer[]; + double valesBuffer[]; + double sarBuffer[]; + double vwapFastBuffer[]; + double vwapMidBuffer[]; + double vwapSlowBuffer[]; + double donOpenUpperBuffer[]; + double donOpenLowerBuffer[]; + double donCloseUpperBuffer[]; + double donCloseLowerBuffer[]; + double donHighUpperBuffer[]; + double donHighLowerBuffer[]; + double donLowUpperBuffer[]; + double donLowLowerBuffer[]; + double fl1Buffer[]; + double fl2Buffer[]; + double fl3Buffer[]; + double fl4Buffer[]; + double fl5Buffer[]; + double cHHBuffer[]; + double cLLBuffer[]; + double sHHBuffer[]; + double sLLBuffer[]; + double mHHBuffer[]; + double mLLBuffer[]; + double lHHBuffer[]; + double lLLBuffer[]; + double hHHBuffer[]; + double hLLBuffer[]; + double vwapVolumeBuffer[]; + double vwapPriceBuffer[]; + double vwapFastStateBuffer[]; + double vwapMidStateBuffer[]; + double vwapSlowStateBuffer[]; + double validPeaksBuffer[]; + double validValesBuffer[]; + + // + // Conditions ... + + // + // XSAR ... + + // + bool isSarBullish; + bool isSarBearish; + + // + bool isSarSwitchedToBullish; + bool isSarSwitchedToBearish; + + // + // XPV ... + + // + bool isNewPeak; + bool isNewPeakOverLast; + bool isNewPeakUnderLast; + + // + bool isNewVale; + bool isNewValeOverLast; + bool isNewValeUnderLast; + + // + // XVWAP ... + + // + 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; + + // + // XDON ... + + // + // bool isCloseLower + + // + // XFIBONACCI ... + + // + bool isOerFib1; + bool isOerFib2; + bool isOerFib3; + bool isOerFib4; + bool isOerFib5; + + // + bool isUnderFib1; + bool isUnderFib2; + bool isUnderFib3; + bool isUnderFib4; + bool isUnderFib5; + + // + bool isCloseOerFib1; + bool isCloseOerFib2; + bool isCloseOerFib3; + bool isCloseOerFib4; + bool isCloseOerFib5; + + // + bool isCloseUnderFib1; + bool isCloseUnderFib2; + bool isCloseUnderFib3; + bool isCloseUnderFib4; + bool isCloseUnderFib5; + + // + // Constructor ... + X121Conditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + // Commons ... + symbol = NULL; + period = NULL; + time = NULL; + + // + // Buffers ... + + // + Clean(peaksBuffer); + Clean(valesBuffer); + Clean(sarBuffer); + Clean(vwapFastBuffer); + Clean(vwapMidBuffer); + Clean(vwapSlowBuffer); + Clean(donOpenUpperBuffer); + Clean(donOpenLowerBuffer); + Clean(donCloseUpperBuffer); + Clean(donCloseLowerBuffer); + Clean(donHighUpperBuffer); + Clean(donHighLowerBuffer); + Clean(donLowUpperBuffer); + Clean(donLowLowerBuffer); + Clean(fl1Buffer); + Clean(fl2Buffer); + Clean(fl3Buffer); + Clean(fl4Buffer); + Clean(fl5Buffer); + Clean(cHHBuffer); + Clean(cLLBuffer); + Clean(sHHBuffer); + Clean(sLLBuffer); + Clean(mHHBuffer); + Clean(mLLBuffer); + Clean(lHHBuffer); + Clean(lLLBuffer); + Clean(hHHBuffer); + Clean(hLLBuffer); + Clean(vwapVolumeBuffer); + Clean(vwapPriceBuffer); + Clean(vwapFastStateBuffer); + Clean(vwapMidStateBuffer); + Clean(vwapSlowStateBuffer); + Clean(validPeaksBuffer); + Clean(validValesBuffer); + + // + ArraySetAsSeries(peaksBuffer, true); + ArraySetAsSeries(valesBuffer, true); + ArraySetAsSeries(sarBuffer, true); + ArraySetAsSeries(vwapFastBuffer, true); + ArraySetAsSeries(vwapMidBuffer, true); + ArraySetAsSeries(vwapSlowBuffer, true); + ArraySetAsSeries(donOpenUpperBuffer, true); + ArraySetAsSeries(donOpenLowerBuffer, true); + ArraySetAsSeries(donCloseUpperBuffer, true); + ArraySetAsSeries(donCloseLowerBuffer, true); + ArraySetAsSeries(donHighUpperBuffer, true); + ArraySetAsSeries(donHighLowerBuffer, true); + ArraySetAsSeries(donLowUpperBuffer, true); + ArraySetAsSeries(donLowLowerBuffer, true); + ArraySetAsSeries(fl1Buffer, true); + ArraySetAsSeries(fl2Buffer, true); + ArraySetAsSeries(fl3Buffer, true); + ArraySetAsSeries(fl4Buffer, true); + ArraySetAsSeries(fl5Buffer, 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); + ArraySetAsSeries(vwapVolumeBuffer, true); + ArraySetAsSeries(vwapPriceBuffer, true); + ArraySetAsSeries(vwapFastStateBuffer, true); + ArraySetAsSeries(vwapMidStateBuffer, true); + ArraySetAsSeries(vwapSlowStateBuffer, true); + ArraySetAsSeries(validPeaksBuffer, true); + ArraySetAsSeries(validValesBuffer, true); + + // + // Conditions ... + + // + // XSAR ... + + // + isSarBullish = false; + isSarBearish = false; + + // + isSarSwitchedToBullish = false; + isSarSwitchedToBearish = false; + + // + // XPV ... + + // + isNewPeak = false; + isNewPeakOverLast = false; + isNewPeakUnderLast = false; + + // + isNewVale = false; + isNewValeOverLast = false; + isNewValeUnderLast = false; + + // + // XVWAP ... + + // + 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; + + // + // XDON ... + + // + // XFIBONACCI ... + + // + isOerFib1 = false; + isOerFib2 = false; + isOerFib3 = false; + isOerFib4 = false; + isOerFib5 = false; + + // + isUnderFib1 = false; + isUnderFib2 = false; + isUnderFib3 = false; + isUnderFib4 = false; + isUnderFib5 = false; + + // + isCloseOerFib1 = false; + isCloseOerFib2 = false; + isCloseOerFib3 = false; + isCloseOerFib4 = false; + isCloseOerFib5 = false; + + // + isCloseUnderFib1 = false; + isCloseUnderFib2 = false; + isCloseUnderFib3 = false; + isCloseUnderFib4 = false; + isCloseUnderFib5 = false; + } + + /** + * 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 // + ); + + // + // TODO: Implement this if required ... + string conditionsStr = + // + // XSAR ... + ToString("isSarBullish", isSarBullish, ignoreFalseConditions, separator) + + ToString("isSarBearish", isSarBearish, ignoreFalseConditions, separator) + + ToString("isSarSwitchedToBullish", isSarSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isSarSwitchedToBearish", isSarSwitchedToBearish, ignoreFalseConditions, separator) + + // + // XPV ... + ToString("isNewPeak", isNewPeak, ignoreFalseConditions, separator) + + ToString("isNewPeakOverLast", isNewPeakOverLast, ignoreFalseConditions, separator) + + ToString("isNewPeakUnderLast", isNewPeakUnderLast, ignoreFalseConditions, separator) + + ToString("isNewVale", isNewVale, ignoreFalseConditions, separator) + + ToString("isNewValeOverLast", isNewValeOverLast, ignoreFalseConditions, separator) + + ToString("isNewValeUnderLast", isNewValeUnderLast, ignoreFalseConditions, separator) + + // + // XVWAP ... + 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) + + // + // XFIBONACCI ... + ToString("isOerFib1", isOerFib1, ignoreFalseConditions, separator) + + ToString("isOerFib2", isOerFib2, ignoreFalseConditions, separator) + + ToString("isOerFib3", isOerFib3, ignoreFalseConditions, separator) + + ToString("isOerFib4", isOerFib4, ignoreFalseConditions, separator) + + ToString("isOerFib5", isOerFib5, ignoreFalseConditions, separator) + + ToString("isUnderFib1", isUnderFib1, ignoreFalseConditions, separator) + + ToString("isUnderFib2", isUnderFib2, ignoreFalseConditions, separator) + + ToString("isUnderFib3", isUnderFib3, ignoreFalseConditions, separator) + + ToString("isUnderFib4", isUnderFib4, ignoreFalseConditions, separator) + + ToString("isUnderFib5", isUnderFib5, ignoreFalseConditions, separator) + + ToString("isCloseOerFib1", isCloseOerFib1, ignoreFalseConditions, separator) + + ToString("isCloseOerFib2", isCloseOerFib2, ignoreFalseConditions, separator) + + ToString("isCloseOerFib3", isCloseOerFib3, ignoreFalseConditions, separator) + + ToString("isCloseOerFib4", isCloseOerFib4, ignoreFalseConditions, separator) + + ToString("isCloseOerFib5", isCloseOerFib5, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib1", isCloseUnderFib1, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib2", isCloseUnderFib2, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib3", isCloseUnderFib3, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib4", isCloseUnderFib4, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib5", isCloseUnderFib5, 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 XCBaseHelper +{ + // + public: + // + + // + // Constructors ... + XCX121Helper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX121Helper() + { + } + + // + // 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; + + // + mSymbol = symbol; + mPeriod = period; + + // + // Validate Inputs ... + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + // Setting Arrays As Series ... + ArraySetAsSeries(peaksBuffer, true); + ArraySetAsSeries(valesBuffer, true); + ArraySetAsSeries(sarBuffer, true); + ArraySetAsSeries(vwapFastBuffer, true); + ArraySetAsSeries(vwapMidBuffer, true); + ArraySetAsSeries(vwapSlowBuffer, true); + ArraySetAsSeries(donOpenUpperBuffer, true); + ArraySetAsSeries(donOpenLowerBuffer, true); + ArraySetAsSeries(donCloseUpperBuffer, true); + ArraySetAsSeries(donCloseLowerBuffer, true); + ArraySetAsSeries(donHighUpperBuffer, true); + ArraySetAsSeries(donHighLowerBuffer, true); + ArraySetAsSeries(donLowUpperBuffer, true); + ArraySetAsSeries(donLowLowerBuffer, true); + ArraySetAsSeries(fl1Buffer, true); + ArraySetAsSeries(fl2Buffer, true); + ArraySetAsSeries(fl3Buffer, true); + ArraySetAsSeries(fl4Buffer, true); + ArraySetAsSeries(fl5Buffer, 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); + ArraySetAsSeries(vwapVolumeBuffer, true); + ArraySetAsSeries(vwapPriceBuffer, true); + ArraySetAsSeries(vwapFastStateBuffer, true); + ArraySetAsSeries(vwapMidStateBuffer, true); + ArraySetAsSeries(vwapSlowStateBuffer, true); + ArraySetAsSeries(validPeaksBuffer, true); + ArraySetAsSeries(validValesBuffer, true); + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x121", + // + // Inputs ... + // + // Cycles ... + "", + // + // 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, + // + // Paraboli Sar Detection ... + "", + mInputs.sarStep, + mInputs.sarMax, + // + // VWap Detection ... + "", + mInputs.vwapFastLength, + mInputs.vwapMidLength, + mInputs.vwapSlowLength, + mInputs.vwapAppliedTo, + // + // Donchain Detection ... + "", + mInputs.donchainLength, + // + // Fibonacci ... + "", + mInputs.fiboLevel1, + mInputs.fiboLevel2, + mInputs.fiboLevel3, + mInputs.fiboLevel4, + mInputs.fiboLevel5, + // + // Presentation ... + "", + mInputs.startCalculationForLastBars, + mInputs.sarArrowCode, + mInputs.peaksArrowCode, + mInputs.valesArrowCode, + // + // Commons ... + mInputs.showSar, + mInputs.showPeaks, + mInputs.showVales, + mInputs.showVWap, + mInputs.showDonchain, + // + // Fibonachi Presentation ... + "", + mInputs.showFibo1Levels, + mInputs.showFibo2Levels, + mInputs.showFibo3Levels, + mInputs.showFibo4Levels, + mInputs.showFibo5Levels, + // + // VWap Presentation ... + "", + mInputs.showVWapFast, + mInputs.showVWapMedium, + mInputs.showVWapSlow, + // + // Donchain Presentation ... + "", + mInputs.showUpper, + mInputs.showLower, + mInputs.showOpen, + mInputs.showHigh, + mInputs.showClose, + mInputs.showLow + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + /** + * Retrieve Current Indicator Configs ... + * + * @return ( Inputs ) + */ + X121Inputs GetInputs() + { + return mInputs; + } + + /** + * Set New Indicator Inputs ... + * + * @param inputs: X121Inputs instance, Indicator Inputs ... + * + * @return ( bool ) + */ + bool SetInputs( + X121Inputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + /** + * Retrieve DON Chain Length ... + * + * @return ( int ) + */ + int GetDonChainLength() { + return mInputs.donchainLength; + } + + // + // Implement Value Getters ... + + // + // XSAR ... + + // + 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 + // + ); + } + + // + // XPV ... + + // + // 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 + // + ); + } + + // + // 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 + // + ); + } + + // + // VALID PEAKS ... + + // + double GetValidPeak( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(validPeaksBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return validPeaksBuffer[barIndex]; + } + + // + int CopyValidPeak( + 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, + validPeaksBuffer, + buffer, + forceClean + // + ); + } + + // + // VALID VALES ... + + // + double GetValidVale( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(validValesBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return validValesBuffer[barIndex]; + } + + // + int CopyValidVale( + 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, + validValesBuffer, + buffer, + forceClean + // + ); + } + + // + // XVWAP ... + + // + // FAST ... + + // + 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; + } + + // + // XDON ... + + // + // 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 + // + ); + } + + // + // FIBONACCHI ... + + // + // LEVEL 1 ... + + // + double GetFiboLevel1( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fl1Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fl1Buffer[barIndex]; + } + + // + int CopyFiboLevel1( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // FiboLevel To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + fl1Buffer, + buffer, + forceClean + // + ); + } + + // + // LEVEL 2 ... + + // + double GetFiboLevel2( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fl2Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fl2Buffer[barIndex]; + } + + // + int CopyFiboLevel2( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // FiboLevel To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + fl2Buffer, + buffer, + forceClean + // + ); + } + + // + // LEVEL 3 ... + + // + double GetFiboLevel3( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fl3Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fl3Buffer[barIndex]; + } + + // + int CopyFiboLevel3( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // FiboLevel To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + fl3Buffer, + buffer, + forceClean + // + ); + } + + // + // LEVEL 4 ... + + // + double GetFiboLevel4( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fl4Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fl4Buffer[barIndex]; + } + + // + int CopyFiboLevel4( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // FiboLevel To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + fl4Buffer, + buffer, + forceClean + // + ); + } + + // + // LEVEL 5 ... + + // + double GetFiboLevel5( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fl5Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fl5Buffer[barIndex]; + } + + // + int CopyFiboLevel5( + int start, // Start + int count, // Number of Items for read + double &buffer[], // Dest Buffer + bool forceClean = true // FiboLevel To Clean buffer + ) + { + // + // Update Calculations ... + Calculate(); + + // + // Copy Items ... + return Copy( + start, + count, + fl5Buffer, + buffer, + forceClean + // + ); + } + + // + // Conditions Generation ... + + 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; + } + + // + // 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 // + ); + + // + CopyValidPeak( + zIndex, + loopback, + conditions.validPeaksBuffer // + ); + + // + CopyValidVale( + zIndex, + loopback, + conditions.validValesBuffer // + ); + + // + 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 // + ); + + // + 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 // + ); + + // + CopyFiboLevel1( + zIndex, + loopback, + conditions.fl1Buffer // + ); + + // + CopyFiboLevel2( + zIndex, + loopback, + conditions.fl2Buffer // + ); + + // + CopyFiboLevel3( + zIndex, + loopback, + conditions.fl3Buffer // + ); + + // + CopyFiboLevel4( + zIndex, + loopback, + conditions.fl4Buffer // + ); + + // + CopyFiboLevel5( + zIndex, + loopback, + conditions.fl5Buffer // + ); + + // + // Conditions ... + + // + int cIDX = 1; + int pIDX = cIDX + 1; + + // + // XSAR ... + + // + 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 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]; + + // + // XVWAP ... + + // + 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; + + // + // XDON ... + + // + // XFIBONACCI ... + + // + bool isOerFib1 = cBar.low > conditions.fl1Buffer[cIDX]; + bool isOerFib2 = cBar.low > conditions.fl2Buffer[cIDX]; + bool isOerFib3 = cBar.low > conditions.fl3Buffer[cIDX]; + bool isOerFib4 = cBar.low > conditions.fl4Buffer[cIDX]; + bool isOerFib5 = cBar.low > conditions.fl5Buffer[cIDX]; + + // + bool isUnderFib1 = cBar.high < conditions.fl1Buffer[cIDX]; + bool isUnderFib2 = cBar.high < conditions.fl2Buffer[cIDX]; + bool isUnderFib3 = cBar.high < conditions.fl3Buffer[cIDX]; + bool isUnderFib4 = cBar.high < conditions.fl4Buffer[cIDX]; + bool isUnderFib5 = cBar.high < conditions.fl5Buffer[cIDX]; + + // + bool isCloseOerFib1 = cBar.close > conditions.fl1Buffer[cIDX]; + bool isCloseOerFib2 = cBar.close > conditions.fl2Buffer[cIDX]; + bool isCloseOerFib3 = cBar.close > conditions.fl3Buffer[cIDX]; + bool isCloseOerFib4 = cBar.close > conditions.fl4Buffer[cIDX]; + bool isCloseOerFib5 = cBar.close > conditions.fl5Buffer[cIDX]; + + // + bool isCloseUnderFib1 = cBar.close < conditions.fl1Buffer[cIDX]; + bool isCloseUnderFib2 = cBar.close < conditions.fl2Buffer[cIDX]; + bool isCloseUnderFib3 = cBar.close < conditions.fl3Buffer[cIDX]; + bool isCloseUnderFib4 = cBar.close < conditions.fl4Buffer[cIDX]; + bool isCloseUnderFib5 = cBar.close < conditions.fl5Buffer[cIDX]; + + // + + // + // Set ... + conditions.isSarBullish = isSarBullish; + conditions.isSarBearish = isSarBearish; + conditions.isSarSwitchedToBullish = isSarSwitchedToBullish; + conditions.isSarSwitchedToBearish = isSarSwitchedToBearish; + conditions.isNewPeak = isNewPeak; + conditions.isNewPeakOverLast = isNewPeakOverLast; + conditions.isNewPeakUnderLast = isNewPeakUnderLast; + conditions.isNewVale = isNewVale; + conditions.isNewValeOverLast = isNewValeOverLast; + conditions.isNewValeUnderLast = isNewValeUnderLast; + 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; + conditions.isOerFib1 = isOerFib1; + conditions.isOerFib2 = isOerFib2; + conditions.isOerFib3 = isOerFib3; + conditions.isOerFib4 = isOerFib4; + conditions.isOerFib5 = isOerFib5; + conditions.isUnderFib1 = isUnderFib1; + conditions.isUnderFib2 = isUnderFib2; + conditions.isUnderFib3 = isUnderFib3; + conditions.isUnderFib4 = isUnderFib4; + conditions.isUnderFib5 = isUnderFib5; + conditions.isCloseOerFib1 = isCloseOerFib1; + conditions.isCloseOerFib2 = isCloseOerFib2; + conditions.isCloseOerFib3 = isCloseOerFib3; + conditions.isCloseOerFib4 = isCloseOerFib4; + conditions.isCloseOerFib5 = isCloseOerFib5; + conditions.isCloseUnderFib1 = isCloseUnderFib1; + conditions.isCloseUnderFib2 = isCloseUnderFib2; + conditions.isCloseUnderFib3 = isCloseUnderFib3; + conditions.isCloseUnderFib4 = isCloseUnderFib4; + conditions.isCloseUnderFib5 = isCloseUnderFib5; + + // + return result; + } + + // + protected: + // + + // + private: + // + // Props ... + X121Inputs mInputs; // Inputs ... + + // + // Buffers ... + + // + // Buffers ... + double peaksBuffer[]; + double valesBuffer[]; + double sarBuffer[]; + double vwapFastBuffer[]; + double vwapMidBuffer[]; + double vwapSlowBuffer[]; + double donOpenUpperBuffer[]; + double donOpenLowerBuffer[]; + double donCloseUpperBuffer[]; + double donCloseLowerBuffer[]; + double donHighUpperBuffer[]; + double donHighLowerBuffer[]; + double donLowUpperBuffer[]; + double donLowLowerBuffer[]; + double fl1Buffer[]; + double fl2Buffer[]; + double fl3Buffer[]; + double fl4Buffer[]; + double fl5Buffer[]; + double cHHBuffer[]; + double cLLBuffer[]; + double sHHBuffer[]; + double sLLBuffer[]; + double mHHBuffer[]; + double mLLBuffer[]; + double lHHBuffer[]; + double lLLBuffer[]; + double hHHBuffer[]; + double hLLBuffer[]; + double vwapVolumeBuffer[]; + double vwapPriceBuffer[]; + double vwapFastStateBuffer[]; + double vwapMidStateBuffer[]; + double vwapSlowStateBuffer[]; + double validPeaksBuffer[]; + double validValesBuffer[]; + + // + // Tools ... + + /** + * Calculate Buffers ... + */ + void Calculate() + { + // + int totalBars = CountBars(); + if (totalBars > 1000) + { + totalBars = 1000; + } + + // + // Buffers ... + + // + // XSAR ... + CopyBuffer( + mHandler, + X121_SAR_LINE, + 0, + totalBars, + sarBuffer + // + ); + + // + // XPV ... + + // + // PEAKS ... + CopyBuffer( + mHandler, + X121_PEAKS_LINE, + 0, + totalBars, + peaksBuffer + // + ); + + // + // VALES ... + CopyBuffer( + mHandler, + X121_VALES_LINE, + 0, + totalBars, + valesBuffer + // + ); + + // + // VALID PEAKS ... + CopyBuffer( + mHandler, + X121_VALID_PEAKS_LINE, + 0, + totalBars, + validPeaksBuffer + // + ); + + // + // VALID VALES ... + CopyBuffer( + mHandler, + X121_VALID_VALES_LINE, + 0, + totalBars, + validValesBuffer + // + ); + + // + // CURRENT ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_CURRENT_HH_LINE, + 0, + totalBars, + cHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_CURRENT_LL_LINE, + 0, + totalBars, + cLLBuffer + // + ); + + // + // SHORT ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_SHORT_HH_LINE, + 0, + totalBars, + sHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_SHORT_LL_LINE, + 0, + totalBars, + sLLBuffer + // + ); + + // + // MEDIUM ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_MEDIUM_HH_LINE, + 0, + totalBars, + mHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_MEDIUM_LL_LINE, + 0, + totalBars, + mLLBuffer + // + ); + + // + // LONG ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_LONG_HH_LINE, + 0, + totalBars, + lHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_LONG_LL_LINE, + 0, + totalBars, + lLLBuffer + // + ); + + // + // HIND ... + + // + // HH ... + CopyBuffer( + mHandler, + X121_HIND_HH_LINE, + 0, + totalBars, + hHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + X121_HIND_LL_LINE, + 0, + totalBars, + hLLBuffer + // + ); + + // + // XVWAP ... + + // + // FAST ... + CopyBuffer( + mHandler, + X121_VWAP_FAST_LINE, + 0, + totalBars, + vwapFastBuffer + // + ); + + // + // FAST STATE ... + CopyBuffer( + mHandler, + X121_VWAP_FAST_STATE_LINE, + 0, + totalBars, + vwapFastStateBuffer + // + ); + + // + // MID ... + CopyBuffer( + mHandler, + X121_VWAP_MID_LINE, + 0, + totalBars, + vwapMidBuffer + // + ); + + // + // MID STATE ... + CopyBuffer( + mHandler, + X121_VWAP_MID_STATE_LINE, + 0, + totalBars, + vwapMidStateBuffer + // + ); + + // + // SLOW ... + CopyBuffer( + mHandler, + X121_VWAP_SLOW_LINE, + 0, + totalBars, + vwapSlowBuffer + // + ); + + // + // SLOW STATE ... + CopyBuffer( + mHandler, + X121_VWAP_SLOW_STATE_LINE, + 0, + totalBars, + vwapSlowStateBuffer + // + ); + + // + // VOLUME ... + CopyBuffer( + mHandler, + X121_VWAP_VOLUME_LINE, + 0, + totalBars, + vwapVolumeBuffer + // + ); + + // + // PRICE ... + CopyBuffer( + mHandler, + X121_VWAP_PRICE_LINE, + 0, + totalBars, + vwapPriceBuffer + // + ); + + // + // FIBONACCI ... + + // + // LEVEL 1 ... + CopyBuffer( + mHandler, + X121_FIB_LEVEL_1_LINE, + 0, + totalBars, + fl1Buffer + // + ); + + // + // LEVEL 2 ... + CopyBuffer( + mHandler, + X121_FIB_LEVEL_2_LINE, + 0, + totalBars, + fl2Buffer + // + ); + + // + // LEVEL 3 ... + CopyBuffer( + mHandler, + X121_FIB_LEVEL_3_LINE, + 0, + totalBars, + fl3Buffer + // + ); + + // + // LEVEL 4 ... + CopyBuffer( + mHandler, + X121_FIB_LEVEL_4_LINE, + 0, + totalBars, + fl4Buffer + // + ); + + // + // LEVEL 5 ... + CopyBuffer( + mHandler, + X121_FIB_LEVEL_5_LINE, + 0, + totalBars, + fl5Buffer + // + ); + + // + // XDON ... + + // + // OPEN ... + + // + // Upper ... + CopyBuffer( + mHandler, + X121_DON_OPEN_UPPER_LINE, + 0, + totalBars, + donOpenUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_DON_OPEN_LOWER_LINE, + 0, + totalBars, + donOpenLowerBuffer + // + ); + + // + // CLOSE ... + + // + // Upper ... + CopyBuffer( + mHandler, + X121_DON_CLOSE_UPPER_LINE, + 0, + totalBars, + donCloseUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_DON_CLOSE_LOWER_LINE, + 0, + totalBars, + donCloseLowerBuffer + // + ); + + // + // HIGH ... + + // + // Upper ... + CopyBuffer( + mHandler, + X121_DON_HIGH_UPPER_LINE, + 0, + totalBars, + donHighUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_DON_HIGH_LOWER_LINE, + 0, + totalBars, + donHighLowerBuffer + // + ); + + // + // LOW ... + + // + // Upper ... + CopyBuffer( + mHandler, + X121_DON_LOW_UPPER_LINE, + 0, + totalBars, + donLowUpperBuffer + // + ); + + // + // Lower ... + CopyBuffer( + mHandler, + X121_DON_LOW_LOWER_LINE, + 0, + totalBars, + donLowLowerBuffer + // + ); + } +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Helpers/x-saherelm.x3ma.helper.mq5 b/BKPS/14031003/Helpers/x-saherelm.x3ma.helper.mq5 new file mode 100644 index 0000000..96458f2 --- /dev/null +++ b/BKPS/14031003/Helpers/x-saherelm.x3ma.helper.mq5 @@ -0,0 +1,758 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XSCX3MAHelper +// 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 ... + +// +enum ENUM_X3MA_BUFFERS +{ + // + X3MA_FAST_LINE = 0, + X3MA_MID_LINE = 1, + X3MA_SLOW_LINE = 2, +}; + +// +// Input Models ... +struct X3MAInputs +{ + // + // Props ... + + // + // Market ... + int fastLength; // Fast Length + int midLength; // Mid Length + int slowLength; // Slow Length + int shiftLength; // Shift + ENUM_MA_METHOD method; // Mode + ENUM_APPLIED_PRICE appliedTo; // Applied To + + // + // Presentation ... + + // + bool showFast; // Show Fast + bool showMid; // Show Mid + bool showSlow; // Show Slow + + // + // Constructor(s) ... + X3MAInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + fastLength = 0; + midLength = 0; + slowLength = 0; + shiftLength = 0; + method = MODE_SMA; + appliedTo = PRICE_CLOSE; + + // + showFast = false; + showMid = false; + showSlow = false; + } + + // + // Default ... + void Default() + { + // + fastLength = 50; + midLength = 100; + slowLength = 200; + shiftLength = 0; + method = MODE_SMA; + appliedTo = PRICE_CLOSE; + + // + showFast = true; + showMid = true; + showSlow = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + fastLength > 2 && + midLength > fastLength && + slowLength > midLength && + // + shiftLength >= 0 + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(fastLength, midLength); + result = MathMax(result, slowLength); + + // + return result; + } +}; + +// +// Define Conditions ... +struct X3MAConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + + // + double fasts[]; + double mids[]; + double slows[]; + + // + // Conditions ... + + // + bool isFastOverMid; + bool isMidOverSlow; + + // + bool isFastUnderMid; + bool isMidUnderSlow; + + // + bool isBullishOrdered; + bool isBearishOrdered; + + // + bool isSwitchedToBullishOrdered; + bool isSwitchedToBearishOrdered; + + // + void X3MAConditions() + { + Clean(); + } + + // + void Clean() + { + // + Clean(fasts); + Clean(mids); + Clean(slows); + + // + ArraySetAsSeries(fasts, true); + ArraySetAsSeries(mids, true); + ArraySetAsSeries(slows, true); + + // + isFastOverMid = false; + isMidOverSlow = false; + isFastUnderMid = false; + isMidUnderSlow = false; + isBullishOrdered = false; + isBearishOrdered = false; + isSwitchedToBullishOrdered = false; + isSwitchedToBearishOrdered = false; + } + + // + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // Since We have to Use this + // Only for Filtering Signals ... + // We Can Ignore Scoring ... + // or Complete this later ... + } + + // + 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 = + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + // + string GetTag() + { + return "X3MA"; + } +}; + +// +// Class ... +class XCX3MAHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX3MAHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX3MAHelper() + { + // + Clean(fastBuffer); + Clean(midBuffer); + Clean(slowBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X3MAInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + ArraySetAsSeries(fastBuffer, true); + ArraySetAsSeries(midBuffer, true); + ArraySetAsSeries(slowBuffer, true); + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x3ma", + // + // Inputs ... + // + // Market ... + "", + mInputs.fastLength, + mInputs.midLength, + mInputs.slowLength, + mInputs.shiftLength, + mInputs.method, + mInputs.appliedTo, + // + // Presentation ... + "", + // + mInputs.showFast, + mInputs.showMid, + mInputs.showSlow + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X3MAInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X3MAInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Buffers ... + + // + double GetFast( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fastBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fastBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFast( + 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, + fastBuffer, + buffer, + forceClean + // + ); + } + + // + double GetMid( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(midBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return midBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyMid( + 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, + midBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSlow( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(slowBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return slowBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopySlow( + 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, + slowBuffer, + buffer, + forceClean + // + ); + } + + // + // Conditions ... + + // + bool GetConditions( + X3MAConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 3) + { + loopback = 3; + } + + // + 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; + + // + // Buffers ... + + // + // Fast ... + CopyFast( + zIndex, + loopback, + conditions.fasts // + ); + + // + // Mid ... + CopyMid( + zIndex, + loopback, + conditions.mids // + ); + + // + // Slow ... + CopySlow( + zIndex, + loopback, + conditions.slows // + ); + + // + // Conditions ... + + // + bool isFastOverMid = + conditions.fasts[cIndex] > conditions.mids[cIndex]; + bool isFastOverMidPrev = + conditions.fasts[pIndex] > conditions.mids[pIndex]; + + // + bool isMidOverSlow = + conditions.mids[cIndex] > conditions.slows[cIndex]; + bool isMidOverSlowPrev = + conditions.mids[pIndex] > conditions.slows[pIndex]; + + // + bool isFastUnderMid = + conditions.fasts[cIndex] < conditions.mids[cIndex]; + bool isFastUnderMidPrev = + conditions.fasts[pIndex] < conditions.mids[pIndex]; + + // + bool isMidUnderSlow = + conditions.mids[cIndex] < conditions.slows[cIndex]; + bool isMidUnderSlowPrev = + conditions.mids[pIndex] < conditions.slows[pIndex]; + + // + bool isBullishOrdered = isFastOverMid && + isMidOverSlow; + bool isBullishOrderedPrev = isFastOverMidPrev && + isMidOverSlowPrev; + + // + bool isBearishOrdered = isFastUnderMid && + isMidUnderSlow; + bool isBearishOrderedPrev = isFastUnderMidPrev && + isMidUnderSlowPrev; + + // + bool isSwitchedToBullishOrdered = isBullishOrdered && + !isBullishOrderedPrev; + bool isSwitchedToBearishOrdered = isBearishOrdered && + !isBearishOrderedPrev; + + // + conditions.isFastOverMid = isFastOverMid; + conditions.isMidOverSlow = isMidOverSlow; + conditions.isFastUnderMid = isFastUnderMid; + conditions.isMidUnderSlow = isMidUnderSlow; + conditions.isBullishOrdered = isBullishOrdered; + conditions.isBearishOrdered = isBearishOrdered; + conditions.isSwitchedToBullishOrdered = isSwitchedToBullishOrdered; + conditions.isSwitchedToBearishOrdered = isSwitchedToBearishOrdered; + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X3MAInputs mInputs; // Inputs ... + + // + // Buffers ... + double fastBuffer[]; + double midBuffer[]; + double slowBuffer[]; + + // + // Tools ... + + // + // Calculate Values Until Now ... + void Calculate() + { + // + int totalBars = CountBars(); + if (totalBars > 1000) + { + totalBars = 1000; + } + + // + // Fast ... + CopyBuffer( + mHandler, + X3MA_FAST_LINE, + 0, + totalBars, + fastBuffer + // + ); + + // + // Mid ... + CopyBuffer( + mHandler, + X3MA_MID_LINE, + 0, + totalBars, + midBuffer + // + ); + + // + // Slow ... + CopyBuffer( + mHandler, + X3MA_SLOW_LINE, + 0, + totalBars, + slowBuffer + // + ); + } +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Helpers/x-saherelm.x3vwap.helper.mq5 b/BKPS/14031003/Helpers/x-saherelm.x3vwap.helper.mq5 new file mode 100644 index 0000000..e3cc34a --- /dev/null +++ b/BKPS/14031003/Helpers/x-saherelm.x3vwap.helper.mq5 @@ -0,0 +1,1150 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XSCX3VWAPHelper +// 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 ... + +// +enum ENUM_X3VWAP_BUFFERS +{ + // + X3VWAP_FAST_LINE = 0, + X3VWAP_FAST_STATE_LINE = 8, + X3VWAP_MID_LINE = 2, + X3VWAP_MID_STATE_LINE = 9, + X3VWAP_SLOW_LINE = 4, + X3VWAP_SLOW_STATE_LINE = 10, +}; + +// +enum ENUM_X3VWAP_STATES +{ + // + X3VWAP_STATE_BULLISH = 1, + X3VWAP_STATE_BEARISH = 2, + X3VWAP_STATE_NEUTURAL = 3, +}; + +// +// Input Models ... +struct X3VWAPInputs +{ + // + // Props ... + + // + // Market ... + int fastLength; // Fast Length + int midLength; // Mid Length + int slowLength; // Slow Length + ENUM_APPLIED_PRICE appliedTo; // Applied To + + // + // Presentation ... + + // + bool showFast; // Show Fast + bool showMid; // Show Mid + bool showSlow; // Show Slow + + // + // Constructor(s) ... + X3VWAPInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + fastLength = 0; + midLength = 0; + slowLength = 0; + appliedTo = PRICE_CLOSE; + + // + showFast = false; + showMid = false; + showSlow = false; + } + + // + // Default ... + void Default() + { + // + fastLength = 50; + midLength = 100; + slowLength = 200; + appliedTo = PRICE_CLOSE; + + // + showFast = true; + showMid = true; + showSlow = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + fastLength > 2 && + midLength > fastLength && + slowLength > midLength + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(fastLength, midLength); + result = MathMax(result, slowLength); + + // + return result; + } +}; + +// +// Define Conditions ... +struct X3VWAPConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + + // + double fasts[]; + double fastStates[]; + double mids[]; + double midStates[]; + double slows[]; + double slowStates[]; + + // + // Conditions ... + + // + bool isFastBullish; + bool isFastBearish; + bool isFastNeutural; + + // + bool isMidBullish; + bool isMidBearish; + bool isMidNeutural; + + // + bool isSlowBullish; + bool isSlowBearish; + bool isSlowNeutural; + + // + bool isFastOverMid; + bool isMidOverSlow; + + // + bool isFastUnderMid; + bool isMidUnderSlow; + + // + bool isBullishState; + bool isBearishState; + bool isNeuturalState; + + // + bool isBullishOrdered; + bool isBearishOrdered; + + // + bool isSwitchedToBullishOrdered; + bool isSwitchedToBearishOrdered; + + // + bool isSwitchedToBullishState; + bool isSwitchedToBearishState; + bool isSwitchedToNeuturalState; + + // + void X3VWAPConditions() + { + Clean(); + } + + // + void Clean() + { + // + Clean(fasts); + Clean(mids); + Clean(slows); + + // + Clean(fastStates); + Clean(midStates); + Clean(slowStates); + + // + ArraySetAsSeries(fasts, true); + ArraySetAsSeries(mids, true); + ArraySetAsSeries(slows, true); + + // + ArraySetAsSeries(fastStates, true); + ArraySetAsSeries(midStates, true); + ArraySetAsSeries(slowStates, true); + + // + isFastBullish = false; + isFastBearish = false; + isFastNeutural = false; + isMidBullish = false; + isMidBearish = false; + isMidNeutural = false; + isSlowBullish = false; + isSlowBearish = false; + isSlowNeutural = false; + isFastOverMid = false; + isMidOverSlow = false; + isFastUnderMid = false; + isMidUnderSlow = false; + isBullishState = false; + isBearishState = false; + isNeuturalState = false; + isBullishOrdered = false; + isBearishOrdered = false; + isSwitchedToBullishOrdered = false; + isSwitchedToBearishOrdered = false; + isSwitchedToBullishState = false; + isSwitchedToBearishState = false; + isSwitchedToNeuturalState = false; + } + + // + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // Since We have to Use this + // Only for Filtering Signals ... + // We Can Ignore Scoring ... + // or Complete this later ... + } + + // + 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 = + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + // + string GetTag() + { + return "X3VWAP"; + } +}; + +// +// Class ... +class XCX3VWAPHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCX3VWAPHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCX3VWAPHelper() + { + // + Clean(fastBuffer); + Clean(midBuffer); + Clean(slowBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + X3VWAPInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + ArraySetAsSeries(fastBuffer, true); + ArraySetAsSeries(fastStateBuffer, true); + + // + ArraySetAsSeries(midBuffer, true); + ArraySetAsSeries(midStateBuffer, true); + + // + ArraySetAsSeries(slowBuffer, true); + ArraySetAsSeries(slowStateBuffer, true); + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.x3vwap", + // + // Inputs ... + // + // Market ... + "", + mInputs.fastLength, + mInputs.midLength, + mInputs.slowLength, + mInputs.appliedTo, + // + // Presentation ... + "", + // + mInputs.showFast, + mInputs.showMid, + mInputs.showSlow + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + X3VWAPInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + X3VWAPInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Buffers ... + + // + double GetFast( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fastBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fastBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFast( + 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, + fastBuffer, + buffer, + forceClean + // + ); + } + + // + double GetFastState( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fastStateBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fastStateBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFastState( + 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, + fastStateBuffer, + buffer, + forceClean + // + ); + } + + // + double GetMid( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(midBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return midBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyMid( + 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, + midBuffer, + buffer, + forceClean + // + ); + } + + // + double GetMidState( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(midStateBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return midStateBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyMidState( + 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, + midStateBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSlow( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(slowBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return slowBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopySlow( + 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, + slowBuffer, + buffer, + forceClean + // + ); + } + + // + double GetSlowState( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(slowStateBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return slowStateBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopySlowState( + 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, + slowStateBuffer, + buffer, + forceClean + // + ); + } + + // + // Converts to State ... + ENUM_X3VWAP_STATES ToState(double value) + { + // + ENUM_X3VWAP_STATES result = + value == 1 + ? X3VWAP_STATE_BULLISH + : value == 2 + ? X3VWAP_STATE_BEARISH + : X3VWAP_STATE_NEUTURAL; + + // + return result; + } + + // + bool IsBullish(double value) + { + // + bool result = false; + + // + result = ToState(value) == X3VWAP_STATE_BULLISH; + + // + return result; + } + + // + bool IsBearish(double value) + { + // + bool result = false; + + // + result = ToState(value) == X3VWAP_STATE_BEARISH; + + // + return result; + } + + // + bool IsNeutural(double value) + { + // + bool result = false; + + // + result = ToState(value) == X3VWAP_STATE_NEUTURAL; + + // + return result; + } + + // + // Conditions ... + + // + bool GetConditions( + X3VWAPConditions &conditions, // + int barIndex = 0, // + int loopback = 5 // + ) + { + // + bool result = true; + + // + if (loopback < 3) + { + loopback = 3; + } + + // + 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; + + // + // Buffers ... + + // + // Fast ... + CopyFast( + zIndex, + loopback, + conditions.fasts // + ); + CopyFastState( + zIndex, + loopback, + conditions.fastStates // + ); + + // + // Mid ... + CopyMid( + zIndex, + loopback, + conditions.mids // + ); + CopyMidState( + zIndex, + loopback, + conditions.midStates // + ); + + // + // Slow ... + CopySlow( + zIndex, + loopback, + conditions.slows // + ); + CopySlowState( + zIndex, + loopback, + conditions.slowStates // + ); + + // + // Conditions ... + + // + bool isFastBullish = IsBullish(conditions.fastStates[cIndex]); + bool isFastBullishPrev = IsBullish(conditions.fastStates[pIndex]); + + // + bool isFastBearish = IsBearish(conditions.fastStates[cIndex]); + bool isFastBearishPrev = IsBearish(conditions.fastStates[pIndex]); + + // + bool isFastNeutural = IsNeutural(conditions.fastStates[cIndex]); + bool isFastNeuturalPrev = IsNeutural(conditions.fastStates[pIndex]); + + // + bool isMidBullish = IsBullish(conditions.midStates[cIndex]); + bool isMidBullishPrev = IsBullish(conditions.midStates[pIndex]); + + // + bool isMidBearish = IsBearish(conditions.midStates[cIndex]); + bool isMidBearishPrev = IsBearish(conditions.midStates[pIndex]); + + // + bool isMidNeutural = IsNeutural(conditions.midStates[cIndex]); + bool isMidNeuturalPrev = IsNeutural(conditions.midStates[pIndex]); + + // + bool isSlowBullish = IsBullish(conditions.slowStates[cIndex]); + bool isSlowBullishPrev = IsBullish(conditions.slowStates[pIndex]); + + // + bool isSlowBearish = IsBearish(conditions.slowStates[cIndex]); + bool isSlowBearishPrev = IsBearish(conditions.slowStates[pIndex]); + + // + bool isSlowNeutural = IsNeutural(conditions.slowStates[cIndex]); + bool isSlowNeuturalPrev = IsNeutural(conditions.slowStates[pIndex]); + + // + bool isFastOverMid = + conditions.fasts[cIndex] > conditions.mids[cIndex]; + bool isFastOverMidPrev = + conditions.fasts[pIndex] > conditions.mids[pIndex]; + + // + bool isMidOverSlow = + conditions.mids[cIndex] > conditions.slows[cIndex]; + bool isMidOverSlowPrev = + conditions.mids[pIndex] > conditions.slows[pIndex]; + + // + bool isFastUnderMid = + conditions.fasts[cIndex] < conditions.mids[cIndex]; + bool isFastUnderMidPrev = + conditions.fasts[pIndex] < conditions.mids[pIndex]; + + // + bool isMidUnderSlow = + conditions.mids[cIndex] < conditions.slows[cIndex]; + bool isMidUnderSlowPrev = + conditions.mids[pIndex] < conditions.slows[pIndex]; + + // + bool isBullishState = isFastBullish && + isMidBullish && + isSlowBullish; + bool isBullishStatePrev = isFastBullishPrev && + isMidBullishPrev && + isSlowBullishPrev; + + // + bool isBearishState = isFastBearish && + isMidBearish && + isSlowBearish; + bool isBearishStatePrev = isFastBearishPrev && + isMidBearishPrev && + isSlowBearishPrev; + + // + bool isNeuturalState = isFastNeutural && + isMidNeutural && + isSlowNeutural; + bool isNeuturalStatePrev = isFastNeuturalPrev && + isMidNeuturalPrev && + isSlowNeuturalPrev; + + // + bool isBullishOrdered = isFastOverMid && + isMidOverSlow; + bool isBullishOrderedPrev = isFastOverMidPrev && + isMidOverSlowPrev; + + // + bool isBearishOrdered = isFastUnderMid && + isMidUnderSlow; + bool isBearishOrderedPrev = isFastUnderMidPrev && + isMidUnderSlowPrev; + + // + bool isSwitchedToBullishOrdered = isBullishOrdered && + !isBullishOrderedPrev; + bool isSwitchedToBearishOrdered = isBearishOrdered && + !isBearishOrderedPrev; + + // + bool isSwitchedToBullishState = isBullishState && + !isBullishStatePrev; + bool isSwitchedToBearishState = isBearishState && + !isBearishStatePrev; + bool isSwitchedToNeuturalState = isNeuturalState && + !isNeuturalStatePrev; + + // + conditions.isFastBullish = isFastBullish; + conditions.isFastBearish = isFastBearish; + conditions.isFastNeutural = isFastNeutural; + conditions.isMidBullish = isMidBullish; + conditions.isMidBearish = isMidBearish; + conditions.isMidNeutural = isMidNeutural; + conditions.isSlowBullish = isSlowBullish; + conditions.isSlowBearish = isSlowBearish; + conditions.isSlowNeutural = isSlowNeutural; + conditions.isFastOverMid = isFastOverMid; + conditions.isMidOverSlow = isMidOverSlow; + conditions.isFastUnderMid = isFastUnderMid; + conditions.isMidUnderSlow = isMidUnderSlow; + conditions.isBullishState = isBullishState; + conditions.isBearishState = isBearishState; + conditions.isNeuturalState = isNeuturalState; + conditions.isBullishOrdered = isBullishOrdered; + conditions.isBearishOrdered = isBearishOrdered; + conditions.isSwitchedToBullishOrdered = isSwitchedToBullishOrdered; + conditions.isSwitchedToBearishOrdered = isSwitchedToBearishOrdered; + conditions.isSwitchedToBullishState = isSwitchedToBullishState; + conditions.isSwitchedToBearishState = isSwitchedToBearishState; + conditions.isSwitchedToNeuturalState = isSwitchedToNeuturalState; + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + X3VWAPInputs mInputs; // Inputs ... + + // + // Buffers ... + double fastBuffer[]; + double fastStateBuffer[]; + double midBuffer[]; + double midStateBuffer[]; + double slowBuffer[]; + double slowStateBuffer[]; + + // + // Tools ... + + // + // Calculate Values Until Now ... + void Calculate() + { + // + int totalBars = CountBars(); + if (totalBars > 1000) + { + totalBars = 1000; + } + + // + // Fast ... + CopyBuffer( + mHandler, + X3VWAP_FAST_LINE, + 0, + totalBars, + fastBuffer + // + ); + CopyBuffer( + mHandler, + X3VWAP_FAST_STATE_LINE, + 0, + totalBars, + fastStateBuffer + // + ); + + // + // Mid ... + CopyBuffer( + mHandler, + X3VWAP_MID_LINE, + 0, + totalBars, + midBuffer + // + ); + CopyBuffer( + mHandler, + X3VWAP_MID_STATE_LINE, + 0, + totalBars, + midStateBuffer + // + ); + + // + // Slow ... + CopyBuffer( + mHandler, + X3VWAP_SLOW_LINE, + 0, + totalBars, + slowBuffer + // + ); + CopyBuffer( + mHandler, + X3VWAP_SLOW_STATE_LINE, + 0, + totalBars, + slowStateBuffer + // + ); + } +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Helpers/x-saherelm.xcc.helper.mq5 b/BKPS/14031003/Helpers/x-saherelm.xcc.helper.mq5 new file mode 100644 index 0000000..485ce71 --- /dev/null +++ b/BKPS/14031003/Helpers/x-saherelm.xcc.helper.mq5 @@ -0,0 +1,245 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XSCXCCHelper +// 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 XCCInputs +{ + // + // 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) ... + XCCInputs() + { + // + 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; + } + + // + // 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 XCXCCHelper : public XCBaseHelper +{ + // + // Public ... +public: + // + // Props ... + + // + // Constructors ... + XCXCCHelper() : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCXCCHelper() {} + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + XCCInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.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 ... + + // + XCCInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + XCCInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Protected ... +protected: + // + // Private ... +private: + // + // Props ... + XCCInputs mInputs; // Inputs ... +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031003/Helpers/x-saherelm.xchsar.helper.mq5 b/BKPS/14031003/Helpers/x-saherelm.xchsar.helper.mq5 new file mode 100644 index 0000000..de0a620 --- /dev/null +++ b/BKPS/14031003/Helpers/x-saherelm.xchsar.helper.mq5 @@ -0,0 +1,1267 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XCXCHSARHelper +// 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 ... + +// +enum ENUM_XCHSAR_BUFFERS +{ + // + // Current ... + XCHSAR_C_LINE = 0, + // + // Short ... + XCHSAR_S_LINE = 1, + // + // Medium ... + XCHSAR_M_LINE = 2, + // + // Long ... + XCHSAR_L_LINE = 3, + // + // Hind ... + XCHSAR_H_LINE = 4, +}; + +// +// Input Models ... +struct XCHSARInputs +{ + // + // Props ... + + // + // Market ... + double sarStep; // Step + double sarMax; // Maximum + + // + // Cycles ... + + // + // 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 + + // + // Presentation ... + + // + int cArrowCode; // Current Cycle Arrow Code + int sArrowCode; // Short Cycle Arrow Code + int mArrowCode; // Medium Cycle Arrow Code + int lArrowCode; // Long Cycle Arrow Code + int hArrowCode; // Hind Cycle Arrow Code + + // + bool showCurrent; // Show Current Cycle + bool showShort; // Show Short Cycle + bool showMedium; // Show Medium Cycle + bool showLong; // Show Long Cycle + bool showHind; // Show Hind Cycle + + // + // Constructor(s) ... + XCHSARInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + sarStep = 0.02; + sarMax = 0.2; + + // + scMethod = X_PERIOD_AUTO; + scPeriod = NULL; + mcMethod = X_PERIOD_AUTO; + mcPeriod = NULL; + lcMethod = X_PERIOD_AUTO; + lcPeriod = NULL; + hcMethod = X_PERIOD_AUTO; + hcPeriod = NULL; + + // + cArrowCode = 255; + sArrowCode = 255; + mArrowCode = 255; + lArrowCode = 255; + hArrowCode = 255; + + // + showCurrent = true; + showShort = true; + showMedium = true; + showLong = true; + showHind = true; + } + + // + // Default ... + void Default() + { + // + sarStep = 0.02; + sarMax = 0.2; + + // + scMethod = X_PERIOD_AUTO; + scPeriod = NULL; + mcMethod = X_PERIOD_AUTO; + mcPeriod = NULL; + lcMethod = X_PERIOD_AUTO; + lcPeriod = NULL; + hcMethod = X_PERIOD_AUTO; + hcPeriod = NULL; + + // + cArrowCode = 255; + sArrowCode = 255; + mArrowCode = 255; + lArrowCode = 255; + hArrowCode = 255; + + // + showCurrent = true; + showShort = true; + showMedium = true; + showLong = true; + showHind = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + sarStep > 0 && + sarMax > sarStep && + // + (IsValid(scMethod, scPeriod) && + IsValid(mcMethod, mcPeriod) && + IsValid(lcMethod, lcPeriod) && + IsValid(hcMethod, hcPeriod)) + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + return result; + } +}; + +// +// Define Conditions ... +struct XCHSARConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + + // + double cSars[]; + double sSars[]; + double mSars[]; + double lSars[]; + double hSars[]; + + // + // Conditions ... + + // + // Current ... + + // + bool isCBullish; + bool isCBearish; + + // + bool isCSwitchedBullish; + bool isCSwitchedBearish; + + // + // Short ... + + // + bool isSBullish; + bool isSBearish; + + // + bool isSSwitchedBullish; + bool isSSwitchedBearish; + + // + // Medium ... + + // + bool isMBullish; + bool isMBearish; + + // + bool isMSwitchedBullish; + bool isMSwitchedBearish; + + // + // Long ... + + // + bool isLBullish; + bool isLBearish; + + // + bool isLSwitchedBullish; + bool isLSwitchedBearish; + + // + // Hind ... + + // + bool isHBullish; + bool isHBearish; + + // + bool isHSwitchedBullish; + bool isHSwitchedBearish; + + // + void Clean() + { + // + Clean(cSars); + Clean(sSars); + Clean(mSars); + Clean(lSars); + Clean(hSars); + + // + ArraySetAsSeries(cSars, true); + ArraySetAsSeries(sSars, true); + ArraySetAsSeries(mSars, true); + ArraySetAsSeries(lSars, true); + ArraySetAsSeries(hSars, true); + + // + isCBullish = false; + isCBearish = false; + isCSwitchedBullish = false; + isCSwitchedBearish = false; + isSBullish = false; + isSBearish = false; + isSSwitchedBullish = false; + isSSwitchedBearish = false; + isMBullish = false; + isMBearish = false; + isMSwitchedBullish = false; + isMSwitchedBearish = false; + isLBullish = false; + isLBearish = false; + isLSwitchedBullish = false; + isLSwitchedBearish = false; + isHBullish = false; + isHBearish = false; + isHSwitchedBullish = false; + isHSwitchedBearish = false; + } + + // + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + // Current ... + if (isCBullish) + { + bullishScore++; + } + if (isCSwitchedBullish) + { + bullishScore++; + } + if (isCBearish) + { + bearishScore++; + } + if (isCSwitchedBearish) + { + bearishScore++; + } + + // + // Short ... + if (isSBullish) + { + bullishScore++; + } + if (isSSwitchedBullish) + { + bullishScore++; + } + if (isSBearish) + { + bearishScore++; + } + if (isSSwitchedBearish) + { + bearishScore++; + } + + // + // Medium ... + if (isMBullish) + { + bullishScore++; + } + if (isMSwitchedBullish) + { + bullishScore++; + } + if (isMBearish) + { + bearishScore++; + } + if (isMSwitchedBearish) + { + bearishScore++; + } + + // + // Long ... + if (isLBullish) + { + bullishScore++; + } + if (isLSwitchedBullish) + { + bullishScore++; + } + if (isLBearish) + { + bearishScore++; + } + if (isLSwitchedBearish) + { + bearishScore++; + } + + // + // Hind ... + if (isHBullish) + { + bullishScore++; + } + if (isHSwitchedBullish) + { + bullishScore++; + } + if (isHBearish) + { + bearishScore++; + } + if (isHSwitchedBearish) + { + bearishScore++; + } + } + + // + 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 = + // + // Current ... + ToString("isCBullish", isCBullish, ignoreFalseConditions, separator) + + ToString("isCBearish", isCBearish, ignoreFalseConditions, separator) + + ToString("isCSwitchedBullish", isCSwitchedBullish, ignoreFalseConditions, separator) + + ToString("isCSwitchedBearish", isCSwitchedBearish, ignoreFalseConditions, separator) + + // + // Short ... + ToString("isSBullish", isSBullish, ignoreFalseConditions, separator) + + ToString("isSBearish", isSBearish, ignoreFalseConditions, separator) + + ToString("isSSwitchedBullish", isSSwitchedBullish, ignoreFalseConditions, separator) + + ToString("isSSwitchedBearish", isSSwitchedBearish, ignoreFalseConditions, separator) + + // + // Medium ... + ToString("isMBullish", isMBullish, ignoreFalseConditions, separator) + + ToString("isMBearish", isMBearish, ignoreFalseConditions, separator) + + ToString("isMSwitchedBullish", isMSwitchedBullish, ignoreFalseConditions, separator) + + ToString("isMSwitchedBearish", isMSwitchedBearish, ignoreFalseConditions, separator) + + // + // Long ... + ToString("isLBullish", isLBullish, ignoreFalseConditions, separator) + + ToString("isLBearish", isLBearish, ignoreFalseConditions, separator) + + ToString("isLSwitchedBullish", isLSwitchedBullish, ignoreFalseConditions, separator) + + ToString("isLSwitchedBearish", isLSwitchedBearish, ignoreFalseConditions, separator) + + // + // Hind ... + ToString("isHBullish", isHBullish, ignoreFalseConditions, separator) + + ToString("isHBearish", isHBearish, ignoreFalseConditions, separator) + + ToString("isHSwitchedBullish", isHSwitchedBullish, ignoreFalseConditions, separator) + + ToString("isHSwitchedBearish", isHSwitchedBearish, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + // + string GetTag() + { + return "XCHSAR"; + } +}; + +// +// Class ... +class XCXCHSARHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCXCHSARHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCXCHSARHelper() + { + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + XCHSARInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + ArraySetAsSeries(cBuffer, true); + ArraySetAsSeries(sBuffer, true); + ArraySetAsSeries(mBuffer, true); + ArraySetAsSeries(lBuffer, true); + ArraySetAsSeries(hBuffer, true); + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.xchsar", + // + // Inputs ... + // + // Market ... + "", + mInputs.sarStep, + mInputs.sarMax, + // + // Cycles ... + "", + // + // Short ... + "", + mInputs.scMethod, + mInputs.scPeriod, + // + // Medium ... + "", + mInputs.mcMethod, + mInputs.mcPeriod, + // + // Long ... + "", + mInputs.lcMethod, + mInputs.lcPeriod, + // + // Hind ... + "", + mInputs.hcMethod, + mInputs.hcPeriod, + // + // Presentation ... + "", + mInputs.cArrowCode, + mInputs.sArrowCode, + mInputs.mArrowCode, + mInputs.lArrowCode, + mInputs.hArrowCode, + mInputs.showCurrent, + mInputs.showShort, + mInputs.showMedium, + mInputs.showLong, + mInputs.showHind + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + XCHSARInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + XCHSARInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Buffers ... + + // + // Current ... + + // + double GetC( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(cBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return cBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyC( + 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, + cBuffer, + buffer, + forceClean + // + ); + } + + // + // Short ... + + // + double GetS( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(sBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return sBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyS( + 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, + sBuffer, + buffer, + forceClean + // + ); + } + + // + // Medium ... + + // + double GetM( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(mBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return mBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyM( + 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, + mBuffer, + buffer, + forceClean + // + ); + } + + // + // Long ... + + // + double GetL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(lBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return lBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyL( + 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, + lBuffer, + buffer, + forceClean + // + ); + } + + // + // Hind ... + + // + double GetH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(hBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return hBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyH( + 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, + hBuffer, + buffer, + forceClean + // + ); + } + + // + bool GetConditions( + XCHSARConditions &conditions, // + int barIndex = 0, // + int loopback = 3 // + ) + { + // + bool result = true; + + // + if (loopback < 3) + { + loopback = 3; + } + + // + 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; + + // + // Buffers ... + + // + // Current ... + CopyC( + zIndex, + loopback, + conditions.cSars // + ); + + // + // Short ... + CopyS( + zIndex, + loopback, + conditions.sSars // + ); + + // + // Medium ... + CopyM( + zIndex, + loopback, + conditions.mSars // + ); + + // + // Long ... + CopyL( + zIndex, + loopback, + conditions.lSars // + ); + + // + // Hind ... + CopyH( + zIndex, + loopback, + conditions.hSars // + ); + + // + // Conditions ... + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + double hhValue = pBar.FindHighest( + loopback, + MODE_HIGH // + ); + double llValue = pBar.FindLowest( + loopback, + MODE_LOW // + ); + + // + // Current ... + + // + bool isCBullish = conditions.cSars[cIndex] < cBar.low; + bool isCBullishPrev = conditions.cSars[pIndex] < pBar.low; + + // + bool isCBearish = conditions.cSars[cIndex] > cBar.high; + bool isCBearishPrev = conditions.cSars[pIndex] > pBar.high; + + // + bool isCSwitchedBullish = isCBullish && + !isCBullishPrev; + bool isCSwitchedBearish = isCBearish && + !isCBearishPrev; + + // + conditions.isCBullish = isCBullish; + conditions.isCBearish = isCBearish; + conditions.isCSwitchedBullish = isCSwitchedBullish; + conditions.isCSwitchedBearish = isCSwitchedBearish; + + // + // Short ... + + // + bool isSBullish = conditions.sSars[cIndex] < cBar.low; + bool isSBullishPrev = conditions.sSars[pIndex] < pBar.low; + + // + bool isSBearish = conditions.sSars[cIndex] > cBar.high; + bool isSBearishPrev = conditions.sSars[pIndex] > pBar.high; + + // + bool isSSwitchedBullish = isSBullish && + !isSBullishPrev; + bool isSSwitchedBearish = isSBearish && + !isSBearishPrev; + + // + conditions.isSBullish = isSBullish; + conditions.isSBearish = isSBearish; + conditions.isSSwitchedBullish = isSSwitchedBullish; + conditions.isSSwitchedBearish = isSSwitchedBearish; + + // + // Medium ... + + // + bool isMBullish = conditions.mSars[cIndex] < cBar.low; + bool isMBullishPrev = conditions.mSars[pIndex] < pBar.low; + + // + bool isMBearish = conditions.mSars[cIndex] > cBar.high; + bool isMBearishPrev = conditions.mSars[pIndex] > pBar.high; + + // + bool isMSwitchedBullish = isMBullish && + !isMBullishPrev; + bool isMSwitchedBearish = isMBearish && + !isMBearishPrev; + + // + conditions.isMBullish = isMBullish; + conditions.isMBearish = isMBearish; + conditions.isMSwitchedBullish = isMSwitchedBullish; + conditions.isMSwitchedBearish = isMSwitchedBearish; + + // + // Long ... + + // + bool isLBullish = conditions.lSars[cIndex] < cBar.low; + bool isLBullishPrev = conditions.lSars[pIndex] < pBar.low; + + // + bool isLBearish = conditions.lSars[cIndex] > cBar.high; + bool isLBearishPrev = conditions.lSars[pIndex] > pBar.high; + + // + bool isLSwitchedBullish = isLBullish && + !isLBullishPrev; + bool isLSwitchedBearish = isLBearish && + !isLBearishPrev; + + // + conditions.isLBullish = isLBullish; + conditions.isLBearish = isLBearish; + conditions.isLSwitchedBullish = isLSwitchedBullish; + conditions.isLSwitchedBearish = isLSwitchedBearish; + + // + // Hind ... + + // + bool isHBullish = conditions.hSars[cIndex] < cBar.low; + bool isHBullishPrev = conditions.hSars[pIndex] < pBar.low; + + // + bool isHBearish = conditions.hSars[cIndex] > cBar.high; + bool isHBearishPrev = conditions.hSars[pIndex] > pBar.high; + + // + bool isHSwitchedBullish = isHBullish && + !isHBullishPrev; + bool isHSwitchedBearish = isHBearish && + !isHBearishPrev; + + // + conditions.isHBullish = isHBullish; + conditions.isHBearish = isHBearish; + conditions.isHSwitchedBullish = isHSwitchedBullish; + conditions.isHSwitchedBearish = isHSwitchedBearish; + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + XCHSARInputs mInputs; // Inputs ... + + // + // Buffers ... + + // + double cBuffer[]; + double sBuffer[]; + double mBuffer[]; + double lBuffer[]; + double hBuffer[]; + + // + // Tools ... + + // + // Calculate Values Until Now ... + void Calculate() + { + // + int totalBars = CountBars(); + if (totalBars > 1000) + { + totalBars = 1000; + } + + // + // Current ... + CopyBuffer( + mHandler, + XCHSAR_C_LINE, + 0, + totalBars, + cBuffer + // + ); + + // + // Short ... + CopyBuffer( + mHandler, + XCHSAR_S_LINE, + 0, + totalBars, + sBuffer + // + ); + + // + // Medium ... + CopyBuffer( + mHandler, + XCHSAR_S_LINE, + 0, + totalBars, + mBuffer + // + ); + + // + // Long ... + CopyBuffer( + mHandler, + XCHSAR_S_LINE, + 0, + totalBars, + lBuffer + // + ); + + // + // Hind ... + CopyBuffer( + mHandler, + XCHSAR_S_LINE, + 0, + totalBars, + hBuffer + // + ); + } +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/Helpers/x-saherelm.xct.helper.mq5 b/BKPS/14031003/Helpers/x-saherelm.xct.helper.mq5 new file mode 100644 index 0000000..2bd7ced --- /dev/null +++ b/BKPS/14031003/Helpers/x-saherelm.xct.helper.mq5 @@ -0,0 +1,230 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XSCXCTHelper +// 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 XCTInputs +{ + // + // 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) ... + XCTInputs() + { + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + font = NULL; + fontSize = 15; + clr = CLR_NONE; + corner = CORNER_RIGHT_LOWER; + + // + // Presentation ... + showCandleTime = false; + } + + // + // 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 XCXCTHelper : public XCBaseHelper +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructors ... + XCXCTHelper() + : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCXCTHelper() + { + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + XCTInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.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 ... + + // + XCTInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + XCTInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Protected ... + protected: + // + // Private ... + private: + // + // Props ... + XCTInputs mInputs; // Inputs ... +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031003/Helpers/x-saherelm.xpv.helper.mq5 b/BKPS/14031003/Helpers/x-saherelm.xpv.helper.mq5 new file mode 100644 index 0000000..5cad913 --- /dev/null +++ b/BKPS/14031003/Helpers/x-saherelm.xpv.helper.mq5 @@ -0,0 +1,3237 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Helper Class Library +// ---------------------------------------------- +// Name: XSCXPVHelper +// 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 ... + +// +enum ENUM_XPV_BUFFERS +{ + // + // Peaks and Vales ... + XPV_PEAKS_LINE = 0, + XPV_VALES_LINE = 1, + // + // Support and Resistances ... + XPV_RESISTANCE_LINE = 2, + XPV_SUPPORT_LINE = 4, + // + // Fibonacci ... + XPV_FIB_1_LINE = 6, + XPV_FIB_2_LINE = 8, + XPV_FIB_3_LINE = 10, + XPV_FIB_4_LINE = 12, + XPV_FIB_5_LINE = 14, + // + // Short ... + XPV_SC_HH_LINE = 16, + XPV_SC_LL_LINE = 18, + // + // Medium ... + XPV_MC_HH_LINE = 20, + XPV_MC_LL_LINE = 22, + // + // Long ... + XPV_LC_HH_LINE = 24, + XPV_LC_LL_LINE = 26, + // + // Hind ... + XPV_HC_HH_LINE = 28, + XPV_HC_LL_LINE = 30, +}; + +// +// Input Models ... +struct XPVInputs +{ + // + // Props ... + + // + // Makret Cycles ... + + // + // 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 + + // + // Fibonacci ... + double fiboLevel1; // Fibio 1st Level + double fiboLevel2; // Fibio 2st Level + double fiboLevel3; // Fibio 3rd Level + double fiboLevel4; // Fibio 4th Level + double fiboLevel5; // Fibio 5th Level + + // + // Boundary Detection Modes ... + ENUM_SERIESMODE hhMode; // Highest High Calculation Method + ENUM_SERIESMODE llMode; // Lowest Low Calculation Method + + // + // Presentation ... + bool showPeaksAndVales; // Show Peaks and Vales + bool showLevels; // Show Levels + bool showConsolidations; // Show Consolidations + bool showFibo1Levels; // Show Fibo 1st Level + bool showFibo2Levels; // Show Fibo 2nd Level + bool showFibo3Levels; // Show Fibo 3rd Level + bool showFibo4Levels; // Show Fibo 4th Level + bool showFibo5Levels; // Show Fibo 5th Level + + // + // Constructor(s) ... + XPVInputs() + { + // + Clean(); + } + + // + // Tools ... + + // + // Clean ... + void Clean() + { + // + // Makret Cycles ... + + // + // 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; + + // + // Fibonacci ... + fiboLevel1 = 0; + fiboLevel2 = 0; + fiboLevel3 = 0; + fiboLevel4 = 0; + fiboLevel5 = 0; + + // + // Boundary Detection Modes ... + hhMode = MODE_HIGH; + llMode = MODE_LOW; + + // + // Presentation ... + showPeaksAndVales = false; + showLevels = false; + showConsolidations = false; + showFibo1Levels = false; + showFibo2Levels = false; + showFibo3Levels = false; + showFibo4Levels = false; + showFibo5Levels = false; + } + + // + // Default ... + void Default() + { + // + // Makret Cycles ... + + // + // 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; + + // + // Fibonacci ... + fiboLevel1 = 0.236; + fiboLevel2 = 0.382; + fiboLevel3 = 0.5; + fiboLevel4 = 0.618; + fiboLevel5 = 0.764; + + // + // Boundary Detection Modes ... + hhMode = MODE_HIGH; + llMode = MODE_LOW; + + // + // Presentation ... + showPeaksAndVales = true; + showLevels = false; + showConsolidations = false; + showFibo1Levels = true; + showFibo2Levels = true; + showFibo3Levels = true; + showFibo4Levels = true; + showFibo5Levels = true; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(scMethod, scPeriod) && + IsValid(mcMethod, mcPeriod) && + IsValid(lcMethod, lcPeriod) && + IsValid(hcMethod, hcPeriod) + // + ; + + // + return result; + } + + // + // Retrieve MAx Length ... + int Max() + { + // + int result = 0; + + // + result = MathMax(result, 0); + + // + return result; + } +}; + +// +// Conditions ... +struct XPVConditions +{ + // + // Common ... + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + // Buffers ... + double peaks[]; + double vales[]; + double resistances[]; + double supports[]; + double fib1s[]; + double fib2s[]; + double fib3s[]; + double fib4s[]; + double fib5s[]; + double sCHHs[]; + double sCLLs[]; + double mCHHs[]; + double mCLLs[]; + double lCHHs[]; + double lCLLs[]; + double hCHHs[]; + double hCLLs[]; + + // + // Conditions ... + + // + bool isNewPeak; + bool isNewPeakOverLast; + bool isNewPeakUnderLast; + + // + bool isNewVale; + bool isNewValeOverLast; + bool isNewValeUnderLast; + + // + bool isFiboIncreased; + bool isFiboDecreased; + bool isFiboSectionChanged; + + // + // SC ... + + // + bool isSCBullish; + bool isSCHHBullish; + bool isSCLLBullish; + bool isSCSwitchedToBullish; + bool isSCHHSwitchedToBullish; + bool isSCLLSwitchedToBullish; + + // + bool isSCBearish; + bool isSCHHBearish; + bool isSCLLBearish; + bool isSCSwitchedToBearish; + bool isSCHHSwitchedToBearish; + bool isSCLLSwitchedToBeraish; + + // + // MC ... + + // + bool isMCBullish; + bool isMCHHBullish; + bool isMCLLBullish; + bool isMCSwitchedToBullish; + bool isMCHHSwitchedToBullish; + bool isMCLLSwitchedToBullish; + + // + bool isMCBearish; + bool isMCHHBearish; + bool isMCLLBearish; + bool isMCSwitchedToBearish; + bool isMCHHSwitchedToBearish; + bool isMCLLSwitchedToBeraish; + + // + // LC ... + + // + bool isLCBullish; + bool isLCHHBullish; + bool isLCLLBullish; + bool isLCSwitchedToBullish; + bool isLCHHSwitchedToBullish; + bool isLCLLSwitchedToBullish; + // + bool isLCBearish; + bool isLCHHBearish; + bool isLCLLBearish; + bool isLCSwitchedToBearish; + bool isLCHHSwitchedToBearish; + bool isLCLLSwitchedToBeraish; + + // + // HC ... + + // + bool isHCBullish; + bool isHCHHBullish; + bool isHCLLBullish; + bool isHCSwitchedToBullish; + bool isHCHHSwitchedToBullish; + bool isHCLLSwitchedToBullish; + + // + bool isHCBearish; + bool isHCHHBearish; + bool isHCLLBearish; + bool isHCSwitchedToBearish; + bool isHCHHSwitchedToBearish; + bool isHCLLSwitchedToBeraish; + + // + // Fibonachi Conditions ... + + // + bool isCloseOverFib1; + bool isCloseOverFib2; + bool isCloseOverFib3; + bool isCloseOverFib4; + bool isCloseOverFib5; + + // + bool isCloseUnderFib1; + bool isCloseUnderFib2; + bool isCloseUnderFib3; + bool isCloseUnderFib4; + bool isCloseUnderFib5; + + // + bool isCloseCrossedOverFib1; + bool isCloseCrossedOverFib2; + bool isCloseCrossedOverFib3; + bool isCloseCrossedOverFib4; + bool isCloseCrossedOverFib5; + + // + bool isCloseCrossedUnderFib1; + bool isCloseCrossedUnderFib2; + bool isCloseCrossedUnderFib3; + bool isCloseCrossedUnderFib4; + bool isCloseCrossedUnderFib5; + + // + void Clean() + { + // + Clean(peaks); + Clean(vales); + Clean(resistances); + Clean(supports); + Clean(fib1s); + Clean(fib2s); + Clean(fib3s); + Clean(fib4s); + Clean(fib5s); + Clean(sCHHs); + Clean(sCLLs); + Clean(mCHHs); + Clean(mCLLs); + Clean(lCHHs); + Clean(lCLLs); + Clean(hCHHs); + Clean(hCLLs); + + // + ArraySetAsSeries(peaks, true); + ArraySetAsSeries(vales, true); + ArraySetAsSeries(resistances, true); + ArraySetAsSeries(supports, true); + ArraySetAsSeries(fib1s, true); + ArraySetAsSeries(fib2s, true); + ArraySetAsSeries(fib3s, true); + ArraySetAsSeries(fib4s, true); + ArraySetAsSeries(fib5s, true); + ArraySetAsSeries(sCHHs, true); + ArraySetAsSeries(sCLLs, true); + ArraySetAsSeries(mCHHs, true); + ArraySetAsSeries(mCLLs, true); + ArraySetAsSeries(lCHHs, true); + ArraySetAsSeries(lCLLs, true); + ArraySetAsSeries(hCHHs, true); + ArraySetAsSeries(hCLLs, true); + + // + isNewPeak = false; + isNewPeakOverLast = false; + isNewPeakUnderLast = false; + isNewVale = false; + isNewValeOverLast = false; + isNewValeUnderLast = false; + isFiboIncreased = false; + isFiboDecreased = false; + isFiboSectionChanged = false; + isCloseOverFib1 = false; + isCloseOverFib2 = false; + isCloseOverFib3 = false; + isCloseOverFib4 = false; + isCloseOverFib5 = false; + isCloseUnderFib1 = false; + isCloseUnderFib2 = false; + isCloseUnderFib3 = false; + isCloseUnderFib4 = false; + isCloseUnderFib5 = false; + isCloseCrossedOverFib1 = false; + isCloseCrossedOverFib2 = false; + isCloseCrossedOverFib3 = false; + isCloseCrossedOverFib4 = false; + isCloseCrossedOverFib5 = false; + isCloseCrossedUnderFib1 = false; + isCloseCrossedUnderFib2 = false; + isCloseCrossedUnderFib3 = false; + isCloseCrossedUnderFib4 = false; + isCloseCrossedUnderFib5 = false; + isSCBullish = false; + isSCHHBullish = false; + isSCLLBullish = false; + isSCSwitchedToBullish = false; + isSCHHSwitchedToBullish = false; + isSCLLSwitchedToBullish = false; + isSCBearish = false; + isSCHHBearish = false; + isSCLLBearish = false; + isSCSwitchedToBearish = false; + isSCHHSwitchedToBearish = false; + isSCLLSwitchedToBeraish = false; + isMCBullish = false; + isMCHHBullish = false; + isMCLLBullish = false; + isMCSwitchedToBullish = false; + isMCHHSwitchedToBullish = false; + isMCLLSwitchedToBullish = false; + isMCBearish = false; + isMCHHBearish = false; + isMCLLBearish = false; + isMCSwitchedToBearish = false; + isMCHHSwitchedToBearish = false; + isMCLLSwitchedToBeraish = false; + isLCBullish = false; + isLCHHBullish = false; + isLCLLBullish = false; + isLCSwitchedToBullish = false; + isLCHHSwitchedToBullish = false; + isLCLLSwitchedToBullish = false; + isLCBearish = false; + isLCHHBearish = false; + isLCLLBearish = false; + isLCSwitchedToBearish = false; + isLCHHSwitchedToBearish = false; + isLCLLSwitchedToBeraish = false; + isHCBullish = false; + isHCHHBullish = false; + isHCLLBullish = false; + isHCSwitchedToBullish = false; + isHCHHSwitchedToBullish = false; + isHCLLSwitchedToBullish = false; + isHCBearish = false; + isHCHHBearish = false; + isHCLLBearish = false; + isHCSwitchedToBearish = false; + isHCHHSwitchedToBearish = false; + isHCLLSwitchedToBeraish = false; + } + + // + void GenerateScore( + double &bullishScore, + double &bearishScore // + ) + { + // + bullishScore = 0; + bearishScore = 0; + + // + if (isNewPeak) + { + } + if (isNewPeakOverLast) + { + } + if (isNewPeakUnderLast) + { + } + + // + if (isNewVale) + { + } + if (isNewValeOverLast) + { + } + if (isNewValeUnderLast) + { + } + + // + if (isFiboIncreased) + { + } + if (isFiboDecreased) + { + } + if (isFiboSectionChanged) + { + } + + // + if (isSCBullish) + { + bullishScore++; + } + if (isSCHHBullish) + { + bullishScore++; + } + if (isSCLLBullish) + { + bullishScore++; + } + if (isSCSwitchedToBullish) + { + bullishScore++; + } + if (isSCHHSwitchedToBullish) + { + bullishScore++; + } + if (isSCLLSwitchedToBullish) + { + bullishScore++; + } + + // + if (isSCBearish) + { + bearishScore++; + } + if (isSCHHBearish) + { + bearishScore++; + } + if (isSCLLBearish) + { + bearishScore++; + } + if (isSCSwitchedToBearish) + { + bearishScore++; + } + if (isSCHHSwitchedToBearish) + { + bearishScore++; + } + if (isSCLLSwitchedToBeraish) + { + bearishScore++; + } + + // + if (isMCBullish) + { + bullishScore++; + } + if (isMCHHBullish) + { + bullishScore++; + } + if (isMCLLBullish) + { + bullishScore++; + } + if (isMCSwitchedToBullish) + { + bullishScore++; + } + if (isMCHHSwitchedToBullish) + { + bullishScore++; + } + if (isMCLLSwitchedToBullish) + { + bullishScore++; + } + + // + if (isMCBearish) + { + bearishScore++; + } + if (isMCHHBearish) + { + bearishScore++; + } + if (isMCLLBearish) + { + bearishScore++; + } + if (isMCSwitchedToBearish) + { + bearishScore++; + } + if (isMCHHSwitchedToBearish) + { + bearishScore++; + } + if (isMCLLSwitchedToBeraish) + { + bearishScore++; + } + + // + if (isLCBullish) + { + bullishScore++; + } + if (isLCHHBullish) + { + bullishScore++; + } + if (isLCLLBullish) + { + bullishScore++; + } + if (isLCSwitchedToBullish) + { + bullishScore++; + } + if (isLCHHSwitchedToBullish) + { + bullishScore++; + } + if (isLCLLSwitchedToBullish) + { + bullishScore++; + } + + // + if (isLCBearish) + { + bearishScore++; + } + if (isLCHHBearish) + { + bearishScore++; + } + if (isLCLLBearish) + { + bearishScore++; + } + if (isLCSwitchedToBearish) + { + bearishScore++; + } + if (isLCHHSwitchedToBearish) + { + bearishScore++; + } + if (isLCLLSwitchedToBeraish) + { + bearishScore++; + } + + if (isHCBullish) + { + bullishScore++; + } + if (isHCHHBullish) + { + bullishScore++; + } + if (isHCLLBullish) + { + bullishScore++; + } + if (isHCSwitchedToBullish) + { + bullishScore++; + } + if (isHCHHSwitchedToBullish) + { + bullishScore++; + } + if (isHCLLSwitchedToBullish) + { + bullishScore++; + } + + // + if (isHCBearish) + { + bearishScore++; + } + if (isHCHHBearish) + { + bearishScore++; + } + if (isHCLLBearish) + { + bearishScore++; + } + if (isHCSwitchedToBearish) + { + bearishScore++; + } + if (isHCHHSwitchedToBearish) + { + bearishScore++; + } + if (isHCLLSwitchedToBeraish) + { + bearishScore++; + } + } + + // + 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("isNewPeak", isNewPeak, ignoreFalseConditions, separator) + + ToString("isNewPeakOverLast", isNewPeakOverLast, ignoreFalseConditions, separator) + + ToString("isNewPeakUnderLast", isNewPeakUnderLast, ignoreFalseConditions, separator) + + ToString("isNewVale", isNewVale, ignoreFalseConditions, separator) + + ToString("isNewValeOverLast", isNewValeOverLast, ignoreFalseConditions, separator) + + ToString("isNewValeUnderLast", isNewValeUnderLast, ignoreFalseConditions, separator) + + ToString("isFiboIncreased", isFiboIncreased, ignoreFalseConditions, separator) + + ToString("isFiboDecreased", isFiboDecreased, ignoreFalseConditions, separator) + + ToString("isFiboSectionChanged", isFiboSectionChanged, ignoreFalseConditions, separator) + + ToString("isCloseOverFib1", isCloseOverFib1, ignoreFalseConditions, separator) + + ToString("isCloseOverFib2", isCloseOverFib2, ignoreFalseConditions, separator) + + ToString("isCloseOverFib3", isCloseOverFib3, ignoreFalseConditions, separator) + + ToString("isCloseOverFib4", isCloseOverFib4, ignoreFalseConditions, separator) + + ToString("isCloseOverFib5", isCloseOverFib5, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib1", isCloseUnderFib1, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib2", isCloseUnderFib2, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib3", isCloseUnderFib3, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib4", isCloseUnderFib4, ignoreFalseConditions, separator) + + ToString("isCloseUnderFib5", isCloseUnderFib5, ignoreFalseConditions, separator) + + ToString("isCloseCrossedOverFib1", isCloseCrossedOverFib1, ignoreFalseConditions, separator) + + ToString("isCloseCrossedOverFib2", isCloseCrossedOverFib2, ignoreFalseConditions, separator) + + ToString("isCloseCrossedOverFib3", isCloseCrossedOverFib3, ignoreFalseConditions, separator) + + ToString("isCloseCrossedOverFib4", isCloseCrossedOverFib4, ignoreFalseConditions, separator) + + ToString("isCloseCrossedOverFib5", isCloseCrossedOverFib5, ignoreFalseConditions, separator) + + ToString("isCloseCrossedUnderFib1", isCloseCrossedUnderFib1, ignoreFalseConditions, separator) + + ToString("isCloseCrossedUnderFib2", isCloseCrossedUnderFib2, ignoreFalseConditions, separator) + + ToString("isCloseCrossedUnderFib3", isCloseCrossedUnderFib3, ignoreFalseConditions, separator) + + ToString("isCloseCrossedUnderFib4", isCloseCrossedUnderFib4, ignoreFalseConditions, separator) + + ToString("isCloseCrossedUnderFib5", isCloseCrossedUnderFib5, ignoreFalseConditions, separator) + + ToString("isSCBullish", isSCBullish, ignoreFalseConditions, separator) + + ToString("isSCHHBullish", isSCHHBullish, ignoreFalseConditions, separator) + + ToString("isSCLLBullish", isSCLLBullish, ignoreFalseConditions, separator) + + ToString("isSCSwitchedToBullish", isSCSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isSCHHSwitchedToBullish", isSCHHSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isSCLLSwitchedToBullish", isSCLLSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isSCBearish", isSCBearish, ignoreFalseConditions, separator) + + ToString("isSCHHBearish", isSCHHBearish, ignoreFalseConditions, separator) + + ToString("isSCLLBearish", isSCLLBearish, ignoreFalseConditions, separator) + + ToString("isSCSwitchedToBearish", isSCSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isSCHHSwitchedToBearish", isSCHHSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isSCLLSwitchedToBeraish", isSCLLSwitchedToBeraish, ignoreFalseConditions, separator) + + ToString("isMCBullish", isMCBullish, ignoreFalseConditions, separator) + + ToString("isMCHHBullish", isMCHHBullish, ignoreFalseConditions, separator) + + ToString("isMCLLBullish", isMCLLBullish, ignoreFalseConditions, separator) + + ToString("isMCSwitchedToBullish", isMCSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isMCHHSwitchedToBullish", isMCHHSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isMCLLSwitchedToBullish", isMCLLSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isMCBearish", isMCBearish, ignoreFalseConditions, separator) + + ToString("isMCHHBearish", isMCHHBearish, ignoreFalseConditions, separator) + + ToString("isMCLLBearish", isMCLLBearish, ignoreFalseConditions, separator) + + ToString("isMCSwitchedToBearish", isMCSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isMCHHSwitchedToBearish", isMCHHSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isMCLLSwitchedToBeraish", isMCLLSwitchedToBeraish, ignoreFalseConditions, separator) + + ToString("isLCBullish", isLCBullish, ignoreFalseConditions, separator) + + ToString("isLCHHBullish", isLCHHBullish, ignoreFalseConditions, separator) + + ToString("isLCLLBullish", isLCLLBullish, ignoreFalseConditions, separator) + + ToString("isLCSwitchedToBullish", isLCSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isLCHHSwitchedToBullish", isLCHHSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isLCLLSwitchedToBullish", isLCLLSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isLCBearish", isLCBearish, ignoreFalseConditions, separator) + + ToString("isLCHHBearish", isLCHHBearish, ignoreFalseConditions, separator) + + ToString("isLCLLBearish", isLCLLBearish, ignoreFalseConditions, separator) + + ToString("isLCSwitchedToBearish", isLCSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isLCHHSwitchedToBearish", isLCHHSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isLCLLSwitchedToBeraish", isLCLLSwitchedToBeraish, ignoreFalseConditions, separator) + + ToString("isHCBullish", isHCBullish, ignoreFalseConditions, separator) + + ToString("isHCHHBullish", isHCHHBullish, ignoreFalseConditions, separator) + + ToString("isHCLLBullish", isHCLLBullish, ignoreFalseConditions, separator) + + ToString("isHCSwitchedToBullish", isHCSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isHCHHSwitchedToBullish", isHCHHSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isHCLLSwitchedToBullish", isHCLLSwitchedToBullish, ignoreFalseConditions, separator) + + ToString("isHCBearish", isHCBearish, ignoreFalseConditions, separator) + + ToString("isHCHHBearish", isHCHHBearish, ignoreFalseConditions, separator) + + ToString("isHCLLBearish", isHCLLBearish, ignoreFalseConditions, separator) + + ToString("isHCSwitchedToBearish", isHCSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isHCHHSwitchedToBearish", isHCHHSwitchedToBearish, ignoreFalseConditions, separator) + + ToString("isHCLLSwitchedToBeraish", isHCLLSwitchedToBeraish, ignoreFalseConditions, separator) + + // + "" + // + ; + + // + result = + // + "[" + GetTag() + "]" + separator + + (onlyConditions + ? "" + : commonStr) + + (!includeScores + ? "" + : scoresStr) + + " " + separator + + (onlyCommons + ? "" + : conditionsStr) + + "" + // + ; + + // + return result; + } + + // + string GetTag() + { + return "XPV"; + } +}; + +// +// Class ... +class XCXPVHelper : public XCBaseHelper +{ + // + // Public ... +public: + // + // Props ... + + // + // Constructors ... + XCXPVHelper() : XCBaseHelper(_Symbol, _Period) + { + } + + // + // Deconstructor ... + ~XCXPVHelper() + { + // + Clean(fib1Buffer); + Clean(fib2Buffer); + Clean(fib3Buffer); + Clean(fib4Buffer); + Clean(fib5Buffer); + Clean(scHHBuffer); + Clean(scLLBuffer); + Clean(mcHHBuffer); + Clean(mcLLBuffer); + Clean(lcHHBuffer); + Clean(lcLLBuffer); + Clean(hcHHBuffer); + Clean(hcLLBuffer); + Clean(peaksBuffer); + Clean(valesBuffer); + Clean(supportBuffer); + Clean(resistanceBuffer); + } + + // + // Tools ... + bool Init( + string symbol, // Trading Symbol + ENUM_TIMEFRAMES period, // Trading Period + XPVInputs &inputs // Inputs + ) + { + // + bool result = false; + + // + mSymbol = symbol; + mPeriod = period; + + // + result = inputs.IsValid(); + if (!result) + { + return result; + } + + // + mInputs = inputs; + + // + ArraySetAsSeries(peaksBuffer, true); + ArraySetAsSeries(valesBuffer, true); + ArraySetAsSeries(resistanceBuffer, true); + ArraySetAsSeries(supportBuffer, true); + ArraySetAsSeries(fib1Buffer, true); + ArraySetAsSeries(fib2Buffer, true); + ArraySetAsSeries(fib3Buffer, true); + ArraySetAsSeries(fib4Buffer, true); + ArraySetAsSeries(fib5Buffer, true); + ArraySetAsSeries(scHHBuffer, true); + ArraySetAsSeries(scLLBuffer, true); + ArraySetAsSeries(mcHHBuffer, true); + ArraySetAsSeries(mcLLBuffer, true); + ArraySetAsSeries(lcHHBuffer, true); + ArraySetAsSeries(lcLLBuffer, true); + ArraySetAsSeries(hcHHBuffer, true); + ArraySetAsSeries(hcLLBuffer, true); + + // + mHandler = iCustom( + mSymbol, + mPeriod, + "x-saherelm.xpv", + // + // Inputs ... + // + // Makret Cycles ... + "", + // + // Short ... + "", + mInputs.scMethod, // How to Find Period + mInputs.scPeriod, // Time Period + // + // Medium ... + "", + mInputs.mcMethod, // How to Find Period + mInputs.mcPeriod, // Time Period + // + // Long ... + "", + mInputs.lcMethod, // How to Find Period + mInputs.lcPeriod, // Time Period + // + // Hind ... + "", + mInputs.hcMethod, // How to Find Period + mInputs.hcPeriod, // Time Period + // + // Fibonacci ... + "", + mInputs.fiboLevel1, // Fibio 1st Level + mInputs.fiboLevel2, // Fibio 2st Level + mInputs.fiboLevel3, // Fibio 3rd Level + mInputs.fiboLevel4, // Fibio 4th Level + mInputs.fiboLevel5, // Fibio 5th Level + // + // Boundary Detection Modes ... + "", + mInputs.hhMode, // Highest High Calculation Method + mInputs.llMode, // Lowest Low Calculation Method + // + // Presentation ... + "", + mInputs.showPeaksAndVales, // Show Peaks and Vales + mInputs.showLevels, // Show Levels + mInputs.showConsolidations, // Show Consolidations + mInputs.showFibo1Levels, // Show Fibo 1st Level + mInputs.showFibo2Levels, // Show Fibo 2nd Level + mInputs.showFibo3Levels, // Show Fibo 3rd Level + mInputs.showFibo4Levels, // Show Fibo 4th Level + mInputs.showFibo5Levels // Show Fibo 5th Level + // + ); + result = mHandler != INVALID_HANDLE; + if (!result) + { + return result; + } + + // + return result; + } + + // + // Inputs ... + + // + XPVInputs GetInputs() + { + return mInputs; + } + + // + bool SetInputs( + XPVInputs &inputs // Configs + ) + { + // + return Init( + mSymbol, + mPeriod, + inputs + // + ); + } + + // + // Buffers ... + + // + // 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]; + } + + // + // Copy Required Items ... + 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 + // + ); + } + + // + bool IsSamePeak( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + peaksBuffer, + verifier, + barIndex // + ); + } + + // + // 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]; + } + + // + // Copy Required Items ... + 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 + // + ); + } + + // + bool IsSameVale( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + valesBuffer, + verifier, + barIndex // + ); + } + + // + // Resistance ... + + // + double GetResistance( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(resistanceBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return resistanceBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyResistance( + 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, + resistanceBuffer, + buffer, + forceClean + // + ); + } + + // + // Support ... + + // + double GetSupport( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(supportBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return supportBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopySupport( + 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, + supportBuffer, + buffer, + forceClean + // + ); + } + + // + // Fibonacci ... + + // + // Level 1 ... + + // + double GetFib1( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fib1Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fib1Buffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFib1( + 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, + fib1Buffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameFib1( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + fib1Buffer, + verifier, + barIndex // + ); + } + + // + // Level 2 ... + + // + double GetFib2( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fib2Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fib2Buffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFib2( + 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, + fib2Buffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameFib2( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + fib2Buffer, + verifier, + barIndex // + ); + } + + // + // Level 3 ... + + // + double GetFib3( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fib3Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fib3Buffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFib3( + 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, + fib3Buffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameFib3( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + fib3Buffer, + verifier, + barIndex // + ); + } + + // + // Level 4 ... + + // + double GetFib4( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fib4Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fib4Buffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFib4( + 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, + fib4Buffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameFib4( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + fib4Buffer, + verifier, + barIndex // + ); + } + + // + // Level 5 ... + + // + double GetFib5( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(fib5Buffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return fib5Buffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyFib5( + 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, + fib5Buffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameFib5( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + fib5Buffer, + verifier, + barIndex // + ); + } + + // + // Cycles ... + + // + // Short ... + + // + // HH ... + + // + double GetSCHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(scHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return scHHBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopySCHH( + 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, + scHHBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameSCHH( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + scHHBuffer, + verifier, + barIndex // + ); + } + + // + // LL ... + + // + double GetSCLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(scLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return scLLBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopySCLL( + 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, + scLLBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameSCLL( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + scLLBuffer, + verifier, + barIndex // + ); + } + + // + // Medium ... + + // + // HH ... + + // + double GetMCHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(mcHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return mcHHBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyMCHH( + 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, + mcHHBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameMCHH( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + mcHHBuffer, + verifier, + barIndex // + ); + } + + // + // LL ... + + // + double GetMCLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(mcLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return mcLLBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyMCLL( + 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, + mcLLBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameMCLL( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + mcLLBuffer, + verifier, + barIndex // + ); + } + + // + // Long ... + + // + // HH ... + + // + double GetLCHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(lcHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return lcHHBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyLCHH( + 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, + lcHHBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameLCHH( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + lcHHBuffer, + verifier, + barIndex // + ); + } + + // + // LL ... + + // + double GetLCLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(lcLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return lcLLBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyLCLL( + 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, + lcLLBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameLCLL( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + lcLLBuffer, + verifier, + barIndex // + ); + } + + // + // Hind ... + + // + // HH ... + + // + double GetHCHH( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(hcHHBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return hcHHBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyHCHH( + 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, + hcHHBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameHCHH( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + hcHHBuffer, + verifier, + barIndex // + ); + } + + // + // LL ... + + // + double GetHCLL( + int barIndex // Bar Index + ) + { + // + if (barIndex < 0) + { + barIndex = 0; + } + + // + Calculate(); + + // + int count = ArraySize(hcLLBuffer); + if (barIndex >= count) + { + barIndex = count - 1; + } + + // + return hcLLBuffer[barIndex]; + } + + // + // Copy Required Items ... + int CopyHCLL( + 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, + hcLLBuffer, + buffer, + forceClean + // + ); + } + + // + bool IsSameHCLL( + int barIndex, // Start Bar Index + int verifier = 71 // Number of Verifiers + ) + { + // + // Update Calculations ... + Calculate(); + + // + return IsSame( + hcLLBuffer, + verifier, + barIndex // + ); + } + + // + bool GetConditions( + XPVConditions &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; + + // + // Buffers ... + + // + CopyPeak( + zIndex, + loopback, + conditions.peaks // + ); + + // + CopyVale( + zIndex, + loopback, + conditions.vales // + ); + + // + CopySupport( + zIndex, + loopback, + conditions.supports // + ); + + // + CopyResistance( + zIndex, + loopback, + conditions.resistances // + ); + + // + CopyFib1( + zIndex, + loopback, + conditions.fib1s // + ); + + // + CopyFib2( + zIndex, + loopback, + conditions.fib2s // + ); + + // + CopyFib3( + zIndex, + loopback, + conditions.fib3s // + ); + + // + CopyFib4( + zIndex, + loopback, + conditions.fib4s // + ); + + // + CopyFib5( + zIndex, + loopback, + conditions.fib5s // + ); + + // + CopySCHH( + zIndex, + loopback, + conditions.sCHHs // + ); + + // + CopySCLL( + zIndex, + loopback, + conditions.sCLLs // + ); + + // + CopyMCHH( + zIndex, + loopback, + conditions.mCHHs // + ); + + // + CopyMCLL( + zIndex, + loopback, + conditions.mCLLs // + ); + + // + CopyLCHH( + zIndex, + loopback, + conditions.lCHHs // + ); + + // + CopyLCLL( + zIndex, + loopback, + conditions.lCLLs // + ); + + // + CopyHCHH( + zIndex, + loopback, + conditions.hCHHs // + ); + + // + CopyHCLL( + zIndex, + loopback, + conditions.hCLLs // + ); + + // + // Conditions ... + + // + bool isNewPeak = conditions.peaks[cIndex] != conditions.peaks[pIndex]; + bool isNewPeakOverLast = isNewPeak && + conditions.peaks[cIndex] > conditions.peaks[pIndex]; + bool isNewPeakUnderLast = isNewPeak && + conditions.peaks[cIndex] < conditions.peaks[pIndex]; + + // + bool isNewVale = conditions.vales[cIndex] != conditions.vales[pIndex]; + bool isNewValeOverLast = isNewVale && + conditions.vales[cIndex] > conditions.vales[pIndex]; + bool isNewValeUnderLast = isNewVale && + conditions.vales[cIndex] < conditions.vales[pIndex]; + + // + bool isFiboIncreased = + // + conditions.fib1s[cIndex] > conditions.fib1s[pIndex] && + conditions.fib2s[cIndex] > conditions.fib2s[pIndex] && + conditions.fib3s[cIndex] > conditions.fib3s[pIndex] && + conditions.fib4s[cIndex] > conditions.fib4s[pIndex] && + conditions.fib5s[cIndex] > conditions.fib5s[pIndex] + // + ; + bool isFiboDecreased = + // + conditions.fib1s[cIndex] < conditions.fib1s[pIndex] && + conditions.fib2s[cIndex] < conditions.fib2s[pIndex] && + conditions.fib3s[cIndex] < conditions.fib3s[pIndex] && + conditions.fib4s[cIndex] < conditions.fib4s[pIndex] && + conditions.fib5s[cIndex] < conditions.fib5s[pIndex] + // + ; + bool isFiboSectionChanged = + // + (isFiboDecreased && + isNewPeakUnderLast) + // + || + // + (isFiboIncreased && + isNewValeOverLast) + // + ; + + // + // SC ... + + // + bool isSCHHBullish = conditions.sCHHs[cIndex] > conditions.sCHHs[pIndex]; + bool isSCLLBullish = conditions.sCLLs[cIndex] > conditions.sCLLs[pIndex]; + + // + bool isSCHHBullishPrev = conditions.sCHHs[pIndex] > conditions.sCHHs[ppIndex]; + bool isSCLLBullishPrev = conditions.sCLLs[pIndex] > conditions.sCLLs[ppIndex]; + + // + bool isSCBullish = isSCHHBullish && + isSCLLBullish; + + // + bool isSCBullishPrev = isSCHHBullishPrev && + isSCLLBullishPrev; + + // + bool isSCHHSwitchedToBullish = isSCHHBullish && + !isSCHHBullishPrev; + bool isSCLLSwitchedToBullish = isSCLLBullish && + !isSCLLBullishPrev; + + // + bool isSCHHBearish = conditions.sCHHs[cIndex] < conditions.sCHHs[pIndex]; + bool isSCLLBearish = conditions.sCLLs[cIndex] < conditions.sCLLs[pIndex]; + + // + bool isSCHHBearishPrev = conditions.sCHHs[pIndex] < conditions.sCHHs[ppIndex]; + bool isSCLLBearishPrev = conditions.sCLLs[pIndex] < conditions.sCLLs[ppIndex]; + + // + bool isSCBearish = isSCHHBearish && + isSCLLBearish; + + // + bool isSCBearishPrev = isSCHHBearishPrev && + isSCLLBearishPrev; + + // + bool isSCHHSwitchedToBearish = isSCHHBearish && + !isSCHHBearishPrev; + bool isSCLLSwitchedToBeraish = isSCLLBearish && + !isSCLLBearishPrev; + + // + bool isSCSwitchedToBullish = + // + (isSCHHSwitchedToBullish && + !isSCLLBearish) + // + || + // + (isSCLLSwitchedToBullish && + !isSCHHBearish) + // + ; + + // + bool isSCSwitchedToBearish = + // + (isSCHHSwitchedToBearish && + !isSCLLBullish) + // + || + // + (isSCLLSwitchedToBeraish && + !isSCHHBullish) + // + ; + + // + // MC ... + + // + bool isMCHHBullish = conditions.mCHHs[cIndex] > conditions.mCHHs[pIndex]; + bool isMCLLBullish = conditions.mCLLs[cIndex] > conditions.mCLLs[pIndex]; + + // + bool isMCHHBullishPrev = conditions.mCHHs[pIndex] > conditions.mCHHs[ppIndex]; + bool isMCLLBullishPrev = conditions.mCLLs[pIndex] > conditions.mCLLs[ppIndex]; + + // + bool isMCBullish = isMCHHBullish && + isMCLLBullish; + + // + bool isMCBullishPrev = isMCHHBullishPrev && + isMCLLBullishPrev; + + // + bool isMCHHSwitchedToBullish = isMCHHBullish && + !isMCHHBullishPrev; + bool isMCLLSwitchedToBullish = isMCLLBullish && + !isMCLLBullishPrev; + + // + bool isMCHHBearish = conditions.mCHHs[cIndex] < conditions.mCHHs[pIndex]; + bool isMCLLBearish = conditions.mCLLs[cIndex] < conditions.mCLLs[pIndex]; + + // + bool isMCHHBearishPrev = conditions.mCHHs[pIndex] < conditions.mCHHs[ppIndex]; + bool isMCLLBearishPrev = conditions.mCLLs[pIndex] < conditions.mCLLs[ppIndex]; + + // + bool isMCBearish = isMCHHBearish && + isMCLLBearish; + + // + bool isMCBearishPrev = isMCHHBearishPrev && + isMCLLBearishPrev; + + // + bool isMCHHSwitchedToBearish = isMCHHBearish && + !isMCHHBearishPrev; + bool isMCLLSwitchedToBeraish = isMCLLBearish && + !isMCLLBearishPrev; + + // + bool isMCSwitchedToBullish = + // + (isMCHHSwitchedToBullish && + !isMCLLBearish) + // + || + // + (isMCLLSwitchedToBullish && + !isMCHHBearish) + // + ; + + // + bool isMCSwitchedToBearish = + // + (isMCHHSwitchedToBearish && + !isMCLLBullish) + // + || + // + (isMCLLSwitchedToBeraish && + !isMCHHBullish) + // + ; + + // + // LC ... + + // + bool isLCHHBullish = conditions.lCHHs[cIndex] > conditions.lCHHs[pIndex]; + bool isLCLLBullish = conditions.lCLLs[cIndex] > conditions.lCLLs[pIndex]; + + // + bool isLCHHBullishPrev = conditions.lCHHs[pIndex] > conditions.lCHHs[ppIndex]; + bool isLCLLBullishPrev = conditions.lCLLs[pIndex] > conditions.lCLLs[ppIndex]; + + // + bool isLCBullish = isLCHHBullish && + isLCLLBullish; + + // + bool isLCBullishPrev = isLCHHBullishPrev && + isLCLLBullishPrev; + + // + bool isLCHHSwitchedToBullish = isLCHHBullish && + !isLCHHBullishPrev; + bool isLCLLSwitchedToBullish = isLCLLBullish && + !isLCLLBullishPrev; + + // + bool isLCHHBearish = conditions.lCHHs[cIndex] < conditions.lCHHs[pIndex]; + bool isLCLLBearish = conditions.lCLLs[cIndex] < conditions.lCLLs[pIndex]; + + // + bool isLCHHBearishPrev = conditions.lCHHs[pIndex] < conditions.lCHHs[ppIndex]; + bool isLCLLBearishPrev = conditions.lCLLs[pIndex] < conditions.lCLLs[ppIndex]; + + // + bool isLCBearish = isLCHHBearish && + isLCLLBearish; + + // + bool isLCBearishPrev = isLCHHBearishPrev && + isLCLLBearishPrev; + + // + bool isLCHHSwitchedToBearish = isLCHHBearish && + !isLCHHBearishPrev; + bool isLCLLSwitchedToBeraish = isLCLLBearish && + !isLCLLBearishPrev; + + // + bool isLCSwitchedToBullish = + // + (isLCHHSwitchedToBullish && + !isLCLLBearish) + // + || + // + (isLCLLSwitchedToBullish && + !isLCHHBearish) + // + ; + + // + bool isLCSwitchedToBearish = + // + (isLCHHSwitchedToBearish && + !isLCLLBullish) + // + || + // + (isLCLLSwitchedToBeraish && + !isLCHHBullish) + // + ; + + // + // HC ... + + // + bool isHCHHBullish = conditions.hCHHs[cIndex] > conditions.hCHHs[pIndex]; + bool isHCLLBullish = conditions.hCLLs[cIndex] > conditions.hCLLs[pIndex]; + + // + bool isHCHHBullishPrev = conditions.hCHHs[pIndex] > conditions.hCHHs[ppIndex]; + bool isHCLLBullishPrev = conditions.hCLLs[pIndex] > conditions.hCLLs[ppIndex]; + + // + bool isHCBullish = isHCHHBullish && + isHCLLBullish; + + // + bool isHCBullishPrev = isHCHHBullishPrev && + isHCLLBullishPrev; + + // + bool isHCHHSwitchedToBullish = isHCHHBullish && + !isHCHHBullishPrev; + bool isHCLLSwitchedToBullish = isHCLLBullish && + !isHCLLBullishPrev; + + // + bool isHCHHBearish = conditions.hCHHs[cIndex] < conditions.hCHHs[pIndex]; + bool isHCLLBearish = conditions.hCLLs[cIndex] < conditions.hCLLs[pIndex]; + + // + bool isHCHHBearishPrev = conditions.hCHHs[pIndex] < conditions.hCHHs[ppIndex]; + bool isHCLLBearishPrev = conditions.hCLLs[pIndex] < conditions.hCLLs[ppIndex]; + + // + bool isHCBearish = isHCHHBearish && + isHCLLBearish; + + // + bool isHCBearishPrev = isHCHHBearishPrev && + isHCLLBearishPrev; + + // + bool isHCHHSwitchedToBearish = isHCHHBearish && + !isHCHHBearishPrev; + bool isHCLLSwitchedToBeraish = isHCLLBearish && + !isHCLLBearishPrev; + + // + bool isHCSwitchedToBullish = + // + (isHCHHSwitchedToBullish && + !isHCLLBearish) + // + || + // + (isHCLLSwitchedToBullish && + !isHCHHBearish) + // + ; + + // + bool isHCSwitchedToBearish = + // + (isHCHHSwitchedToBearish && + !isHCLLBullish) + // + || + // + (isHCLLSwitchedToBeraish && + !isHCHHBullish) + // + ; + + // + // Define Bars For Calculations ... + + // + XOHCL cBar; + result = cBar.Init( + mSymbol, + mPeriod, + cIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = pBar.Init( + mSymbol, + mPeriod, + pIndex // + ); + if (!result) + { + return result; + } + + // + bool isCloseOverFib1 = cBar.close > conditions.fib1s[cIndex]; + bool isCloseOverFib1Prev = pBar.close > conditions.fib1s[pIndex]; + + // + bool isCloseOverFib2 = cBar.close > conditions.fib2s[cIndex]; + bool isCloseOverFib2Prev = pBar.close > conditions.fib2s[pIndex]; + + // + bool isCloseOverFib3 = cBar.close > conditions.fib3s[cIndex]; + bool isCloseOverFib3Prev = pBar.close > conditions.fib3s[pIndex]; + + // + bool isCloseOverFib4 = cBar.close > conditions.fib4s[cIndex]; + bool isCloseOverFib4Prev = pBar.close > conditions.fib4s[pIndex]; + + // + bool isCloseOverFib5 = cBar.close > conditions.fib5s[cIndex]; + bool isCloseOverFib5Prev = pBar.close > conditions.fib5s[pIndex]; + + // + bool isCloseUnderFib1 = cBar.close < conditions.fib1s[cIndex]; + bool isCloseUnderFib1Prev = pBar.close < conditions.fib1s[pIndex]; + + // + bool isCloseUnderFib2 = cBar.close < conditions.fib2s[cIndex]; + bool isCloseUnderFib2Prev = pBar.close < conditions.fib2s[pIndex]; + + // + bool isCloseUnderFib3 = cBar.close < conditions.fib3s[cIndex]; + bool isCloseUnderFib3Prev = pBar.close < conditions.fib3s[pIndex]; + + // + bool isCloseUnderFib4 = cBar.close < conditions.fib4s[cIndex]; + bool isCloseUnderFib4Prev = pBar.close < conditions.fib4s[pIndex]; + + // + bool isCloseUnderFib5 = cBar.close < conditions.fib5s[cIndex]; + bool isCloseUnderFib5Prev = pBar.close < conditions.fib5s[pIndex]; + + // + bool isCloseCrossedOverFib1 = isCloseOverFib1 && + !isCloseOverFib1Prev; + bool isCloseCrossedOverFib2 = isCloseOverFib2 && + !isCloseOverFib2Prev; + bool isCloseCrossedOverFib3 = isCloseOverFib3 && + !isCloseOverFib3Prev; + bool isCloseCrossedOverFib4 = isCloseOverFib4 && + !isCloseOverFib4Prev; + bool isCloseCrossedOverFib5 = isCloseOverFib5 && + !isCloseOverFib5Prev; + + // + bool isCloseCrossedUnderFib1 = isCloseUnderFib1 && + !isCloseUnderFib1Prev; + bool isCloseCrossedUnderFib2 = isCloseUnderFib2 && + !isCloseUnderFib2Prev; + bool isCloseCrossedUnderFib3 = isCloseUnderFib3 && + !isCloseUnderFib3Prev; + bool isCloseCrossedUnderFib4 = isCloseUnderFib4 && + !isCloseUnderFib4Prev; + bool isCloseCrossedUnderFib5 = isCloseUnderFib5 && + !isCloseUnderFib5Prev; + + // + conditions.isNewPeak = isNewPeak; + conditions.isNewPeakOverLast = isNewPeakOverLast; + conditions.isNewPeakUnderLast = isNewPeakUnderLast; + conditions.isNewVale = isNewVale; + conditions.isNewValeOverLast = isNewValeOverLast; + conditions.isNewValeUnderLast = isNewValeUnderLast; + conditions.isFiboIncreased = isFiboIncreased; + conditions.isFiboDecreased = isFiboDecreased; + conditions.isFiboSectionChanged = isFiboSectionChanged; + conditions.isCloseOverFib1 = isCloseOverFib1; + conditions.isCloseOverFib2 = isCloseOverFib2; + conditions.isCloseOverFib3 = isCloseOverFib3; + conditions.isCloseOverFib4 = isCloseOverFib4; + conditions.isCloseOverFib5 = isCloseOverFib5; + conditions.isCloseUnderFib1 = isCloseUnderFib1; + conditions.isCloseUnderFib2 = isCloseUnderFib2; + conditions.isCloseUnderFib3 = isCloseUnderFib3; + conditions.isCloseUnderFib4 = isCloseUnderFib4; + conditions.isCloseUnderFib5 = isCloseUnderFib5; + conditions.isCloseCrossedOverFib1 = isCloseCrossedOverFib1; + conditions.isCloseCrossedOverFib2 = isCloseCrossedOverFib2; + conditions.isCloseCrossedOverFib3 = isCloseCrossedOverFib3; + conditions.isCloseCrossedOverFib4 = isCloseCrossedOverFib4; + conditions.isCloseCrossedOverFib5 = isCloseCrossedOverFib5; + conditions.isCloseCrossedUnderFib1 = isCloseCrossedUnderFib1; + conditions.isCloseCrossedUnderFib2 = isCloseCrossedUnderFib2; + conditions.isCloseCrossedUnderFib3 = isCloseCrossedUnderFib3; + conditions.isCloseCrossedUnderFib4 = isCloseCrossedUnderFib4; + conditions.isCloseCrossedUnderFib5 = isCloseCrossedUnderFib5; + conditions.isSCBullish = isSCBullish; + conditions.isSCHHBullish = isSCHHBullish; + conditions.isSCLLBullish = isSCLLBullish; + conditions.isSCSwitchedToBullish = isSCSwitchedToBullish; + conditions.isSCHHSwitchedToBullish = isSCHHSwitchedToBullish; + conditions.isSCLLSwitchedToBullish = isSCLLSwitchedToBullish; + conditions.isSCBearish = isSCBearish; + conditions.isSCHHBearish = isSCHHBearish; + conditions.isSCLLBearish = isSCLLBearish; + conditions.isSCSwitchedToBearish = isSCSwitchedToBearish; + conditions.isSCHHSwitchedToBearish = isSCHHSwitchedToBearish; + conditions.isSCLLSwitchedToBeraish = isSCLLSwitchedToBeraish; + conditions.isMCBullish = isMCBullish; + conditions.isMCHHBullish = isMCHHBullish; + conditions.isMCLLBullish = isMCLLBullish; + conditions.isMCSwitchedToBullish = isMCSwitchedToBullish; + conditions.isMCHHSwitchedToBullish = isMCHHSwitchedToBullish; + conditions.isMCLLSwitchedToBullish = isMCLLSwitchedToBullish; + conditions.isMCBearish = isMCBearish; + conditions.isMCHHBearish = isMCHHBearish; + conditions.isMCLLBearish = isMCLLBearish; + conditions.isMCSwitchedToBearish = isMCSwitchedToBearish; + conditions.isMCHHSwitchedToBearish = isMCHHSwitchedToBearish; + conditions.isMCLLSwitchedToBeraish = isMCLLSwitchedToBeraish; + conditions.isLCBullish = isLCBullish; + conditions.isLCHHBullish = isLCHHBullish; + conditions.isLCLLBullish = isLCLLBullish; + conditions.isLCSwitchedToBullish = isLCSwitchedToBullish; + conditions.isLCHHSwitchedToBullish = isLCHHSwitchedToBullish; + conditions.isLCLLSwitchedToBullish = isLCLLSwitchedToBullish; + conditions.isLCBearish = isLCBearish; + conditions.isLCHHBearish = isLCHHBearish; + conditions.isLCLLBearish = isLCLLBearish; + conditions.isLCSwitchedToBearish = isLCSwitchedToBearish; + conditions.isLCHHSwitchedToBearish = isLCHHSwitchedToBearish; + conditions.isLCLLSwitchedToBeraish = isLCLLSwitchedToBeraish; + conditions.isHCBullish = isHCBullish; + conditions.isHCHHBullish = isHCHHBullish; + conditions.isHCLLBullish = isHCLLBullish; + conditions.isHCSwitchedToBullish = isHCSwitchedToBullish; + conditions.isHCHHSwitchedToBullish = isHCHHSwitchedToBullish; + conditions.isHCLLSwitchedToBullish = isHCLLSwitchedToBullish; + conditions.isHCBearish = isHCBearish; + conditions.isHCHHBearish = isHCHHBearish; + conditions.isHCLLBearish = isHCLLBearish; + conditions.isHCSwitchedToBearish = isHCSwitchedToBearish; + conditions.isHCHHSwitchedToBearish = isHCHHSwitchedToBearish; + conditions.isHCLLSwitchedToBeraish = isHCLLSwitchedToBeraish; + // + return result; + } + + // + // Protected ... +protected: + // + // Private ... +private: + // + // Props ... + XPVInputs mInputs; // Inputs ... + + // + // Buffers ... + double peaksBuffer[]; + double valesBuffer[]; + double resistanceBuffer[]; + double supportBuffer[]; + double fib1Buffer[]; + double fib2Buffer[]; + double fib3Buffer[]; + double fib4Buffer[]; + double fib5Buffer[]; + double scHHBuffer[]; + double scLLBuffer[]; + double mcHHBuffer[]; + double mcLLBuffer[]; + double lcHHBuffer[]; + double lcLLBuffer[]; + double hcHHBuffer[]; + double hcLLBuffer[]; + + // + // Tools ... + + // + // Calculate Values Until Now ... + void Calculate() + { + // + int totalBars = CountBars(); + if (totalBars > 1000) + { + totalBars = 1000; + } + + // + // Peaks and Vales ... + + // + // Peaks Buffer ... + CopyBuffer( + mHandler, + XPV_PEAKS_LINE, + 0, + totalBars, + peaksBuffer + // + ); + + // + // Vales Buffer ... + CopyBuffer( + mHandler, + XPV_VALES_LINE, + 0, + totalBars, + valesBuffer + // + ); + + // + // Support and Resistances ... + + // + // Resistances Buffer ... + CopyBuffer( + mHandler, + XPV_RESISTANCE_LINE, + 0, + totalBars, + resistanceBuffer + // + ); + + // + // Supports Buffer ... + CopyBuffer( + mHandler, + XPV_SUPPORT_LINE, + 0, + totalBars, + supportBuffer + // + ); + + // + // Fibonacci ... + + // + // Level 1 Buffer ... + CopyBuffer( + mHandler, + XPV_FIB_1_LINE, + 0, + totalBars, + fib1Buffer + // + ); + + // + // Level 2 Buffer ... + CopyBuffer( + mHandler, + XPV_FIB_2_LINE, + 0, + totalBars, + fib2Buffer + // + ); + + // + // Level 3 Buffer ... + CopyBuffer( + mHandler, + XPV_FIB_3_LINE, + 0, + totalBars, + fib3Buffer + // + ); + + // + // Level 4 Buffer ... + CopyBuffer( + mHandler, + XPV_FIB_4_LINE, + 0, + totalBars, + fib4Buffer + // + ); + + // + // Level 5 Buffer ... + CopyBuffer( + mHandler, + XPV_FIB_5_LINE, + 0, + totalBars, + fib5Buffer + // + ); + + // + // Cycles ... + + // + // Short ... + + // + // HH ... + CopyBuffer( + mHandler, + XPV_SC_HH_LINE, + 0, + totalBars, + scHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + XPV_SC_LL_LINE, + 0, + totalBars, + scLLBuffer + // + ); + + // + // Medium ... + + // + // HH ... + CopyBuffer( + mHandler, + XPV_MC_HH_LINE, + 0, + totalBars, + mcHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + XPV_MC_LL_LINE, + 0, + totalBars, + mcLLBuffer + // + ); + + // + // Long ... + + // + // HH ... + CopyBuffer( + mHandler, + XPV_LC_HH_LINE, + 0, + totalBars, + lcHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + XPV_LC_LL_LINE, + 0, + totalBars, + lcLLBuffer + // + ); + + // + // Hind ... + + // + // HH ... + CopyBuffer( + mHandler, + XPV_HC_HH_LINE, + 0, + totalBars, + hcHHBuffer + // + ); + + // + // LL ... + CopyBuffer( + mHandler, + XPV_HC_LL_LINE, + 0, + totalBars, + hcLLBuffer + // + ); + } +}; + +// +// Tools ... \ No newline at end of file diff --git a/BKPS/14031003/Indicators/x-saherelm.x121.ex5 b/BKPS/14031003/Indicators/x-saherelm.x121.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..972023b672392aba336562d72f86d91be2d1b671 GIT binary patch literal 66444 zcmdS8Q?M>f%r5vY+qP}nwr$(CZQHhuz4x+h+qTzy|J0nRI&*RECtYdeNu@eTSGB}6 z*+88DDaeAL073u&2yg@n_}_?u8p3oIoE0TrVA$9P#R27i1OFS4|9=JlYyAJ%@rDEd z{)YhoSi=7W{jXNlPE0q5;GINBrO{&za0;%E8mVi_wXSw!`$LDTm_f}VC4g;xYHaa8 z`XT@afFr;Q;0&+=SO6>muK!J!8Nm1-vjAxS>#G2a{*#*hhl>Gh0e1gMqyVb_)gu4N z?ElmLALRef^gkZE{ucok05^c)zvA-$`fK)o`%C{{T>k&<;r}^1OaS`-vd#E^R{B4n 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HcmV?d00001 diff --git a/BKPS/14031003/Indicators/x-saherelm.x121.mq5 b/BKPS/14031003/Indicators/x-saherelm.x121.mq5 new file mode 100644 index 0000000..0cae13d --- /dev/null +++ b/BKPS/14031003/Indicators/x-saherelm.x121.mq5 @@ -0,0 +1,2241 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Indicator +// ------------------------------------------------- +// Name: X121 +// Description: Peaks and Vales ... +// +// +// 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 Indicator" +#property strict + +// +// Definitions ... + +// +#define ShortName "X121" + +// +// Includes Common Library ... +#include "../Classes/x-saherelm.x-poi.class.mq5" +#include "../Classes/x-saherelm.x-poi.drawer.class.mq5" +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// Inputs ... + +// +input group "Makret Cycles"; + +// +input group "Short"; +input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period +input ENUM_TIMEFRAMES scPeriod = NULL; // Time Period + +// +input group "Medium"; +input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period +input ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period + +// +input group "Long"; +input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period +input ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period + +// +input group "Hind"; +input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period +input ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period + +// +input group "Boundary Detection"; +input ENUM_SERIESMODE hhMode = MODE_HIGH; // Highest High Calculation Method +input ENUM_SERIESMODE llMode = MODE_LOW; // Lowest Low Calculation Method + +// +input group "Paraboli Sar Detection"; +input double sarStep = 0.02; // Step +input double sarMax = 0.2; // Maximum + +// +input group "VWap Detection"; +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 + +// +input group "Donchain Detection"; +input int donchainLength = 40; // Donchain Length + +// +input group "Fibonacci"; +input double fiboLevel1 = 0.236; // Fibio 1st Level +input double fiboLevel2 = 0.382; // Fibio 2st Level +input double fiboLevel3 = 0.5; // Fibio 3rd Level +input double fiboLevel4 = 0.618; // Fibio 4th Level +input double fiboLevel5 = 0.764; // Fibio 5th Level + +// +input group "Presentation"; + +// +input int startCalculationForLastBars = 1000; // Calculate Last n Bars + +// +input int sarArrowCode = 159; // Parabolic Sar Arrow Code +input int peaksArrowCode = 159; // Peaks Arrow Code +input int valesArrowCode = 159; // Vales Arrow Code + +// +input bool showSar = true; // Show Parabolic Sar +input bool showPeaks = true; // Show Peaks +input bool showVales = true; // Show Vales +input bool showVWap = true; // Show VWap +input bool showDonchain = true; // Show Donchain + +// +input group "Fibonachi Presentation"; +input bool showFibo1Levels = false; // Show Fibo 1st Level +input bool showFibo2Levels = false; // Show Fibo 2nd Level +input bool showFibo3Levels = false; // Show Fibo 3rd Level +input bool showFibo4Levels = false; // Show Fibo 4th Level +input bool showFibo5Levels = false; // Show Fibo 5th Level + +// +input group "VWap Presentation"; +input bool showVWapFast = true; // Show VWap Fast +input bool showVWapMedium = true; // Show VWap Medium +input bool showVWapSlow = true; // Show VWap Slow + +// +input group "Donchain Presentation"; +input bool showUpper = true; // Show Upper Band +input bool showLower = true; // Show Lower Band +input bool showOpen = true; // Show Open +input bool showHigh = false; // Show High +input bool showClose = true; // Show Close +input bool showLow = false; // Show Low + +// +// Buffers ... + +// +#define hideColorIDX 0 +#define bullishColorIDX 1 +#define bearishColorIDX 2 +#define neuturalColorIDX 3 + +// +#property indicator_chart_window + +// +#property indicator_buffers 39 +#property indicator_plots 19 + +// +// PEAKS ... + +// +#define peaksBufferIndex 0 +double peaksBuffer[]; + +// +#property indicator_label1 "X121 PEAKS" +#property indicator_type1 DRAW_ARROW +#property indicator_color1 clrAqua +#property indicator_width1 1 + +// +// VALES ... + +// +#define valesBufferIndex 1 +double valesBuffer[]; + +// +#property indicator_label2 "X121 VALES" +#property indicator_type2 DRAW_ARROW +#property indicator_color2 clrMagenta +#property indicator_width2 1 + +// +#define sarBufferIndex 2 +double sarBuffer[]; + +// +#property indicator_label3 "X121 SAR" +#property indicator_type3 DRAW_ARROW +#property indicator_color3 clrYellow +#property indicator_width3 1 + +// +// FAST ... +#define vwapFastBufferIndex 3 +double vwapFastBuffer[]; + +#define vwapFastColorBufferIndex 4 +double vwapFastColorBuffer[]; + +// +#define vwapFastPlotBufferIndex 3 +#property indicator_label4 "X121 VWF" +#property indicator_type4 DRAW_COLOR_LINE +#property indicator_color4 CLR_NONE, clrAqua, clrMagenta, clrGray +#property indicator_style4 STYLE_SOLID +#property indicator_width4 2 + +// +// MID ... +#define vwapMidBufferIndex 5 +double vwapMidBuffer[]; + +#define vwapMidColorBufferIndex 6 +double vwapMidColorBuffer[]; + +// +#define vwapMidPlotBufferIndex 4 +#property indicator_label5 "X121 VWM" +#property indicator_type5 DRAW_COLOR_LINE +#property indicator_color5 CLR_NONE, clrGreen, clrRed, clrGray +#property indicator_style5 STYLE_SOLID +#property indicator_width5 2 + +// +// SLOW ... +#define vwapSlowBufferIndex 7 +double vwapSlowBuffer[]; + +#define vwapSlowColorBufferIndex 8 +double vwapSlowColorBuffer[]; + +// +#define vwapSlowPlotBufferIndex 5 +#property indicator_label6 "X121 VWS" +#property indicator_type6 DRAW_COLOR_LINE +#property indicator_color6 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray +#property indicator_style6 STYLE_SOLID +#property indicator_width6 2 + +// +// XDON ... + +// +// Open ... + +// +#define donOpenUpperBufferIndex 9 +double donOpenUpperBuffer[]; + +// +#define donOpenUpperPlotBufferIndex 6 +#property indicator_label7 "X121 O U" +#property indicator_type7 DRAW_LINE +#property indicator_color7 clrCornflowerBlue +#property indicator_width7 1 + +// +#define donOpenLowerBufferIndex 10 +double donOpenLowerBuffer[]; + +// +#define donOpenLowerPlotBufferIndex 7 +#property indicator_label8 "X121 O L" +#property indicator_type8 DRAW_LINE +#property indicator_color8 clrCornflowerBlue +#property indicator_width8 1 + +// +// High ... + +// +#define donHighUpperBufferIndex 11 +double donHighUpperBuffer[]; + +// +#define donHighUpperPlotBufferIndex 8 +#property indicator_label9 "X121 H U" +#property indicator_type9 DRAW_LINE +#property indicator_color9 clrAquamarine +#property indicator_width9 1 + +// +#define donHighLowerBufferIndex 12 +double donHighLowerBuffer[]; + +// +#define donHighLowerPlotBufferIndex 9 +#property indicator_label10 "X121 H L" +#property indicator_type10 DRAW_LINE +#property indicator_color10 clrAquamarine +#property indicator_width10 1 + +// +// Low ... + +// +#define donLowUpperBufferIndex 13 +double donLowUpperBuffer[]; + +// +#define donLowUpperPlotBufferIndex 10 +#property indicator_label11 "X121 L U" +#property indicator_type11 DRAW_LINE +#property indicator_color11 clrDarkOrchid +#property indicator_width11 1 + +// +#define donLowLowerBufferIndex 14 +double donLowLowerBuffer[]; + +// +#define donLowLowerPlotBufferIndex 11 +#property indicator_label12 "X121 L L" +#property indicator_type12 DRAW_LINE +#property indicator_color12 clrDarkOrchid +#property indicator_width12 1 + +// +// Close ... + +// +#define donCloseUpperBufferIndex 15 +double donCloseUpperBuffer[]; + +// +#define donCloseUpperPlotBufferIndex 12 +#property indicator_label13 "X121 C U" +#property indicator_type13 DRAW_LINE +#property indicator_color13 clrCoral +#property indicator_width13 1 + +// +#define donCloseLowerBufferIndex 16 +double donCloseLowerBuffer[]; + +// +#define donCloseLowerPlotBufferIndex 13 +#property indicator_label14 "X121 C L" +#property indicator_type14 DRAW_LINE +#property indicator_color14 clrCoral +#property indicator_width14 1 + +// +// FIBONACCI ... + +// +// FIBBO Level 1 ... + +// +#define fl1BufferIndex 17 +double fl1Buffer[]; + +// +#define fl1PlotBufferIndex 14 +#property indicator_label15 "X121 FL1" +#property indicator_type15 DRAW_LINE +#property indicator_color15 clrGold +#property indicator_style15 STYLE_DASHDOTDOT +#property indicator_width15 1 + +// +// FIBBO Level 2 ... + +// +#define fl2BufferIndex 18 +double fl2Buffer[]; + +// +#define fl2PlotBufferIndex 15 +#property indicator_label16 "X121 FL2" +#property indicator_type16 DRAW_LINE +#property indicator_color16 clrGold +#property indicator_style16 STYLE_DASHDOTDOT +#property indicator_width16 1 + +// +// FIBBO Level 3 ... + +// +#define fl3BufferIndex 19 +double fl3Buffer[]; + +// +#define fl3PlotBufferIndex 16 +#property indicator_label17 "X121 FL3" +#property indicator_type17 DRAW_LINE +#property indicator_color17 clrGold +#property indicator_style17 STYLE_DASHDOTDOT +#property indicator_width17 1 + +// +// FIBBO Level 4 ... + +// +#define fl4BufferIndex 20 +double fl4Buffer[]; + +// +#define fl4PlotBufferIndex 17 +#property indicator_label18 "X121 FL4" +#property indicator_type18 DRAW_LINE +#property indicator_color18 clrGold +#property indicator_style18 STYLE_DASHDOTDOT +#property indicator_width18 1 + +// +// FIBBO Level 5 ... + +// +#define fl5BufferIndex 21 +double fl5Buffer[]; + +// +#define fl5PlotBufferIndex 18 +#property indicator_label19 "X121 FL5" +#property indicator_type19 DRAW_LINE +#property indicator_color19 clrGold +#property indicator_style19 STYLE_DASHDOTDOT +#property indicator_width19 1 + +// +// Data Buffers ... + +// +int mLastBufferIndex = 21; + +// +// CURRENT ... + +// +#define cHHBufferIndex mLastBufferIndex + 1 +double cHHBuffer[]; + +// +#define cLLBufferIndex mLastBufferIndex + 2 +double cLLBuffer[]; + +// +// SHORT ... + +// +#define sHHBufferIndex mLastBufferIndex + 3 +double sHHBuffer[]; + +// +#define sLLBufferIndex mLastBufferIndex + 4 +double sLLBuffer[]; + +// +// MEDIUM ... + +// +#define mHHBufferIndex mLastBufferIndex + 5 +double mHHBuffer[]; + +// +#define mLLBufferIndex mLastBufferIndex + 6 +double mLLBuffer[]; + +// +// LONG ... + +// +#define lHHBufferIndex mLastBufferIndex + 7 +double lHHBuffer[]; + +// +#define lLLBufferIndex mLastBufferIndex + 8 +double lLLBuffer[]; + +// +// HIND ... + +// +#define hHHBufferIndex mLastBufferIndex + 9 +double hHHBuffer[]; + +// +#define hLLBufferIndex mLastBufferIndex + 10 +double hLLBuffer[]; + +// +// VOLUME ... +#define vwapVolumeBufferIndex mLastBufferIndex + 11 +double vwapVolumeBuffer[]; + +// +// Price ... +#define vwapPriceBufferIndex mLastBufferIndex + 12 +double vwapPriceBuffer[]; + +// +// Fast State ... +#define vwapFastStateBufferIndex mLastBufferIndex + 13 +double vwapFastStateBuffer[]; + +// +// Mid State ... +#define vwapMidStateBufferIndex mLastBufferIndex + 14 +double vwapMidStateBuffer[]; + +// +// Slow State ... +#define vwapSlowStateBufferIndex mLastBufferIndex + 15 +double vwapSlowStateBuffer[]; + +// +// Valid Peaks and Vales ... + +#define validPeaksBufferIndex mLastBufferIndex + 16 +double validPeaksBuffer[]; + +#define validValesBufferIndex mLastBufferIndex + 17 +double validValesBuffer[]; + +// +// Variables, Properties and etc ... + +// +// this counts Available Bars ... +int limit; + +// +int maxLength; + +// +// SAR Handler ... +int sarHandler = INVALID_HANDLE; + +// +double mHideColorIDX = 0; + +// +// XMarketCycle sc; +int mSCLength = 0; +ENUM_TIMEFRAMES mSCPeriod = NULL; + +// +// XMarketCycle mc; +int mMCLength = 0; +ENUM_TIMEFRAMES mMCPeriod = NULL; + +// +// XMarketCycle lc; +int mLCLength = 0; +ENUM_TIMEFRAMES mLCPeriod = NULL; + +// +// XMarketCycle hc; +int mHCLength = 0; +ENUM_TIMEFRAMES mHCPeriod = NULL; + +// +// Event Handlers ... + +/** + * Initialize Indicator ... + * + * @return ( int ) + */ +int OnInit() +{ + // + // Validate Inputs ... + if (!ValidateInputs()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // Initialize Indicator Handlers ... + + // + // SAR ... + sarHandler = iSAR( + _Symbol, + _Period, + sarStep, + sarMax // + ); + bool isInited = sarHandler != INVALID_HANDLE; + if (!isInited) + { + return INIT_FAILED; + } + + // + if (!InitMarketCycles()) + { + return INIT_PARAMETERS_INCORRECT; + } + + // + // 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(sarHandler); +} + +/** + * 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) + { + // + ArrayInitialize(peaksBuffer, 0); + ArrayInitialize(valesBuffer, 0); + ArrayInitialize(sarBuffer, 0); + } + + // + // Validate Calculated Bars ... + + // + // SAR ... + int sarCalculatedBars = BarsCalculated(sarHandler); + + // + bool isPassedRequiredCalculatedBars = + // + // SAR ... + sarCalculatedBars >= 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 = + // + // PSAR ... + sarMax > 0 && + sarStep > 0 && + sarMax > sarStep && + // + // XDON ... + donchainLength > 0 && + // + // VWAP ... + vwapFastLength > 2 && + vwapMidLength > vwapFastLength && + vwapSlowLength > vwapMidLength && + // + // 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; + + // + // XPV ... + result = MathMax(mSCLength, mMCLength); + result = MathMax(result, mLCLength); + result = MathMax(result, mHCLength); + + // + // XVWAP ... + result = MathMax(result, vwapFastLength); + result = MathMax(result, vwapMidLength); + result = MathMax(result, vwapSlowLength); + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // 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); + + // + // XVWAP ... + + // + // 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); + + // + // XDON ... + + // + // Open ... + + // + // UPPER ... + bool canShowCOpenUpper = showDonchain && 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 = showDonchain && 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 = showDonchain && 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 = showDonchain && 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 = showDonchain && 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 = showDonchain && 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 = showDonchain && 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 = showDonchain && 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); + + // + // FIBONNACI ... + + // + // LEVEL 1 ... + bool canShowFl1 = showFibo1Levels; + ENUM_DRAW_TYPE fl1DrawType = canShowFl1 ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(fl1Buffer, true); + SetIndexBuffer(fl1BufferIndex, fl1Buffer, INDICATOR_DATA); + PlotIndexSetDouble(fl1PlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(fl1PlotBufferIndex, PLOT_SHOW_DATA, canShowFl1); + PlotIndexSetInteger(fl1PlotBufferIndex, PLOT_DRAW_TYPE, fl1DrawType); + + // + // LEVEL 2 ... + bool canShowFl2 = showFibo2Levels; + ENUM_DRAW_TYPE fl2DrawType = canShowFl2 ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(fl2Buffer, true); + SetIndexBuffer(fl2BufferIndex, fl2Buffer, INDICATOR_DATA); + PlotIndexSetDouble(fl2PlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(fl2PlotBufferIndex, PLOT_SHOW_DATA, canShowFl2); + PlotIndexSetInteger(fl2PlotBufferIndex, PLOT_DRAW_TYPE, fl2DrawType); + + // + // LEVEL 3 ... + bool canShowFl3 = showFibo3Levels; + ENUM_DRAW_TYPE fl3DrawType = canShowFl3 ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(fl3Buffer, true); + SetIndexBuffer(fl3BufferIndex, fl3Buffer, INDICATOR_DATA); + PlotIndexSetDouble(fl3PlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(fl3PlotBufferIndex, PLOT_SHOW_DATA, canShowFl3); + PlotIndexSetInteger(fl3PlotBufferIndex, PLOT_DRAW_TYPE, fl3DrawType); + + // + // LEVEL 4 ... + bool canShowFl4 = showFibo4Levels; + ENUM_DRAW_TYPE fl4DrawType = canShowFl4 ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(fl4Buffer, true); + SetIndexBuffer(fl4BufferIndex, fl4Buffer, INDICATOR_DATA); + PlotIndexSetDouble(fl4PlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(fl4PlotBufferIndex, PLOT_SHOW_DATA, canShowFl4); + PlotIndexSetInteger(fl4PlotBufferIndex, PLOT_DRAW_TYPE, fl4DrawType); + + // + // LEVEL 5 ... + bool canShowFl5 = showFibo5Levels; + ENUM_DRAW_TYPE fl5DrawType = canShowFl5 ? DRAW_LINE : DRAW_NONE; + ArraySetAsSeries(fl5Buffer, true); + SetIndexBuffer(fl5BufferIndex, fl5Buffer, INDICATOR_DATA); + PlotIndexSetDouble(fl5PlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetInteger(fl5PlotBufferIndex, PLOT_SHOW_DATA, canShowFl5); + PlotIndexSetInteger(fl5PlotBufferIndex, PLOT_DRAW_TYPE, fl5DrawType); + + // + // 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); + + // + // XVWAP ... + + // + // 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); + + // + // VALID Peaks and Vales ... + + // + ArraySetAsSeries(validPeaksBuffer, true); + SetIndexBuffer(validPeaksBufferIndex, validPeaksBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(validValesBuffer, true); + SetIndexBuffer(validValesBufferIndex, validValesBuffer, 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); + + // + CalculateDonchains( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); + + // + // if (bar_index <= barsLimit + 576) + // { + // // + // CalculateValidPeaksAndVales( + // bar_index, + // prevCalculated // + // ); + // } + + // + CalculateFibonacci( + bar_index // + ); + + // + // 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 ... + +/** + * 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] = 0; + cLLBuffer[barIndex] = 0; + + // + // SHORT ... + sHHBuffer[barIndex] = 0; + sLLBuffer[barIndex] = 0; + + // + // MEDIUM ... + mHHBuffer[barIndex] = 0; + mLLBuffer[barIndex] = 0; + + // + // LONG ... + lHHBuffer[barIndex] = 0; + lLLBuffer[barIndex] = 0; + + // + // HIND ... + hHHBuffer[barIndex] = 0; + hLLBuffer[barIndex] = 0; + + // + // PEAKS ... + peaksBuffer[barIndex] = 0; + + // + // VALES ... + valesBuffer[barIndex] = 0; + + // + // SARS ... + sarBuffer[barIndex] = 0; + + // + // VWAP ... + + // + vwapFastBuffer[barIndex] = 0; + vwapMidBuffer[barIndex] = 0; + vwapSlowBuffer[barIndex] = 0; + vwapVolumeBuffer[barIndex] = 0; + vwapPriceBuffer[barIndex] = 0; + + // + vwapFastColorBuffer[barIndex] = hideColorIDX; + vwapMidColorBuffer[barIndex] = hideColorIDX; + vwapSlowColorBuffer[barIndex] = hideColorIDX; + vwapFastStateBuffer[barIndex] = hideColorIDX; + vwapMidStateBuffer[barIndex] = hideColorIDX; + vwapSlowStateBuffer[barIndex] = hideColorIDX; + + // + validPeaksBuffer[barIndex] = 0; + validValesBuffer[barIndex] = 0; + + // + donOpenUpperBuffer[barIndex] = 0; + donOpenLowerBuffer[barIndex] = 0; + donCloseUpperBuffer[barIndex] = 0; + donCloseLowerBuffer[barIndex] = 0; + donHighUpperBuffer[barIndex] = 0; + donHighLowerBuffer[barIndex] = 0; + donLowUpperBuffer[barIndex] = 0; + donLowLowerBuffer[barIndex] = 0; + + // + fl1Buffer[barIndex] = 0; + fl2Buffer[barIndex] = 0; + fl3Buffer[barIndex] = 0; + fl4Buffer[barIndex] = 0; + fl5Buffer[barIndex] = 0; +} + +/** + * 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; +} + +/** + * 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 (showVWap && _show) + { + _colorBuffer[bar_index] = iColor; + } +} + +/** + * 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 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 // + ); +} + +/** + * 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 // + ); +} + +/** + * Calculate Valid Vales and Peaks ... + * + * @param bar_index: Integer, current Bar Index ... + */ +void CalculateValidPeaksAndVales( + int bar_index, + int prevCalculated // +) +{ + // + int minRepetition = donchainLength; + int maxAllowedLoopbackBars = 576; + + // + int barIndex = bar_index; + int start = barIndex; + int end = start + maxAllowedLoopbackBars; + + // + double peak = 0; + int peakRepeate = 0; + int peakToBarIndex = 0; + int peakFromBarIndex = 0; + + // + double vale = 0; + int valeRepeate = 0; + int valeToBarIndex = 0; + int valeFromBarIndex = 0; + + // + bool canLookupPeak = true; + bool canLookupVale = true; + bool canLookup = true; + + // + while (canLookup) + { + // + // Check Peak ... + if (canLookupPeak) + { + // + double iPeak = peaksBuffer[barIndex]; + if (iPeak != peak) + { + // + if (peak != 0 && + peakRepeate >= minRepetition) + { + // + canLookupPeak = false; + } + else + { + // + peak = iPeak; + peakRepeate = 0; + peakFromBarIndex = 0; + peakToBarIndex = barIndex; + } + } + else if (iPeak == peak) + { + // + peakRepeate++; + peakFromBarIndex = barIndex; + } + } + + // + // Check Vale ... + if (canLookupVale) + { + // + double iVale = valesBuffer[barIndex]; + if (iVale != vale) + { + // + if (vale != 0 && + valeRepeate >= minRepetition) + { + canLookupVale = false; + } + else + { + // + vale = iVale; + valeRepeate = 0; + valeFromBarIndex = 0; + valeToBarIndex = barIndex; + } + } + else if (iVale == vale) + { + // + valeRepeate++; + valeFromBarIndex = barIndex; + } + } + + // + canLookup = barIndex < end && + (canLookupPeak || + canLookupVale); + if (canLookup) + { + barIndex++; + } + } + + // + if (!canLookupPeak) + { + validPeaksBuffer[bar_index] = peak; + } + else + { + // + double lastValidPeak = prevCalculated == 0 + ? 0 + : validPeaksBuffer[bar_index + 1]; + + // + validPeaksBuffer[bar_index] = lastValidPeak; + } + + // + if (!canLookupVale) + { + validValesBuffer[bar_index] = vale; + } + else + { + // + double lastValidVale = prevCalculated == 0 + ? 0 + : validValesBuffer[bar_index + 1]; + + // + validValesBuffer[bar_index] = lastValidVale; + } +} + +/** + * Calculate Fibonacci Levels ... + * + * @param bar_index: Integer, current Bar Index ... + */ +void CalculateFibonacci( + int bar_index // +) +{ + // + double fiboUpper = 0; + double fiboLower = 0; + + // + fiboUpper = peaksBuffer[bar_index]; + fiboLower = valesBuffer[bar_index]; + + // + // Level 1 ... + bool canCalculateFiboLevel1 = fiboLevel1 > 0; + if (canCalculateFiboLevel1) + { + // + double iFib = GetFibonacciLevel( + fiboUpper, + fiboLower, + fiboLevel1, + 1 // + ); + + // + fl1Buffer[bar_index] = iFib; + } + + // + // Level 2 ... + bool canCalculateFiboLevel2 = fiboLevel2 > 0; + if (canCalculateFiboLevel2) + { + // + double iFib = GetFibonacciLevel( + fiboUpper, + fiboLower, + fiboLevel2, + 1 // + ); + + // + fl2Buffer[bar_index] = iFib; + } + + // + // Level 3 ... + bool canCalculateFiboLevel3 = fiboLevel3 > 0; + if (canCalculateFiboLevel3) + { + // + double iFib = GetFibonacciLevel( + fiboUpper, + fiboLower, + fiboLevel3, + 1 // + ); + + // + fl3Buffer[bar_index] = iFib; + } + + // + // Level 4 ... + bool canCalculateFiboLevel4 = fiboLevel4 > 0; + if (canCalculateFiboLevel4) + { + // + double iFib = GetFibonacciLevel( + fiboUpper, + fiboLower, + fiboLevel4, + 1 // + ); + + // + fl4Buffer[bar_index] = iFib; + } + + // + // Level 5 ... + bool canCalculateFiboLevel5 = fiboLevel5 > 0; + if (canCalculateFiboLevel5) + { + // + double iFib = GetFibonacciLevel( + fiboUpper, + fiboLower, + fiboLevel5, + 1 // + ); + + // + fl5Buffer[bar_index] = iFib; + } + + // +} + +// \ No newline at end of file diff --git a/BKPS/14031003/Indicators/x-saherelm.xcc.ex5 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+// SaherElm IT Center MQL5 Candle Styles +// --------------------------------------------------- +// Name: 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 XCC Indicator" +#property strict + +// +// START Constants ... +// + +// +// Indicator Short Name ... +#define ShortName "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/14031003/Indicators/x-saherelm.xct.ex5 b/BKPS/14031003/Indicators/x-saherelm.xct.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..4e8e9f0804724c533fdb6a67da17731fa9110a56 GIT binary patch literal 18038 zcmdS9Q;;w`&@MQ(ZQHhO+qP}nwr$%p@7T6&oBRD+yIXbk;@qE3bUu~_uHI{{Qqf{lE34`)^Jc#r4(+_SmJ|YD80>3+juG&As#rdqoCiFk{QCm^==MfoVJeDfjbmsr0=%etHSHXVg2Wvb%nAizothn9AVJhNyj|_;_+-uNrh|~(* zZ}HF^*TP{?Xqfv!m>I1B7G~!xS>3BS=Ep_eKShJzqj%th!`jbq zGzu|if1Qr-0;KCdnvT_N0JL`bg0orFtgX=xj+o_JodZNf>-(CKkUfF3rHqbAP0TWf zG7F_oaX<0wdWUJb-ob!3xA~gy`c%?oPV9f|W3G-Ja@9 zdrKLmYranz)j&O?k1dDQEjW7AZ6$SGk-GN%^Ec>fM7~F*n62qzP0no$?Bkn$>v|4{ z--)>p@v;Xm9Hp@>i7wKiMx>nA_p95>GVLE5kQOsFg+UC-gHac$C(UvqJ6rhES!`@Q zJ}}zo0bQ_{-*BY*$Q*aLLsIni*quxlk|C;*)B$CE zmd{Rha`w}$P;xNG;X^K>A1YIyLnVES2x$T zW=v*lTvmb+s}bDPs4O}4Nx%;NX{WL*qE-<1+MqxtAqc z@2(?cqV;A#FY2r<+5AHyh6?m835FL~4L`|k6-0({)qJkOKMuF@U?cw=7et#j*Mb=+ 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a/BKPS/14031003/Libraries/x-saherelm.common.lib.mq5 b/BKPS/14031003/Libraries/x-saherelm.common.lib.mq5 new file mode 100644 index 0000000..10d9006 --- /dev/null +++ b/BKPS/14031003/Libraries/x-saherelm.common.lib.mq5 @@ -0,0 +1,13367 @@ +/////////////////////////////////////////////////////// +// +// 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 +}; + +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, +}; + +// +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) + { + // + 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 = iTickVolume(_symbol, PERIOD_M1, 0); + + // + result = Init( + _symbol, + _time, + _bid, + _ask, + _spread, + _volume // + ); + + // + return result; + } + + /** + * Cleanup ... + */ + void Clean() + { + // + bid = 0; + ask = 0; + volume = 0; + time = NULL; + symbol = NULL; + } + + /** + * 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; + } + + // + // 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; + } + + // + // 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; + } + + // + // 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; + } + + // + bool IsStrong( + double percent = 50 // Percent of Body + ) + { + // + bool result = false; + + // + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + result = + (GetRange() * percent) / 100 <= GetBody(); + + // + return result; + } + + // + bool HasStrongLowShadow( + double percent = 50, // Percent of Body + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + result = + (GetRange() * percent) / 100 <= GetLowShadow(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + result = Index() > __loopback; + if (!result) + { + return result; + } + + // + // Get Highest High and Lowest Low in loopback Range ... + int startIndex = Index() - __loopback; + int endIndex = Index() + __loopback; + int requiredBars = MathAbs(endIndex - startIndex); + + // + // Highs ... + double highs[]; + int copiedHighs = CopyHigh( + symbol, + 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( + symbol, + 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 = low == lowestLow && + highestHigh > high; + if (!result) + { + return result; + } + + // + // Try to Validate Sharp Ratio ... + + // + Clean(highs); + Clean(lows); + + // + // Left Side ... + startIndex = Index() + 1; + endIndex = startIndex + (__loopback / 2) - 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + symbol, + 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( + symbol, + 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 = Index() - 1; + endIndex = startIndex - (__loopback / 2) + 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + symbol, + 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( + symbol, + 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 = GetLowShadow() >= (diff / 100) * _sharpRatio; + + // + return result; + } + + // + bool HasStrongHighShadow( + double percent = 50, // Percent of Body + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + result = + (GetRange() * percent) / 100 <= GetHighShadow(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + result = Index() > __loopback; + if (!result) + { + return result; + } + + // + // Get Highest High and Lowest Low in loopback Range ... + int startIndex = Index() - __loopback; + int endIndex = Index() + __loopback; + int requiredBars = MathAbs(endIndex - startIndex); + + // + // Highs ... + double highs[]; + int copiedHighs = CopyHigh( + symbol, + 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( + symbol, + 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 = high == highestHigh && + lowestLow < low; + if (!result) + { + return result; + } + + // + // Try to Validate Sharp Ratio ... + + // + Clean(highs); + Clean(lows); + + // + // Left Side ... + startIndex = Index() + 1; + endIndex = startIndex + (__loopback / 2) - 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + symbol, + 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( + symbol, + 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 = Index() - 1; + endIndex = startIndex - (__loopback / 2) + 1; + requiredBars = MathAbs(endIndex - startIndex); + + // + copiedHighs = CopyHigh( + symbol, + 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( + symbol, + 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 = GetHighShadow() >= (diff / 100) * _sharpRatio; + + // + return result; + } + + // + bool IsStrongBullish( + double percent = 50 // Percent of Body + ) + { + // + bool result = false; + + // + result = + IsStrong(percent) && IsBullish(); + + // + return result; + } + + // + bool IsStrongBearish( + double percent = 50 // Percent of Body + ) + { + // + bool result = false; + + // + result = + IsStrong(percent) && IsBearish(); + + // + return result; + } + + // + bool IsSharpBullish( + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + int hIDX = FindHighestIndex( + __loopback, + MODE_HIGH // + ); + int lIDX = FindLowestIndex( + __loopback, + MODE_LOW // + ); + + // + result = + // + hIDX >= 0 && + lIDX >= 0 && + MathAbs(hIDX - Index()) < 2 + // + ; + + // + if (!result) + { + return result; + } + + // + XOHCL hBar; + result = hBar.Init( + symbol, + period, + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL lBar; + result = lBar.Init( + symbol, + 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( + symbol, + period, + hhIDX + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL llBar; + result = llBar.Init( + symbol, + 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( + int __loopback = 2, + double _sharpRatio = 2.5 // + ) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + if (__loopback < 0) + { + __loopback = 2; + } + + // + if (_sharpRatio < 0) + { + _sharpRatio = 2.5; + } + + // + int hIDX = FindHighestIndex( + __loopback, + MODE_HIGH // + ); + int lIDX = FindLowestIndex( + __loopback, + MODE_LOW // + ); + + // + result = + // + hIDX >= 0 && + lIDX >= 0 && + MathAbs(hIDX - Index()) < 2 + // + ; + + // + if (!result) + { + return result; + } + + // + XOHCL hBar; + result = hBar.Init( + symbol, + period, + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL lBar; + result = lBar.Init( + symbol, + 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( + symbol, + period, + hhIDX + hIDX // + ); + if (!result) + { + return result; + } + + // + XOHCL llBar; + result = llBar.Init( + symbol, + 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; + } + + // + // Find Lowest 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 Lowest ... + 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 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; + } + + // + // Retrieve Bullish Pressure ... + double GetBullishPressure( + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + symbol, + period, + 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( + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + symbol, + period, + Index(), + __loopback // + ); + if (!IsValidSize(barsCount)) + { + return result; + } + + // + for (int i = 0; i < barsCount; i++) + { + result += bars[i].GetHighShadow(); + } + + // + return result; + } + + // + bool HasBullishPressure( + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + double bullishPressure = GetBullishPressure(__loopback); + double bearishPressure = GetBearishPressure(__loopback); + + // + result = + // + bullishPressure > 0 && + bearishPressure >= 0 && + bullishPressure > bearishPressure + // + ; + + // + return result; + } + + // + bool HasBearishPressure( + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + double bullishPressure = GetBullishPressure(__loopback); + double bearishPressure = GetBearishPressure(__loopback); + + // + result = + // + bearishPressure > 0 && + bullishPressure >= 0 && + bearishPressure > bullishPressure + // + ; + + // + return result; + } + + // + // Retrieve Bullish Power ... + double GetBullishPower( + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + symbol, + period, + 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( + int __loopback = 7 // + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + XOHCL bars[]; + int barsCount = GetBars( + bars, + symbol, + period, + 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( + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + double bullishPressure = GetBullishPower(__loopback); + double bearishPressure = GetBearishPower(__loopback); + + // + result = + // + bullishPressure > 0 && + bearishPressure >= 0 && + bullishPressure > bearishPressure + // + ; + + // + return result; + } + + // + bool HasBearishPower( + int __loopback = 7 // + ) + { + // + bool result = false; + + // + if (__loopback < 0) + { + __loopback = 7; + } + + // + double bullishPressure = GetBullishPower(__loopback); + double bearishPressure = GetBearishPower(__loopback); + + // + result = + // + bearishPressure > 0 && + bullishPressure >= 0 && + bearishPressure > bullishPressure + // + ; + + // + return result; + } + + // + // Decisions ... + + // + bool IsBullishDecision( + double percent = 70 // Percent of Body + ) + { + // + bool result = false; + + // + result = + // + IsValid() && + Index() > 0 && + IsBullish() && + (GetRange() * percent) / 100 <= GetBody() + // + ; + + // + return result; + } + + // + bool IsBearishDecision( + double percent = 70 // Percent of Body + ) + { + // + bool result = false; + + // + result = + // + IsValid() && + Index() > 0 && + IsBearish() && + (GetRange() * percent) / 100 <= GetBody() + // + ; + + // + return result; + } + + // + // Touches ... + + // + bool IsBullishTouched(double price) + { + // + bool result = false; + + // + result = + // + IsValid() + // + && + // + price > 0 + // + ; + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + result = + // + (pBar.low <= price || + pBar.GetDown() <= price) + // + && + // + (pBar.high > price || + pBar.GetUp() > price) + // + && + // + open > price && + low > price + // + ; + + // + return result; + } + + // + bool IsBearishTouched(double price) + { + // + bool result = false; + + // + result = + // + IsValid() + // + && + // + price > 0 + // + ; + if (!result) + { + return result; + } + + // + XOHCL pBar; + result = GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + result = + // + (pBar.high >= price || + pBar.GetUp() >= price) + // + && + // + (pBar.low < price || + pBar.GetDown() < price) + // + && + // + open < price && + high < price + // + ; + + // + return result; + } + + // + // Candlestic Patterns ... + + // + // Check Doji ... + bool IsDoji() + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + result = open == close; + + // + return result; + } + + // + // Check Hammer ... + bool IsHammer( + 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 = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + if (_upShadowFactor < 0) + { + _upShadowFactor = 0.1; + } + + // + if (_downShadowFactor < 0) + { + _upShadowFactor = 0.6; + } + + // + double range = GetRange(); + + // + // Check Upper Shadow Must be 0 or Under 10% ... + double upShadow = GetHighShadow(); + result = upShadow < range * _upShadowFactor; + if (!result) + { + return result; + } + + // + // Check Down Shadow Must at least 60% ... + double downShadow = GetLowShadow(); + result = downShadow > range * _downShadowFactor; + if (!result) + { + return result; + } + + // + // Check Fib 382 ... + if (result && applyFib382Check) + { + // + double fib382 = GetFibonacciLevel( + high, + low, + 0.382, + -1 // + ); + result = GetDown() > fib382; + } + + // + // Check Shadow Based on Prev Bar ... + if (result && applyPrevShadowCheck) + { + // + XOHCL pBar; + result = GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + result = low < pBar.low; + } + + // + return result; + } + + // + // Check Sgooting Star ... + // Reversal Hammer ... + bool IsShootingStar( + 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 = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + if (_upShadowFactor < 0) + { + _upShadowFactor = 0.6; + } + + // + if (_downShadowFactor < 0) + { + _upShadowFactor = 0.1; + } + + // + double range = GetRange(); + + // + // Check Upper Shadow Must be 0 or Under 10% ... + double upShadow = GetHighShadow(); + result = upShadow > range * _upShadowFactor; + if (!result) + { + return result; + } + + // + // Check Down Shadow Must at least 60% ... + double downShadow = GetLowShadow(); + result = downShadow < range * _downShadowFactor; + if (!result) + { + return result; + } + + // + // Check Fib 382 ... + if (result && applyFib382Check) + { + // + double fib382 = GetFibonacciLevel( + high, + low, + 0.382, + 1 // + ); + result = GetUp() < fib382; + } + + // + // Check Shadow Based on Prev Bar ... + if (result && applyPrevShadowCheck) + { + // + XOHCL pBar; + result = GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + result = high > pBar.high; + } + + // + return result; + } + + // + // Check Bullish Engulfing ... + bool IsBullishEngulfing( + double _engulfBarBodyFactor = 0.7 // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + if (_engulfBarBodyFactor < 0) + { + _engulfBarBodyFactor = 0.7; + } + + // + // Check Bar Is Bullish ... + result = IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + double range = GetRange(); + double body = GetBody(); + + // + // Check Prev Bar Must Bearish ... + result = pBar.IsBearish(); + if (!result) + { + return result; + } + + // + // Check Shadows Engulf Prev Bar ... + result = + // + high > pBar.high && + low <= pBar.low + // + ; + if (!result) + { + return result; + } + + // + // Check Engulfed Bar Must Inside Engulfer Body ... + result = + // + GetUp() > pBar.GetUp() && + 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( + double _engulfBarBodyFactor = 0.7 // + ) + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + if (_engulfBarBodyFactor < 0) + { + _engulfBarBodyFactor = 0.7; + } + + // + // Check Bar Is Bearish ... + result = IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + double range = GetRange(); + double body = GetBody(); + + // + // Check Prev Bar Must Bullish ... + result = pBar.IsBullish(); + if (!result) + { + return result; + } + + // + // Check Shadows Engulf Prev Bar ... + result = high >= pBar.high && low < pBar.low; + if (!result) + { + return result; + } + + // + // Check Engulfed Bar Must Inside Engulfer Body ... + result = + // + GetUp() > pBar.GetUp() && + 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( + 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 = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + if (_middleRangeFactor < 0) + { + _middleRangeFactor = 0.3; + } + + // + if (_startBodyFactor < 0) + { + _startBodyFactor = 0.6; + } + + // + // Current Bar Must be Bullish ... + result = IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = 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 = 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( + 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 = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + if (_middleRangeFactor < 0) + { + _middleRangeFactor = 0.3; + } + + // + if (_startBodyFactor < 0) + { + _startBodyFactor = 0.6; + } + + // + // Current Bar Must be Bearish ... + result = IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Previous Bar ... + XOHCL pBar; + result = 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 = 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() + { + // + bool result = false; + + // + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + result = IsBullish(); + if (!result) + { + return result; + } + + // + result = + // + GetUp() == high && + GetDown() == low + // + ; + + // + return result; + } + + // + // Bearish Marubozu ... + bool IsBearishMarubozu() + { + // + bool result = false; + + // + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + result = IsBearish(); + if (!result) + { + return result; + } + + // + result = + // + GetUp() == high && + GetDown() == low + // + ; + + // + return result; + } + + // + // Contextual Patterns ... + + // + // Check Swing High ... + bool IsSwingHigh() + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bearish ... + result = IsBearish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = 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 = + // + high < pBar.high && + pBar.high > ppBar.high + // + ; + + // + return result; + } + + // + // Find Simple 3 Candle Based Swing High ... + bool IsSimpleSwingHigh(double thresholdInPoint = 1) + { + // + bool result = false; + + // + int index = Index(); + result = index > 0; + if (!result) + { + return result; + } + + // + XOHCL nextBar; + result = GetNextBar(nextBar); + if (!result) + { + return result; + } + + // + XOHCL prevBar; + result = GetPreviousBar(prevBar); + if (!result) + { + return result; + } + + // + double point = GetPoints(symbol); + double requiredOffset = point * thresholdInPoint; + + // + result = + high > nextBar.high && + high > prevBar.high && + (thresholdInPoint <= 0 + ? true + : MathAbs( + MathMax( + nextBar.high, + prevBar.high) - + high) >= requiredOffset); + + // + return result; + } + + // + // Find Last Swing High ... + bool FindLastSwingHigh(XOHCL &swing) + { + // + bool result = false; + + // + swing.Clean(); + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int totalBars = iBars( + symbol, + period // + ); + int maxAllowed = MathMin(100, (totalBars / 100)); + + // + int idx = Index(); + for (int i = idx; i <= idx + maxAllowed; i++) + { + // + swing.Clean(); + result = swing.Init( + symbol, + period, + i // + ); + if (!result) + { + // + swing.Clean(); + break; + } + + // + result = swing.IsSwingHigh(); + if (result) + { + break; + } + } + + // + return result; + } + + // + // Check Swing Low ... + bool IsSwingLow() + { + // + bool result = false; + + // + // Validate Content and Ignore 0 Bar + // since it is not Completed ... + result = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bullish ... + result = IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = 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 = + // + low > pBar.low && + pBar.low < ppBar.low + // + ; + + // + return result; + } + + // + // Find Simple 3 Candle Based Swing Low ... + bool IsSimpleSwingLow(double thresholdInPoint = 1) + { + // + bool result = false; + + // + int index = Index(); + result = index > 0; + if (!result) + { + return result; + } + + // + XOHCL nextBar; + result = GetNextBar(nextBar); + if (!result) + { + return result; + } + + // + XOHCL prevBar; + result = GetPreviousBar(prevBar); + if (!result) + { + return result; + } + + // + double point = GetPoints(symbol); + double requiredOffset = point * thresholdInPoint; + + // + result = + low < nextBar.low && + low < prevBar.low && + (thresholdInPoint <= 0 + ? true + : MathAbs( + MathMax( + nextBar.low, + prevBar.low) - + low) >= requiredOffset); + + // + return result; + } + + // + // Find Last Swing Low ... + bool FindLastSwingLow(XOHCL &swing) + { + // + bool result = false; + + // + swing.Clean(); + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int totalBars = iBars( + symbol, + period // + ); + int maxAllowed = MathMin(100, (totalBars / 100)); + + // + int idx = Index(); + for (int i = idx; i <= idx + maxAllowed; i++) + { + // + swing.Clean(); + result = swing.Init( + symbol, + period, + i // + ); + if (!result) + { + // + swing.Clean(); + break; + } + + // + result = swing.IsSwingLow(); + if (result) + { + break; + } + } + + // + return result; + } + + // + // Check Bullish FVG ... + bool HasBullishFVG( + 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 = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bullish ... + result = + !forceCheckLastBarDirection + ? true + : IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = 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 = + // + low > ppBar.high + // + ; + + // + // Check Middle Bar Range ... + if (result && forceMiddleBarCheck) + { + // + result = + // + pBar.high > low && + pBar.low < ppBar.high + // + ; + + // + if (!result) + { + return result; + } + } + + // + if (result) + { + // + end = time; + upper = low; + lower = ppBar.high; + start = ppBar.time; + } + + // + return result; + } + + // + // Check Bearish FVG ... + bool HasBearishFVG( + 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 = IsValid() && Index() > 0; + if (!result) + { + return result; + } + + // + // Current Bar Must be Bearish ... + result = + !forceCheckLastBarDirection + ? true + : IsBullish(); + if (!result) + { + return result; + } + + // + // Retrieve Prev Bar ... + XOHCL pBar; + result = 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 = + // + high < ppBar.low + // + ; + + // + // Check Middle Bar Range ... + if (result && forceMiddleBarCheck) + { + // + result = + // + pBar.high > low && + pBar.low < ppBar.high + // + ; + + // + if (!result) + { + return result; + } + } + + // + if (result) + { + // + end = time; + lower = high; + upper = ppBar.low; + start = ppBar.time; + } + + // + return result; + } + + // + // Find Support ... + bool HasSupport( + XOHCL &bar, + ENUM_X_PRICE type = X_PRICE_CLOSE, + int _loopback = 21, + int tries = 100 // + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + if (_loopback < 0) + { + _loopback = 21; + } + + // + if (tries < 0) + { + tries = 100; + } + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + double price = GetPrice(type); + + // + for (int i = 1; i < tries; i++) + { + // + int _length = _loopback * i; + + // + int lowestIDX = FindLowestIndex( + _length, + MODE_LOW // + ); + result = IsValidSize(lowestIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + symbol, + period, + lowestIDX // + ); + if (!result) + { + break; + } + + // + result = + // + price > iLBar.high + // + ; + if (result) + { + // + bar = iLBar; + break; + } + } + + // + return result; + } + + // + // Find Resistance ... + bool HasResistance( + XOHCL &bar, + ENUM_X_PRICE type = X_PRICE_CLOSE, + int _loopback = 21, + int tries = 100 // + ) + { + // + bool result = false; + + // + bar.Clean(); + + // + if (_loopback < 0) + { + _loopback = 21; + } + + // + if (tries < 0) + { + tries = 100; + } + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + double price = GetPrice(type); + + // + for (int i = 1; i < tries; i++) + { + // + int _length = _loopback * i; + + // + int highestIDX = FindHighestIndex( + _length, + MODE_LOW // + ); + result = IsValidSize(highestIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + symbol, + period, + highestIDX // + ); + if (!result) + { + break; + } + + // + result = + // + price < iHBar.high + // + ; + if (result) + { + // + bar = iHBar; + break; + } + } + + // + return result; + } + + // + // Trend Detection ... + + // + // Find Bullish Trend ... + bool HasBullishTrend( + 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 = IsValid(); + if (!result) + { + return result; + } + + // + double price = GetPrice(type); + + // + int lastIDX = Index(); + double lastH = 0; + double lastL = 0; + for (int i = 1; i < tries + 1; i++) + { + // + // Use Regular Method ... + if (!forceMethod2) + { + // + int iHIDX = FindSwing( + symbol, + period, + X_SWING_HIGH, + _loopback, + lastIDX // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + symbol, + 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( + symbol, + period, + X_SWING_LOW, + _loopback, + lastIDX // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + symbol, + 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( + symbol, + period, + MODE_HIGH, + _loopback, + start // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + symbol, + 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( + symbol, + period, + MODE_LOW, + _loopback, + start // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + symbol, + 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 &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 = IsValid(); + if (!result) + { + return result; + } + + // + double price = GetPrice(type); + + // + int lastIDX = Index(); + double lastH = 0; + double lastL = 0; + for (int i = 1; i < tries + 1; i++) + { + // + // Use Regular Method ... + if (!forceMethod2) + { + // + int iHIDX = FindSwing( + symbol, + period, + X_SWING_HIGH, + _loopback, + lastIDX // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + symbol, + 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( + symbol, + period, + X_SWING_LOW, + _loopback, + lastIDX // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + symbol, + 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( + symbol, + period, + MODE_HIGH, + _loopback, + start // + ); + result = IsValidIndex(iHIDX); + if (!result) + { + break; + } + + // + XOHCL iHBar; + result = iHBar.Init( + symbol, + 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( + symbol, + period, + MODE_LOW, + _loopback, + start // + ); + result = IsValidIndex(iLIDX); + if (!result) + { + break; + } + + // + XOHCL iLBar; + result = iLBar.Init( + symbol, + 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 &orderBlock, + int _minimumSameBars = 4 // + ) + { + // + bool result = false; + + // + orderBlock.Clean(); + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + if (_minimumSameBars < 0) + { + _minimumSameBars = 4; + } + + // + XOHCL cBar; + int founded = 0; + int cIDX = Index(); + bool isEnough = false; + while (!isEnough) + { + // + result = cBar.Init( + symbol, + 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() && + high > cBar.high && + founded >= _minimumSameBars + // + ; + if (!result) + { + return result; + } + + // + result = orderBlock.Init( + symbol, + period, + cIDX // + ); + if (!result) + { + // + orderBlock.Clean(); + return result; + } + + // + return result; + } + + // + // Find Bearish Order Block ... + bool HasBearishOrderBlock( + XOHCL &orderBlock, + int _minimumSameBars = 4 // + ) + { + // + bool result = false; + + // + orderBlock.Clean(); + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + if (_minimumSameBars < 0) + { + _minimumSameBars = 4; + } + + // + XOHCL cBar; + int founded = 0; + int cIDX = Index(); + bool isEnough = false; + while (!isEnough) + { + // + bool isInited = cBar.Init( + symbol, + 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() && + high < cBar.low && + founded >= _minimumSameBars + // + ; + if (!result) + { + return result; + } + + // + result = orderBlock.Init( + symbol, + period, + cIDX // + ); + if (!result) + { + // + orderBlock.Clean(); + return result; + } + + // + return result; + } + + // + // Order Blocks ... + + // + // Supply and Demand ... + + // + // 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; + } +}; + +// +struct XTrend +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + datetime at; + + // + XOHCL swingHighs[]; + XOHCL swingLows[]; + + // + bool isBullish; + bool isBearish; + + // + void XTrend() + { + Clean(); + } + + // + // Tools ... + + /** + * Initialize ... + * + * @param _symbol: String ... + * @param _period: ENUM_TIMEFRAMES member ... + * + * @return ( bool ) + */ + bool Init( + string _symbol, + ENUM_TIMEFRAMES _period = NULL // + ) + { + // + bool result = false; + + // + NormalizePeriod(_period); + + // + result = IsValid(_symbol) && + IsValid(_period); + if (!result) + { + return result; + } + + // + symbol = _symbol; + period = _period; + + // + XOHCL bar; + result = bar.Init( + symbol, + period, + 0 // + ); + if (!result) + { + return result; + } + + // + XOHCL tmpBULLSWH[]; + XOHCL tmpBULLSWL[]; + bool hasBullishTrend = bar.HasBullishTrend( + tmpBULLSWH, + tmpBULLSWL, + true // + ); + + // + XOHCL tmpBEARSWH[]; + XOHCL tmpBEARSWL[]; + bool hasBearishTrend = bar.HasBearishTrend( + tmpBEARSWH, + tmpBEARSWL, + true // + ); + + // + if (hasBullishTrend) + { + // + Copy( + tmpBULLSWH, + swingHighs // + ); + + // + Copy( + tmpBULLSWL, + swingLows // + ); + } + // + else if (hasBearishTrend) + { + // + Copy( + tmpBEARSWH, + swingHighs // + ); + + // + Copy( + tmpBEARSWL, + swingLows // + ); + } + + // + if (hasBullishTrend || + hasBullishTrend) + { + at = TimeCurrent(); + } + + // + result = IsValid(); + + // + return result; + } + + /** + * Clean ... + */ + void Clean() + { + // + symbol = NULL; + period = NULL; + at = NULL; + + // + isBullish = false; + isBearish = false; + + // + Clean(swingLows); + Clean(swingHighs); + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + IsValid(symbol) && + IsValid(period) && + IsValid(at) && + (isBullish || + isBearish) && + (ArraySize(swingHighs) > 0 || + ArraySize(swingLows) > 0); + + // + return result; + } + + /** + * Generate Unique Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + string hash = symbol + "," + ToString(period) + "," + ToFormatString(at); + hash = ToMD5(hash); + + // + result = + // + "XTrend_" + + (isBullish ? "Bullish_" : "Bearish_") + + symbol + "_" + + ToString(period) + "_" + + hash + // + ; + + // + 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; + } + + // + // 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); + } + + // + 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(); + } + + // + // 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; + } + + // +}; + +// +// 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 ... + +// +// 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; +} + +// +// 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 ... + 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; +} + +// +// 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 int from, // Last Time Index + const int to, // Fisrs Tima Index + const double &buffer[] // the Buffer which required to search +) +{ + // + bool result = false; + + // + // 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( + from, + i, + buffer); + + // + // Check Result ... + result = result && isPassed && isIIncreasing; + if (!result) + { + break; + } + } + + // + return result; +} + +// +// Check if a Value Decreasing in Loopback ... +bool IsDecreasing( + const int from, // Last Time Index + const int to, // Fisr Tima Index + const double &buffer[] // the Buffer which required to search +) +{ + // + bool result = false; + + // + // 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( + from, + i, + buffer); + + // + // 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; +} + +// +// 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; +} + +// +// 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; +} + +// +// 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[]) +{ + // + ArrayFree(buffer); + ArrayResize(buffer, 0); +} +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 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 // + ); +} + +// +// 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 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 // + ); +} + +// +// 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; +} + +// +// 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; +} + +// +// 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; +} + +// +// Moving Average ... + +/** + * 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 price: 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 &_price[], + double &_buffer[], + ENUM_MA_METHOD _method = MODE_SMA // +) +{ + // + int result = 0; + + // + if ( + _period < 0 || + _rates_total <= 0 || + _prev_calculated < 0 || + _prev_calculated > _rates_total) + { + return result; + } + + // + switch (_method) + { + // + case MODE_SMA: + result = SimpleMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _price, + _buffer // + ); + break; + + // + case MODE_EMA: + result = ExponentialMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _price, + _buffer // + ); + break; + + // + case MODE_LWMA: + result = LinearWeightedMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _price, + _buffer // + ); + break; + + // + case MODE_SMMA: + result = SmoothedMAOnBuffer( + _rates_total, + _prev_calculated, + _begin, + _period, + _price, + _buffer // + ); + break; + } + + // + return result; +} + +// \ No newline at end of file diff --git a/BKPS/14031003/Libraries/x-saherelm.draw.lib.mq5 b/BKPS/14031003/Libraries/x-saherelm.draw.lib.mq5 new file mode 100644 index 0000000..aeb124e --- /dev/null +++ b/BKPS/14031003/Libraries/x-saherelm.draw.lib.mq5 @@ -0,0 +1,2620 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Draw Library +// -------------------------------------- +// Name: XDraw +// Description: provides Draw abilities ... +// +// +// 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 + +// +// Global Definitions: Variables, Properties and etc ... + +// +// Retrieve Chart Size in Pixel ... +struct XSize +{ + long width; + long height; + + // + int x; + int y; + int w; + int h; + + // + int wStep; + int hStep; +}; + +// +// Define a Draw Specifications ... +struct XDrawSpecifications +{ + // + // Props ... + + // + bool draw; // Draw or Not ... + + // + int width; // Draw Witdth ... + color clr; // Draw Color ... + ENUM_LINE_STYLE style; // Draw Style ... + + // + bool back; // in the background + bool fill; // fill object if supported + bool selection; // highlight to move + bool rayRight; // line's continuation to the right + bool hidden; // hidden in the object list + long zOrder; // priority for mouse click + + // + string label; // Label ... + color labelColor; // Label Color ... + double labelAngel; // Label Angle ... + string labelFont; // Label Font ... + int labelFontSize; // Label Font Size ... + ENUM_ANCHOR_POINT labelAnchor; // Label Anchor Point ... + + // + // Constructor ... + XDrawSpecifications() + { + Clean(); + } + + // + // Operator ... + void operator=(const XDrawSpecifications &value) + { + // + clr = value.clr; + draw = value.draw; + width = value.width; + style = value.style; + + // + back = value.back; + hidden = value.hidden; + zOrder = value.zOrder; + rayRight = value.rayRight; + selection = value.selection; + + // + fill = value.fill; + + // + label = value.label; + labelColor = value.labelColor; + labelAngel = value.labelAngel; + labelFont = value.labelFont; + labelFontSize = value.labelFontSize; + labelAnchor = value.labelAnchor; + } + + // + // Functions ... + + // + void Clean() + { + // + draw = false; + width = 1; + clr = CLR_NONE; + style = STYLE_SOLID; + + // + back = false; + hidden = false; + rayRight = false; + selection = false; + fill = false; + + // + zOrder = 0; + + // + label = ""; + labelColor = CLR_NONE; + labelAngel = 0; + labelFont = "Arial"; + labelFontSize = 20; + labelAnchor = ANCHOR_LEFT_UPPER; + } + + // + void Label( + string mLabel = "", // Label ... + color mLabelColor = CLR_NONE, // Label Color ... + string mLabelFont = "Arial", // Label Font ... + int mLabelFontSize = 20, // Label Font Size ... + ENUM_ANCHOR_POINT mLabelAnchor = ANCHOR_LEFT_UPPER, // Label Anchor Point ... + double mLabelAngel = 0 // Label Angle ... + ) + { + // + label = mLabel; + labelFont = mLabelFont; + labelColor = mLabelColor; + labelAngel = mLabelAngel; + labelAnchor = mLabelAnchor; + labelFontSize = mLabelFontSize; + } +}; + +// +// Candle Draw Specifications ... +struct XOHCLDrawSpecification +{ + // + // Props ... + XDrawSpecifications openStyle; + XDrawSpecifications highStyle; + XDrawSpecifications closeStyle; + XDrawSpecifications lowStyle; + + // + // Constructors ... + XOHCLDrawSpecification() + { + Clean(); + } + + // + // Operators ... + void operator=(const XOHCLDrawSpecification &value) + { + // + lowStyle = value.lowStyle; + openStyle = value.openStyle; + highStyle = value.highStyle; + closeStyle = value.closeStyle; + } + + // + // Functions ... + + // + void Clean() + { + // + lowStyle.Clean(); + openStyle.Clean(); + highStyle.Clean(); + closeStyle.Clean(); + } + + // + void Default() + { + // + // Open ... + openStyle.width = 1; + openStyle.draw = true; + openStyle.clr = clrLime; + openStyle.style = STYLE_SOLID; + openStyle.Label( + "O", + openStyle.clr); + + // + // High ... + highStyle.width = 1; + highStyle.draw = true; + highStyle.clr = clrAqua; + highStyle.style = STYLE_SOLID; + highStyle.Label( + "H", + highStyle.clr); + + // + // Close ... + closeStyle.width = 1; + closeStyle.draw = true; + closeStyle.clr = clrRed; + closeStyle.style = STYLE_SOLID; + closeStyle.Label( + "C", + closeStyle.clr); + + // + // Low ... + lowStyle.width = 1; + lowStyle.draw = true; + lowStyle.clr = clrMagenta; + lowStyle.style = STYLE_SOLID; + lowStyle.Label( + "L", + lowStyle.clr); + } + + // + void Width(int value) + { + // + lowStyle.width = value; + openStyle.width = value; + highStyle.width = value; + closeStyle.width = value; + } + + // + void Style(ENUM_LINE_STYLE value) + { + // + lowStyle.style = value; + openStyle.style = value; + highStyle.style = value; + closeStyle.style = value; + } + + // + void Color(color value) + { + // + lowStyle.clr = value; + openStyle.clr = value; + highStyle.clr = value; + closeStyle.clr = value; + } + + // + void RayRight(bool value) + { + // + lowStyle.rayRight = value; + openStyle.rayRight = value; + highStyle.rayRight = value; + closeStyle.rayRight = value; + } + + // + void Draw(bool value) + { + // + lowStyle.draw = value; + openStyle.draw = value; + highStyle.draw = value; + closeStyle.draw = value; + } + + // + void Back(bool value) + { + // + lowStyle.back = value; + openStyle.back = value; + highStyle.back = value; + closeStyle.back = value; + } + + // + void Fill(bool value) + { + // + lowStyle.fill = value; + openStyle.fill = value; + highStyle.fill = value; + closeStyle.fill = value; + } + + // + void Label(string value) + { + // + lowStyle.Label(value); + openStyle.Label(value); + highStyle.Label(value); + closeStyle.Label(value); + } + + // + void SetLabelPrefix(string value) + { + // + lowStyle.label = value + " " + lowStyle.label; + openStyle.label = value + " " + openStyle.label; + highStyle.label = value + " " + highStyle.label; + closeStyle.label = value + " " + closeStyle.label; + } +}; + +// +string drawPrefix = "X-OBJ"; + +// +// Common Draw Functions ... + +// +// remove drawn objects ... +void RemoveDraws( + string tag = NULL, + long chartId = -1, + int subWindow = -1 // +) +{ + // + // Normalize Args ... + // + if (tag == NULL) + { + tag = drawPrefix; + } + + // + if (chartId == -1) + { + chartId = 0; + } + + // + if (subWindow == -1) + { + subWindow = 0; + } + + // + for (int iObj = ObjectsTotal(chartId, subWindow) - 1; iObj >= 0; iObj--) + { + // + string on = ObjectName(chartId, iObj, subWindow); + if (StringFind(on, tag) >= 0) + { + ObjectDelete(chartId, on); + } + } + + // + // Redraw Chart ... + ChartRedraw(); +} + +// +bool RemoveDraw( + string name, + long chartId = -1, + int subWindow = -1 // +) +{ + // + bool result = false; + + // + if (chartId == -1) + { + chartId = 0; + } + + // + if (subWindow == -1) + { + subWindow = 0; + } + + // + string objName = ""; + for (int iObj = ObjectsTotal(chartId, subWindow) - 1; iObj >= 0; iObj--) + { + // + string on = ObjectName(chartId, iObj, subWindow); + if (StringFind(on, name) >= 0) + { + // + objName = on; + break; + } + } + + // + if (StringLen(objName) > 0) + { + result = ObjectDelete(chartId, objName); + } + + // + return result; +} + +// +// Deselect All Draws ... +void DeselectAllDraws() +{ + // + int objs = ObjectsTotal(ChartID(), 0); + for (int o = 0; o < objs; o++) + { + ObjectSetInteger(ChartID(), ObjectName(ChartID(), o, 0), OBJPROP_SELECTED, false); + } + + // + ChartRedraw(); +} + +// +// Check Object Exists ... +bool IsDrawExists( + string name, + long chartId = -1, + int subWindow = -1 // +) +{ + // + bool result = false; + + // + if (chartId == -1) + { + chartId = 0; + } + + // + if (subWindow == -1) + { + subWindow = 0; + } + + // + for (int iObj = ObjectsTotal(chartId, subWindow) - 1; iObj >= 0; iObj--) + { + // + string on = ObjectName(chartId, iObj, subWindow); + result = StringFind(on, name) >= 0; + if (result) + { + break; + } + } + + // + return result; +} + +// +// Find Specific Object Name ... +string FindObjectName( + string suggest, + long chartId = 0, + int subWindow = 0 // +) +{ + // + string result = NULL; + + // + int objectsCount = ObjectsTotal(chartId, subWindow); + if (objectsCount <= 0) + { + return result; + } + + // + for (int i = objectsCount - 1; i >= 0; i--) + { + // + string iObjectName = ObjectName(chartId, i, subWindow); + bool isExists = StringFind(iObjectName, suggest) >= 0; + if (isExists) + { + // + result = iObjectName; + break; + } + } + + // + return result; +} + +// +// Regular Draws ... + +// +// Arrow Functions ... + +// +// Draw an Arrow Object on Chart ... +bool DrawArrow( + const long chartID = 0, // chart's ID + const string name = "Arrow", // arrow name + const int subWindow = 0, // subwindow index + datetime time = 0, // anchor point time + double price = 0, // anchor point price + const uchar arrowCode = 252, // arrow code + const ENUM_ARROW_ANCHOR anchor = ANCHOR_BOTTOM, // anchor point position + const color clr = clrAqua, // arrow color + const ENUM_LINE_STYLE style = STYLE_SOLID, // border line style + const int width = 3, // arrow size + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool hidden = false, // hidden in the object list + const long zOrder = 0 // Order Object ... +) +{ + // + bool result = false; + + // + // set anchor point coordinates if they are not set ... + ChangeArrowEmptyPoint(time, price); + + // + // reset the error value ... + ResetLastError(); + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // create an arrow ... + result = ObjectCreate(chartID, objName, OBJ_ARROW, subWindow, time, price); + if (!result) + { + return result; + } + + // + // set the arrow code ... + ObjectSetInteger(chartID, objName, OBJPROP_ARROWCODE, arrowCode); + + // + // set anchor type ... + ObjectSetInteger(chartID, objName, OBJPROP_ANCHOR, anchor); + + // + // set the arrow color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set the border line style ... + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // set the arrow's size ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of moving the arrow by mouse + // when creating a graphical object using ObjectCreate function, the object cannot be + // highlighted and moved by default. Inside this method, selection parameter + // is false by default, if you want making it possible to highlight and move the object + // change it to true ... + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, true); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution ... + return result; +} + +// +// Move the anchor point of Arrow ... +bool MoveArrow( + const long chartID = 0, // chart's ID + const string name = "Arrow", // object name + datetime time = 0, // anchor point time coordinate + double price = 0 // anchor point price coordinate +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // if point position is not set, move it to the current bar having Bid price ... + if (!time) + { + time = TimeCurrent(); + } + + // + if (!price) + { + price = SymbolInfoDouble(_Symbol, SYMBOL_BID); + } + + // + // move the anchor point ... + result = ObjectMove(chartID, objName, 0, time, price); + + // + return result; +} + +// +// Delete an arrow ... +bool DeleteArrow( + const long chartID = 0, // chart's ID + const string name = "Arrow" // arrow name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete an arrow ... + result = !ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Change the arrow code ... +bool ArrowCodeChange( + const long chartID = 0, // chart's ID + const string name = "Arrow", // object name + const uchar code = 252 // arrow code +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change the arrow code ... + result = ObjectSetInteger(chartID, objName, OBJPROP_ARROWCODE, code); + + // + return result; +} + +// +// Change anchor type ... +bool ArrowAnchorChange( + const long chartID = 0, // chart's ID + const string name = "Arrow", // object name + const ENUM_ARROW_ANCHOR anchor = ANCHOR_TOP // anchor type +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change anchor type ... + result = !ObjectSetInteger(chartID, objName, OBJPROP_ANCHOR, anchor); + + // + return result; +} + +// +// Check anchor point values and set default values +// for empty ones ... +void ChangeArrowEmptyPoint( + datetime &time, + double &price // +) +{ + // + // if the point's time is not set, it will be on the current bar ... + if (!time) + { + time = TimeCurrent(); + } + + // + // if the point's price is not set, it will have Bid value ... + if (!price) + { + price = SymbolInfoDouble(_Symbol, SYMBOL_BID); + } +} + +// +// Horizontal Line Functions ... + +// +// Create, Draw the horizontal line ... +bool DrawHorizontalLine( + const long chartID = 0, // chart's ID + const string name = "HLine", // line name + const int subWindow = 0, // subwindow index + double price = 0, // line price + const color clr = clrRed, // line color + const ENUM_LINE_STYLE style = STYLE_SOLID, // line style + const int width = 1, // line width + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool hidden = false, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // if the price is not set, set it at the current Bid price level ... + if (!price) + { + price = SymbolInfoDouble(Symbol(), SYMBOL_BID); + } + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // create a horizontal line ... + result = ObjectCreate(chartID, objName, OBJ_HLINE, subWindow, 0, price); + if (!result) + { + return result; + } + + // + // set line color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set line display style ... + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // set line width ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of moving the line by mouse + // when creating a graphical object using ObjectCreate function, the object cannot be + // highlighted and moved by default. Inside this method, selection parameter + // is true by default making it possible to highlight and move the object + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution ... + return result; +} + +// +// Move horizontal line ... +bool MoveHorizontalLine( + const long chartID = 0, // chart's ID + const string name = "HLine", // line name + double price = 0 // line price +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // if the line price is not set, move it to the current Bid price level ... + if (!price) + { + price = SymbolInfoDouble(Symbol(), SYMBOL_BID); + } + + // + // move a horizontal line ... + result = ObjectMove(chartID, objName, 0, 0, price); + + // + return result; +} + +// +// Delete a horizontal line ... +bool DeleteHorizontalLine( + const long chartID = 0, // chart's ID + const string name = "HLine" // line name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete a horizontal line ... + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Vertical Line Functions ... + +// +// Create the vertical line ... +bool DrawVerticalLine( + const long chartID = 0, // chart's ID + const string name = "VLine", // line name + const int subWindow = 0, // subwindow index + datetime time = 0, // line time + const color clr = clrRed, // line color + const ENUM_LINE_STYLE style = STYLE_SOLID, // line style + const int width = 1, // line width + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool hidden = false, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // if the line time is not set, draw it via the last bar ... + if (!time) + { + time = TimeCurrent(); + } + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // create a vertical line ... + result = ObjectCreate(chartID, objName, OBJ_VLINE, subWindow, time, 0); + if (!result) + { + return result; + } + + // + // set line color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set line display style ... + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // set line width ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of moving the line by mouse + // when creating a graphical object using ObjectCreate function, the object cannot be + // highlighted and moved by default. Inside this method, selection parameter + // is true by default making it possible to highlight and move the object ... + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, true); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution ... + return result; +} + +// +// Move the vertical line ... +bool MoveVerticalLine( + const long chartID = 0, // chart's ID + const string name = "VLine", // line name + datetime time = 0 // line time +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // if line time is not set, move the line to the last bar ... + if (!time) + { + time = TimeCurrent(); + } + + // + // move the vertical line ... + result = ObjectMove(chartID, objName, 0, time, 0); + + // + return result; +} + +// +// Delete the vertical line ... +bool DeleteVerticalLine( + const long chartID = 0, // chart's ID + const string name = "VLine" // line name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete the vertical line ... + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Rectangle Functions ... + +// +// Create rectangle by the given coordinates ... +bool DrawRectangle( + const long chartID = 0, // chart's ID + const string name = "Rectangle", // rectangle name + const int subWindow = 0, // subwindow index + datetime time1 = 0, // down first point time + double price1 = 0, // down first point price + datetime time2 = 0, // up second point time + double price2 = 0, // up second point price + const color clr = clrRed, // rectangle color + const ENUM_LINE_STYLE style = STYLE_SOLID, // style of rectangle lines + const int width = 1, // width of rectangle lines + const bool fill = false, // filling rectangle with color + const bool back = false, // in the background + const bool selection = true, // highlight to move + const bool hidden = true, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // Set anchor points' coordinates if they are not set ... + ChangeRectangleEmptyPoints(time1, price1, time2, price2); + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // Create a rectangle by the given coordinates ... + result = ObjectCreate( + chartID, + objName, + OBJ_RECTANGLE, + subWindow, + time1, + price1, + time2, + price2 // + ); + if (!result) + { + return result; + } + + // + // Set rectangle color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // Set the style of rectangle lines + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // Set width of the rectangle lines ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // Enable (true) or disable (false) the mode of filling the rectangle ... + ObjectSetInteger(chartID, objName, OBJPROP_FILL, fill); + + // + // Display in the foreground (false) or background (true) ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // Enable (true) or disable (false) the mode of highlighting the rectangle for moving + // when creating a graphical object using ObjectCreate function, the object cannot be + // highlighted and moved by default. Inside this method, selection parameter + // is true by default making it possible to highlight and move the object + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection); + + // + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // Hide (true) or display (false) graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // Set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // Successful execution + return result; +} + +// +// Move the rectangle anchor point ...s +bool RectanglePointChange( + const long chartID = 0, // chart's ID + const string name = "Rectangle", // rectangle name + const int pointIndex = 0, // anchor point index + datetime time = 0, // anchor point time coordinate + double price = 0 // anchor point price coordinate +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // if point position is not set, move it to the current bar having Bid price ... + if (!time) + { + time = TimeCurrent(); + } + + // + if (!price) + { + price = SymbolInfoDouble(Symbol(), SYMBOL_BID); + } + + // + // Move the anchor point ... + result = ObjectMove(chartID, objName, pointIndex, time, price); + + // + return result; +} + +// +// Delete the rectangle ... +bool DeleteRectangle( + const long chartID = 0, // chart's ID + const string name = "Rectangle" // rectangle name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Check the values of rectangle's anchor points and set default +// values for empty ones +void ChangeRectangleEmptyPoints( + datetime &time1, double &price1, + datetime &time2, double &price2 // +) +{ + // + // if the first point's time is not set, it will be on the current bar ... + if (!time1) + { + time1 = TimeCurrent(); + } + + // + // if the first point's price is not set, it will have Bid value ... + if (!price1) + { + price1 = SymbolInfoDouble(Symbol(), SYMBOL_BID); + } + + // + // if the second point's time is not set, it is located 9 bars left from the second one ... + if (!time2) + { + // + // array for receiving the open time of the last 10 bars ... + datetime temp[10]; + CopyTime(Symbol(), Period(), time1, 10, temp); + + // + // set the second point 9 bars left from the first one ... + time2 = temp[0]; + } + + // + // if the second point's price is not set, move it 300 points lower than the first one ... + if (!price2) + { + price2 = price1 - 300 * SymbolInfoDouble(Symbol(), SYMBOL_POINT); + } +} + +// +// RectangleLabel Functions ... + +// +// Create Rectangle Label Object ... +bool DrawRectangleLabel( + const long chartID = 0, // chart's ID + const string name = "RectLabel", // label name + const int subWindow = 0, // subwindow index + const int x = 0, // X coordinate + const int y = 0, // Y coordinate + const int width = 50, // width + const int height = 18, // height + const color bgColor = clrWhiteSmoke, // background color + const ENUM_BORDER_TYPE border = BORDER_SUNKEN, // border type + const ENUM_BASE_CORNER corner = CORNER_LEFT_UPPER, // chart corner for anchoring + const color clr = clrRed, // flat border color (Flat) + const ENUM_LINE_STYLE style = STYLE_SOLID, // flat border style + const int lineWidth = 1, // flat border width + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool hidden = false, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // create a rectangle label + result = ObjectCreate(chartID, objName, OBJ_RECTANGLE_LABEL, subWindow, 0, 0); + if (!result) + { + return result; + } + + // + // set label coordinates ... + ObjectSetInteger(chartID, objName, OBJPROP_XDISTANCE, x); + ObjectSetInteger(chartID, objName, OBJPROP_YDISTANCE, y); + + // + // set label size ... + ObjectSetInteger(chartID, objName, OBJPROP_XSIZE, width); + ObjectSetInteger(chartID, objName, OBJPROP_YSIZE, height); + + // + // set background color ... + ObjectSetInteger(chartID, objName, OBJPROP_BGCOLOR, bgColor); + + // + // set border type ... + ObjectSetInteger(chartID, objName, OBJPROP_BORDER_TYPE, border); + + // + // set the chart's corner, relative to which point coordinates are defined ... + ObjectSetInteger(chartID, objName, OBJPROP_CORNER, corner); + + // + // set flat border color (in Flat mode) ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set flat border line style ... + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // set flat border width ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, lineWidth); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of moving the label by mouse ... + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution ... + return result; +} + +// +// Move Rectangle Label .. +bool MoveRectangleLabel( + const long chartID = 0, // chart's ID + const string name = "RectLabel", // label name + const int x = 0, // X coordinate + const int y = 0 // Y coordinate +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // move the rectangle label ... + result = ObjectSetInteger(chartID, objName, OBJPROP_XDISTANCE, x); + if (!result) + { + return result; + } + + // + result = ObjectSetInteger(chartID, objName, OBJPROP_YDISTANCE, y); + + // + return result; +} + +// +// Delete the rectangle label ... +bool DeleteRectangleLabel( + const long chartID = 0, // chart's ID + const string name = "RectLabel" // label name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete the label ... + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Change Rectangle Label Size ... +bool ChangeSizeRectangleLabel( + const long chartID = 0, // chart's ID + const string name = "RectLabel", // label name + const int width = 50, // label width + const int height = 18 // label height +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change label size ... + result = ObjectSetInteger(chartID, objName, OBJPROP_XSIZE, width); + if (!result) + { + return result; + } + + // + result = ObjectSetInteger(chartID, objName, OBJPROP_YSIZE, height); + + // + return result; +} + +// +// Change rectangle label border type ... +bool RectLabelChangeBorderType( + const long chartID = 0, // chart's ID + const string name = "RectLabel", // label name + const ENUM_BORDER_TYPE border = BORDER_SUNKEN // border type +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change border type ... + result = ObjectSetInteger(chartID, objName, OBJPROP_BORDER_TYPE, border); + + // + return result; +} + +// +// TrendLine Funcions ... + +// +// Create a trend line by the given coordinates ... +bool DrawTrendLine( + const long chartID = 0, // chart's ID + const string name = "TrendLine", // line name + const int subWindow = 0, // subwindow index + datetime time1 = 0, // first point time + double price1 = 0, // first point price + datetime time2 = 0, // second point time + double price2 = 0, // second point price + const color clr = clrYellow, // line color + const ENUM_LINE_STYLE style = STYLE_SOLID, // line style + const int width = 1, // line width + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool rayRight = false, // line's continuation to the right + const bool hidden = false, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // set anchor points' coordinates if they are not set ... + ChangeTrendLineEmptyPoints( + time1, + price1, + time2, + price2); + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // create a trend line by the given coordinates ... + result = ObjectCreate(chartID, objName, OBJ_TREND, subWindow, time1, price1, time2, price2); + if (!result) + { + return result; + } + + // + // set line color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set line display style ... + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // set line width ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of moving the line by mouse + // when creating a graphical object using ObjectCreate function, the object cannot be + // highlighted and moved by default. Inside this method, selection parameter + // is true by default making it possible to highlight and move the object ... + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, true); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // enable true or disable false the mode of continuation of the line's display to the right ... + ObjectSetInteger(chartID, objName, OBJPROP_RAY_RIGHT, rayRight); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution ... + return result; +} + +// +// Move trend line anchor point ... | +bool ChangeTrendLinePoint( + const long chartID = 0, // chart's ID + const string name = "TrendLine", // line name + const int pointindex = 0, // anchor point index + datetime time = 0, // anchor point time coordinate + double price = 0 // anchor point price coordinate +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // if point position is not set, move it to the current bar having Bid price ... + if (!time) + { + time = TimeCurrent(); + } + + // + if (!price) + { + price = SymbolInfoDouble(Symbol(), SYMBOL_BID); + } + + // + // move trend line's anchor point ... + result = ObjectMove(chartID, objName, pointindex, time, price); + + // + return result; +} + +// +// The function deletes the trend line from the chart ... +bool DeleteTrendLine( + const long chartID = 0, // chart's ID + const string name = "TrendLine" // line name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete a trend line ... + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Check the values of trend line's anchor points and set default ... +// values for empty ones ... +void ChangeTrendLineEmptyPoints( + datetime &time1, + double &price1, + datetime &time2, + double &price2 // +) +{ + // + // if the first point's time is not set, it will be on the current bar ... + if (!time1) + { + time1 = TimeCurrent(); + } + + // + // if the first point's price is not set, it will have Bid value ... + if (!price1) + { + price1 = SymbolInfoDouble(Symbol(), SYMBOL_BID); + } + + // + // if the second point's time is not set, it is located 9 bars left from the second one ... + if (!time2) + { + // + // array for receiving the open time of the last 10 bars ... + datetime temp[10]; + CopyTime(Symbol(), Period(), time1, 10, temp); + + // + // set the second point 9 bars left from the first one ... + time2 = temp[0]; + } + + // + // if the second point's price is not set, it is equal to the first point's one ... + if (!price2) + { + price2 = price1; + } +} + +// +// Text Functions ... + +// +// Create and Draw a Text Object ... +bool DrawText( + const long chartID = 0, // chart's ID + const string name = "Text", // object name + const int subWindow = 0, // subwindow index + datetime time = 0, // anchor point time + double price = 0, // anchor point price + const string text = "Text", // the text itself + const string font = "Arial", // font + const int fontSize = 10, // font size + const color clr = clrRed, // color + const double angle = 0.0, // text slope + const ENUM_ANCHOR_POINT anchor = ANCHOR_CENTER, // anchor type + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool hidden = true, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // set anchor point coordinates if they are not set ... + ChangeTextEmptyPoint(time, price); + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // + // create Text object + result = ObjectCreate(chartID, objName, OBJ_TEXT, subWindow, time, price); + if (!result) + { + return result; + } + + // + // set the text ... + ObjectSetString(chartID, objName, OBJPROP_TEXT, text); + + // + // set text font ... + ObjectSetString(chartID, objName, OBJPROP_FONT, font); + + // + // set font size ... + ObjectSetInteger(chartID, objName, OBJPROP_FONTSIZE, fontSize); + + // + // set the slope angle of the text ... + ObjectSetDouble(chartID, objName, OBJPROP_ANGLE, angle); + + // + // set anchor type ... + ObjectSetInteger(chartID, objName, OBJPROP_ANCHOR, anchor); + + // + // set color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of moving the object by mouse ... + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, true); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution ... + return result; +} + +// +// Move the anchor point ... +bool MoveText( + const long chartID = 0, // chart's ID + const string name = "Text", // object name + datetime time = 0, // anchor point time coordinate + double price = 0 // anchor point price coordinate +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // + // if point position is not set, move it to the current bar having Bid price + if (!time) + { + time = TimeCurrent(); + } + + // + if (!price) + { + price = SymbolInfoDouble(_Symbol, SYMBOL_BID); + } + + // + // move the anchor point ... + result = ObjectMove(chartID, objName, 0, time, price); + + // + return result; +} + +// +// Change the object text ... +bool ChangeText( + const long chartID = 0, // chart's ID + const string name = "Text", // object name + const string text = "Text" // text +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change object text ... + result = ObjectSetString(chartID, objName, OBJPROP_TEXT, text); + + // + return result; +} + +// +// Delete Text object ... +bool DeleteText( + const long chartID = 0, // chart's ID + const string name = "Text" // object name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete the object ... + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Check anchor point values and set default values +// for empty ones ... +void ChangeTextEmptyPoint( + datetime &time, + double &price // +) +{ + // + // if the point's time is not set, it will be on the current bar ... + if (!time) + { + time = TimeCurrent(); + } + + // + // if the point's price is not set, it will have Bid value ... + if (!price) + { + price = SymbolInfoDouble(_Symbol, SYMBOL_BID); + } +} + +// +// Fibonacchi Functions ... + +// +// Create Fibonacci Retracement by the given coordinates ... +bool DrawFibonacci( + const long chartID = 0, // chart's ID + const string name = "Fibonacci", // object name + const int subWindow = 0, // subwindow index + datetime time1 = 0, // first point time + double price1 = 0, // first point price + datetime time2 = 0, // second point time + double price2 = 0, // second point price + const color clr = clrRed, // object color + const ENUM_LINE_STYLE style = STYLE_SOLID, // object line style + const int width = 1, // object line width + const bool back = false, // in the background + const bool selection = true, // highlight to move + const bool rayRight = false, // object's continuation to the right + const bool hidden = true, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // set anchor points' coordinates if they are not set ... + ChangeFibonacciEmptyPoints(time1, price1, time2, price2); + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // Create Fibonacci Retracement by the given coordinates ... + result = ObjectCreate(chartID, objName, OBJ_FIBO, subWindow, time1, price1, time2, price2); + if (!result) + { + return result; + } + + // + // set color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set line style ... + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // set line width ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of highlighting the channel for moving + // when creating a graphical object using ObjectCreate function, the object cannot be + // highlighted and moved by default. Inside this method, selection parameter + // is true by default making it possible to highlight and move the object ... + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, true); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // enable true or disable false the mode of continuation of the object's display to the right ... + ObjectSetInteger(chartID, objName, OBJPROP_RAY_RIGHT, rayRight); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution ... + return result; +} + +// +// Create Fibonacci Retracement by the given coordinates ... +bool DrawCustomFibonacci( + // + int levels, // number of level lines + double &values[], // values of level lines + color &colors[], // color of level lines + ENUM_LINE_STYLE &styles[], // style of level lines + int &widths[], // width of level lines + string &descriptions[], // level Descriptions + // + const long chartID = 0, // chart's ID + const string name = "Fibonacci", // object name + const int subWindow = 0, // subwindow index + datetime time1 = 0, // first point time + double price1 = 0, // first point price + datetime time2 = 0, // second point time + double price2 = 0, // second point price + const color clr = clrAqua, // object color + const ENUM_LINE_STYLE style = STYLE_DOT, // object line style + const int width = 1, // object line width + const bool back = false, // in the background + const bool selection = true, // highlight to move + const bool rayRight = false, // object's continuation to the right + const bool hidden = true, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // set anchor points' coordinates if they are not set ... + ChangeFibonacciEmptyPoints(time1, price1, time2, price2); + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // Create Fibonacci Retracement by the given coordinates ... + result = ObjectCreate(chartID, name, OBJ_FIBO, subWindow, time1, price1, time2, price2); + if (!result) + { + return result; + } + + // + // set color ... + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set line style ... + ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style); + + // + // set line width ... + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // display in the foreground false or background true ... + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of highlighting the channel for moving + // when creating a graphical object using ObjectCreate function, the object cannot be + // highlighted and moved by default. Inside this method, selection parameter + // is true by default making it possible to highlight and move the object ... + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, true); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // enable true or disable false the mode of continuation of the object's display to the right ... + ObjectSetInteger(chartID, objName, OBJPROP_RAY_RIGHT, rayRight); + + // + // hide true or display false graphical object name in the object list ... + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart ... + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // Change Levels Of Fibonacci ... + result = FibonacciLevelsSet( + levels, + values, + colors, + styles, + widths, + descriptions, + chartID, + objName); + + // + // successful execution ... + return result; +} + +// +// Set number of levels and their parameters ... +bool FibonacciLevelsSet( + int levels, // number of level lines + double &values[], // values of level lines + color &colors[], // color of level lines + ENUM_LINE_STYLE &styles[], // style of level lines + int &widths[], // width of level lines + string &descriptions[], // level Descriptions + const long chartID = 0, // chart's ID + const string name = "Fibonacci" // object name +) +{ + // + bool result = false; + + // + // check array sizes ... + result = levels == ArraySize(colors) && + levels == ArraySize(styles) && + levels == ArraySize(widths) && + levels == ArraySize(widths); + if (!result) + { + return result; + } + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // set the number of levels ... + ObjectSetInteger(chartID, objName, OBJPROP_LEVELS, levels); + + // + // set the properties of levels in the loop ... + for (int i = 0; i < levels; i++) + { + // + // level value ... + ObjectSetDouble(chartID, objName, OBJPROP_LEVELVALUE, i, values[i]); + + // + // level color ... + ObjectSetInteger(chartID, objName, OBJPROP_LEVELCOLOR, i, colors[i]); + + // + // level style ... + ObjectSetInteger(chartID, objName, OBJPROP_LEVELSTYLE, i, styles[i]); + + // + // level width ... + ObjectSetInteger(chartID, objName, OBJPROP_LEVELWIDTH, i, widths[i]); + + // + // level description ... + // ObjectSetString(chartID, name, OBJPROP_LEVELTEXT, i, DoubleToString(100 * values[i], 1)); + ObjectSetString(chartID, objName, OBJPROP_LEVELTEXT, i, descriptions[i]); + } + + // + // successful execution ... + return result; +} + +// +// Move Fibonacci Retracement anchor point ... +bool FibonacciPointChange( + const long chartID = 0, // chart's ID + const string name = "Fibonacci", // object name + const int pointIndex = 0, // anchor point index + datetime time = 0, // anchor point time coordinate + double price = 0 // anchor point price coordinate +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // if point position is not set, move it to the current bar having Bid price ... + if (!time) + { + time = TimeCurrent(); + } + + // + if (!price) + { + price = SymbolInfoDouble(_Symbol, SYMBOL_BID); + } + + // + // move the anchor point ... + result = ObjectMove(chartID, objName, pointIndex, time, price); + + // + return result; +} + +// +// Delete Fibonacci Retracement ... +bool DeleteFibonachi( + const long chartID = 0, // chart's ID + const string name = "Fibonacci" // object name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete the object ... + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Check the values of Fibonacci Retracement anchor points and set +// default values for empty ones ... +void ChangeFibonacciEmptyPoints( + datetime &time1, + double &price1, + datetime &time2, + double &price2 // +) +{ + // + // if the second point's time is not set, it will be on the current bar ... + if (!time2) + { + time2 = TimeCurrent(); + } + + // + // if the second point's price is not set, it will have Bid value ... + if (!price2) + { + price2 = SymbolInfoDouble(_Symbol, SYMBOL_BID); + } + + // + // if the first point's time is not set, it is located 9 bars left from the second one ... + if (!time1) + { + // + // array for receiving the open time of the last 10 bars ... + datetime temp[10]; + CopyTime(Symbol(), Period(), time2, 10, temp); + + // + // set the first point 9 bars left from the second one ... + time1 = temp[0]; + } + + // + // if the first point's price is not set, move it 200 points below the second one ... + if (!price1) + { + price1 = price2 - 200 * SymbolInfoDouble(_Symbol, SYMBOL_POINT); + } +} + +// +// Event Functions ... + +// +// Create an Event ... +bool EventCreate( + const long chartID = 0, // chart's ID + const string name = "Event", // object name + const int subWindow = 0, // subwindow index + const string text = "Content", // event text + datetime time = 0, // anchor point time + const color clr = clrRed, // color + const int width = 1, // point width when highlighted + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool hidden = true, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + if (!time) + { + time = TimeCurrent(); + } + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + result = ObjectCreate(chartID, objName, OBJ_EVENT, subWindow, time, 0); + if (!result) + { + return result; + } + + // + // set event text + ObjectSetString(chartID, objName, OBJPROP_TEXT, text); + + // + // set color + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set anchor point width if the object is highlighted + ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width); + + // + // display in the foreground false or background true + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // enable true or disable false the mode of moving event by mouse + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // hide true or display false graphical object name in the object list + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + // successful execution + return result; +} + +// +// Change Event object text +bool EventTextChange( + const long chartID = 0, // chart's ID + const string name = "Event", // event name + const string text = "Content" // text +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change object text + result = ObjectSetString(chartID, objName, OBJPROP_TEXT, text); + + // + return result; +} + +// +// Move Event object +bool EventMove( + const long chartID = 0, // chart's ID + const string name = "Event", // event name + datetime time = 0 // time +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // if time is not set, move event to the last bar + if (!time) + { + time = TimeCurrent(); + } + + // + // move the object + result = ObjectMove(chartID, objName, 0, time, 0); + + // + return result; +} + +// +// Delete Event object +bool EventDelete( + const long chartID = 0, // chart's ID + const string name = "Event" // event name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete the object + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Button Functions ... + +// +// Create the button ... +bool ButtonCreate( + const long chartID = 0, // chart's ID + const string name = "Button", // button name + const int subWindow = 0, // subwindow index + const int x = 0, // X coordinate + const int y = 0, // Y coordinate + const int width = 50, // button width + const int height = 15, // button height + const ENUM_BASE_CORNER corner = CORNER_LEFT_UPPER, // chart corner for anchoring + const string text = "Button", // text + const string font = "Arial", // font + const int fontSize = 8, // font size + const color clr = clrBlack, // text color + const color bgColor = clrLightGray, // background color + const color borderColor = clrNONE, // border color + const bool state = false, // pressed/released + const bool back = false, // in the background + const bool selection = false, // highlight to move + const bool hidden = true, // hidden in the object list + const long zOrder = 0 // priority for mouse click +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // create the button + result = ObjectCreate(chartID, objName, OBJ_BUTTON, subWindow, 0, 0); + if (!result) + { + return result; + } + + // + // set button coordinates + ObjectSetInteger(chartID, objName, OBJPROP_XDISTANCE, x); + ObjectSetInteger(chartID, objName, OBJPROP_YDISTANCE, y); + + // + // set button size + ObjectSetInteger(chartID, objName, OBJPROP_XSIZE, width); + ObjectSetInteger(chartID, objName, OBJPROP_YSIZE, height); + + // + // set the chart's corner, relative to which point coordinates are defined + ObjectSetInteger(chartID, objName, OBJPROP_CORNER, corner); + + // + // set the text + ObjectSetString(chartID, objName, OBJPROP_TEXT, text); + + // + // set text font + ObjectSetString(chartID, objName, OBJPROP_FONT, font); + + // + // set font size + ObjectSetInteger(chartID, objName, OBJPROP_FONTSIZE, fontSize); + + // + // set text color + ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr); + + // + // set background color + ObjectSetInteger(chartID, objName, OBJPROP_BGCOLOR, bgColor); + + // + // set border color + ObjectSetInteger(chartID, objName, OBJPROP_BORDER_COLOR, borderColor); + + // + // display in the foreground false or background true + ObjectSetInteger(chartID, objName, OBJPROP_BACK, back); + + // + // set button state + ObjectSetInteger(chartID, objName, OBJPROP_STATE, state); + + // + // enable true or disable false the mode of moving the button by mouse + ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection); + ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection); + + // + // hide true or display false graphical object name in the object list + ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden); + + // + // set the priority for receiving the event of a mouse click in the chart + ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder); + + // + return result; +} + +// +// Move the button ... +bool ButtonMove( + const long chartID = 0, // chart's ID + const string name = "Button", // button name + const int x = 0, // X coordinate + const int y = 0 // Y coordinate +) +{ + // + bool result = false; + + // + // move the button + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + result = ObjectSetInteger(chartID, objName, OBJPROP_XDISTANCE, x); + if (!result) + { + return result; + } + + // + result = ObjectSetInteger(chartID, objName, OBJPROP_YDISTANCE, y); + + // + return result; +} + +// +// Change button size ... +bool ButtonChangeSize( + const long chartID = 0, // chart's ID + const string name = "Button", // button name + const int width = 50, // button width + const int height = 18 // button height +) +{ + // + bool result = false; + + // + // change the button size + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + result = ObjectSetInteger(chartID, objName, OBJPROP_XSIZE, width); + if (!result) + { + return result; + } + + // + result = ObjectSetInteger(chartID, objName, OBJPROP_YSIZE, height); + + // + return result; +} + +// +// Change corner of the chart for binding the button ... +bool ButtonChangeCorner( + const long chartID = 0, // chart's ID + const string name = "Button", // button name + const ENUM_BASE_CORNER corner = CORNER_LEFT_UPPER // chart corner for anchoring +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change anchor corner + result = ObjectSetInteger(chartID, objName, OBJPROP_CORNER, corner); + + // + return result; +} + +// +// Change button text ... +bool ButtonTextChange( + const long chartID = 0, // chart's ID + const string name = "Button", // button name + const string text = "Text" // text +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // change object text + result = ObjectSetString(chartID, objName, OBJPROP_TEXT, text); + + // + return result; +} + +// +// Delete the button ... +bool ButtonDelete( + const long chartID = 0, // chart's ID + const string name = "Button" // button name +) +{ + // + bool result = false; + + // + // Normalize Name ... + string objName = drawPrefix + "_" + name; + + // + // delete the button + result = ObjectDelete(chartID, objName); + + // + return result; +} + +// +// Chart Style Drawers ... + +// +// Apply Styles On Chart ... +void ApplyChartStyle( + long mChartId = -1, // chart's ID + 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 +) +{ + // + // Validate Args ... + if (mChartId == -1) + { + mChartId = 0; + } + + // + ChartSetInteger(mChartId, CHART_MODE, mMode); + ChartSetInteger(mChartId, CHART_SHOW_BID_LINE, mShowBidLine); + ChartSetInteger(mChartId, CHART_SHOW_ASK_LINE, mShowAskLine); + ChartSetInteger(mChartId, CHART_SHOW_GRID, mShowGrid); + ChartSetInteger(mChartId, CHART_SHOW_VOLUMES, mShowVolumes); + ChartSetInteger(mChartId, CHART_SHOW_TRADE_LEVELS, mShowTradeLevels); + ChartSetInteger(mChartId, CHART_AUTOSCROLL, mAutoScroll); + ChartSetInteger(mChartId, CHART_QUICK_NAVIGATION, mQuickNavigation); + ChartSetInteger(mChartId, CHART_COLOR_FOREGROUND, mForeGroundColor); + ChartSetInteger(mChartId, CHART_COLOR_BACKGROUND, mBackGroundColor); + ChartSetInteger(mChartId, CHART_COLOR_CHART_UP, mUpColor); + ChartSetInteger(mChartId, CHART_COLOR_CHART_DOWN, mDownColor); + ChartSetInteger(mChartId, CHART_COLOR_CANDLE_BULL, mBullishColor); + ChartSetInteger(mChartId, CHART_COLOR_CANDLE_BEAR, mBearishColor); + ChartSetInteger(mChartId, CHART_COLOR_GRID, mGridColor); + ChartSetInteger(mChartId, CHART_COLOR_BID, mBidLineColor); + ChartSetInteger(mChartId, CHART_COLOR_ASK, mAskLineColor); + ChartSetInteger(mChartId, CHART_COLOR_STOP_LEVEL, mStopColor); + ChartSetInteger(mChartId, CHART_COLOR_CHART_LINE, mLineColor); + ChartSetInteger(mChartId, CHART_COLOR_VOLUME, mVolumesColor); +} + +// +// Tools ... + +// +// Retrieve Chart Size ... +bool GetChartSize( + XSize &result, // Holds Result ... + long chartID = 0 // Specified Chart ID ... +) +{ + // + bool mResult = false; + + // + mResult = ChartGetInteger(0, CHART_WIDTH_IN_PIXELS, 0, result.width); + if (!mResult) + { + return mResult; + } + + // + mResult = ChartGetInteger(0, CHART_HEIGHT_IN_PIXELS, 0, result.height); + + // + return mResult; +} diff --git a/BKPS/14031003/Libraries/x-saherelm.x-poi.lib.ex5 b/BKPS/14031003/Libraries/x-saherelm.x-poi.lib.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..eb0f92f7703174a3546e6884d127b73d11297fb0 GIT binary patch literal 7886 zcmdT}RZtwvvR;A*CpZLmmtdPL?(P=cHYB(&?iwKY65QS0-CctPclQl`^PgL%>OP!@ z^LoFoneO>|rl!8`c^gR`UU&yUJT3qM@E34^oqzd%;{U}Atk*#GM+yNqgI|NN(hcz6 z{D14+kpX~z#(%;-?xh_YrWo7{nk5o}{UYWq$+2-ixQLNPtIhBWgD(d!Pd*FQhAH@; zv*G|dfIR>La0FNZz<@6RX8$DS3!5mWq_i?uOz~$lVLdQkz0vgAlpf2d0mD7uYTF z@IZQ|jb1(|JM~fVFTqPSF=@FCB#m*rYchPy0GXS4XD00W>r7BDq8QVselX>W+VYWw z2nna(i}R0MmFyQ{N4b1-r9`hbAyhn&;4zx{Touo7Pg(&{kj#fJJ;rpJ!76I8mAWxw 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z$wDgOD=9p+8`ZNu(uLaUS7ieN!BGy_zqE(sXx!zTNcW4lK32r%kPL2ub)q)s=QjqJ z*39dI;0qzew{p99_3+$+1s+d}7kEIFAp*hi(E#cNp(L`e(wJG|y69LK;^ipIVnyr0 zMJ1*o`&=h=W$@o8@!!wj>9w#0b91;YD5a;iSBfedd`kY$8Jl_%8Oqls1juqwRAvrWd-NwE|Bc_fUayDCn%7(UHg z=@?G6-z}U*$jH6!F+eDMw{}MdmmsZ0OIzoiYYZlwL&|@>1Nx%EIu0xK&60Stah{}= z;&mpLEKmC+Ca&l)36LP{Dtzb%31gEQfesVYBz<7X{CRnAvJVhm%ibjU+03I=1!aq` z6aLxh{g*KUC9|~lf#*<%P`OC*{@~>j}jr728}KG#WrkA^Nl{|5Qlu8lX2 z05nYZ<`}p%J+?ts9v8al^+O!a SDDM3maSrn; + +// +// Definitions ... + +// +// Definitions ... + +// +// All Available POI(s) ... +enum ENUM_XPOIS +{ + // + X_POI_NONE, + // + X_POI_TICKS_ZONES, // Ticks Zone ... + // + // Trading Day ... + X_POI_TRADING_DAY, // Trading Day ... + // + // Market Session ... + X_POI_MARKET_SESSION, // Market Session ... + // + // Momentum Bar ... + X_POI_MOMENTUM_BAR, // Momentum Bar ... + // + // Rejection Bar ... + X_POI_REJECTION_BAR, // Rejection Bar ... + // + // Swings ... + X_POI_SWING_HIGH, // Simple Swing High ... + X_POI_SWING_LOW, // Simple Swing Low ... + // + // Support nad Resistance ... + X_POI_SUPPORT_ZONE, // Support Zone ... + X_POI_RESISTANCE_ZONE, // Resistance Zone ... + // + // Supply and Demand Zones ... + X_POI_SUPPLY_ZONE, // Supply Zone ... + X_POI_DEMAND_ZONE, // Demand Zone ... + // + // Order Blocks ... + X_POI_BULLISH_ORDERBLOCK, // Bullish Order Block ... + X_POI_BEARISH_ORDERBLOCK, // Bearish Order Block ... + // + // Fair Value Gaps ... + X_POI_BULLISH_FVG, // Bullish Order Block ... + X_POI_BEARISH_FVG, // Bearish Order Block ... +}; + +// +// Event Types ... +enum ENUM_XPOI_EVENTS +{ + // + // Trading Days ... + X_TRADE_DAY_FIRST_BAR, // Trading Day First Bar ... + X_TRADE_DAY_LAST_BAR, // Trading Day Last Bar ... + // + // Session ... + X_SESSION_FIRST_BAR, // Session First Bar ... + X_SESSION_LAST_BAR, // Session Last Bar ... + // + // Momentum Bar ... + X_BULLISH_MOMENTUM_BAR_DETECTED, + X_BEARISH_MOMENTUM_BAR_DETECTED, + // + // Rejection Bar ... + X_BULLISH_REJECTION_BAR_DETECTED, + X_BEARISH_REJECTION_BAR_DETECTED, + // + // Swings ... + X_SWING_HIGH_DETECTED, + X_SWING_LOW_DETECTED, + // + // Support nad Resistance ... + X_SUPPORT_ZONE_DETECTED, // Support Zone ... + X_RESISTANCE_ZONE_DETECTED, // Resistance Zone ... + // + // Supply nad Demand ... + X_SUPPLY_ZONE_DETECTED, // Supply Zone ... + X_DEMAND_ZONE_DETECTED, // Demand Zone ... + // + // Order Blocks ... + X_BULLISH_ORDERBLOCK_DETECTED, // Bullish Order Block ... + X_BEARISH_ORDERBLOCK_DETECTED, // Bearish Order Block ... + // + // Fair Value Gaps ... + X_BULLISH_FVG_DETECTED, // Bullish Fair Value GapÙ‘ ... + X_BEARISH_FVG_DETECTED, // Bearish Fair Value GapÙ‘ ... +}; + +// +// Forext Sessions ... +enum ENUM_XSESSION +{ + X_TOKYO, + X_SYDNEY, + X_LONDON, + X_NEW_YORK, + X_FRANKFORT, +}; + +// +// Implementation ... + +// +// Base POI Model Class ... +class XCBasePOI : public XCBase +{ + // + public: + // + + // + // Constructor ... + void XCBasePOI() + { + // + Clean(); + + // + mSep = "_"; + mLineSep = "\n"; + } + + // + // Deconstructor ... + void ~XCBasePOI() + { + Clean(); + } + + // + // Virtual ... + + /** + * Cleanup ... + */ + virtual void Clean() + { + mType = X_POI_NONE; + } + + /** + * Validate ... + * + * @return ( virtual bool ) + */ + virtual bool IsValid() + { + return false; + } + + /** + * Retrieve POI Type ... + * + * @return ( virtual ENUM_XPOIS member ) + */ + virtual ENUM_XPOIS Type() + { + return mType; + } + + /** + * Retrieve POI Type ... + * + * @return ( virtual string ) + */ + virtual string TypeAsString() + { + return ToString(mType); + } + + /** + * Retrieve POI Tag ... + * + * @return ( virtual string ) + */ + virtual string GetTag() + { + return NULL; + } + + /** + * Retrieve POI Tooltip ... + * + * @return ( virtual string ) + */ + virtual string GetTooltip() + { + return NULL; + } + + // + protected: + // + // Props ... + string mSep; // Separator ... + string mLineSep; // Line Separator ... + ENUM_XPOIS mType; // Type ... + + // + private: + // +}; + +// +// Zone POI Class ... +class XCZone : public XCBasePOI +{ + // + public: + // + + // + // Constructor ... + void XCZone() + { + } + + // + // Deconstructor ... + void ~XCZone() + { + } + + // + // Tools ... + + // + // Getter(s) / Setter(s) ... + + /** + * Get Zone Upper Boundary ... + * + * @return ( double ) + */ + double Upper() + { + return mUpper; + } + + /** + * Get Zone Lower Boundary ... + * + * @return ( double ) + */ + double Lower() + { + return mLower; + } + + /** + * Retrieve Zone Range ... + * + * @return ( double ) + */ + double Range() + { + // + double result = 0; + + // + double upper = Upper(); + double lower = Lower(); + + // + if (upper > 0 && lower > 0 && upper > lower) + { + result = upper - lower; + } + + // + return result; + } + + double RangePercent() + { + // + double result = 0; + + // + double range = Range(); + if (range > 0) + { + result = range / 100; + } + + // + return result; + } + + // + // Virtuals ... + + /** + * Get Zone Start Date ... + * + * @return ( virtual datetime ) + */ + virtual datetime From() + { + return NULL; + } + + /** + * Get Zone End Date ... + * + * @return ( virtual datetime ) + */ + virtual datetime To() + { + return NULL; + } + + // + // Getter(s) / Setter(s) ... + + // + // Overrides ... + + // + // Validators ... + + /** + * Validate Upper and Lower of Zone ... + * + * @return ( bool ) + */ + bool IsValidBoundary() + { + // + bool result = false; + + // + result = + // + mUpper > 0 && + mLower > 0 && + mUpper >= mLower + // + ; + + // + return result; + } + + /** + * Check From Date of Zone is Valid ... + * + * @return ( bool ) + */ + bool IsValidFrom() + { + return IsSpecifiedValid(From()); + } + + // + protected: + // + // Props ... + double mUpper; // Zone Upper ... + double mLower; // Zone Lower ... + + // + private: + // + // Props ... + + // +}; + +// +// From To Zone ... +class XCFromToZone : public XCBasePOI +{ + // + public: + // + + // + // Constructor ... + void XCFromToZone() + { + } + + // + // Deconstructor ... + void ~XCFromToZone() + { + } + + // + // Tools ... + + bool InitFromTo( + ENUM_XPOIS type, + string title, + datetime from // + ) + { + // + bool result = false; + + // + result = type != X_POI_NONE && + IsSpecifiedValid(from) && + IsSpecifiedValid(title); + + // + mType = type; + mFrom = from; + mTitle = title; + mTo = TimeCurrent(); + + // + result = IsValid(); + + // + return result; + } + + bool InitFromTo( + ENUM_XPOIS type, + string title, + datetime from, + datetime to // + ) + { + // + bool result = false; + + // + result = IsValid(); + + // + result = InitFromTo( + type, + title, + from // + ); + if (!result) + { + return result; + } + + // + to = NormalizeTime(to); + mTo = to; + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Get Zone Start Time ... + * + * @return ( datetime ) + */ + datetime From() + { + return mFrom; + } + + /** + * Set Zone Start Time ... + * + * @param value: Datetime + */ + void From(datetime value) + { + // + value = NormalizeTime(value); + + // + mFrom = value; + } + + /** + * Get Zone End Time ... + * + * @return ( datetime ) + */ + datetime To() + { + return mTo; + } + + /** + * Set Zone End Time ... + * + * @param value: Datetime + */ + void To(datetime value) + { + // + value = NormalizeTime(value); + + // + mTo = value; + } + + /** + * Get Title ... + * + * @return ( string ) + */ + string Title() + { + return mTitle; + } + + /** + * Set Title ... + * + * @param value: String ... + */ + // void Title(string value) + // { + // mTitle = value; + // } + + // + // Overrides ... + + void Clean() override + { + // + mTo = NULL; + mFrom = NULL; + mType = X_POI_NONE; + } + + bool IsValid() override + { + // + bool result = false; + + // + result = + // + mType != X_POI_NONE && + IsSpecifiedValid(mTo) && + IsSpecifiedValid(mFrom) && + IsSpecifiedValid(mTitle) + // + ; + + // + return result; + } + + string GetTag() override + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + string hash = TypeAsString() + mSep + ToString(From()) + mSep + Title(); + hash = ToMD5(hash); + + // + result = TypeAsString() + "[" + Title() + "]" + mSep + hash; + + // + return result; + } + + // + protected: + // + + // + private: + // + // Props ... + datetime mFrom; // Start Date + datetime mTo; // End Date + string mTitle; // Zone Title + + // +}; + +// +// Bar Zone ... +class XCBarZone : public XCZone +{ + // + public: + // + + // + // Constructor ... + void XCBarZone() + { + } + + // + // Deconstructor ... + void ~XCBarZone() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param type: ENUM_XPOIS member ... + * @param upperPrice: ENUM_X_PRICE member ... + * @param lowerPrice: ENUM_X_PRICE member ... + * + * @return ( bool ) + */ + bool InitBarZone( + XOHCL &bar, + ENUM_XPOIS type, + ENUM_X_PRICE upperPrice, + ENUM_X_PRICE lowerPrice // + ) + { + // + bool result = false; + + // + result = bar.IsValid() && + type != X_POI_NONE && + upperPrice != lowerPrice; + if (!result) + { + return result; + } + + // + mBar = bar; + mType = type; + mUpperPrice = upperPrice; + mLowerPrice = lowerPrice; + mUpper = bar.GetPrice(upperPrice); + mLower = bar.GetPrice(lowerPrice); + + // + result = IsValidBarZone(); + if (result) + { + // + From(bar.time); + To(TimeCurrent()); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Fill Bar as XOHCL struct ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool FillBar( + XOHCL &bar // + ) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + bar = mBar; + result = mBar.IsValid(); + + // + return result; + } + + ENUM_TIMEFRAMES GetPeriod() + { + // + ENUM_TIMEFRAMES result = NULL; + + // + XOHCL bar; + bool isFilled = FillBar(bar); + if (!isFilled) + { + return result; + } + + // + result = bar.period; + + // + return result; + } + + /** + * Set From Date ... + * + * @param value: DateTime ... + */ + void From(datetime value) + { + // + if (!IsValidBarZone()) + { + return; + } + + // + value = NormalizeTime(value); + + // + mFrom = value; + } + + /** + * Set To Date ... + * + * @param value: DateTime ... + */ + void To(datetime value) + { + // + if (!IsValidBarZone()) + { + return; + } + + // + value = NormalizeTime(value); + + // + mTo = value; + } + + /** + * Retrieve Bar Time ... + * + * @return ( datetime ) + */ + datetime BarTime() + { + return mBar.time; + } + + // + // Overrides ... + + void Clean() override + { + // + mBar.Clean(); + mUpper = 0; + mLower = 0; + mType = X_POI_NONE; + } + + datetime From() override + { + return mFrom; + } + + datetime To() override + { + return mTo; + } + + string GetTag() override + { + // + string result = NULL; + + // + if (!IsValidBarZone()) + { + return result; + } + + // + string hash = ToMD5(mBar.GetTag()); + + // + result = + // + TypeAsString() + mSep + + ToString(mBar.period) + mSep + + hash + // + ; + + // + return result; + } + + string GetTooltip() override + { + // + string result = NULL; + + // + if (!IsValidBarZone()) + { + return result; + } + + // + return result; + } + + // + protected: + // + // Props ... + XOHCL mBar; // Bar ... + ENUM_X_PRICE mUpperPrice; // Upper Price Selection + ENUM_X_PRICE mLowerPrice; // Lower Price Selection + + /** + * Check Bar Zone Validation ... + * + * @return ( bool ) + */ + bool IsValidBarZone() + { + // + bool result = false; + + // + result = mBar.IsValid() && + mType != X_POI_NONE && + IsValidBoundary(); + + // + return result; + } + + // + private: + // + // Props ... + datetime mFrom; + datetime mTo; + + // +}; +class XCTwoBarZone : public XCZone +{ + // + public: + // + + // + // Constructor ... + void XCTwoBarZone() + { + } + + // + // Deconstructor ... + void ~XCTwoBarZone() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param type: ENUM_XPOIS member ... + * @param upperPrice: ENUM_X_PRICE member ... + * @param lowerPrice: ENUM_X_PRICE member ... + * + * @return ( bool ) + */ + bool InitTwoBarZone( + XOHCL &startBar, + XOHCL &endBar, + ENUM_XPOIS type, + bool useStartBarForUpper, + ENUM_X_PRICE upperPrice, + ENUM_X_PRICE lowerPrice // + ) + { + // + bool result = false; + + // + result = startBar.IsValid() && + endBar.IsValid() && + startBar.symbol == endBar.symbol && + startBar.period == endBar.period && + startBar.time < endBar.time && + type != X_POI_NONE; + if (!result) + { + return result; + } + + // + mType = type; + mEndBar = endBar; + mStartBar = startBar; + mUpperPrice = upperPrice; + mLowerPrice = lowerPrice; + mUseStartBarForUpper = useStartBarForUpper; + + mUpper = + useStartBarForUpper + ? startBar.GetPrice(upperPrice) + : endBar.GetPrice(upperPrice); + mLower = + useStartBarForUpper + ? endBar.GetPrice(lowerPrice) + : startBar.GetPrice(lowerPrice); + + // + result = IsValidTwoBarZone(); + if (result) + { + // + From(startBar.time); + To(endBar.time); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Set From Date ... + * + * @param value: DateTime ... + */ + void From(datetime value) + { + // + if (!IsValidTwoBarZone()) + { + return; + } + + // + value = NormalizeTime(value); + + // + mFrom = value; + } + + /** + * Set To Date ... + * + * @param value: DateTime ... + */ + void To(datetime value) + { + // + if (!IsValidTwoBarZone()) + { + return; + } + + // + value = NormalizeTime(value); + + // + mTo = value; + } + + /** + * Fill Start Bar ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool FillStartBar(XOHCL &bar) + { + // + bool result = false; + + // + result = IsValidTwoBarZone(); + if (!result) + { + return result; + } + + // + bar = mStartBar; + + // + return result; + } + + /** + * Fill End Bar ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool FillEndBar(XOHCL &bar) + { + // + bool result = false; + + // + result = IsValidTwoBarZone(); + if (!result) + { + return result; + } + + // + bar = mEndBar; + + // + return result; + } + + ENUM_TIMEFRAMES GetPeriod() + { + // + ENUM_TIMEFRAMES result = NULL; + + // + XOHCL bar; + bool isFilled = FillStartBar(bar); + if (!isFilled) + { + return result; + } + + // + result = bar.period; + + // + return result; + } + + // + // Overrides ... + + void Clean() override + { + // + mStartBar.Clean(); + mEndBar.Clean(); + mUpper = 0; + mLower = 0; + mUseStartBarForUpper = false; + mType = X_POI_NONE; + } + + datetime From() override + { + return mFrom; + } + + datetime To() override + { + return mTo; + } + + string GetTag() override + { + // + string result = NULL; + + // + if (!IsValidTwoBarZone()) + { + return result; + } + + // + string hash = ToMD5(mStartBar.GetTag() + mSep + mEndBar.GetTag()); + + // + result = + // + TypeAsString() + mSep + + ToString(mStartBar.period) + mSep + + hash + // + ; + + // + return result; + } + + string GetTooltip() override + { + // + string result = NULL; + + // + if (!IsValidTwoBarZone()) + { + return result; + } + + // + return result; + } + + // + protected: + // + // Props ... + XOHCL mStartBar; // Start (Oldest) Bar ... + XOHCL mEndBar; // End (Newest) Bar ... + bool mUseStartBarForUpper; // Use Start Bar for Upper Calculation ... + ENUM_X_PRICE mUpperPrice; // Upper Price Selection + ENUM_X_PRICE mLowerPrice; // Lower Price Selection + + /** + * Check Two Bar Zone Validation ... + * + * @return ( bool ) + */ + bool IsValidTwoBarZone() + { + // + bool result = false; + + // + result = mStartBar.IsValid() && + mEndBar.IsValid() && + mStartBar.symbol == mEndBar.symbol && + mStartBar.period == mEndBar.period && + mStartBar.time < mEndBar.time && + mType != X_POI_NONE && + IsValidBoundary(); + + // + return result; + } + + // + private: + // + // Props ... + datetime mFrom; + datetime mTo; + + // +}; + +// +// Swing Class ... +class XCSwing : public XCBasePOI +{ + // + public: + // + + // + // Constructor ... + void XCSwing() + { + } + + // + // Deconstructor ... + void ~XCSwing() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param type: ENUM_XPOIS member ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar, + ENUM_XPOIS type // + ) + { + // + bool result = false; + + // + result = bar.IsValid() && + (type == X_POI_SWING_HIGH || + type == X_POI_SWING_LOW); + if (!result) + { + return result; + } + + // + mBar = bar; + mType = type; + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Fill Bar as XOHCL struct ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool FillBar( + XOHCL &bar // + ) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + bar = mBar; + result = mBar.IsValid(); + + // + return result; + } + + ENUM_TIMEFRAMES GetPeriod() + { + // + ENUM_TIMEFRAMES result = NULL; + + // + XOHCL bar; + bool isFilled = FillBar(bar); + if (!isFilled) + { + return result; + } + + // + result = bar.period; + + // + return result; + } + + /** + * Check Swing High or not ... + * + * @return ( bool ) + */ + bool IsSwingHigh() + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + result = + Type() == X_POI_SWING_HIGH; + + // + return result; + } + + /** + * Check Swing Low or not ... + * + * @return ( bool ) + */ + bool IsSwingLow() + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + result = + Type() == X_POI_SWING_LOW; + + // + return result; + } + + /** + * Get Swing Value ... + * + * @return ( double ) + */ + double GetValue() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = + IsSwingHigh() + ? mBar.high + : mBar.low; + + // + return result; + } + + // + // Overrides ... + + void Clean() override + { + // + mBar.Clean(); + mType = X_POI_NONE; + } + + bool IsValid() override + { + // + bool result = false; + + // + result = mBar.IsValid() && + (mType == X_POI_SWING_HIGH || + mType == X_POI_SWING_LOW); + + // + return result; + } + + string GetTag() override + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + string hash = ToMD5(mBar.GetTag()); + + // + string subType = IsSwingHigh() + ? "High" + : "Low"; + + // + result = + // + TypeAsString() + mSep + + subType + mSep + + ToString(mBar.period) + mSep + + hash + // + ; + + // + return result; + } + + string GetTooltip() override + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + return result; + } + + // + protected: + // + // Props ... + XOHCL mBar; // Swing Bar ... + + // + private: + // +}; + +// +// Supply Zone ... +class XCSupplyZone : public XCBarZone +{ + // + public: + // + + // + // Constructor ... + void XCSupplyZone() + { + } + + // + // Deconstructor ... + void ~XCSupplyZone() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param range: Integer, Detection Range ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar, + int range = 0 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + result = InitBarZone( + bar, + X_POI_SUPPLY_ZONE, + X_PRICE_HIGH, + X_PRICE_LOW // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + if (result && + range > 0) + { + // + datetime time = bar.time; + int periodSeconds = PeriodSeconds(bar.period); + + // + datetime from = (datetime)((int)time - (range * periodSeconds)); + datetime to = (datetime)((int)time + (range * periodSeconds)); + + // + From(from); + To(to); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidBarZone() && + mType == X_POI_SUPPLY_ZONE; + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Demand Zone ... +class XCDemandZone : public XCBarZone +{ + // + public: + // + + // + // Constructor ... + void XCDemandZone() + { + } + + // + // Deconstructor ... + void ~XCDemandZone() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param range: Integer, Detection Range ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar, + int range = 0 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + result = InitBarZone( + bar, + X_POI_DEMAND_ZONE, + X_PRICE_HIGH, + X_PRICE_LOW // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + if (result && + range > 0) + { + // + datetime time = bar.time; + int periodSeconds = PeriodSeconds(bar.period); + + // + datetime from = (datetime)((int)time - (range * periodSeconds)); + datetime to = (datetime)((int)time + (range * periodSeconds)); + + // + From(from); + To(to); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidBarZone() && + mType == X_POI_DEMAND_ZONE; + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Support Zone ... +class XCSupportZone : public XCBarZone +{ + // + public: + // + + // + // Constructor ... + void XCSupportZone() + { + } + + // + // Deconstructor ... + void ~XCSupportZone() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param range: Integer, Detection Range ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar, + int range = 0 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + result = InitBarZone( + bar, + X_POI_SUPPORT_ZONE, + X_PRICE_DOWN, + X_PRICE_LOW // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + if (result && + range > 0) + { + // + datetime time = bar.time; + int periodSeconds = PeriodSeconds(bar.period); + + // + datetime from = (datetime)((int)time - (range * periodSeconds)); + datetime to = (datetime)((int)time + (range * periodSeconds)); + + // + From(from); + To(to); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidBarZone() && + mType == X_POI_SUPPORT_ZONE; + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Resistance Zone ... +class XCResistanceZone : public XCBarZone +{ + // + public: + // + + // + // Constructor ... + void XCResistanceZone() + { + } + + // + // Deconstructor ... + void ~XCResistanceZone() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param range: Integer, Detection Range ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar, + int range = 0 // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + result = InitBarZone( + bar, + X_POI_RESISTANCE_ZONE, + X_PRICE_HIGH, + X_PRICE_UP // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + if (result && + range > 0) + { + // + datetime time = bar.time; + int periodSeconds = PeriodSeconds(bar.period); + + // + datetime from = (datetime)((int)time - (range * periodSeconds)); + datetime to = (datetime)((int)time + (range * periodSeconds)); + + // + From(from); + To(to); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidBarZone() && + mType == X_POI_RESISTANCE_ZONE; + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Order Block ... +class XCOrderBlock : public XCBarZone +{ + // + public: + // + + // + // Constructor ... + void XCOrderBlock() + { + } + + // + // Deconstructor ... + void ~XCOrderBlock() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar, + ENUM_X_DIRECTION dir // + ) + { + // + bool result = false; + + // + result = bar.IsValid() && + (dir == X_DIRECTION_BULLISH || + dir == X_DIRECTION_BEARISH); + if (!result) + { + return result; + } + + // + ENUM_XPOIS mTT = + IsSpecifiedBullish(dir) + ? X_POI_BULLISH_ORDERBLOCK + : X_POI_BEARISH_ORDERBLOCK; + + // + result = InitBarZone( + bar, + mTT, + X_PRICE_HIGH, + X_PRICE_LOW // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Check is Bullish ... + * + * @return ( bool ) + */ + bool IsBullish() + { + // + bool result = false; + + // + result = IsValid() && + Type() == X_POI_BULLISH_ORDERBLOCK; + + // + return result; + } + + /** + * Check is Bearish ... + * + * @return ( bool ) + */ + bool IsBearish() + { + // + bool result = false; + + // + result = IsValid() && + Type() == X_POI_BEARISH_ORDERBLOCK; + + // + return result; + } + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidBarZone() && + (mType == X_POI_BULLISH_ORDERBLOCK || + mType == X_POI_BEARISH_ORDERBLOCK); + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Rejection Bar ... +class XCRejectionBar : public XCBarZone +{ + // + public: + // + + // + // Constructor ... + void XCRejectionBar() + { + } + + // + // Deconstructor ... + void ~XCRejectionBar() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + bool isBullish = + bar.GetLowShadow() > bar.GetHighShadow(); + bool isBearish = + bar.GetHighShadow() > bar.GetLowShadow(); + result = isBullish || + isBearish; + if (!result) + { + return result; + } + + // + ENUM_X_PRICE upPrice = isBullish + ? X_PRICE_HIGH + : X_PRICE_DOWN; + // + ENUM_X_PRICE loPrice = isBullish + ? X_PRICE_UP + : X_PRICE_LOW; + + // + result = InitBarZone( + bar, + X_POI_REJECTION_BAR, + upPrice, + loPrice // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Check is Bullish ... + * + * @return ( bool ) + */ + bool IsBullish() + { + // + bool result = false; + + // + result = IsValid() && + Type() == X_POI_REJECTION_BAR && + mBar.GetLowShadow() > mBar.GetHighShadow(); + + // + return result; + } + + /** + * Check is Bearish ... + * + * @return ( bool ) + */ + bool IsBearish() + { + // + bool result = false; + + // + result = IsValid() && + Type() == X_POI_REJECTION_BAR && + mBar.GetHighShadow() > mBar.GetLowShadow(); + + // + return result; + } + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidBarZone() && + mType == X_POI_REJECTION_BAR; + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Momentum Bar ... +class XCMomentumBar : public XCBarZone +{ + // + public: + // + + // + // Constructor ... + void XCMomentumBar() + { + } + + // + // Deconstructor ... + void ~XCMomentumBar() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param bar: XOHCL instance ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &bar // + ) + { + // + bool result = false; + + // + result = bar.IsValid(); + if (!result) + { + return result; + } + + // + bool isBullish = bar.IsBullish(); + bool isBearish = bar.IsBearish(); + result = isBullish || + isBearish; + if (!result) + { + return result; + } + + // + result = InitBarZone( + bar, + X_POI_MOMENTUM_BAR, + X_PRICE_HIGH, + X_PRICE_LOW // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Check is Bullish ... + * + * @return ( bool ) + */ + bool IsBullish() + { + // + bool result = false; + + // + result = IsValid() && + mBar.IsBullish() && + Type() == X_POI_MOMENTUM_BAR; + + // + return result; + } + + /** + * Check is Bearish ... + * + * @return ( bool ) + */ + bool IsBearish() + { + // + bool result = false; + + // + result = IsValid() && + mBar.IsBearish() && + Type() == X_POI_MOMENTUM_BAR; + + // + return result; + } + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidBarZone() && + mType == X_POI_MOMENTUM_BAR; + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Fair Value Gap ... +class XCFVG : public XCTwoBarZone +{ + // + public: + // + + // + // Constructor ... + void XCFVG() + { + } + + // + // Deconstructor ... + void ~XCFVG() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param startBar: XOHCL instance ... + * @param endBar: XOHCL instance ... + * @param dir: ENUM_X_DIRECTION member ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &startBar, + XOHCL &endBar, + ENUM_X_DIRECTION dir // + ) + { + // + bool result = false; + + // + result = endBar.IsValid() && + startBar.IsValid() && + (dir == X_DIRECTION_BULLISH || + dir == X_DIRECTION_BEARISH); + if (!result) + { + return result; + } + + // + bool isDirBullish = IsSpecifiedBullish(dir); + ENUM_XPOIS mTT = + isDirBullish + ? X_POI_BULLISH_FVG + : X_POI_BEARISH_FVG; + + // + bool useFistForUpper = isDirBullish + ? false + : true; + ENUM_X_PRICE upPrice = isDirBullish + ? X_PRICE_LOW + : X_PRICE_HIGH; + ENUM_X_PRICE loPrice = isDirBullish + ? X_PRICE_HIGH + : X_PRICE_LOW; + + // + result = InitTwoBarZone( + startBar, + endBar, + mTT, + useFistForUpper, + upPrice, + loPrice // + ); + if (!result) + { + return result; + } + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Check is Bullish ... + * + * @return ( bool ) + */ + bool IsBullish() + { + // + bool result = false; + + // + result = IsValid() && + Type() == X_POI_BULLISH_FVG; + + // + return result; + } + + /** + * Check is Bearish ... + * + * @return ( bool ) + */ + bool IsBearish() + { + // + bool result = false; + + // + result = IsValid() && + Type() == X_POI_BEARISH_FVG; + + // + return result; + } + + // + // Overrides ... + + bool IsValid() override + { + // + bool result = false; + + // + result = IsValidTwoBarZone() && + (mType == X_POI_BULLISH_FVG || + mType == X_POI_BEARISH_FVG); + + // + return result; + } + + // + protected: + // + + // + private: + // + + // +}; + +// +// Ticks Zones ... + +// +class XCTickZone : public CObject +{ + // + // Public ... + public: + // + // Props ... + double high; + double low; + int ticks; + double percent; + + // + ulong volume; + double volumePercent; + + // + // Compare Two Zone With Each Other ... + virtual int Compare( + const CObject *node, + const int mode = 0 // + ) const + { + // + const XCTickZone *other = (XCTickZone *)node; + + // + return other.ticks - ticks; + } + + // + bool IsValid() + { + // + bool result = false; + + // + result = high > 0 && + low > 0 && + high > low && + ticks > 0 && + percent > 0; + + // + return result; + } + + // + // Protected ... + protected: + // + // Private ... + private: + // +}; + +// +class XCTicksZone : public XCTwoBarZone +{ + // + public: + // + + // + // Constructor ... + void XCTicksZone() + { + Default(); + } + + // + // Deconstructor ... + void ~XCTicksZone() + { + } + + // + // Getter(s) / Setter(s) ... + + /** + * Get Number of Ticks Levels ... + * + * @return ( int ) + */ + int Levels() + { + return mLevels; + } + + /** + * Set Number of Ticks Levels ... + * + * @return ( int ) + */ + void Levels(int value) + { + // + if (value < 2) + { + value = 2; + } + + // + mLevels = value; + } + + /** + * Apply Default Config ... + */ + virtual void Default() + { + // + Levels(10); + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @param startBar: XOHCL instance ... + * @param endBar: XOHCL instance ... + * + * @return ( bool ) + */ + bool Init( + XOHCL &startBar, + XOHCL &endBar // + ) + { + // + bool result = false; + + // + result = endBar.IsValid() && + startBar.IsValid(); + if (!result) + { + return result; + } + + // + // Calculate Start and End Time ... + datetime from = startBar.time; + datetime to = endBar.time; + ulong fromM = ((ulong)startBar.time * 1000); + ulong toM = ((ulong)endBar.time * 1000); + + // + // Symbol and Period ... + string symbol = startBar.symbol; + ENUM_TIMEFRAMES period = startBar.period; + + // + // Prepare Zones Array ... + mZones.Clear(); + + // + // Retrieve Ticks between Times ... + SpecificClean(mTicks); + CopyTicksRange( + symbol, + mTicks, + COPY_TICKS_ALL, + fromM, + toM // + ); + + // + // Ticks Volumes ... + int ticksVolumeCount = CopyTickVolume( + symbol, + PERIOD_M1, + from, + to, + mTickVolumes // + ); + if (IsValidSize(ticksVolumeCount)) + { + // + mVolumes = 0; + for (int i = 0; i < ticksVolumeCount; i++) + { + mVolumes += mTickVolumes[i]; + } + } + + // + // Retrieve Highs ... + SpecificClean(mHighs); + CopyHigh( + symbol, + period, + from, + to, + mHighs // + ); + + // + // Retrieve Lows ... + SpecificClean(mLows); + CopyLow( + symbol, + period, + from, + to, + mLows // + ); + + // + // Find Highest Value in Range ... + int highIDX = ArrayMaximum(mHighs); + mRangeHigh = mHighs[highIDX]; + + // + // Find Lowest Value in Range ... + int lowIDX = ArrayMinimum(mLows); + mRangeLow = mLows[lowIDX]; + + // + datetime mTimes[]; + CopyTime( + symbol, + period, + from, + to, + mTimes // + ); + mRangeHighTime = mTimes[highIDX]; + mRangeLowTime = mTimes[lowIDX]; + + // + double mRangeSize = mRangeHigh - mRangeLow; + + // + // Create Zones ... + for (int i = 0; i < Levels(); i++) + { + // + // Instance a New Zone ... + XCTickZone *iZone = new XCTickZone(); + + // + // Calculate Each Zones High / Low based on Range ... + double iH = mRangeHigh - mRangeSize * i / Levels(); + double iL = mRangeHigh - mRangeSize * (i + 1) / Levels(); + + // + // Set Zone High Low Properties ... + iZone.low = iL; + iZone.high = iH; + + // + // Add Zone to Zone Array Objects ... + mZones.Add(iZone); + } + + // + // Calculate Each Zone Ticks ... + int ticksCount = ArraySize(mTicks); + for (int i = 0; i < ticksCount; i++) + { + // + // Retrieve Tick ... + MqlTick iTick = mTicks[i]; + + // + // Loop through Zones ... + for (int j = 0; j < Levels(); j++) + { + // + // Rejrieve j indexed Zone Object ... + XCTickZone *jZone = mZones.At(j); + + // + bool isInRange = IsTickInZoneRange( + iTick, + jZone // + ); + if (isInRange) + { + // + jZone.ticks++; + break; + } + } + } + + // + // Calculating Zone Percents ... + for (int i = 0; i < Levels(); i++) + { + // + XCTickZone *iZone = mZones.At(i); + + // + double percent = CalculateZoneTickPercent(iZone); + iZone.percent = percent; + } + + // + // Sort Zones Based on Percents ... + mZones.Sort(); + + // + mUpper = mRangeHigh; + mLower = mRangeLow; + mType = X_POI_TICKS_ZONES; + mEndBar = endBar; + mStartBar = startBar; + From(startBar.time); + To(endBar.time); + + // + result = IsValid(); + + // + // Try to Find Out PERIOD_1M times in each zone ... + datetime to1M = (datetime)((int)endBar.time + PeriodSeconds(period) - 60); + int to1MIndex = iBarShift( + symbol, + PERIOD_M1, + to1M // + ); + int from1MIndex = iBarShift( + symbol, + PERIOD_M1, + from // + ); + for (int i = from1MIndex; i > to1MIndex; i--) + { + // + XOHCL iBar; + bool isInited = iBar.Init( + symbol, + PERIOD_M1, + i // + ); + if (!isInited) + { + continue; + } + ulong iVolume = iTickVolume( + symbol, + PERIOD_M1, + i // + ); + + // + // Loop through Zones ... + for (int j = 0; j < Levels(); j++) + { + // + XCTickZone *jZone = mZones.At(j); + if (!jZone.IsValid()) + { + continue; + } + + // + // Check iBar is Inside jZone ... + bool isIBarInside = + iBar.GetUp() < jZone.high && + iBar.GetDown() > jZone.low; + // iBar.low < jZone.high || + // iBar.high > jZone.low; + if (isIBarInside) + { + jZone.volume += iVolume; + } + } + } + + // + // Calculate Volume Percent ... + for (int i = 0; i < Levels(); i++) + { + // + XCTickZone *iZone = mZones.At(i); + + // + iZone.volumePercent = (double)(iZone.volume * 100 / mVolumes); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Retrieve Zones Count ... + * + * @return ( int ) + */ + int Count() + { + return mZones.Total(); + } + + /** + * Retrieve Specified Sorted Zones ... + * + * @param index: Integer ... + * + * @return ( XCTickZone * ) + */ + XCTickZone *GetZone(int index) + { + // + if (!IsValidIndex(index)) + { + return NULL; + } + + // + return mZones.At(index); + } + + /** + * Calculate Liquidity Percent for Specified Direction ... + * + * @param forDirection: ENUM_X_DIRECTION member, Specified Liquidity ... + * @param price: Double, Specified Price ... + * + * @return ( double ) + */ + double CalculateLiquidityPercent( + ENUM_X_DIRECTION forDirection, + double price // + ) + { + // + double result = 0; + + // + int count = Count(); + if (price <= 0 || + !IsValid() || + !IsValidSize(count) || + forDirection == X_DIRECTION_ALL || + forDirection == X_DIRECTION_NONE) + { + return result; + } + + // + bool isBullish = forDirection == X_DIRECTION_BULLISH; + + // + for (int i = 0; i < count; i++) + { + // + XCTickZone *iZone = GetZone(i); + + // + if (iZone.IsValid()) + { + // + result += !isBullish && + price > iZone.high + ? iZone.percent + : isBullish && + price < iZone.low + ? iZone.percent + : 0; + } + } + + // + return result; + } + + // + // Overrides ... + bool IsValid() override + { + // + bool result = false; + + // + result = + IsValidFrom() && + IsValidTwoBarZone() && + Levels() > 0 && + mZones.Total() == Levels() && + mRangeHigh > 0 && + mRangeLow > 0; + + // + return result; + } + + // + protected: + // + + // + private: + // + // Props ... + + // + MqlTick mTicks[]; + double mHighs[]; + double mLows[]; + ulong mVolumes; + ulong mTickVolumes[]; + double mRangeHigh; + datetime mRangeHighTime; + double mRangeLow; + datetime mRangeLowTime; + + // + int mLevels; // Number of Ticks Levels ... + + // + CArrayObj mZones; + + /** + * Check a Tick is in a Zone rage or not ... + * + * @param tick: MqlTick instance ... + * @param zone: XCTickZone instance ... + * + * @return ( bool ) + */ + bool IsTickInZoneRange( + MqlTick &tick, + XCTickZone *zone // + ) + { + // + bool result = false; + + // + result = + // + tick.bid >= zone.low && + tick.bid <= zone.high + // + ; + + // + return result; + } + + /** + * Calculate Zone Tick Percent ... + * + * @param zone: XCTickZone instance ... + * @param normalizationDigits: Integer ... + * + * @return ( double ) + */ + double CalculateZoneTickPercent( + XCTickZone *zone, + int normalizationDigits = 2 // + ) + { + // + double result = 0; + + // + if (normalizationDigits < 2 || normalizationDigits > 5) + { + normalizationDigits = 2; + } + + // + int ticksCount = ArraySize(mTicks); + if (ticksCount <= 0) + { + return result; + } + + // + result = (double)zone.ticks / ticksCount * 100; + result = NormalizeDouble(result, normalizationDigits); + + // + return result; + } + + // +}; + +// +// Trading Day ... +class XCDay : public XCFromToZone +{ + // + public: + // + + // + // Constructor ... + void XCDay() + { + } + + // + // Deconstructor ... + void ~XCDay() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @return ( bool ) + */ + bool Init() + { + // + bool result = false; + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + // + // Overrides ... + + // + protected: + // + + // + private: + // + + // +}; + +// +// Trading Session ... +class XCSession : public XCFromToZone +{ + // + public: + // + + // + // Constructor ... + void XCSession() + { + } + + // + // Deconstructor ... + void ~XCSession() + { + } + + // + // Tools ... + + /** + * Initialize POI ... + * + * @return ( bool ) + */ + bool Init() + { + // + bool result = false; + + // + result = IsValid(); + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + // + // Overrides ... + + // + protected: + // + + // + private: + // + + // +}; + +// +// +// Model Exists Founded POIs ... +struct XPOIState +{ + // + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + XCTicksZone *ticksZone; // Ticks Zone ... + + // + XCSwing *swingHighs[]; // Holds Founded Swing Highs ... + XCSwing *swingLows[]; // Holds Founded Swing Lows ... + XCMomentumBar *bullishMomentumBars[]; // Holds Founded Bullish Momentum Bars ... + XCMomentumBar *bearishMomentumBars[]; // Holds Founded Bearish Momentum Bars ... + XCRejectionBar *bullishRejectionBars[]; // Holds Founded Bullish Rejection Bars ... + XCRejectionBar *bearishRejectionBars[]; // Holds Founded Bearish Rejection Bars ... + XCSupportZone *supportZones[]; // Holds Founded Support Zones ... + XCResistanceZone *resistanceZones[]; // Holds Founded Resistance Zones ... + XCSupplyZone *supplyZones[]; // Holds Founded Supply Zones ... + XCDemandZone *demandZones[]; // Holds Founded Demand Zones ... + XCOrderBlock *bullishOrderBlocks[]; // Holds Founded Bullish Order Blocks ... + XCOrderBlock *bearishOrderBlocks[]; // Holds Founded Bearish Order Blocks ... + XCFVG *bullishFairValueGaps[]; // Holds Founded Bullish Fair Value Gaps ... + XCFVG *bearishFairValueGaps[]; // Holds Founded Bearish Fair Value Gaps ... + + // + // Constructor ... + void XPOIState() + { + Clean(); + } + + // + // Actions ... + + /** + * Cleanup all props ... + */ + void Clean() + { + // + symbol = NULL; + period = NULL; + time = NULL; + + // + ticksZone = NULL; + + // + Clean(swingHighs); + Clean(swingLows); + Clean(bullishMomentumBars); + Clean(bearishMomentumBars); + Clean(bullishRejectionBars); + Clean(bearishRejectionBars); + Clean(supportZones); + Clean(resistanceZones); + Clean(supplyZones); + Clean(demandZones); + Clean(bullishOrderBlocks); + Clean(bearishOrderBlocks); + Clean(bullishFairValueGaps); + Clean(bearishFairValueGaps); + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + IsSpecifiedValid(symbol) && + IsSpecifiedValid(period) && + IsSpecifiedValid(time); + + // + return result; + } + + /** + * Check State has Childs or not ... + * + * @return ( bool ) + */ + bool HasChild() + { + // + bool result = false; + + // + result = + // + IsValidSize(CountSwingHighs()) || + IsValidSize(CountSwingLows()) || + IsValidSize(CountBullishMomentumBars()) || + IsValidSize(CountBearishMomentumBars()) || + IsValidSize(CountBullishRejectionBars()) || + IsValidSize(CountBearishRejectionBars()) || + IsValidSize(CountSupportZones()) || + IsValidSize(CountResistanceZones()) || + IsValidSize(CountSupplyZones()) || + IsValidSize(CountDemandZones()) || + IsValidSize(CountBullishOrderBlocks()) || + IsValidSize(CountBearishOrderBlocks()) || + IsValidSize(CountBullishFairValueGaps()) || + IsValidSize(CountBearishFairValueGaps()) + // + ; + + // + return result; + } + + /** + * Fill Dest State by Current State's Data ... + * + * @param dest: XPOIState instance, reference to specified dest ... + * + */ + void Fill(XPOIState &dest) + { + // + if (!IsValid() || + !HasChild()) + { + return; + } + + // + dest.symbol = symbol; + dest.period = period; + dest.time = time; + + // + Copy( + swingHighs, + dest.swingHighs, + false // + ); + Copy( + swingLows, + dest.swingLows, + false // + ); + Copy( + bullishMomentumBars, + dest.bullishMomentumBars, + false // + ); + Copy( + bearishMomentumBars, + dest.bearishMomentumBars, + false // + ); + Copy( + bullishRejectionBars, + dest.bullishRejectionBars, + false // + ); + Copy( + bearishRejectionBars, + dest.bearishRejectionBars, + false // + ); + Copy( + supportZones, + dest.supportZones, + false // + ); + Copy( + resistanceZones, + dest.resistanceZones, + false // + ); + Copy( + supplyZones, + dest.supplyZones, + false // + ); + Copy( + demandZones, + dest.demandZones, + false // + ); + Copy( + bullishOrderBlocks, + dest.bullishOrderBlocks, + false // + ); + Copy( + bearishOrderBlocks, + dest.bearishOrderBlocks, + false // + ); + Copy( + bullishFairValueGaps, + dest.bullishFairValueGaps, + false // + ); + Copy( + bearishFairValueGaps, + dest.bearishFairValueGaps, + false // + ); + + // + } + + /** + * Calculate Liquidity Percent for Specified Direction ... + * + * @param forDirection: ENUM_X_DIRECTION member, Specified Liquidity ... + * @param price: Double, Specified Price ... + * + * @return ( double ) + */ + double CalculateLiquidityPercent( + ENUM_X_DIRECTION forDirection, + double price = 0 // + ) + { + // + double result = 0; + + // + if (!IsValid() || + ticksZone == NULL) + { + return result; + } + + // + // Normalize Price for Actions ... + if (price <= 0) + { + // + MqlTick mTick; + bool isTickRetrieved = GetTick( + symbol, + mTick // + ); + if (isTickRetrieved) + { + price = mTick.bid; + } + } + + // + result = ticksZone + .CalculateLiquidityPercent( + forDirection, + price // + ); + + // + return result; + } + + // + // Counters ... + + // + int CountSwingHighs() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(swingHighs); + + // + return result; + } + + // + int CountSwingLows() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(swingLows); + + // + return result; + } + + // + int CountBullishMomentumBars() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bullishMomentumBars); + + // + return result; + } + + // + int CountBearishMomentumBars() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bearishMomentumBars); + + // + return result; + } + + // + int CountBullishRejectionBars() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bullishRejectionBars); + + // + return result; + } + + // + int CountBearishRejectionBars() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bearishRejectionBars); + + // + return result; + } + + // + int CountSupportZones() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(supportZones); + + // + return result; + } + + // + int CountResistanceZones() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(resistanceZones); + + // + return result; + } + + // + int CountSupplyZones() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(supplyZones); + + // + return result; + } + + // + int CountDemandZones() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(demandZones); + + // + return result; + } + + // + int CountBullishOrderBlocks() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bullishOrderBlocks); + + // + return result; + } + + // + int CountBearishOrderBlocks() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bearishOrderBlocks); + + // + return result; + } + + // + int CountBullishFairValueGaps() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bullishFairValueGaps); + + // + return result; + } + + // + int CountBearishFairValueGaps() + { + // + int result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = ArraySize(bearishFairValueGaps); + + // + return result; + } + + // +}; + +// +// Consolidation Zone ... +struct XConsolidationZone +{ + // + // Props ... + + // + string symbol; // Symbol ... + ENUM_TIMEFRAMES period; // Period ... + + // + double upper; // Upper ... + double lower; // Lower ... + + // + datetime initTime; + int loopback; // Loopback ... + + // + ENUM_X_DIRECTION breakDirection; // Break Direction ... + XOHCL breakerBar; // Breaker Bar ... + + // + // Constructor ... + XConsolidationZone() + { + Clean(); + } + + // + // Tools ... + + /** + * Initialize Zone ... + * + * @param _symbol: String ... + * @param _period: ENUM_TIMEFRAMES member ... + * @param _upper: Double ... + * @param _lower: Double ... + * @param _loopback: Integer ... + * + * @return ( bool ) + */ + bool Init( + string _symbol, + ENUM_TIMEFRAMES _period, + double _upper, + double _lower, + int _loopback // + ) + { + // + bool result = false; + + // + _symbol = NormalizeSymbol(_symbol); + _period = NormalizePeriod(_period); + + // + result = + // + _upper > 0 && + _lower > 0 && + _loopback > 0 + // + ; + if (!result) + { + return result; + } + + // + upper = _upper; + lower = _lower; + symbol = _symbol; + period = _period; + loopback = _loopback; + + // + result = IsValid(); + if (result) + { + initTime = TimeCurrent(); + } + + // + return result; + } + + /** + * Update Breaked State ... + */ + void Update() + { + // + if (!IsValid()) + { + return; + } + + // + if (IsBreaked()) + { + return; + } + + // + XOHCL cBar; + bool isInited = cBar.Init( + symbol, + period, + 0 // + ); + if (!isInited) + { + return; + } + + // + XOHCL pBar; + isInited = cBar.GetPreviousBar(pBar); + if (!isInited) + { + return; + } + + // + // Check Consolidation Hounts ... + bool isHountTop = cBar.high > upper && + cBar.low < upper && + cBar.GetUp() < upper; + bool isHountBottom = cBar.low < lower && + cBar.high > lower && + cBar.GetDown() > lower; + bool isHounted = isHountTop || + isHountBottom; + if (isHounted) + { + // + if (isHountTop) + { + upper = cBar.high; + } + + // + if (isHountBottom) + { + lower = cBar.low; + } + + // + return; + } + + // + // Check Consolidation Breaks ... + bool isBreakTop = (cBar.GetUp() > upper && + cBar.GetDown() < upper) || + (cBar.low > upper && + cBar.high > upper); + bool isBreakBottom = (cBar.GetDown() < lower && + cBar.GetUp() > lower) || + (cBar.high < lower && + cBar.low < lower); + bool isBreaked = isBreakTop || + isBreakBottom; + if (!isBreaked) + { + return; + } + + // + // Calculate Break Direction ... + breakerBar = cBar; + breakDirection = isBreakTop + ? X_DIRECTION_BULLISH + : isBreakBottom + ? X_DIRECTION_BEARISH + : X_DIRECTION_NONE; + } + + /** + * Cleanup ... + */ + void Clean() + { + // + upper = 0; + lower = 0; + loopback = 0; + symbol = NULL; + period = NULL; + initTime = NULL; + breakerBar.Clean(); + breakDirection = X_DIRECTION_NONE; + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(symbol) && + IsValid(period) && + upper > 0 && + lower > 0 && + loopback > 0 + // + ; + + // + return result; + } + + /** + * Check Zone is Breaked or not ... + * + * @return ( bool ) + */ + bool IsBreaked() + { + // + bool result = false; + + // + result = breakerBar.IsValid() && + HasDirection(breakDirection); + + // + return result; + } + + /** + * Detect Supply Zone if Exists ... + * + * @return ( bool ) + */ + bool HasSupplyZone( + XCSupplyZone *&zone // + ) + { + // + bool result = false; + + // + result = IsBreaked() && + breakDirection == X_DIRECTION_BEARISH; + if (!result) + { + return result; + } + + // + // Implment Zone Finding ... + int index = breakerBar.Index(); + int hhIDX = iHighest( + symbol, + period, + MODE_HIGH, + loopback, + index // + ); + result = IsValidIndex(hhIDX); + if (!result) + { + return result; + } + + // + XOHCL hhBar; + result = hhBar.Init( + symbol, + period, + hhIDX // + ); + if (!result) + { + return result; + } + + // + zone = new XCSupplyZone(); + result = zone.Init( + hhBar, + loopback // + ); + + // + return result; + } + + /** + * Detect Demand Zone if Exists ... + * + * @return ( bool ) + */ + bool HasDemandZone( + XCDemandZone *&zone // + ) + { + // + bool result = false; + + // + result = IsBreaked() && + breakDirection == X_DIRECTION_BULLISH; + if (!result) + { + return result; + } + + // + // Implment Zone Finding ... + int index = breakerBar.Index(); + int llIDX = iLowest( + symbol, + period, + MODE_LOW, + loopback, + index // + ); + result = IsValidIndex(llIDX); + if (!result) + { + return result; + } + + // + XOHCL llBar; + result = llBar.Init( + symbol, + period, + llIDX // + ); + if (!result) + { + return result; + } + + // + zone = new XCDemandZone(); + result = zone.Init( + llBar, + loopback // + ); + + // + return result; + } + + /** + * Retrieve Start Time ... + * + * @return ( datetime ) + */ + datetime From() + { + // + datetime result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + int startIndex = iBarShift( + symbol, + period, + initTime // + ); + + // + result = iTime( + symbol, + period, + loopback + startIndex // + ); + + // + return result; + } + + /** + * Retrieve Unique Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + // + string result = + // + GetTypeName(this) + "_" + + symbol + "_" + + ToString(period) + "_" + + ToString(upper) + "_" + + ToString(lower) + // + ; + + // + return result; + } + + // +}; + +// +// Model Value Changed ... +struct XValueChange +{ + // + // Props ... + double before; // Before Change Value ... + double after; // After Change Value ... + datetime time; // Change Time ... + ENUM_X_DIRECTION dir; // Change Direction ... + + // + // Constructor ... + XValueChange() + { + Clean(); + } + + // + // Tools ... + + /** + * Initialize ... + * + * @param _before: Double, Value Before Change ... + * @param _after: Double, Value After Change ... + * @param _time: Datetime, Change Time ... + * @param _dir: ENUM_X_DIRECTION member, Specified Changed Direction ... + * + * @return ( bool ) + */ + bool Init( + double _before, // Before Change Value ... + double _after, // After Change Value ... + ENUM_X_DIRECTION _dir, // Change Direction ... + datetime _time = NULL // Change Time ... + ) + { + // + bool result = false; + + // + _time = NormalizeTime(_time); + + // + // Validate Inputs ... + result = + // + _after > 0 && + _before > 0 && + IsValid(_time) && + _after != _before && + HasDirection(_dir) + // + ; + if (!result) + { + return result; + } + + // + // Set Validated Values ... + dir = _dir; + time = _time; + after = _after; + before = _before; + + // + result = IsValid(); + + // + return result; + } + + /** + * Cleaning Up ... + */ + void Clean() + { + // + after = 0; + before = 0; + time = NULL; + dir = X_DIRECTION_NONE; + } + + /** + * Validate Model ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + after > 0 && + before > 0 && + IsValid(time) && + after != before && + HasDirection(dir) + // + ; + + // + return result; + } + + /** + * Fill Change Bar ... + * + * @param bar: XOHCL instance Reference, holds Change Bar ... + * @param _symbol: String, Specified Symbol ... + * @param _period: ENUM_TIMEFRAMES _period member, Specified Period ... + * + * @return ( bool ) + */ + bool FillBar( + XOHCL &bar, + string _symbol = NULL, + ENUM_TIMEFRAMES _period = NULL // + ) + { + // + bool result = false; + + // + bar.Clean(); + _symbol = NormalizeSymbol(_symbol); + _period = NormalizePeriod(_period); + + // + result = IsValid() && + IsValid(_symbol) && + IsValid(_period); + if (!result) + { + return result; + } + + // + result = bar.Init( + _symbol, + _period, + time // + ); + + // + return result; + } + + // +}; + +// +// Extensions ... + +/** + * Converts ENUM_XPOI value to String Representation ... + * + * @param value: ENUM_XPOI member ... + * + * @return ( string ) + */ +string ToString(ENUM_XPOIS value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_POI_TRADING_DAY: + result = "XTDAY"; + break; + + // + case X_POI_MARKET_SESSION: + result = "XMSESS"; + break; + + // + case X_POI_MOMENTUM_BAR: + result = "XMNTMB"; + break; + + // + case X_POI_REJECTION_BAR: + result = "XRJCTB"; + break; + + // + case X_POI_SWING_HIGH: + result = "XSPH"; + break; + + // + case X_POI_SWING_LOW: + result = "XSPL"; + break; + + // + case X_POI_SUPPORT_ZONE: + result = "XSUP"; + break; + + // + case X_POI_RESISTANCE_ZONE: + result = "XRES"; + break; + + // + case X_POI_SUPPLY_ZONE: + result = "XSUPPLY"; + break; + + // + case X_POI_DEMAND_ZONE: + result = "XDEMAND"; + break; + + // + case X_POI_BULLISH_ORDERBLOCK: + result = "XBULLOB"; + break; + + // + case X_POI_BEARISH_ORDERBLOCK: + result = "XBEAROB"; + break; + + // + case X_POI_BULLISH_FVG: + result = "XBULLFVG"; + break; + + // + case X_POI_BEARISH_FVG: + result = "XBEARFVG"; + break; + + // + case X_POI_TICKS_ZONES: + result = "XTKSZ"; + break; + } + + // + return result; +} + +/** + * Converts ENUM_XSESSION value to String Representation ... + * + * @param value: ENUM_XSESSION member ... + * + * @return ( string ) + */ +string ToString(ENUM_XSESSION value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_SYDNEY: + result = "Sydney"; + break; + + // + case X_TOKYO: + result = "Tokyo"; + break; + + // + case X_FRANKFORT: + result = "FrankGurt"; + break; + + // + case X_LONDON: + result = "London"; + break; + + // + case X_NEW_YORK: + result = "NewYork"; + break; + } + + // + return result; +} + +/** + * Generate General Event Messages ... + * + * @param value: ENUM_XPOI_EVENTS member ... + * + * @return ( string ) + */ +string ToString(ENUM_XPOI_EVENTS value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_TRADE_DAY_FIRST_BAR: + result = "First Bar of Day"; + break; + + // + case X_TRADE_DAY_LAST_BAR: + result = "Last Bar of Day"; + break; + + // + case X_SESSION_FIRST_BAR: + result = "First Bar of Session"; + break; + + // + case X_SESSION_LAST_BAR: + result = "Last Bar of Session"; + break; + + // + case X_BULLISH_MOMENTUM_BAR_DETECTED: + result = "Bullish Momentum Bar Detected"; + break; + + // + case X_BEARISH_MOMENTUM_BAR_DETECTED: + result = "Bearish Momentum Bar Detected"; + break; + + // + case X_BULLISH_REJECTION_BAR_DETECTED: + result = "Bullish Rejection Bar Detected"; + break; + + // + case X_BEARISH_REJECTION_BAR_DETECTED: + result = "Bearish Rejection Bar Detected"; + break; + + // + case X_SWING_HIGH_DETECTED: + result = "Swing High Detected"; + break; + + // + case X_SWING_LOW_DETECTED: + result = "Swing Low Detected"; + break; + + // + case X_SUPPORT_ZONE_DETECTED: + result = "Support Zone Detected"; + break; + + // + case X_RESISTANCE_ZONE_DETECTED: + result = "Resistance Zone Detected"; + break; + + // + case X_SUPPLY_ZONE_DETECTED: + result = "Supply Zone Detected"; + break; + + // + case X_DEMAND_ZONE_DETECTED: + result = "Demand Zone Detected"; + break; + + // + case X_BULLISH_ORDERBLOCK_DETECTED: + result = "Bullish Order Block Detected"; + break; + + // + case X_BEARISH_ORDERBLOCK_DETECTED: + result = "Bearish Orer Block Detected"; + break; + + // + case X_BULLISH_FVG_DETECTED: + result = "Bullish FVG Detected"; + break; + + // + case X_BEARISH_FVG_DETECTED: + result = "Bearish FVg Detected"; + break; + } + + // + return result; +} + +/** + * Add Value Change instance to Exists Collection if it's not Exists ... + * + * @param item: XValueChange instance Reference ... + * @param items: XValueChange instance Array Reference ... + * + * @return ( int ) + */ +int AddIfNotExists( + XValueChange &item, + XValueChange &items[] // +) +{ + // + int result = 0; + + // + result = item.IsValid(); + if (!result) + { + return result; + } + + // + bool canAdd = false; + int count = ArraySize(items); + if (!IsValidSize(count)) + { + canAdd = true; + } + else + { + // + XValueChange last; + bool hasItem = GetLastItem( + last, + items // + ); + if (!hasItem) + { + canAdd = true; + } + else + { + // + // Compare Last Item with Current ... + canAdd = item.time > last.time; + } + } + + // + // Add Item if Allowed ... + if (canAdd) + { + // + AddRef( + item, + items // + ); + } + + // + result = ArraySize(items); + + // + return result; +} + +/** + * Combine a Collection of States into dest ... + * + * @param dest: XPOIState instance ... + * @param source: XPOIState Collection ... + */ +void CombineStates( + XPOIState &dest, + XPOIState &source[] // +) +{ + // + dest.Clean(); + + // + int count = ArraySize(source); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + XPOIState iState = source[i]; + + // + if (dest.ticksZone == NULL) + { + dest.ticksZone = iState.ticksZone; + } + + // + Copy( + iState.swingHighs, + dest.swingHighs, + false // + ); + + // + Copy( + iState.swingLows, + dest.swingLows, + false // + ); + + // + Copy( + iState.bullishMomentumBars, + dest.bullishMomentumBars, + false // + ); + + // + Copy( + iState.bearishMomentumBars, + dest.bearishMomentumBars, + false // + ); + + // + Copy( + iState.bullishRejectionBars, + dest.bullishRejectionBars, + false // + ); + + // + Copy( + iState.bearishRejectionBars, + dest.bearishRejectionBars, + false // + ); + + // + Copy( + iState.supportZones, + dest.supportZones, + false // + ); + + // + Copy( + iState.resistanceZones, + dest.resistanceZones, + false // + ); + + // + Copy( + iState.supplyZones, + dest.supplyZones, + false // + ); + + // + Copy( + iState.demandZones, + dest.demandZones, + false // + ); + + // + Copy( + iState.bullishOrderBlocks, + dest.bullishOrderBlocks, + false // + ); + + // + Copy( + iState.bearishOrderBlocks, + dest.bearishOrderBlocks, + false // + ); + + // + Copy( + iState.bullishFairValueGaps, + dest.bullishFairValueGaps, + false // + ); + + // + Copy( + iState.bearishFairValueGaps, + dest.bearishFairValueGaps, + false // + ); + + // + } +} + +// +typedef void (*TOnPOIEvent)(ENUM_XPOI_EVENTS event, + XCBasePOI *param // +); + +// \ No newline at end of file diff --git a/BKPS/14031003/Libraries/x-saherelm.x-trade.lib.mq5 b/BKPS/14031003/Libraries/x-saherelm.x-trade.lib.mq5 new file mode 100644 index 0000000..eedbdec --- /dev/null +++ b/BKPS/14031003/Libraries/x-saherelm.x-trade.lib.mq5 @@ -0,0 +1,5769 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Seriallize Library +// --------------------------------------- +// Name: XTradeLib +// Description: All models related to Trade ... +// +// +// 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-saherelm.common.lib.mq5" +#include + +// +// Definitions ... + +// +// a List of Used Tokens ... + +// +// Common ... +string XIDToken = "ID"; +string XTicketToken = "TK"; +string XModeToken = "MD"; +string XTypeToken = "TY"; +string XPeriodToken = "PR"; +string XProviderToken = "PRV"; +string XProfitToken = "PF"; + +// +string XTPToken = "TP"; +string XSLToken = "SL"; +string XTimeToken = "TM"; +string XEntryToken = "EN"; +string XVolumeToken = "VL"; +string XSymbolToken = "SMBL"; + +// +string XSupportToken = "SP"; +string XEQMSupportToken = "EQM"; +string XEQPToken = "EQP"; + +// +string XSLTrailToken = "SLT"; + +// +string XActionToken = "A"; + +// +string XDirectionalToken = "D"; +string XINDirectionalToken = "IND"; + +// +string XRecoveryToken = "XRCV"; + +// +// Available Order Modes ... +enum ENUM_X_ORDER_MODES +{ + X_ORDER_MODE_NOTHING, // Nothing + X_ORDER_MODE_MARKET, // Market Order + X_ORDER_MODE_STOP, // Pending Stop Order + X_ORDER_MODE_LIMIT, // Pending Limit Order + X_ORDER_MODE_STOP_LIMIT, // Pending Stop Limit Order +}; + +// +string ToString(ENUM_X_ORDER_MODES value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_ORDER_MODE_MARKET: + result = "Market"; + break; + + // + case X_ORDER_MODE_LIMIT: + result = "Limit"; + break; + + // + case X_ORDER_MODE_STOP: + result = "Stop"; + break; + + // + case X_ORDER_MODE_STOP_LIMIT: + result = "StopLimit"; + break; + } + + // + return result; +} + +// +// Select Positions Type ... +enum ENUM_X_POSITION_SELECT_METHODS +{ + X_POSITION_SELECT_NONE, // None + X_POSITION_SELECT_MAX, // Max + X_POSITION_SELECT_MIN, // Min + X_POSITION_SELECT_BOTH, // Min and Max + X_POSITION_SELECT_ALL, // All +}; + +// +// Signal Execution Result ... +// note that some of them must be handles in +// EA's ... +enum ENUM_X_SIGNAL_EXECUTION_RESULT +{ + // + X_SIGNAL_EXECUTION_UNKNOWN, // Unknown + X_SIGNAL_EXECUTION_SUCCEED, // Succed + X_SIGNAL_EXECUTION_FAILED_SPREAD, // Spread more than Max Allowed + X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED, // Not Allowed Trade Type + X_SIGNAL_EXECUTION_FAILED_NO_EQUITY, // No Equity for Trade + X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR, // Price Error + X_SIGNAL_EXECUTION_FAILED_MAX_REACHED, // Max Allowed Positions Reached + X_SIGNAL_EXECUTION_FAILED_DELAY_NOT_PASSED, // Same Positions Delay Not Passed + X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS, // Invalid Params +}; + +// +// Available Guard Action ... +enum ENUM_X_GUARD_ACTIONS +{ + X_GUARD_ACTION_NOTHING, // Nothing + X_GUARD_ACTION_HEDGE, // Hedge + X_GUARD_PARTIAL_CLOSE, // Partial Close + X_GUARD_ACTION_TRAIL_STOP, // Trail StopLoss + X_GUARD_ACTION_FORCE_CLOSE, // Force Close + X_GUARD_ACTION_ADD_SUPPORT_SIGNAL, // Add Support Signal + X_GUARD_ACTION_CANCEL_PENDING_ORDERS, // Cancel Pending Orders +}; + +// +enum ENUM_X_POSITION_TYPES +{ + X_POSITION_TYPE_NONE = 0, + X_POSITION_TYPE_ALL = 1, + X_POSITION_TYPE_LONG = 2, + X_POSITION_TYPE_SHORT = 3, +}; + +// +string ToString(ENUM_X_POSITION_TYPES value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_POSITION_TYPE_ALL: + result = "All"; + break; + + // + case X_POSITION_TYPE_NONE: + result = "NONE"; + break; + + // + case X_POSITION_TYPE_SHORT: + result = "Short"; + break; + + // + case X_POSITION_TYPE_LONG: + result = "Long"; + break; + } + + // + return result; +} + +// +bool IsLong(ENUM_X_POSITION_TYPES value) +{ + return value == X_POSITION_TYPE_LONG; +} + +// +bool ToPositionType( + ENUM_POSITION_TYPE &dest, + ENUM_X_POSITION_TYPES source // +) +{ + // + bool result = false; + + // + result = source == X_POSITION_TYPE_LONG || + source == X_POSITION_TYPE_SHORT; + if (!result) + { + return result; + } + + // + dest = + source == X_POSITION_TYPE_LONG + ? POSITION_TYPE_BUY + : POSITION_TYPE_SELL; + + // + return result; +} + +// +ENUM_X_POSITION_TYPES ToPositionType(ENUM_POSITION_TYPE value) +{ + return IsLong(value) + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; +} + +// +ENUM_X_POSITION_TYPES GetOppositPositionType(ENUM_POSITION_TYPE type) +{ + // + ENUM_X_POSITION_TYPES result = X_POSITION_TYPE_NONE; + + // + bool isLong = IsLong(type); + bool isShort = IsShort(type); + + // + result = + // + isLong + ? X_POSITION_TYPE_SHORT + : isShort + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_NONE + // + ; + + // + return result; +} + +// +ENUM_X_DIRECTION ToDirection(ENUM_POSITION_TYPE value) +{ + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + result = IsLong(value) + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; +} + +// +ENUM_X_DIRECTION ToDirection(ENUM_X_POSITION_TYPES value) +{ + // + ENUM_X_DIRECTION result = X_DIRECTION_NONE; + + // + result = value == X_POSITION_TYPE_ALL + ? X_DIRECTION_ALL + : value == X_POSITION_TYPE_LONG + ? X_DIRECTION_BULLISH + : value == X_POSITION_TYPE_SHORT + ? X_DIRECTION_BEARISH + : X_DIRECTION_NONE; + + // + return result; +} + +// +// Structs ... + +// +// Model an Open Position ... +struct XPosition +{ + // + // Props ... + + // + // Magic Number ... + ulong magic; + + // + // Ticket ID ... + ulong ticket; + + // + // Tradinng Symbol ... + string symbol; + + // + // Trading Period ... + ENUM_TIMEFRAMES period; + + // + // Position Type ... + ENUM_POSITION_TYPE type; + + // + // Take Profit ... + double tp; + + // + // Stop Loss ... + double sl; + + // + // Position Current Profit ... + double profit; + + // + // Position Open Price ... + double entry; + + // + // Current Symbol Price ... + double price; + + // + // Position Swap ... + double swap; + + // + // Position Commission ... + double commission; + + // + // Volume ... + double volume; + + // + // Position Open Time ... + datetime openAt; + + // + // Sifnal Provider ... + string provider; + + // + // Position Comment ... + string comment; + + // + // Constructor ... + XPosition() + { + Clean(); + } + + // + // Initializers ... + + bool ByIndex(int index) + { + // + bool result = false; + + // + static CPositionInfo mPositionInfo; + + // + result = mPositionInfo.SelectByIndex(index); + if (!result) + { + return result; + } + + // + ulong mTicket = mPositionInfo.Ticket(); + + // + result = ByTicket(mTicket); + + // + return result; + } + + bool ByTicket(ulong mTicket) + { + // + bool result = false; + + // + static CPositionInfo mPositionInfo; + + // + result = mPositionInfo.SelectByTicket(mTicket); + if (!result) + { + return result; + } + + // + swap = mPositionInfo.Swap(); + magic = mPositionInfo.Magic(); + openAt = mPositionInfo.Time(); + sl = mPositionInfo.StopLoss(); + ticket = mPositionInfo.Ticket(); + symbol = mPositionInfo.Symbol(); + tp = mPositionInfo.TakeProfit(); + profit = mPositionInfo.Profit(); + volume = mPositionInfo.Volume(); + comment = mPositionInfo.Comment(); + entry = mPositionInfo.PriceOpen(); + type = mPositionInfo.PositionType(); + price = mPositionInfo.PriceCurrent(); + commission = mPositionInfo.Commission(); + + // + period = ExtractPeriod(comment); + provider = ExtractProvider(comment); + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + magic = 0; + ticket = 0; + tp = 0; + sl = 0; + swap = 0; + entry = 0; + price = 0; + profit = 0; + volume = 0; + openAt = 0; + commission = 0; + + // + type = NULL; + period = NULL; + + // + symbol = NULL; + comment = NULL; + provider = NULL; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(symbol) && + NotEmpty(ticket) + // + ; + + // + return result; + } + + // + // Retrieve Entry Price ... + double GetEntry() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetEntry( + symbol, + type + // + ); + + // + return result; + } + + // + // Retrieve Exit ... + double GetExit() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetExit( + symbol, + type + // + ); + + // + return result; + } + + // + // Get Spread by Point ... + double GetSpread() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = PriceToPoint(GetSpread(symbol)); + + // + return result; + } + + // + double GetPointsValue() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetPoints(symbol); + + // + return result; + } + + // + double GetProfitInPoint() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + double tickSize = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE); // Tick size + double tickValue = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE); // Tick value + double pointSize = SymbolInfoDouble(symbol, SYMBOL_POINT); // Point size + double pointValue = tickValue * pointSize / tickSize; // Point value + + // + result = profit / (volume * tickValue); + + // + return result; + } + + // + // Find Risk ... + double GetRisk() + { + // + double result = 0; + + // + if (!IsValid()) + { + return 0; + } + + // + result = MathAbs(entry - sl); + + // + return result; + } + + // + // Find Reward ... + double GetReward() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = MathAbs(tp - entry); + + // + return result; + } + + // + double GetRewardInPoint() + { + // + double result = 0; + + // + result = GetReward() / GetPoints(); + + // + return result; + } + + // + // Find Risk Reward Ratio ... + double GetRiskRewardRatio() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetReward() / GetRisk(); + + // + return result; + } + + // + // Calculate Age ... + int GetAge( + ENUM_TIMEFRAMES mPeriod // Calculate Age based on this period + ) + { + return GetAge(this, mPeriod); + } + + // + // Check this instance is Same os Given instance or not ... + bool IsSameAs( + const XPosition &value // instance for Compare + ) + { + // + bool result = false; + + // + result = + // + type == value.type && + magic == value.magic && + entry == value.entry && + ticket == value.ticket && + volume == value.volume && + symbol == value.symbol && + provider == value.provider + // + ; + + // + return result; + } + + // + // Find index in a Collection ... + int FindIndex( + const XPosition &values[] // Collection to Find + ) + { + // + return FindIndex( + this, + values + // + ); + } + + // + // Check Items Passed Specific Filters or not ... + bool IsFiltersPassed( + string mSymbol = NULL, // Trading Symbol + string mProvider = NULL, // Signal Provider + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe + ENUM_X_POSITION_TYPES mType = NULL, // Long (Buy), Short (Sell) + ulong mMagic = NULL, // Magic Number + bool mFilterByMagic = true // Get Only Self Open Positions + ) + { + // + bool result = false; + + // + result = + // + // Magic Filter ... + IsMagicFilterPassed( + mMagic, + mFilterByMagic, + this + // + ) + // + && + // + // Symbol Filter ... + IsSymbolFilterPassed( + mSymbol, + this + // + ) + // + && + // + // Provider Filter ... + IsProviderFilterPassed( + mProvider, + this + // + ) + // + && + // + // Period Filter ... + IsPeriodFilterPassed( + mPeriod, + this + // + ) + // + && + // + // Type Filter ... + IsTypeFilterPassed( + mType, + this + // + ) + // + ; + + // + return result; + } +}; + +// +// Model a Signal ... +struct XSignal +{ + // + // Props ... + + // + ulong positionId; // if Executed this filled ... + + // + datetime time; // Issue Time ... + + // + double tp; // Take Profit ... + double sl; // Stop Loss ... + double entry; // Exntry or Execution Price ... + double volume; // Position Volume ... + + // + string symbol; // Trading Symbol ... + string comment; // Comment ... + string provider; // Signaller ... + + // + ENUM_TIMEFRAMES period; // Trading TimeFrame ... + ENUM_POSITION_TYPE type; // Long (Buy) or Short (Sell) ... + ENUM_X_ORDER_MODES mode; // Execution Mode ... + + // + XSignal supports[]; // a Collecion of Support Signals ... + + // + int pushers; // Signal Pushers ... + string conditions; // Signal Conditions ... + + // + // Constructor ... + XSignal() + { + Clean(); + } + + // + bool Prepare( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + ENUM_POSITION_TYPE mType, // Long (Buy) or Short (Sell) + ENUM_X_ORDER_MODES mMode, // Execution Mode + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + bool result = false; + + // + result = + // + IsValid(mMode) && + IsValid(mSymbol) && + IsValid(mPeriod) && + NotEmpty(mEntry) && + NotEmpty(mVolume) && + IsValid(mProvider) + // + ; + if (!result) + { + return result; + } + + // + if (mTP < 0) + { + mTP = 0; + } + + // + if (mSL < 0) + { + mSL = 0; + } + + // + type = mType; + mode = mMode; + symbol = mSymbol; + period = mPeriod; + provider = mProvider; + + // + // Normalization Values ... + sl = NormalizePrice(mSL, mSymbol); + tp = NormalizePrice(mTP, mSymbol); + mEntry = NormalizePrice(mEntry, mSymbol); + mVolume = NormalizeVolume(mVolume, mSymbol); + + // + entry = mEntry; + volume = mVolume; + + // + result = Normalize(); + + // + return result; + } + + // + bool PrepareLong( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + ENUM_X_ORDER_MODES mMode, // Execution Mode + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return Prepare( + mSymbol, + mProvider, + mPeriod, + POSITION_TYPE_BUY, + mMode, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + bool PrepareShort( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + ENUM_X_ORDER_MODES mMode, // Execution Mode + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return Prepare( + mSymbol, + mProvider, + mPeriod, + POSITION_TYPE_SELL, + mMode, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + // Market Mode ... + + // + bool PrepareMarketLong( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return PrepareLong( + mSymbol, + mProvider, + mPeriod, + X_ORDER_MODE_MARKET, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + bool PrepareMarketShort( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return PrepareShort( + mSymbol, + mProvider, + mPeriod, + X_ORDER_MODE_MARKET, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + // Stop Mode ... + + // + bool PrepareStopLong( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return PrepareLong( + mSymbol, + mProvider, + mPeriod, + X_ORDER_MODE_STOP, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + bool PrepareStopShort( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return PrepareShort( + mSymbol, + mProvider, + mPeriod, + X_ORDER_MODE_STOP, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + // Limit Mode ... + + // + bool PrepareLimitLong( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return PrepareLong( + mSymbol, + mProvider, + mPeriod, + X_ORDER_MODE_LIMIT, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + bool PrepareLimitShort( + string mSymbol, // Trading Symbol + string mProvider, // Signal Provider + ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame + double mEntry, // Entry Price + double mVolume, // Volume + double mSL = 0, // Stop Loss + double mTP = 0 // Take Profit + ) + { + // + return PrepareShort( + mSymbol, + mProvider, + mPeriod, + X_ORDER_MODE_LIMIT, + mEntry, + mVolume, + mSL, + mTP + // + ); + } + + // + // Generate Opposit Direction ... + bool GenerateOpposit( + XSignal &mSignal // Oppsoit Signal + ) + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + ENUM_POSITION_TYPE mType = GetOpposit(this.type); + double mEntry = GetExit(this.symbol, mType); + + // + bool isLong = IsLong(mType); + + // + // Calculate Risk Reward Ratio ... + double risk = GetRisk(); + double reward = GetReward(); + + // + double mSL = isLong + ? mEntry - risk + : mEntry + risk; + + // + double mTP = isLong + ? mEntry + reward + : mEntry - reward; + + // + result = mSignal.Prepare( + this.symbol, + this.provider, + this.period, + mType, + this.mode, + mEntry, + this.volume, + mSL, + mTP // + ); + + // + return result; + } + + // + // Prepare Opposit Signal based On a Position ... + bool PrepareOpposit( + XPosition &source // Source Data + ) + { + // + bool result = false; + + // + ENUM_POSITION_TYPE mType = GetOpposit(source.type); + double mEntry = GetEntry(source.symbol, mType); + + // + bool isLong = IsLong(mType); + + // + double risk = source.GetRisk(); + double reward = source.GetReward(); + + // + double mSL = isLong + ? mEntry - risk + : mEntry + risk; + + // + double mTP = isLong + ? mEntry + reward + : mEntry - reward; + + // + return Prepare( + source.symbol, + source.provider, + source.period, + mType, + X_ORDER_MODE_MARKET, + mEntry, + source.volume, + mSL, + mTP // + ); + + // + result = IsValid(); + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + entry = 0; + volume = 0; + pushers = 0; + positionId = 0; + + // + time = NULL; + type = NULL; + mode = NULL; + symbol = NULL; + period = NULL; + comment = NULL; + provider = NULL; + conditions = NULL; + + // + Clean(supports); + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(period) && + IsValid(symbol) && + NotEmpty(volume) && + NotEmpty(entry) + // + ; + + // + if (!result) + { + return result; + } + + // + return result; + } + + // + // DO All Calculations and Normalizations ... + bool Normalize() + { + // + bool result = false; + + // + // Normalizations ... + symbol = NormalizeSymbol(symbol); + period = NormalizePeriod(period); + + // + time = NormalizeTime(time); + + // + sl = NormalizePrice(sl, symbol); + tp = NormalizePrice(tp, symbol); + entry = NormalizePrice(entry, symbol); + volume = NormalizeVolume(volume, symbol); + + // + result = IsValid(); + + // + return result; + } + + // + // Check Signal Executed or not ... + bool IsExecuted() + { + // + bool result = false; + + // + result = + // + IsValid() && + NotEmpty(positionId) + // + ; + + // + return result; + } + + // + // Generate Comment for Signal ... + string GenerateComment() + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + if (IsValid(provider)) + { + // + // Generate Provider Tag ... + result += GenerateProviderTag(provider); + } + + // + if (IsValid(period)) + { + // + // Generate Period Tag ... + result += GeneratePeriodTag(period); + } + + // + return result; + } + + // + int GetAge() + { + // + return GetAge( + this, + this.period // + ); + } + + // + // Retrieve Entry Price ... + double GetEntry() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetEntry( + symbol, + type + // + ); + + // + return result; + } + + // + // Retrieve Exit ... + double GetExit() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetExit( + symbol, + type + // + ); + + // + return result; + } + + // + // Get Spread by Point ... + double GetSpread() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = PriceToPoint(GetSpread(symbol)); + + // + return result; + } + + // + // Find Risk ... + double GetRisk() + { + // + double result = 0; + + // + if (!IsValid()) + { + return 0; + } + + // + result = MathAbs(entry - sl); + + // + return result; + } + + // + // Find Reward ... + double GetReward() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = MathAbs(tp - entry); + + // + return result; + } + + // + // Find Risk Reward Ratio ... + double GetRiskRewardRatio() + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = GetReward() / GetRisk(); + + // + return result; + } + + // + string GetTag() + { + // + string result = NULL; + + // + result = "XSignal_" + + symbol + "_" + + ToString(period) + "_" + + ToString(type) + "_" + + ToString(sl) + "_" + + ToString(tp) + "_" + + ToString(entry); + + // + return result; + } + + // + // Retrieve String Representation of Signal ... + string ToString() + { + // + string result = NULL; + + // + result = + // + ToString("Symbol", symbol) + + ToString("Period", period) + + ToString("Provider", provider) + + ToString("Type", type) + + ToString("Mode", mode) + + ToString("Volume", volume) + + ToString("Entry", entry) + + ToString("TP", tp) + + ToString("SL", sl) + + ToString("Time", time) + + ToString("Comment", comment) + + // + "" + // + ; + + // + return result; + } +}; + +// +// Model an Order ... +struct XOrder +{ + // + // Time of order placement ... + datetime setupAt; + + // + // Time of order expiration ... + datetime expiredAt; + + // + // Time of order execution or cancellation ... + datetime executedAt; + + // + // Order type ... + ENUM_ORDER_TYPE type; + + // + // Order state ... + ENUM_ORDER_STATE state; + + // + // Type of execution by remainder ... + ENUM_ORDER_TYPE_FILLING filling; + + // + // Order lifetime ... + ENUM_ORDER_TYPE_TIME lifetime; + + // + // Order ticket ... + ulong ticket; + + // + // Magic Number ... + long magic; + + // + // Position id, that is placed on order, + // when it is executed. Each executed order invokes a + // deal, that opens new or changes existing + // position. Id of that position is placed on + // executed order in this moment. + long positionId; + + // + // Initial volume on order placement ... + double initialVolume; + + // + // Unfilled volume ... + double currentVolume; + + // + // Price, specified in the order ... + double openPrice; + + // + // Current price by order symbol ... + double currentPrice; + + // + // Price of placing Limit order when StopLimit order is triggered ... + double stopLimitPrice; + + // + // Take Profit level ... + double tp; + + // + // Stop Loss level ... + double sl; + + // + // Trading Symbol ... + string symbol; + + // + // Signal Provider ... + string provider; + + // + // Order Comment ... + string comment; + + // + ENUM_TIMEFRAMES period; + + // + // Constructor ... + XOrder() + { + Clean(); + } + + // + // Initializers ... + bool ByIndex( + int index // Fill By Index ... + ) + { + // + bool result = false; + + // + int ordersCount = OrdersTotal(); + if (ordersCount <= 0) + { + return result; + } + + // + static COrderInfo mOrderInfo; + + // + result = mOrderInfo.SelectByIndex(index); + if (!result) + { + return result; + } + + // + // Reading Order Info ... + magic = mOrderInfo.Magic(); + sl = mOrderInfo.StopLoss(); + tp = mOrderInfo.TakeProfit(); + ticket = mOrderInfo.Ticket(); + openPrice = mOrderInfo.PriceOpen(); + positionId = mOrderInfo.PositionId(); + currentPrice = mOrderInfo.PriceCurrent(); + initialVolume = mOrderInfo.VolumeInitial(); + currentVolume = mOrderInfo.VolumeCurrent(); + stopLimitPrice = mOrderInfo.PriceStopLimit(); + + // + symbol = mOrderInfo.Symbol(); + comment = mOrderInfo.Comment(); + + // + state = mOrderInfo.State(); + type = mOrderInfo.OrderType(); + lifetime = mOrderInfo.TypeTime(); + filling = mOrderInfo.TypeFilling(); + + // + setupAt = mOrderInfo.TimeSetup(); + executedAt = mOrderInfo.TimeDone(); + expiredAt = mOrderInfo.TimeExpiration(); + + // + period = ExtractPeriod(comment); + provider = ExtractProvider(comment); + + // + result = IsValid(); + + // + return result; + } + + // + // Retrieve Specific History Order ... + bool HistoryByIndex( + int index // Fill By Index ... + ) + { + // + bool result = false; + + // + int ordersCount = HistoryOrdersTotal(); + if (ordersCount <= 0) + { + return result; + } + + // + static CHistoryOrderInfo mOrderInfo; + + // + result = mOrderInfo.SelectByIndex(index); + if (!result) + { + return result; + } + + // + // Reading Order Info ... + magic = mOrderInfo.Magic(); + sl = mOrderInfo.StopLoss(); + tp = mOrderInfo.TakeProfit(); + ticket = mOrderInfo.Ticket(); + openPrice = mOrderInfo.PriceOpen(); + positionId = mOrderInfo.PositionId(); + currentPrice = mOrderInfo.PriceCurrent(); + initialVolume = mOrderInfo.VolumeInitial(); + currentVolume = mOrderInfo.VolumeCurrent(); + stopLimitPrice = mOrderInfo.PriceStopLimit(); + + // + symbol = mOrderInfo.Symbol(); + comment = mOrderInfo.Comment(); + + // + state = mOrderInfo.State(); + type = mOrderInfo.OrderType(); + lifetime = mOrderInfo.TypeTime(); + filling = mOrderInfo.TypeFilling(); + + // + setupAt = mOrderInfo.TimeSetup(); + executedAt = mOrderInfo.TimeDone(); + expiredAt = mOrderInfo.TimeExpiration(); + + // + period = ExtractPeriod(comment); + provider = ExtractProvider(comment); + + // + result = IsValid(); + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + tp = 0; + sl = 0; + magic = 0; + ticket = 0; + positionId = 0; + openPrice = 0; + currentPrice = 0; + initialVolume = 0; + currentVolume = 0; + stopLimitPrice = 0; + + // + setupAt = NULL; + expiredAt = NULL; + executedAt = NULL; + + // + symbol = NULL; + comment = NULL; + provider = NULL; + + // + type = NULL; + state = NULL; + period = NULL; + filling = NULL; + lifetime = NULL; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(symbol) && + NotEmpty(ticket) && + NotEmpty(positionId) + // + ; + + // + return result; + } + + // + // Calculate Age ... + int GetAge( + ENUM_TIMEFRAMES mPeriod // Calculate Age based on this period + ) + { + return GetAge(this, mPeriod); + } + + // + // Check this instance is Same os Given instance or not ... + bool IsSameAs( + const XOrder &value // instance for Compare + ) + { + // + bool result = false; + + // + result = + // + type == value.type && + state == value.state && + magic == value.magic && + ticket == value.ticket && + symbol == value.symbol && + provider == value.provider && + positionId == value.positionId + // + ; + + // + return result; + } + + // + // Find index in a Collection ... + int FindIndex( + const XOrder &values[] // Collection to Find + ) + { + // + return FindIndex( + this, + values + // + ); + } + + // + // Check Items Passed Specific Filters or not ... + bool IsFiltersPassed( + string mSymbol = NULL, // Trading Symbol + string mProvider = NULL, // Signal Provider + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe + ENUM_X_POSITION_TYPES mType = NULL, // Long (Buy), Short (Sell) + ENUM_ORDER_STATE mState = NULL, // Order State + ulong mMagic = NULL, // Magic Number + bool mFilterByMagic = true // Get Only Self Open Positions + ) + { + // + bool result = false; + + // + result = + // + // Magic Filter ... + IsMagicFilterPassed( + mMagic, + mFilterByMagic, + this + // + ) + // + && + // + // Symbol Filter ... + IsSymbolFilterPassed( + mSymbol, + this + // + ) + // + && + // + // Provider Filter ... + IsProviderFilterPassed( + mProvider, + this + // + ) + // + && + // + // Period Filter ... + IsPeriodFilterPassed( + mPeriod, + this + // + ) + // + && + // + // Type Filter ... + IsTypeFilterPassed( + mType, + this + // + ) + // + && + // + // State Filter ... + IsStateFilterPassed( + mState, + this + // + ) + // + ; + + // + return result; + } +}; + +// +// Model a Deal ... +struct XDeal +{ + // + // the ID of the Expert Advisor, that executed the deal ... + ulong magic; + + // + // the ID of position, in which the deal was involved ... + ulong positionId; + + // + // Ticket ... + ulong ticket; + + // + // the name of the deal symbol ... + string symbol; + + // + // order by which the deal is executed ... + ulong order; + + // + // the time of deal execution ... + datetime time; + + // + // Deal price ... + double price; + + // + // the financial result of the deal (in deposit currency) ... + double profit; + + // + // the amount of swap when position is closed ... + double swap; + + // + // the amount of commission of the deal ... + double commission; + + // + // the volume of deal ... + double volume; + + // + // the deal comment ... + string comment; + + // + string provider; + + // + ENUM_TIMEFRAMES period; + + // + // the deal type ... + // ------------------------------------------------------------------ + // DEAL_TYPE_BUY => Buy ... + // DEAL_TYPE_SELL => Sell ... + // DEAL_TYPE_BUY_CANCELED => Canceled buy deal ... + // There can be a situation when a previously executed buy deal is canceled. In this case, + // the type of the previously executed deal (DEAL_TYPE_BUY) is changed to DEAL_TYPE_BUY_CANCELED, + // and its profit/loss is zeroized. Previously obtained profit/loss is charged/withdrawn using a separated balance operation ... + // + // DEAL_TYPE_SELL_CANCELED => Canceled sell deal ... + // There can be a situation when a previously executed sell deal is canceled. In this case, + // the type of the previously executed deal (DEAL_TYPE_SELL) is changed to DEAL_TYPE_SELL_CANCELED, + // and its profit/loss is zeroized. Previously obtained profit/loss is charged/withdrawn using a separated balance operation + // + // DEAL_TYPE_BALANCE => Balance ... + // DEAL_TYPE_CREDIT => Credit ... + // DEAL_TYPE_CHARGE => Additional charge ... + // DEAL_TYPE_CORRECTION => Correction ... + // DEAL_TAX => Tax charges ... + // DEAL_TYPE_BONUS => Bonus ... + // DEAL_TYPE_INTEREST => Interest rate ... + // DEAL_DIVIDEND => Dividend operations... + // DEAL_DIVIDEND_FRANKED => Franked (non-taxable) dividend operations ... + // DEAL_TYPE_COMMISSION => Additional commission ... + // DEAL_TYPE_COMMISSION_DAILY => Daily commission ... + // DEAL_TYPE_COMMISSION_MONTHLY => Monthly commission ... + // DEAL_TYPE_COMMISSION_AGENT_DAILY => Daily agent commission ... + // DEAL_TYPE_COMMISSION_AGENT_MONTHLY => Monthly agent commission + ENUM_DEAL_TYPE type; + + // + // the deal direction ... + // ---------------------------------- + // DEAL_ENTRY_IN => Entry in ... + // DEAL_ENTRY_OUT => Entry out ... + // DEAL_ENTRY_INOUT => Reverse ... + // DEAL_ENTRY_OUT_BY => Close a position by an opposite one ... + ENUM_DEAL_ENTRY entry; + + // + // deal reson ... + // --------------------- + // DEAL_REASON_SL => The deal was executed as a result of Stop Loss activation ... + // DEAL_REASON_TP => The deal was executed as a result of Take Profit activation ... + // DEAL_REASON_SO => The deal was executed as a result of the Stop Out event ... + // DEAL_REASON_WEB => The deal was executed as a result of activation of an order placed from the web platform ... + // DEAL_REASON_SPLIT => The deal was executed after the split (price reduction) of an instrument, which had an open position during split announcement ... + // DEAL_REASON_CLIENT => The deal was executed as a result of activation of an order placed from a desktop terminal ... + // DEAL_REASON_MOBILE => The deal was executed as a result of activation of an order placed from a mobile application ... + // DEAL_REASON_EXPERT => The deal was executed as a result of activation of an order placed from an MQL5 program, i.e. an Expert Advisor or a script ... + // DEAL_REASON_VMARGIN => The deal was executed after charging the variation margin ... + // DEAL_REASON_ROLLOVER => The deal was executed due to a rollover ... + ENUM_DEAL_REASON reason; + + // + // Constructor ... + XDeal() + { + Clean(); + } + + // + // Initializers ... + bool ByIndex( + int index // Deal Index + ) + { + // + bool result = false; + + // + int dealsCount = HistoryDealsTotal(); + result = dealsCount > 0; + if (!result) + { + return result; + } + + // + static CDealInfo mDealInfo; + + // + result = mDealInfo.SelectByIndex(index); + if (!result) + { + // + return result; + } + + // + // Reading Order Info ... + swap = mDealInfo.Swap(); + magic = mDealInfo.Magic(); + order = mDealInfo.Order(); + ticket = mDealInfo.Ticket(); + time = mDealInfo.Time(); + price = mDealInfo.Price(); + symbol = mDealInfo.Symbol(); + profit = mDealInfo.Profit(); + volume = mDealInfo.Volume(); + comment = mDealInfo.Comment(); + positionId = mDealInfo.PositionId(); + entry = mDealInfo.Entry(); + commission = mDealInfo.Commission(); + type = mDealInfo.DealType(); + reason = (ENUM_DEAL_REASON)HistoryDealGetInteger( + ticket, + DEAL_REASON); + + // + period = ExtractPeriod(comment); + provider = ExtractProvider(comment); + + // + result = IsValid(); + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + magic = 0; + positionId = 0; + ticket = 0; + order = 0; + time = 0; + price = 0; + profit = 0; + swap = 0; + commission = 0; + volume = 0; + + // + symbol = NULL; + comment = NULL; + provider = NULL; + + // + type = NULL; + entry = NULL; + period = NULL; + reason = NULL; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(symbol) && + NotEmpty(ticket) && + NotEmpty(positionId) + // + ; + + // + return result; + } + + // + // Calculate Age ... + int GetAge( + ENUM_TIMEFRAMES mPeriod // Calculate Age based on this period + ) + { + return GetAge(this, mPeriod); + } + + // + // Check this instance is Same os Given instance or not ... + bool IsSameAs( + const XDeal &value // instance for Compare + ) + { + // + bool result = false; + + // + result = + // + type == value.type && + magic == value.magic && + entry == value.entry && + reason == value.reason && + ticket == value.ticket && + volume == value.volume && + symbol == value.symbol && + provider == value.provider && + positionId == value.positionId + // + ; + + // + return result; + } + + // + // Find index in a Collection ... + int FindIndex( + const XDeal &values[] // Collection to Find + ) + { + // + return FindIndex( + this, + values + // + ); + } + + // + // Check Items Passed Specific Filters or not ... + bool IsFiltersPassed( + string mSymbol = NULL, // Trading Symbol + string mProvider = NULL, // Signal Provider + ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe + ENUM_DEAL_TYPE mType = NULL, // Deal Type + ENUM_DEAL_ENTRY mEntry = NULL, // Deal Entry + ENUM_DEAL_REASON mReason = NULL, // Deal Reason + ulong mMagic = NULL, // Magic Number + bool mFilterByMagic = true // Get Only Self Open Positions + ) + { + // + bool result = false; + + // + result = + // + // Magic Filter ... + IsMagicFilterPassed( + mMagic, + mFilterByMagic, + this + // + ) + // + && + // + // Symbol Filter ... + IsSymbolFilterPassed( + mSymbol, + this + // + ) + // + && + // + // Provider Filter ... + IsProviderFilterPassed( + mProvider, + this + // + ) + // + && + // + // Period Filter ... + IsPeriodFilterPassed( + mPeriod, + this + // + ) + // + && + // + // Type Filter ... + IsTypeFilterPassed( + mType, + this + // + ) + // + && + // + // Entry Filter ... + IsEntryFilterPassed( + mEntry, + this + // + ) + // + && + // + // Reason Filter ... + IsReasonFilterPassed( + mReason, + this + // + ) + // + ; + + // + return result; + } +}; + +// +// Model OnTrade Event Handler Result on XCTrade Class ... +struct XOnTradeHandlerState +{ + // + bool hasNewDeal; + int newDeals; + + // + bool hasNewOrder; + int newOrders; + + // + bool hasNewPosition; + int newPositions; + + // + bool hasNewHistoryOrder; + int newHistoryOrders; + + // + // Constructor ... + XOnTradeHandlerState() + { + Clean(); + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + hasNewDeal = false; + hasNewOrder = false; + hasNewPosition = false; + hasNewHistoryOrder = false; + + // + newDeals = 0; + newOrders = 0; + newPositions = 0; + newHistoryOrders = 0; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + ( + // + hasNewDeal + ? newDeals > 0 + : true + // + ) + // + && + // + ( + // + hasNewOrder + ? newOrders > 0 + : true + // + ) + // + && + // + ( + // + hasNewPosition + ? newPositions > 0 + : true + // + ) + // + && + // + ( + // + hasNewHistoryOrder + ? newHistoryOrders > 0 + : true + // + ) + // + ; + + // + return result; + } +}; + +// +// Model Guard Info ... +struct XGuard +{ + // + string symbol; // Trading Symbol ... + string provider; // Signal Provider ... + ENUM_TIMEFRAMES period; // Trading Timeframe ... + ENUM_X_POSITION_TYPES type; // Position Type ... + ENUM_X_GUARD_ACTIONS action; // Which Action to Do ... + + // + double dblPayLoad; + string strPayload; + + // + // Constructor ... + XGuard() + { + Clean(); + } + + // + // Initialize ... + + // + // Global Initializer ... + bool Init( + string mSymbol, // Trading Symbol ... + ENUM_TIMEFRAMES mPeriod, // Trading Timeframe ... + ENUM_X_GUARD_ACTIONS mAction, // Which Action to Do ... + ENUM_X_POSITION_TYPES mType = NULL, // Position Type ... + string mProvider = NULL, // Signal Provider ... + double mDblPayLoad = NULL, + string mStrPayload = NULL // + ) + { + // + type = mType; + symbol = mSymbol; + period = mPeriod; + action = mAction; + provider = mProvider; + dblPayLoad = mDblPayLoad; + strPayload = mStrPayload; + + // + bool result = IsValid(); + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + symbol = NULL; + provider = NULL; + period = NULL; + action = X_GUARD_ACTION_NOTHING; + + // + strPayload = NULL; + dblPayLoad = EMPTY_VALUE; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + action != X_GUARD_ACTION_NOTHING + // + ; + + // + return result; + } +}; + +// +// Model a Position with all of it's Supports ... +struct XPositionPack +{ + // + ulong ticket; // Main Position's Ticket + + // + XPosition position; // Main Position (if Exists) + + // + int supportOrdersCount; // Supported Orders (Untriggered) + int supportPositionsCount; // Supported Positions + + // + XOrder supportOrders[]; // Supported Orders (Untriggered) + XPosition supportPositions[]; // Supported Positions + + // + // Constructor ... + XPositionPack() + { + Clean(); + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + ticket = 0; + + // + position.Clean(); + + // + supportOrdersCount = 0; + supportPositionsCount = 0; + + // + Clean(supportOrders); + Clean(supportPositions); + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + NotEmpty(ticket) && + ( + // + supportOrdersCount > 0 + ? ArraySize(supportOrders) == supportOrdersCount + : true + // + ) + // + && + // + ( + // + supportPositionsCount > 0 + ? ArraySize(supportPositions) == supportPositionsCount + : true + // + ) + // + ; + + // + return result; + } +}; + +// +// Check Position SL Trails Structure ... +struct XTrail +{ + // + ulong ticket; // Position Ticket ... + ENUM_POSITION_TYPE type; // Type ... + datetime time; // Trail Time ... + double before; // SL Value Before Trailing ... + double after; // SL Value After Trailing ... + int level; // Number of Trails SL ... + double profit; // Profit in SL Time ... + + // + // Constructor ... + XTrail() + { + Clean(); + } + + // + // Tools ... + + // + bool Init( + ulong mTicket, // Ticket + ENUM_POSITION_TYPE mType, // Type + double mProfit, // Profit + double mBefore, // Before + double mAfter // After + ) + { + // + Clean(); + + // + type = mType; + after = mAfter; + ticket = mTicket; + before = mBefore; + profit = mProfit; + + // + level++; + + // + time = TimeCurrent(); + + // + return IsValid(); + } + + // + bool Update( + double mSl, // new SL ... + double mProfit // Profit + ) + { + // + bool result = false; + + // + time = TimeCurrent(); + + // + double cAfter = after; + after = mSl; + before = cAfter; + profit = mProfit; + + // + level++; + + // + result = IsValid(); + + // + return result; + } + + // + string GenerateTag() + { + // + string result = NULL; + + // + string ticketLevelStr = ToString(ticket) + "," + ToString(level); + + // + result = Surround( + XSLTrailToken, + ticketLevelStr // + ); + + // + return result; + } + + // + // Cleanup ... + void Clean() + { + // + ticket = 0; + time = 0; + before = 0; + after = 0; + level = 0; + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + ticket > 0 && + time > 0 && + level > 0 + // + ; + + // + return result; + } +}; + +// +struct XSymbolPositions +{ + // + string symbol; + + // + double profit; + double volume; + + // + double longsProfit; + double longSupportsProfit; + + // + double shortsProfit; + double shortSupportsProfit; + + // + double longsVolume; + double longSupportsVolume; + + // + double shortsVolume; + double shortSupportsVolume; + + // + double requiredProfitForHedge; + + // + XPosition longs[]; + XPosition shorts[]; + XPosition supports[]; + XPosition positions[]; + XPosition longSupports[]; + XPosition shortSupports[]; + + // + bool forceHedge; + + // + XSymbolPositions() + { + Clean(); + } + + // + bool Update( + double mMinProfitPerTrade, + double mMinProfitPerVolumeFactor // + ) + { + // + bool result = false; + + // + bool hasChild = HasChild(); + if (!hasChild) + { + return result; + } + + // + XPosition _supports[]; + XPosition _positions[]; + + // + XPosition _tmp[]; + + // + Copy( + positions, + _tmp // + ); + + // + Clean(positions); + + // + int tmpsCount = ArraySize(_tmp); + for (int i = 0; i < tmpsCount; i++) + { + // + XPosition iPosition = _tmp[i]; + + // + bool isSupport = IsSupport(iPosition.comment); + if (!isSupport) + { + // + AddRef( + iPosition, + _positions // + ); + } + else + { + // + AddRef( + iPosition, + _supports // + ); + } + } + + // + Clean(_tmp); + + // + Copy( + _positions, + positions // + ); + Clean(_positions); + + // + // Extract Types ... + ExtractPositions( + positions, + longs, + shorts // + ); + + // + Copy( + _supports, + supports // + ); + Clean(_supports); + + // + // Extract Types ... + ExtractPositions( + supports, + longSupports, + shortSupports // + ); + + // + int numOfLongs = 0; + int numOfShorts = 0; + CountPositions( + positions, + numOfLongs, + longsProfit, + longsVolume, + numOfShorts, + shortsProfit, + shortsVolume // + ); + + // + numOfLongs = 0; + numOfShorts = 0; + CountPositions( + supports, + numOfLongs, + longSupportsProfit, + longSupportsVolume, + numOfShorts, + shortSupportsProfit, + shortSupportsVolume // + ); + + // + XPosition _allPositions[]; + Copy( + positions, + _allPositions, + false // + ); + Copy( + supports, + _allPositions, + false // + ); + + // + profit = longsProfit + shortsProfit + longSupportsProfit + shortSupportsProfit; + volume = longsVolume + shortsVolume + longSupportsVolume + shortSupportsVolume; + requiredProfitForHedge = SpecifiedCalculateRequiredProfitForHedge( + _allPositions, + mMinProfitPerTrade, + mMinProfitPerVolumeFactor // + ); + + // + Clean(_allPositions); + + // + result = true; + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + symbol = NULL; + forceHedge = false; + + // + profit = 0; + longsProfit = 0; + shortsProfit = 0; + + // + volume = 0; + longsVolume = 0; + shortsVolume = 0; + + // + requiredProfitForHedge = 0; + + // + Clean(longs); + Clean(shorts); + Clean(positions); + } + + // + // Validate ... + bool IsValid() + { + // + bool result = false; + + // + result = IsValid(symbol); + + // + return result; + } + + // + // Has Child ... + bool HasChild() + { + // + bool result = false; + + // + result = IsValid(); + if (!result) + { + return result; + } + + // + int count = Count(); + result = IsValidSize(count); + + // + return result; + } + + // + // Count ... + int Count() + { + return ArraySize(positions); + } + + // + int CountSupports() + { + return ArraySize(supports); + } + + // + int CountLongs() + { + return ArraySize(longs); + } + + // + int CountShorts() + { + return ArraySize(shorts); + } + + // + int CountLongSupports() + { + return ArraySize(longSupports); + } + + // + int CountShortSupports() + { + return ArraySize(shortSupports); + } + + // + int GetOldest( + XPosition &_oldest, // + ENUM_POSITION_TYPE _type // + ) + { + // + int result = -1; + + // + bool isLong = IsLong(_type); + + // + int count = + isLong + ? CountLongs() + : CountShorts(); + if (!IsValidSize(count)) + { + return result; + } + + // + if (isLong) + { + // + result = GetOldest( + _oldest, + longs // + ); + } + else + { + // + result = GetOldest( + _oldest, + shorts // + ); + } + + // + return result; + } + + // + int GetYoungest( + XPosition &_youngest, // + ENUM_POSITION_TYPE _type // + ) + { + // + int result = -1; + + // + bool isLong = IsLong(_type); + + // + int count = + isLong + ? CountLongs() + : CountShorts(); + if (!IsValidSize(count)) + { + return result; + } + + // + if (isLong) + { + // + result = GetYoungest( + _youngest, + longs // + ); + } + else + { + // + result = GetYoungest( + _youngest, + shorts // + ); + } + + // + return result; + } + + // + int GetMaxInProfit( + XPosition &_position, + ENUM_POSITION_TYPE _type // + ) + { + // + int result = -1; + + // + bool isLong = IsLong(_type); + + // + int count = + isLong + ? CountLongs() + : CountShorts(); + if (!IsValidSize(count)) + { + return result; + } + + // + if (isLong) + { + // + result = FindMaxProfitIndex( + longs // + ); + + // + if (IsValidIndex(result)) + { + _position = longs[result]; + } + } + else + { + // + result = FindMaxProfitIndex( + shorts // + ); + + // + if (IsValidIndex(result)) + { + _position = shorts[result]; + } + } + + // + return result; + } + + // + int GetMinInProfit( + XPosition &_position, + ENUM_POSITION_TYPE _type // + ) + { + // + int result = -1; + + // + bool isLong = IsLong(_type); + + // + int count = + isLong + ? CountLongs() + : CountShorts(); + if (!IsValidSize(count)) + { + return result; + } + + // + if (isLong) + { + // + result = FindMinProfitIndex( + longs // + ); + + // + if (IsValidIndex(result)) + { + _position = longs[result]; + } + } + else + { + // + result = FindMinProfitIndex( + shorts // + ); + + // + if (IsValidIndex(result)) + { + _position = shorts[result]; + } + } + + // + return result; + } + + // + int GetMaxInDrawdown( + XPosition &_position, + ENUM_POSITION_TYPE _type // + ) + { + // + int result = -1; + + // + bool isLong = IsLong(_type); + + // + int count = + isLong + ? CountLongs() + : CountShorts(); + if (!IsValidSize(count)) + { + return result; + } + + // + if (isLong) + { + // + result = FindMaxInDrawdownIndex( + longs // + ); + + // + if (IsValidIndex(result)) + { + _position = longs[result]; + } + } + else + { + // + result = FindMaxInDrawdownIndex( + shorts // + ); + + // + if (IsValidIndex(result)) + { + _position = shorts[result]; + } + } + + // + return result; + } + + // + int GetMinInDrawdown( + XPosition &_position, + ENUM_POSITION_TYPE _type // + ) + { + // + int result = -1; + + // + bool isLong = IsLong(_type); + + // + int count = + isLong + ? CountLongs() + : CountShorts(); + if (!IsValidSize(count)) + { + return result; + } + + // + if (isLong) + { + // + result = FindMinInDrawdownIndex( + longs // + ); + + // + if (IsValidIndex(result)) + { + _position = longs[result]; + } + } + else + { + // + result = FindMinInDrawdownIndex( + shorts // + ); + + // + if (IsValidIndex(result)) + { + _position = shorts[result]; + } + } + + // + return result; + } + + // +}; + +// +struct XSymbolLastPosition { + // + string symbol; + string provider; + datetime time; + + // + XSymbolLastPosition() { + Clean(); + } + + // + // Tools ... + + void Clean() { + // + time = NULL; + symbol = NULL; + provider = NULL; + } +}; + +// +// an Structure for Holding Positions Data ... +struct XTradeData +{ + // + datetime time; // Issue Time (Open Position) + string symbol; // Trading Symbol + double entry; // Entry Price + double volume; // Volume + string provider; // Signaller + ENUM_TIMEFRAMES period; // Trading Timeframe + ENUM_X_POSITION_TYPES type; // Position Type + + // + ulong ticket; // Position Ticket + double swap; // Swap + double profit; // Profit on Close + double commission; // Commission + double maxDrawdown; // Max Position Drawdown + string message; // Close Reason + datetime endTime; // End Time + + // + XSignal signal; // Signal Object + int pushers; // Signal Pushers + string conditions; // Signal Conditions + + // + // Constructor ... + void XTradeInfo() + { + Clean(); + } + + // + // Filling Trade Handler ... + bool Fill(XSignal &_signal) + { + // + bool result = false; + + // + Clean(); + + // + // Check Signal Validation ... + result = _signal.IsValid(); + if (!result) + { + return result; + } + + // + signal = _signal; + time = _signal.time; + entry = _signal.entry; + symbol = _signal.symbol; + volume = _signal.volume; + period = _signal.period; + pushers = _signal.pushers; + provider = _signal.provider; + conditions = _signal.conditions; + type = ToPositionType(_signal.type); + + // + if (_signal.IsExecuted()) + { + ticket = _signal.positionId; + } + + // + return result; + } + + // + // Filling Trade Handler ... + bool Fill(XPosition &_position) + { + // + bool result = false; + + // + Clean(); + + // + // Check Signal Validation ... + result = _position.IsValid(); + if (!result) + { + return result; + } + + // + time = _position.openAt; + symbol = _position.symbol; + entry = _position.entry; + volume = _position.volume; + provider = _position.provider; + period = _position.period; + type = ToPositionType(_position.type); + + // + ticket = _position.ticket; + + // + return result; + } + + // + // Update Data ... + bool Update(XPosition &_position) + { + // + bool result = false; + + // + result = _position.IsValid(); + if (!result) + { + return result; + } + + // + profit = _position.profit; + swap = _position.swap; + + // + if (profit < 0 && + (maxDrawdown == 0 || + MathAbs(profit) > MathAbs(maxDrawdown))) + { + maxDrawdown = profit; + } + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + time = NULL; + type = NULL; + symbol = NULL; + period = NULL; + endTime = NULL; + message = NULL; + provider = NULL; + + // + swap = 0; + entry = 0; + ticket = 0; + profit = 0; + volume = 0; + commission = 0; + maxDrawdown = 0; + + // + signal.Clean(); + + // + ResetTrail(); + ResetRecovery(); + } + + // + // Validation ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + ticket > 0 && + IsValid(time) && + IsValid(symbol) && + IsValid(period) + // + ; + + // + return result; + } + + // + // Retrieve Trade Data Age ... + int GetAge() + { + // + int result = -1; + + // + if (!IsValid(symbol) || + !IsValid(time) || + !IsValid(endTime) || + !IsValid(period)) + { + return result; + } + + // + int startIndex = iBarShift( + symbol, + period, + time, + false // + ); + + // + int endIndex = iBarShift( + symbol, + period, + endTime, + false // + ); + + // + result = MathAbs(startIndex - endIndex); + + // + return result; + } + + // + // Check Own of Trade Data ... + // based on Ticket ... + bool IsOwn( + ulong _ticket // + ) + { + // + bool result = false; + + // + result = _ticket == ticket; + + // + return result; + } + + // + // Check Own of Trade Data ... + // based on Symbol/Provider and Period ... + bool IsOwn( + string _symbol, + string _provider, + ENUM_TIMEFRAMES _period, + ENUM_X_POSITION_TYPES _type // + ) + { + // + bool result = false; + + // + result = + // + IsValid(_symbol) && + IsValid(_period) && + IsValid(_provider) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE && + // + type == _type && + period == _period && + symbol == _symbol && + provider == _provider + // + ; + + // + return result; + } + + // + // Data Collector ... + + // + // Get Data File Name ... + string GetFileName() + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + result = + // + symbol + "\\" + + ToString(type) + "\\" + + (profit >= 0 ? "Profit" : "Loss") + "\\" + + ToString(ticket) + "_" + + ToString(period) + "_" + + ToFormatString(time) + // + ; + + // + return result; + } + + // + // Get Signal File Name ... + string GetSignalFileName() + { + // + string result = NULL; + + // + result = + // + symbol + "\\" + + ToString(type) + "\\" + + provider + "_" + + ToFormatString(time) + // + ; + + // + return result; + } + + // + // Convert(s) To String Representation(s) ... + string ToString( + bool onlySignals = false // + ) + { + // + string result = NULL; + + // + int age = GetAge(); + + // + result = + // + (onlySignals + ? "" + : ToString("Ticket", ticket)) + + ToString("Symbol", symbol) + + ToString("Period", period) + + ToString("Entry", entry) + + ToString("Provider", provider) + + ToString("Type", ToString(type)) + + ToString("Time", time) + + // + // 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", pushers) + + "Conditions:" + "\n" + + "-------------" + "\n" + + conditions + + "" + // + ) + + // + "" + // + ; + + // + return result; + } + + // + // There are some Controlling Situations for each Trade + // which implemented here ... + + // + // Trailing Stop .... + + // + bool allowTrailStop; // Specified Position Can Trail Stop or not + bool ignoreTPOnTrail; // Ignore TP when SL Trailed + bool trailBasedOnProfit; // Do Trail Based on Profit Points + int trailLevel; // Last Trail Level + double trailStartInPoint; // Trail Starts When Profits Growing in Point + double trailStepInPoint; // Profit Must Grows Point to do Trailling + + // + // Reset all Trailing Configurations .... + void ResetTrail() + { + // + trailLevel = 0; + trailStepInPoint = 0; + trailStartInPoint = 0; + allowTrailStop = false; + ignoreTPOnTrail = false; + trailBasedOnProfit = false; + } + + // + // Recovery ... + + // + bool allowRecover; // Allow Recover Specified Position + double recoveryTPPoint; // Recovery TP Point + double recoverySLPoint; // Recovery SL Point + int maxAllowedRecover; // Max Allowed Recovery + int recoveryLevel; // Number of Recovery Signals + double recoveryVolumeMultiplier; // Recovery Volume Multiplier + double recoveryVolume; // Next Recovery Positioin Volume + ENUM_X_POSITION_TYPES recoveryLookingType; // Looking for Next Recovery Type + + // + void ResetRecovery() + { + // + allowRecover = false; + recoveryLevel = 0; + recoveryVolume = 0; + recoveryTPPoint = 0; + recoverySLPoint = 0; + recoveryVolumeMultiplier = 0; + recoveryLookingType = X_POSITION_TYPE_NONE; + } + + // +}; + +// +// TypeDefs ... + +// +typedef void (*TOnSignal)(XSignal &signal); + +// +typedef void (*TOnDealsChanged)(int count); + +// +typedef void (*TOnOrdersChanged)(int count); + +// +typedef void (*TOnPositionsChanged)(int count); + +// +typedef void (*TOnStopLoss)(const XDeal &deal); +typedef void (*TOnTakeProfit)(const XDeal &deal); + +// +typedef void (*TOnTradeStateChanged)(const XOnTradeHandlerState &state); + +// +typedef void (*TOnForceClose)( + const ulong ticket, + const XPosition &position, + const string comment // +); + +// +typedef void (*TOnPartialClose)( + const ulong ticket, + const double profit, + const string comment // +); + +// +typedef void (*TOnModify)( + const ulong ticket, + const double profit, + const string comment // +); + +// +// Classes ... + +// +// Tools ... + +// +bool IsValid(ENUM_X_ORDER_MODES value) +{ + return value != X_ORDER_MODE_NOTHING; +} + +// +// Ages ... + +// +// Retrieve a Position Age ... +int GetAge( + XSignal &signal, // Selected Signal ... + ENUM_TIMEFRAMES period = NULL // Dest Time Frame ... +) +{ + // + int result = -1; + + // + if (period == NULL) + { + period = _Period; + } + + // + result = iBarShift( + signal.symbol, + period, + signal.time); + + // + return result; +} + +// +// Retrieve a Position Age ... +int GetAge( + XPosition &position, // Selected Position ... + ENUM_TIMEFRAMES period = NULL // Dest Time Frame ... +) +{ + // + int result = -1; + + // + if (period == NULL) + { + period = _Period; + } + + // + result = iBarShift( + position.symbol, + period, + position.openAt); + + // + return result; +} + +// +// Retrieve an Order Age ... +int GetAge( + XOrder &order, // Selected Order ... + ENUM_TIMEFRAMES period = NULL // Dest Time Frame ... +) +{ + // + int result = -1; + + // + if (period == NULL) + { + period = _Period; + } + + // + result = iBarShift( + order.symbol, + period, + order.setupAt); + + // + return result; +} + +// +// Retrieve a Deal Age ... +int GetAge( + XDeal &deal, // Selected Deal ... + ENUM_TIMEFRAMES period = NULL // Dest Time Frame ... +) +{ + // + int result = -1; + + // + if (period == NULL) + { + period = _Period; + } + + // + result = iBarShift( + deal.symbol, + period, + deal.time); + + // + return result; +} + +// +// Get Oldest Deal ... +int GetOldest( + XDeal &item, // Hold Result ... + XDeal &items[] // Source Array ... +) +{ + // + int result = -1; + + // + int itemsCount = ArraySize(items); + if (itemsCount <= 0) + { + return result; + } + + // + int tmpAge = 0; + XDeal tmpItem; + for (int i = 0; i < itemsCount; i++) + { + // + XDeal iItem = items[i]; + + // + int iAge = GetAge(iItem); + if (iAge > 0 && + (tmpAge == 0 || tmpAge < iAge)) + { + // + tmpAge = iAge; + tmpItem = iItem; + } + } + + // + if (tmpAge > 0) + { + // + result = tmpAge; + item = tmpItem; + } + + // + return result; +} + +// +// Get Youngest Deal ... +int GetYoungest( + XDeal &item, // Hold Result ... + XDeal &items[] // Source Array ... +) +{ + // + int result = -1; + + // + int itemsCount = ArraySize(items); + if (itemsCount <= 0) + { + return result; + } + + // + int tmpAge = 0; + XDeal tmpItem; + for (int i = 0; i < itemsCount; i++) + { + // + XDeal iItem = items[i]; + + // + int iAge = GetAge(iItem); + if (iAge > 0 && + (tmpAge == 0 || tmpAge > iAge)) + { + // + tmpAge = iAge; + tmpItem = iItem; + } + } + + // + if (tmpAge > 0) + { + // + result = tmpAge; + item = tmpItem; + } + + // + return result; +} + +// +// Get Oldest Order ... +int GetOldest( + XOrder &item, // Hold Result ... + XOrder &items[] // Source Array ... +) +{ + // + int result = -1; + + // + int itemsCount = ArraySize(items); + if (itemsCount <= 0) + { + return result; + } + + // + int tmpAge = 0; + XOrder tmpItem; + for (int i = 0; i < itemsCount; i++) + { + // + XOrder iItem = items[i]; + + // + int iAge = GetAge(iItem); + if (iAge > 0 && + (tmpAge == 0 || tmpAge < iAge)) + { + // + tmpAge = iAge; + tmpItem = iItem; + } + } + + // + if (tmpAge > 0) + { + // + result = tmpAge; + item = tmpItem; + } + + // + return result; +} + +// +// Get Youngest Order ... +int GetYoungest( + XOrder &item, // Hold Result ... + XOrder &items[] // Source Array ... +) +{ + // + int result = -1; + + // + int itemsCount = ArraySize(items); + if (itemsCount <= 0) + { + return result; + } + + // + int tmpAge = 0; + XOrder tmpItem; + for (int i = 0; i < itemsCount; i++) + { + // + XOrder iItem = items[i]; + + // + int iAge = GetAge(iItem); + if (iAge > 0 && + (tmpAge == 0 || tmpAge > iAge)) + { + // + tmpAge = iAge; + tmpItem = iItem; + } + } + + // + if (tmpAge > 0) + { + // + result = tmpAge; + item = tmpItem; + } + + // + return result; +} + +// +// Get Oldes Position ... +int GetOldest( + XPosition &item, // Hold Result ... + XPosition &items[] // Source Array ... +) +{ + // + int result = -1; + + // + int itemsCount = ArraySize(items); + if (itemsCount <= 0) + { + return result; + } + + // + int tmpAge = 0; + XPosition tmpItem; + for (int i = 0; i < itemsCount; i++) + { + // + XPosition iItem = items[i]; + + // + int iAge = GetAge(iItem); + if (iAge > 0 && + (tmpAge == 0 || tmpAge < iAge)) + { + // + tmpAge = iAge; + tmpItem = iItem; + } + } + + // + if (tmpAge > 0) + { + // + result = tmpAge; + item = tmpItem; + } + + // + return result; +} + +// +// Get Youngest Position ... +int GetYoungest( + XPosition &item, // Hold Result ... + XPosition &items[] // Source Array ... +) +{ + // + int result = -1; + + // + int itemsCount = ArraySize(items); + if (itemsCount <= 0) + { + return result; + } + + // + int tmpAge = 0; + XPosition tmpItem; + for (int i = 0; i < itemsCount; i++) + { + // + XPosition iItem = items[i]; + + // + int iAge = GetAge(iItem); + if (iAge > 0 && + (tmpAge == 0 || tmpAge > iAge)) + { + // + tmpAge = iAge; + tmpItem = iItem; + } + } + + // + if (tmpAge > 0) + { + // + result = tmpAge; + item = tmpItem; + } + + // + return result; +} + +// +int FindMaxProfitIndex( + XPosition &positions[] // Position Collection +) +{ + // + int result = -1; + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + double max = 0; + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + if (iPosition.profit <= 0) + { + continue; + } + + // + if (max == 0 || + max < iPosition.profit) + { + // + result = i; + max = iPosition.profit; + } + } + + // + return result; +} + +// +int FindMinProfitIndex( + XPosition &positions[] // Position Collection +) +{ + // + int result = -1; + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + double min = 0; + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + if (iPosition.profit <= 0) + { + continue; + } + + // + if (min == 0 || + min > iPosition.profit) + { + // + result = i; + min = iPosition.profit; + } + } + + // + return result; +} + +// +int ExtractInProfitPositions( + XPosition &positions[], // Position Collection + XPosition &inProfits[] // Result +) +{ + // + int result = 0; + + // + Clean(inProfits); + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (iPosition.profit > 0) + { + // + AddRef( + iPosition, + inProfits // + ); + } + } + + // + result = ArraySize(inProfits); + + // + return result; +} + +// +int FindMaxInDrawdownIndex( + XPosition &positions[] // Position Collection +) +{ + // + int result = -1; + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + double max = 0; + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + if (iPosition.profit >= 0) + { + continue; + } + + // + if (max == 0 || + MathAbs(max) < MathAbs(iPosition.profit)) + { + // + result = i; + max = iPosition.profit; + } + } + + // + return result; +} + +// +int FindMinInDrawdownIndex( + XPosition &positions[] // Position Collection +) +{ + // + int result = -1; + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + double min = 0; + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + if (iPosition.profit >= 0) + { + continue; + } + + // + if (min == 0 || + min > iPosition.profit) + { + // + result = i; + min = iPosition.profit; + } + } + + // + return result; +} + +// +int ExtractInDrawdownPositions( + XPosition &positions[], // Position Collection + XPosition &inDradowns[] // Result +) +{ + // + int result = 0; + + // + Clean(inDradowns); + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (iPosition.profit < 0) + { + // + AddRef( + iPosition, + inDradowns // + ); + } + } + + // + result = ArraySize(inDradowns); + + // + return result; +} + +// +// Check Filters ... + +// +// Magic Filter ... +template +bool IsMagicFilterPassed( + ulong magic, + bool filterByMagic, + T &item + // +) +{ + // + return !filterByMagic + ? true + : !NotEmpty(magic) + ? false + : magic == item.magic; +} + +// +// Symbol Filter ... +template +bool IsSymbolFilterPassed( + string symbol, + T &item + // +) +{ + // + return !IsValid(symbol) + ? true + : symbol == item.symbol; +} + +// +// Provider Filter ... +template +bool IsProviderFilterPassed( + string provider, + T &item + // +) +{ + // + return !IsValid(provider) + ? true + : provider == item.provider; +} + +// +// Period Filter ... +template +bool IsPeriodFilterPassed( + ENUM_TIMEFRAMES period, + T &item + // +) +{ + // + return !IsValid(period) + ? true + : period == item.period; +} + +// +// Type Filter ... +template +bool IsTypeFilterPassed( + ENUM_POSITION_TYPE type, + T &item + // +) +{ + // + bool result = type == item.type; + + // + return result; +} +template +bool IsTypeFilterPassed( + ENUM_X_POSITION_TYPES type, + T &item + // +) +{ + // + bool result = type == NULL || type == X_POSITION_TYPE_ALL + ? true + : ((type == X_POSITION_TYPE_LONG && ((int)item.type == (int)POSITION_TYPE_BUY || (int)item.type == (int)ORDER_TYPE_BUY)) || + (type == X_POSITION_TYPE_SHORT && ((int)item.type == (int)POSITION_TYPE_SELL || (int)item.type == (int)ORDER_TYPE_SELL))); + + // + return result; +} +template +bool IsTypeFilterPassed( + ENUM_ORDER_TYPE type, + T &item + // +) +{ + // + return type == NULL + ? true + : type == item.type; +} +template +bool IsTypeFilterPassed( + ENUM_DEAL_TYPE type, + T &item + // +) +{ + // + return type == NULL + ? true + : type == item.type; +} + +// +// Mode Filter ... +template +bool IsModeFilterPassed( + ENUM_X_ORDER_MODES mode, + T &item + // +) +{ + // + return mode == NULL + ? true + : mode == item.mode; +} + +// +// Entry Filter ... +template +bool IsEntryFilterPassed( + ENUM_DEAL_ENTRY entry, + T &item + // +) +{ + // + return entry == NULL + ? true + : entry == item.entry; +} + +// +// Reason Filter ... +template +bool IsReasonFilterPassed( + ENUM_DEAL_REASON reason, + T &item + // +) +{ + // + return reason == NULL + ? true + : reason == item.reason; +} + +// +// State Filter ... +template +bool IsStateFilterPassed( + ENUM_ORDER_STATE state, + T &item + // +) +{ + // + return state == NULL + ? true + : state == item.state; +} + +// + +// +// Find Specific Item Index inside a Collection ... +template +int FindIndex( + T &item, // Item to Find + const T &items[] // Items for Search +) +{ + // + int result = -1; + + // + // Check Item Validation ... + if (!item.IsValid()) + { + return result; + } + + // + int itemsCount = ArraySize(items); + if (itemsCount <= 0) + { + return result; + } + + // + for (int i = 0; i < itemsCount; i++) + { + // + T iItem = items[i]; + + // + // Validate Item ... + if (!iItem.IsValid()) + { + continue; + } + + // + bool isSame = item.IsSameAs(iItem); + if (isSame && result <= -1) + { + // + result = i; + break; + } + } + + // + return result; +} + +// +// +// Calculate Positions Profit Summary ... +double SpecifiedCalculatePositionsProfit( + XPosition &positions[] // Source +) +{ + // + double result = 0; + + // + int positionsCount = ArraySize(positions); + if (positionsCount <= 0) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + result += iPosition.profit; + } + + // + return result; +} + +// +// Calculate Required Profit for Hedging ... +double SpecifiedCalculateRequiredProfitForHedge( + XPosition &positions[], // Source + double mMinProfitPerTrade, + double mMinProfitPerVolumeFactor // +) +{ + // + double result = 0; + + // + int positionsCount = ArraySize(positions); + if (positionsCount <= 0) + { + return result; + } + + // + bool isHedgingEnable = mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0; + if (!isHedgingEnable) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0) + { + // + result += + ((iPosition.volume / mMinProfitPerVolumeFactor) * + mMinProfitPerTrade) + + (-1 * iPosition.swap); + } + } + + // + return result; +} + +// +bool SpecifiedIsPositionsReadyForHedge( + XPosition &positions[], // Source + double mMinProfitPerTrade, + double mMinProfitPerVolumeFactor // +) +{ + // + double profit = SpecifiedCalculatePositionsProfit(positions); + double requiredProfit = SpecifiedCalculateRequiredProfitForHedge( + positions, + mMinProfitPerTrade, + mMinProfitPerVolumeFactor // + ); + + // + bool result = requiredProfit > 0 + ? profit >= requiredProfit + : profit > requiredProfit; + + // + return result; +} + +// +int FindCoverageDrawdownPosition( + XPosition &position, // In Drawdown Position + XPosition &inProfits[], // In Profit Positions + XPosition &coverage[], // Coverage Positons + double mMinProfitPerTrade, + double mMinProfitPerVolumeFactor // +) +{ + // + int result = 0; + + // + Clean(coverage); + + // + if (!position.IsValid() || position.profit >= 0) + { + return result; + } + + // + int inProfitsCount = ArraySize(inProfits); + if (!IsValidSize(inProfitsCount)) + { + return result; + } + + // + // Copy in Profits to TMP ... + XPosition tmp[]; + Copy( + inProfits, + tmp // + ); + + // + bool isCoverPassed = false; + while (!isCoverPassed || ArraySize(tmp) > 0) + { + // + XPosition max; + int idx = FindMaxProfitIndex(tmp); + if (idx >= 0) + { + // + if (tmp[idx].profit > 0) + { + AddRef( + tmp[idx], + coverage // + ); + + // + ArrayRemove( + tmp, + idx, + 1 // + ); + } + } + + // + // Check Cover Passed ... + XPosition tmpPositions[]; + Copy( + coverage, + tmpPositions // + ); + AddRef( + position, + tmpPositions // + ); + + // + double profits = SpecifiedCalculatePositionsProfit(tmpPositions); + double requiredProfit = SpecifiedCalculateRequiredProfitForHedge( + tmpPositions, + mMinProfitPerTrade, + mMinProfitPerVolumeFactor // + ); + isCoverPassed = profits >= requiredProfit; + if (isCoverPassed) + { + break; + } + + // + if (!isCoverPassed && ArraySize(tmp) == 0) + { + break; + } + } + + // + result = ArraySize(coverage); + + // + return result; +} + +// +// Extract a Collection of Positions SL ... +int ExtractSLs( + XPosition &positions[], + double &sls[] // +) +{ + // + int result = 0; + + // + Clean(sls); + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (iPosition.sl > 0) + { + // + Add( + iPosition.sl, + sls // + ); + } + } + + // + result = ArraySize(sls); + + // + return result; +} + +// +// Extract a Colletion of Positions TP ... +int ExtractTPs( + XPosition &positions[], + double &tps[] // +) +{ + // + int result = 0; + + // + Clean(tps); + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (iPosition.tp > 0) + { + // + Add( + iPosition.tp, + tps // + ); + } + } + + // + result = ArraySize(tps); + + // + return result; +} + +// +// Retrieve String Representation ... +string ToString(ENUM_X_SIGNAL_EXECUTION_RESULT value) +{ + // + string result = NULL; + + // + switch (value) + { + // + case X_SIGNAL_EXECUTION_UNKNOWN: + result = "Unknown"; + break; + + // + case X_SIGNAL_EXECUTION_SUCCEED: + result = "Succed"; + break; + + // + case X_SIGNAL_EXECUTION_FAILED_SPREAD: + result = "Spread more than Max Allowed"; + break; + + // + case X_SIGNAL_EXECUTION_FAILED_NO_EQUITY: + result = "No Equity for Trade"; + break; + + // + case X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR: + result = "Price Error"; + break; + + // + case X_SIGNAL_EXECUTION_FAILED_MAX_REACHED: + result = "Max Allowed Positions Reached"; + break; + + // + case X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS: + result = "Invalid Params"; + break; + } + + // + return result; +} + +// +// Converts Position Type to Order Type ... +ENUM_ORDER_TYPE ToOrderType(ENUM_POSITION_TYPE value) +{ + // + bool isLong = IsLong(value); + + // + ENUM_ORDER_TYPE result = + isLong + ? ORDER_TYPE_BUY + : ORDER_TYPE_SELL; + + // + return result; +} +ENUM_ORDER_TYPE ToOrderType(ENUM_X_POSITION_TYPES value) +{ + // + ENUM_POSITION_TYPE mType = + value == X_POSITION_TYPE_SHORT + ? POSITION_TYPE_SELL + : POSITION_TYPE_BUY; + + // + bool isLong = IsLong(mType); + + // + ENUM_ORDER_TYPE result = + isLong + ? ORDER_TYPE_BUY + : ORDER_TYPE_SELL; + + // + return result; +} + +// +// Tagging ... + +// +// Generate Specified Tag for Using in Comments ... +string GeneratePeriodTag(ENUM_TIMEFRAMES period) +{ + // + string strPeriod = ToString(period); + return Surround( + XPeriodToken, + strPeriod + // + ); +} + +// +// Extract Period from a Tagged string ... +ENUM_TIMEFRAMES ExtractPeriod(string value) +{ + // + ENUM_TIMEFRAMES result = NULL; + + // + string pStr = ParseStringSurrounded( + value, + XPeriodToken + // + ); + if (!IsValid(pStr)) + { + return result; + } + + // + result = ToPeriod(pStr); + + // + return result; +} + +// Generate Specified Tag for Using in Comments ... +string GenerateProviderTag(string provider) +{ + // + return Surround( + XProviderToken, + provider + // + ); +} + +// +// Extract Provider from a Tagged string ... +string ExtractProvider(string value) +{ + // + return ParseStringSurrounded( + value, + XProviderToken + // + ); +} + +// +// Generate Support Comment Tag ... +string GenerateSupportTag(ulong ticket) +{ + // + return Surround( + XSupportToken, + ticket + // + ); +} + +// +// Extract Support Positions from a Tagged string ... +ulong ExtractSupportedTicket(string value) +{ + // + return ParseLongSurrounded( + value, + XSupportToken + // + ); +} + +// +// Extract Support ... +template +int ExtractSupports( + T &source[], + T &dest[] // Result ... +) +{ + // + int result = 0; + + // + Clean(dest); + + // + int sourceCount = ArraySize(source); + if (!IsValidSize(sourceCount)) + { + return result; + } + + // + for (int i = 0; i < sourceCount; i++) + { + // + T iSource = source[i]; + + // + ulong isSupport = ExtractSupportedTicket(iSource.comment) > 0; + ulong iEQMSupport = ExtractEQMSupportedTicket(iSource.comment) > 0; + if (isSupport || iEQMSupport) + { + // + AddRef( + iSource, + dest // + ); + } + } + + // + result = ArraySize(dest); + + // + return result; +} + +// +// Generate EQM Support Comment Tag ... +string GenerateEQMSupportTag(ulong ticket) +{ + // + return Surround( + XEQMSupportToken, + ticket + // + ); +} + +// +// Extract EQM Support Positions from a Tagged string ... +ulong ExtractEQMSupportedTicket(string value) +{ + // + return ParseLongSurrounded( + value, + XEQMSupportToken + // + ); +} + +// +bool IsSupport(string value) +{ + // + bool result = false; + + // + bool isSupport = ExtractSupportedTicket(value) > 0; + bool isEQMSupport = ExtractEQMSupportedTicket(value) > 0; + + // + result = + // + isSupport + // + || + // + isEQMSupport + // + ; + + // + return result; +} + +// +ulong ExtractParentTicket(string value) +{ + // + ulong result = 0; + + // + if (!IsSupport(value)) + { + return result; + } + + // + result = ExtractSupportedTicket(value); + if (result > 0) + { + return result; + } + + // + result = ExtractEQMSupportedTicket(value); + + // + return result; +} + +// +// XRecovery ... + +// +string GenerateRecoveryTag(ulong ticket) +{ + // + return Surround( + XRecoveryToken, + ticket // + ); +} + +// +ulong ExtractRecoveredTicket(string value) +{ + // + return ParseLongSurrounded( + value, + XRecoveryToken // + ); +} + +// +// Extract Recoveries ... +template +int ExtractRecoveries( + T &source[], + T &dest[] // Result ... +) +{ + // + int result = 0; + + // + Clean(dest); + + // + int sourceCount = ArraySize(source); + if (!IsValidSize(sourceCount)) + { + return result; + } + + // + for (int i = 0; i < sourceCount; i++) + { + // + T iSource = source[i]; + + // + ulong isRecovery = ExtractRecoveredTicket(iSource.comment) > 0; + if (isRecovery) + { + // + AddRef( + iSource, + dest // + ); + } + } + + // + result = ArraySize(dest); + + // + return result; +} + +// +// Extract Specified Position's Recoveries ... +int ExtractRecoveries( + ulong ticket, + XPosition &source[], + XPosition &dest[] // Result ... +) +{ + // + int result = 0; + + // + Clean(dest); + + // + int sourceCount = ArraySize(source); + if (!IsValidSize(sourceCount)) + { + return result; + } + + // + for (int i = 0; i < sourceCount; i++) + { + // + XPosition iSource = source[i]; + + // + ulong parentTicket = ExtractRecoveredTicket(iSource.comment); + bool isRecovery = parentTicket > 0; + if (isRecovery && parentTicket == ticket) + { + // + AddRef( + iSource, + dest // + ); + } + } + + // + result = ArraySize(dest); + + // + return result; +} + +// +// SL Trails ... + +// +// Extract SL Trail Level ... +int ExtractSLTrailLevel(string comment) +{ + // + int result = 0; + + // + if (!IsValid(comment)) + { + return result; + } + + // + result = ParseIntSurrounded( + comment, + XSLTrailToken + // + ); + + // + return result; +} + +// +// Generate SL Trail Comment Tag ... +string GenerateSLTrailTag(int level) +{ + // + string result = NULL; + + // + if (level <= 0) + { + return result; + } + + // + result = Surround( + XSLTrailToken, + level + // + ); + + // + return result; +} + +// +// Prepare SL Trail Comment ... +string PrepareSLTrailTag( + const string comment // Original Position Comment ... +) +{ + // + string result = NULL; + + // + int level = 0; + result = comment; + + // + // Check Comment Contains SL Trailing or not ... + int lastTrailLevel = ExtractSLTrailLevel(comment); + if (lastTrailLevel <= 0) + { + level++; + } + else + { + // + level = lastTrailLevel + 1; + string lastLevelStr = GenerateSLTrailTag(lastTrailLevel); + StringReplace( + result, + lastLevelStr, + "" + // + ); + } + + // + // Generate level Comment ... + string levelStr = GenerateSLTrailTag(level); + result += levelStr; + + // + return result; +} + +// +// Count Positions from a Collection ... +void CountPositions( + const XPosition &positions[], + int &longs, + double &longProfits, + double &longVolumes, // + // + int &shorts, + double &shortProfits, + double &shortVolumes // +) +{ + // + longs = 0; + longProfits = 0; + longVolumes = 0; + + // + shorts = 0; + shortProfits = 0; + shortVolumes = 0; + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return; + } + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + bool isLong = IsLong(iPosition.type); + if (isLong) + { + // + longs++; + longProfits += iPosition.profit; + longVolumes += iPosition.volume; + } + else + { + // + shorts++; + shortProfits += iPosition.profit; + shortVolumes += iPosition.volume; + } + } +} + +// +// Extract Positions based On Type ... +void ExtractPositions( + XPosition &positions[], + XPosition &longs[], + XPosition &shorts[] // +) +{ + // + int count = ArraySize(positions); + if (!IsValidSize(count)) + { + return; + } + + // + Clean(longs); + Clean(shorts); + + // + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + + // + bool isLong = IsLong(iPosition.type); + if (isLong) + { + AddRef( + iPosition, + longs // + ); + } + else + { + AddRef( + iPosition, + shorts // + ); + } + } +} + +// +int FindSymbolIndex( + string mSymbol, + XSymbolPositions &mItems[] // +) +{ + // + int result = -1; + + // + if (!IsValid(mSymbol)) + { + return result; + } + + // + int count = ArraySize(mItems); + if (!IsValidSize(count)) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + XSymbolPositions iItem = mItems[i]; + + // + if (iItem.symbol == mSymbol) + { + // + result = i; + break; + } + } + + // + return result; +} + +// +int ExtractSymbolPositions( + XPosition &positions[], + XSymbolPositions &items[], // Holds Result + double mMinProfitPerTrade, + double mMinProfitPerVolumeFactor // +) +{ + // + int result = 0; + + // + int positionsCount = ArraySize(positions); + if (!IsValidSize(positionsCount)) + { + return result; + } + + // + Clean(items); + + // + for (int i = 0; i < positionsCount; i++) + { + // + XPosition iPosition = positions[i]; + + // + if (!iPosition.IsValid()) + { + continue; + } + + // + int itemIDX = FindSymbolIndex( + iPosition.symbol, + items // + ); + if (!IsValidIndex(itemIDX)) + { + // + // Add New One ... + XSymbolPositions item; + item.symbol = iPosition.symbol; + + // + AddRef( + item, + items // + ); + itemIDX = FindSymbolIndex(iPosition.symbol, items); + } + + // + AddRef( + iPosition, + items[itemIDX].positions // + ); + } + + // + result = ArraySize(items); + if (IsValidSize(result)) + { + // + for (int i = 0; i < result; i++) + { + // + items[i].Update( + mMinProfitPerTrade, + mMinProfitPerVolumeFactor // + ); + } + } + + // + return result; +} + +// \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5 b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5 new file mode 100644 index 0000000..1557a52 --- /dev/null +++ b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5 @@ -0,0 +1,1644 @@ +/////////////////////////////////////////////////////// +// +// 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: + // + + // + // Constructor(s) ... + void XCX121SMCBaseStrategy( + // + // Base ... + string _symbol, // Trading Symbol + ENUM_TIMEFRAMES _period // Trading TimeFrame + ) + { + // + mSymbol = _symbol; + mPeriod = _period; + + // + Init(); + } + + // + // Deconstructor ... + void ~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 Chart Id ... + * + * @return ( long ) + */ + long ChartIdentification() + { + return mChartID; + } + + /** + * Set Chart Id ... + * + * @param value: Long ... + */ + void ChartIdentification(long value) + { + // + if (value < 0) + { + value = 0; + } + + // + mChartID = value; + if (mPOIDrawer != NULL) + { + mPOIDrawer.ChartIdentification(value); + } + } + + /** + * Get Sub Window Id ... + * + * @return ( int ) + */ + int SubWindowIdentification() + { + return mSubWindow; + } + + /** + * Set Sub Window Id ... + * + * @param value: Integer ... + */ + void SubWindowIdentification(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mSubWindow = value; + if (mPOIDrawer != NULL) + { + mPOIDrawer.SubWindowIdentification(value); + } + } + + /** + * 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 Min Required Ticks Verification for Spread Pass ... + * + * @return ( int ) + */ + int MinRequiredTicksForSpreadPass() + { + return mMinRequiredTicksForSpreadPass; + } + + /** + * Set Min Required Ticks Verification for Spread Pass ... + * + * @param value: Integer ... + */ + void MinRequiredTicksForSpreadPass(int value) + { + // + if (value < 100) + { + value = 100; + } + + // + mMinRequiredTicksForSpreadPass = value; + } + + /** + * Get Max Allowed Save Ticks ... + * + * @return ( int ) + */ + int MaxAllowedSaveTicks() + { + return mMaxAllowedSaveTicks; + } + + /** + * Set Max Allowed Save Ticks ... + * + * @param value: Integer ... + */ + void MaxAllowedSaveTicks(int value) + { + // + if (value < 150) + { + value = 150; + } + + // + mMaxAllowedSaveTicks = 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 ... + */ + virtual void HandleTick() + { + // + // 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; + SaveTickData(); + CleanupTicks(); + + // + // Update POIs ... + + // + // Trigger ... + ENUM_XPOI_EVENTS mTriggerEvents[]; + mTriggerDetector.Update(mTriggerEvents); + mTriggerDetector.GetState(mTriggerState); + + // + // Decision ... + ENUM_XPOI_EVENTS mDecisionEvents[]; + mDecisionDetector.Update(mDecisionEvents); + mDecisionDetector.GetState(mDecisionState); + + // + // Analyse ... + ENUM_XPOI_EVENTS mAnalyseEvents[]; + mAnalyseDetector.Update(mAnalyseEvents); + mAnalyseDetector.GetState(mAnalyseState); + + // + // Verification ... + ENUM_XPOI_EVENTS mVerificationEvents[]; + mVerificationDetector.Update(mVerificationEvents); + mVerificationDetector.GetState(mVerificationState); + + // + // Consolidation ... + ENUM_XPOI_EVENTS mConsolidationEvents[]; + mConsolidationDetector.Update(mConsolidationEvents); + mConsolidationDetector.GetState(mConsolidationState); + + // + // Vision ... + ENUM_XPOI_EVENTS mVisionEvents[]; + mVisionDetector.Update(mVisionEvents); + mVisionDetector.GetState(mVisionState); + + // + // 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 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; + } + + /** + * 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 ... + + // + // Point Of Interests ... + XCPOIDetector *mVisionDetector; + XCPOIDetector *mConsolidationDetector; + XCPOIDetector *mVerificationDetector; + XCPOIDetector *mAnalyseDetector; + XCPOIDetector *mDecisionDetector; + XCPOIDetector *mTriggerDetector; + + // + XPOIState mVisionState; + XPOIState mConsolidationState; + XPOIState mVerificationState; + XPOIState mAnalyseState; + XPOIState mDecisionState; + XPOIState mTriggerState; + + // + XCPOIDrawer *mPOIDrawer; // POI Drawer Class ... + CArrayObj mDrawnObjects; + + // + XTick mTicks[]; // Hold Ticks Data ... + MqlTick mLastTick; // Last Issued Tick ... + + // + XBarTracker mBarTracker; // Strategy Time Tracker ... + XCBarAnalyser mBarAnalyser; // Bar Analyser Instance + // X121SMCStrategyConditions mConditions; // Market Conditions ... + + // + // Actions ... + + /** + * Check Spread Passed for Positions... + * + * @return ( bool ) + */ + bool IsSpreadPass() + { + // + bool result = false; + + // + double pointValue = GetPoints(mSymbol); + double maxAllowedSpread = MaxAllowedSpread(); + int minRequiredTicksVerification = MinRequiredTicksForSpreadPass(); + if (maxAllowedSpread > 0) + { + maxAllowedSpread *= pointValue; + } + else + { + maxAllowedSpread = 0; + } + + // + result = maxAllowedSpread <= 0 + ? true + : minRequiredTicksVerification > 0; + if (!result) + { + return result; + } + + // + int ticksCount = ArraySize(mTicks); + result = ticksCount >= minRequiredTicksVerification; + if (!result) + { + return result; + } + + // + if (maxAllowedSpread > 0) + { + // + int end = -1; + int start = -1; + result = CalculateTicksParams( + start, + end, + minRequiredTicksVerification // + ); + if (!result) { + return result; + } + + // + for (int i = start; i < end; i++) + { + // + XTick iTick = mTicks[i]; + + // + result = iTick.spread <= maxAllowedSpread; + if (!result) + { + break; + } + } + } + + // + return result; + } + + /** + * 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 // + ); + } + } + + // + // Draw Functions ... + + /** + * Clear all Drawn Objects ... + */ + void ClearDraws() + { + mDrawnObjects.Clear(); + } + + /** + * Remove Specified Drawn Object ... + * + * @param name: Object name ... + */ + void RemoveObject(string name) + { + // + if (!IsValid(name)) + { + return; + } + + // + int count = mDrawnObjects.Total(); + if (!IsValidSize(count)) + { + return; + } + + // + int idx = -1; + for (int i = 0; i < count; i++) + { + // + string iName = ((CChartObject *)mDrawnObjects.At(i)).Name(); + string iObjName = NULL; + if (!IsValid(iName)) + { + iObjName = ((XCBaseObject *)mDrawnObjects.At(i)).ObjName(); + } + + // + if ((IsValid(iName) && + iName == name) || + (IsValid(iObjName) && + iObjName == name)) + { + // + idx = i; + break; + } + } + + // + if (IsValidIndex(idx)) + { + mDrawnObjects.Delete(idx); + } + } + + /** + * Draw Specified Signal ... + * + * @param signal: XSignal instance ... + */ + void DrawSignal(XSignal &signal) + { + // + if (!signal.IsValid()) + { + return; + } + + // + // DrawConditions(conditions); + + // + string name = signal.GetTag(); + RemoveObject(name); + + // + XCSignalObject *iObj; + iObj = new XCSignalObject(); + + // + bool isCreated = iObj.Create( + ChartIdentification(), + name, + SubWindowIdentification(), + signal // + ); + if (!isCreated) + { + return; + } + + // + iObj.TPWidth(1); + iObj.TPColor(clrGreen); + iObj.TPWidth(STYLE_DOT); + + // + iObj.SLWidth(1); + iObj.SLColor(clrRed); + iObj.SLWidth(STYLE_DOT); + + // + iObj.EntryWidth(1); + iObj.EntryColor(clrYellow); + iObj.EntryWidth(STYLE_DOT); + + // + mDrawnObjects.Add(iObj); + } + + /** + * Draw Specified State on Chart ... + * + * @param state: XPOIState instance ... + */ + void DrawState( + XPOIState &state, + bool forceUpdateTo = false, + bool drawSwingHighs = true, + bool drawSwingLows = true, + bool drawSupportZones = true, + bool drawResistanceZones = true, + bool drawSupplyZones = true, + bool drawDemandZones = true, + bool drawBullishOrderBlocks = true, + bool drawBearishOrderBlocks = true, + bool drawBullishFairValueGaps = true, + bool drawBearishFairValueGaps = true, + bool drawBullishRejectionBars = true, + bool drawBearishRejectionBars = true, + bool drawBullishMomentumBars = true, + bool drawBearishMomentumBars = true, + bool drawTicksZone = true // + ) + { + // + int count = 0; + datetime cTime = TimeCurrent(); + + // + // Swings ... + + // + // Swing Highs ... + if (drawSwingHighs) + { + // + count = ArraySize(state.swingHighs); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSwing item = state.swingHighs[i]; + + // + XCSwingHighObject *iObj; + bool isCreated = mPOIDrawer.CreateSwingHigh( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Swing Lows ... + if (drawSwingLows) + { + // + count = ArraySize(state.swingLows); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSwing item = state.swingLows[i]; + + // + XCSwingLowObject *iObj; + bool isCreated = mPOIDrawer.CreateSwingLow( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Support and Resistance Zones ... + + // + // Support Zones ... + if (drawSupportZones) + { + // + count = ArraySize(state.supportZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupportZone item = state.supportZones[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCSupportZoneObject *iObj; + bool isCreated = mPOIDrawer.CreateSupportZone( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Resistance Zones ... + if (drawResistanceZones) + { + // + count = ArraySize(state.resistanceZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCResistanceZone item = state.resistanceZones[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCResistanceZoneObject *iObj; + bool isCreated = mPOIDrawer.CreateResistanceZone( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Supply and Demand Zones ... + + // + // Supply Zones ... + if (drawSupplyZones) + { + // + count = ArraySize(state.supplyZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupplyZone item = state.supplyZones[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCSupplyZoneObject *iObj; + bool isCreated = mPOIDrawer.CreateSupplyZone( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Demand Zones ... + if (drawDemandZones) + { + // + count = ArraySize(state.demandZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCDemandZone item = state.demandZones[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCDemandZoneObject *iObj; + bool isCreated = mPOIDrawer.CreateDemandZone( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Order Blocks ... + + // + // Bullish Order Blocks ... + if (drawBullishOrderBlocks) + { + // + count = ArraySize(state.bullishOrderBlocks); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock item = state.bullishOrderBlocks[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCBullishOrderBlockObject *iObj; + bool isCreated = mPOIDrawer.CreateBullishOrderBlock( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Bearish Order Blocks ... + if (drawBearishOrderBlocks) + { + // + count = ArraySize(state.bearishOrderBlocks); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock item = state.bearishOrderBlocks[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCBearishOrderBlockObject *iObj; + bool isCreated = mPOIDrawer.CreateBearishOrderBlock( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Fair Value Gaps ... + + // + // Bullish Fair Value Gaps ... + if (drawBullishFairValueGaps) + { + // + count = ArraySize(state.bullishFairValueGaps); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCFVG item = state.bullishFairValueGaps[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCBullishFairValueGapObject *iObj; + bool isCreated = mPOIDrawer.CreateBullishFairValueGap( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Bearish Fair Value Gaps ... + if (drawBearishFairValueGaps) + { + // + count = ArraySize(state.bearishFairValueGaps); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCFVG item = state.bearishFairValueGaps[i]; + if (forceUpdateTo) + { + item.To(cTime); + } + + // + XCBearishFairValueGapObject *iObj; + bool isCreated = mPOIDrawer.CreateBearishFairValueGap( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Rejection Bars ... + + // + // Bullish Rejection Bars ... + if (drawBullishRejectionBars) + { + // + count = ArraySize(state.bullishRejectionBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCRejectionBar item = state.bullishRejectionBars[i]; + + // + XCBullishRejectionBarObject *iObj; + bool isCreated = mPOIDrawer.CreateBullishRejectionBar( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Bearish Rejection Bars ... + if (drawBearishRejectionBars) + { + // + count = ArraySize(state.bearishRejectionBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCRejectionBar item = state.bearishRejectionBars[i]; + + // + XCBearishRejectionBarObject *iObj; + bool isCreated = mPOIDrawer.CreateBearishRejectionBar( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Momentum Bars ... + + // + // Bullish Momentum Bars ... + if (drawBullishMomentumBars) + { + // + count = ArraySize(state.bullishMomentumBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCMomentumBar item = state.bullishMomentumBars[i]; + + // + XCBullishMomentumBarObject *iObj; + bool isCreated = mPOIDrawer.CreateBullishMomentumBar( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Bearish Momentum Bars ... + if (drawBearishMomentumBars) + { + // + count = ArraySize(state.bearishMomentumBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCMomentumBar item = state.bearishMomentumBars[i]; + + // + XCBearishMomentumBarObject *iObj; + bool isCreated = mPOIDrawer.CreateBearishMomentumBar( + item, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + } + + // + // Ticks Zone ... + if (drawTicksZone && + state.ticksZone != NULL) + { + // + XCTicksZone *iZone = state.ticksZone; + + // + if (forceUpdateTo) + { + iZone.To(cTime); + } + + // + XCTicksZoneObject *iObj; + bool isCreated = mPOIDrawer.CreateTicksZone( + iZone, + iObj // + ); + if (isCreated) + { + AddObjectIfNotExists(iObj); + } + } + } + + /** + * Add Specified Object to Drawn Objects if not Exists ... + */ + 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 ... + 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 ... + int mMinRequiredTicksForSpreadPass; // Min Required Ticks Verification for Spread Pass ... + int mMaxAllowedSaveTicks; // Max Allowed Save Ticks ... + + // + long mChartID; // Chart ID ... + int mSubWindow; // Sub Window ID ... + + // + // 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); + MaxAllowedSaveTicks(150); + MinRequiredTicksForSpreadPass(100); + + // + ChartIdentification(0); + SubWindowIdentification(0); + + // + // 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); + + // + string symbol = Symbol(); + ENUM_TIMEFRAMES period = Period(); + + // + // Initialize Bar Tracker ... + mBarTracker.Init( + symbol, + period // + ); + + // + // Initialize POIs ... + + // + int poiRequired = 40; + + // + // Trigger ... + mTriggerDetector = new XCPOIDetector( + symbol, + PERIOD_M1 // + ); + mTriggerDetector.MaxNumberOfRequiredPOIs(poiRequired); + mTriggerDetector.Init(); + + // + // Decision ... + mDecisionDetector = new XCPOIDetector( + symbol, + PERIOD_M5 // + ); + mDecisionDetector.MaxNumberOfRequiredPOIs(poiRequired); + mDecisionDetector.Init(); + + // + // Analyse ... + mAnalyseDetector = new XCPOIDetector( + symbol, + PERIOD_M15 // + ); + mAnalyseDetector.MaxNumberOfRequiredPOIs(poiRequired); + mAnalyseDetector.Init(); + + // + // Verification ... + mVerificationDetector = new XCPOIDetector( + symbol, + PERIOD_M30 // + ); + mVerificationDetector.MaxNumberOfRequiredPOIs(poiRequired); + mVerificationDetector.Init(); + + // + // Consolidation ... + mConsolidationDetector = new XCPOIDetector( + symbol, + PERIOD_H1 // + ); + mConsolidationDetector.MaxNumberOfRequiredPOIs(poiRequired); + mConsolidationDetector.Init(); + + // + // Vision ... + mVisionDetector = new XCPOIDetector( + symbol, + PERIOD_H4 // + ); + mVisionDetector.MaxNumberOfRequiredPOIs(poiRequired); + mVisionDetector.Init(); + + // + } + + /** + * De Initialize all Tools ... + */ + void DeInit() + { + // + delete mVisionDetector; + delete mConsolidationDetector; + delete mVerificationDetector; + delete mAnalyseDetector; + delete mDecisionDetector; + delete mTriggerDetector; + + // + delete mPOIDrawer; + + // + Destroy(); + } + + /** + * Reste Bar Tracker ... + */ + void ResetBarTracker() + { + mBarTracker.Clean(); + } + + /** + * Cleanup Ticks Size ... + */ + void CleanupTicks() + { + // + int maxRequiredTicks = MaxAllowedSaveTicks(); + int ticksCount = ArraySize(mTicks); + if (!IsValidSize(ticksCount) || + ticksCount <= maxRequiredTicks) + { + return; + } + + // + int removeCount = ticksCount - maxRequiredTicks; + if (!IsValidSize(removeCount)) + { + return; + } + + // + ArrayRemove( + mTicks, + 0, + removeCount // + ); + } + + /** + * Add new Tick Data to Collection ... + */ + void SaveTickData() + { + // + XTick tick; + bool isInited = tick.Init(mSymbol); + if (!isInited) + { + return; + } + + // + AddRef( + tick, + mTicks // + ); + } + + /** + * Calculate Ticks Param for Looping through Last n items ... + * + * @param start: Integer Reference to Start ... + * @param end: Integer Reference to End ... + * @param numOfLastTicks: Integer Max Number of Required N Last Ticks ... + */ + bool CalculateTicksParams( + int &start, + int &end, + int numOfLastTicks = 5 // + ) + { + // + bool result = 0; + + // + start = -1; + end = -1; + + // + int count = ArraySize(mTicks); + + // + start = count - numOfLastTicks; + if (start < 0) + { + start = 0; + } + + // + end = start + numOfLastTicks; + if (end > count) + { + end = count; + } + + // + result = IsValidIndex(start) && + IsValidIndex(end); + + // + return result; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Classes/x-121.smc.cobjects.class.mq5 b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.cobjects.class.mq5 new file mode 100644 index 0000000..bc455b9 --- /dev/null +++ b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.cobjects.class.mq5 @@ -0,0 +1,195 @@ +/////////////////////////////////////////////////////// +// +// 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_XPVPIVOT_OBJ, // XPVPivot Object ... +}; + +// +// Implementations ... + +// +// XPVPivot Object ... +class XCXPVPivotObject : 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, + XPVPivot &pivot, + string prefix = NULL // + ) + { + // + bool result = false; + + // + result = pivot.IsValid(); + if (!result) + { + return result; + } + + // + string name = pivot.GetTag(); + if (IsValid(prefix)) + { + name = prefix + "_" + name; + } + + // + result = mRect.Create( + chart_id, + name, + window, + pivot.from, + pivot.upper, + pivot.to, + pivot.lower // + ); + + // + if (result) + { + ObjName(name); + } + + // + string mTrendName = "MID_" + name; + double mid = pivot.CalculateMid(); + result = mTrend.Create( + chart_id, + mTrendName, + window, + pivot.from, + mid, + pivot.to, + mid // + ); + if (!result) + { + // + mRect.Delete(); + mRect.Detach(); + } + + // + return result; + } + + // + // Getter(s) / Setter(s) ... + + /** + * Set Pivot Width ... + * + * @param value: Integer ... + */ + void PivotWidth(int value) + { + // + if (value < 1) + { + value = 1; + } + + // + mRect.Width(value); + mTrend.Width(value); + } + + /** + * Set Pivot Color ... + * + * @param value: Color ... + */ + void PivotColor(color value) + { + // + mRect.Color(value); + mTrend.Color(value); + } + + /** + * Set Pivot Style ... + * + * @param value: ENUM_LINE_STYLE member ... + */ + void PivotStyle(ENUM_LINE_STYLE value) + { + // + mRect.Style(value); + mTrend.Style(value); + } + + /** + * Set Pivot Fill ... + * + * @param value: Boolean ... + */ + void PivotFill(bool value) + { + mRect.Fill(value); + } + + // + // Virtual ... + + /** + * Retrieve Object Type ... + * + * @return ( ENUM_X121SMC_CHARTOBJECTS ) + */ + virtual ENUM_X121SMC_CHARTOBJECTS Type() + { + return X_XPVPIVOT_OBJ; + } + + // + private: + // + + // + // Props ... + CChartObjectRectangle mRect; + CChartObjectTrend mTrend; +}; \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Classes/x-121.smc.ea.panel.class.mq5 b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.ea.panel.class.mq5 new file mode 100644 index 0000000..47d16e0 --- /dev/null +++ b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.ea.panel.class.mq5 @@ -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: + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.ex5 b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..8b7ea37e82cc791565f48ed49d9b22292eb38266 GIT binary patch literal 16228 zcmdVBL)0)l%qD!>wr$(CZQC}U+qP}nwr$(Ct^fVzKeL;~Y$rKw(ktyE$*Mh9MKxG~ z9RZS%06+l#6F`9D|7HKj|NjMbZ8F6gOT%L@V3eLw45a>lTB7l=Bn=5%!JD|L3eQfIWZ%fG2=;_}7B z2X0-yRs$r7rK2El%3o)Aw{22!dzyMxp}UpKHe757Sb3$K5naT)P+E15lZkmt`a 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literal 0 HcmV?d00001 diff --git a/BKPS/14031003/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5 b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5 new file mode 100644 index 0000000..a4b9bdc --- /dev/null +++ b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5 @@ -0,0 +1,2433 @@ +/////////////////////////////////////////////////////// +// +// 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_TRIGGER, + X_CYCLE_DECISION, + X_CYCLE_ANALYSE, + X_CYCLE_VERIFICATION, + X_CYCLE_CONSOLIDATION, + X_CYCLE_VISION, +}; + +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, + PIVOT_STARTED, + PIVOT_ENDED, +}; + +class XC121SMCCycleHelper : public XCBase +{ + // + public: + // + // Props ... + + // + // X121 ... + XCX121Helper *mX121Helper; + + // + // POI Detector ... + XCPOIDetector *mPOIDetector; + + // + // Bar Analyser + XCBarAnalyser *mBarAnalyser; + + // + // Constructor(s) ... + XC121SMCCycleHelper() + { + Default(); + } + + // + // Deconstructor ... + ~XC121SMCCycleHelper() + { + DeInit(); + } + + // + // Getter/Setter(s) ... + + /** + * Get Max llowed Changes to Save ... + * + * @return ( int ) + */ + int MaxAllowedSavedChanges() + { + return mMaxAllowedSavedChanges; + } + + /** + * Set Max llowed Changes to Save ... + * + * @param value: Integer ... + */ + void MaxAllowedSavedChanges(int value) + { + // + if (value < 10) + { + value = 10; + } + + // + mMaxAllowedSavedChanges = value; + } + + /** + * Get Consolidation Loopback Length ... + * + * @return ( int ) + */ + int ConsolidationLoopback() + { + return mConsolidationLoopback; + } + + /** + * Set Consolidation Loopback Length ... + * + * @param value: Integer ... + */ + void ConsolidationLoopback(int value) + { + // + if (value < 7) + { + value = 7; + } + + // + mConsolidationLoopback = value; + } + + // + // 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 // + ) + { + // + bool result = false; + + // + result = IsValid(symbol) && + IsValid(period); + if (!result) + { + return result; + } + + // + // X121 ... + mX121Helper = new XCX121Helper(); + result = mX121Helper.Init( + symbol, + period, + x121Inputs // + ); + if (!result) + { + return result; + } + + // + mPOIDetector = new XCPOIDetector( + symbol, + period // + ); + mPOIDetector.MaxNumberOfRequiredPOIs(0); + mPOIDetector.Init(); + + // + // Initialize Bar Analyser Class Instance ... + mBarAnalyser = new XCBarAnalyser(); + + // + // Set Chart Style ... + ApplyChartStyle(); + + // + return result; + } + + /** + * Retrieve Symbol ... + * + * @return ( string ) + */ + string GetSymbol() + { + // + string result = NULL; + + // + result = mX121Helper.GetSymbol(); + + // + return result; + } + + /** + * Retrieve TimeFrame (Period) ... + * + * @return ( ENUM_TIMEFRAMES ) + */ + ENUM_TIMEFRAMES GetPeriod() + { + // + ENUM_TIMEFRAMES result = NULL; + + // + result = mX121Helper.GetPeriod(); + + // + return result; + } + + /** + * 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 = conditions.x121Conditions.symbol; + conditions.period = conditions.x121Conditions.period; + conditions.time = TimeCurrent(); + + // + result = conditions.IsValid(); + + // + if (result) + { + // + Calculate( + barIndex, + events, + conditions // + ); + } + + // + return result; + } + + // + // Tools ... + + /** + * Get POI State of Specified Pivot ... + * + * @param pivot: XPVPivot instance Reference ... + * @param lookupSwingHighs: Boolean ... + * @param lookupSwingLows: Boolean ... + * @param lookupSupportZones: Boolean ... + * @param lookupResistanceZones: Boolean ... + * @param lookupSupplyZones: Boolean ... + * @param lookupDemandZones: Boolean ... + * @param lookupBullishOrderBlocks: Boolean ... + * @param lookupBearishOrderBlocks: Boolean ... + * @param lookupBullishFairValueGaps: Boolean ... + * @param lookupBearishFairValueGaps: Boolean ... + * @param lookupBullishRejectionBars: Boolean ... + * @param lookupBearishRejectionBars: Boolean ... + * @param lookupBullishMomentumBars: Boolean ... + * @param lookupBearishMomentumBars: Boolean ... + * + * @return ( bool ) + */ + bool FillPivotState( + XPVPivot &pivot, + bool lookupSwingHighs = true, + bool lookupSwingLows = true, + bool lookupSupportZones = true, + bool lookupResistanceZones = true, + bool lookupSupplyZones = true, + bool lookupDemandZones = true, + bool lookupBullishOrderBlocks = true, + bool lookupBearishOrderBlocks = true, + bool lookupBullishFairValueGaps = true, + bool lookupBearishFairValueGaps = true, + bool lookupBullishRejectionBars = true, + bool lookupBearishRejectionBars = true, + bool lookupBullishMomentumBars = true, + bool lookupBearishMomentumBars = true // + ) + { + // + bool result = false; + + // + XPOIState state; + state.Clean(); + + // + result = pivot.IsValid(); + if (!result) + { + return result; + } + + // + XPOIState _state; + mPOIDetector.GetState(_state); + result = _state.IsValid() && + _state.HasChild(); + if (!result) + { + return result; + } + + // + DetectPivotPOIs( + pivot, + _state, + state, + lookupSwingHighs, + lookupSwingLows, + lookupSupportZones, + lookupResistanceZones, + lookupSupplyZones, + lookupDemandZones, + lookupBullishOrderBlocks, + lookupBearishOrderBlocks, + lookupBullishFairValueGaps, + lookupBearishFairValueGaps, + lookupBullishRejectionBars, + lookupBearishRejectionBars, + lookupBullishMomentumBars, + lookupBearishMomentumBars // + ); + + // + result = state.IsValid() && + state.HasChild(); + if (result) + { + // + pivot.state = state; + + // + CalculatePivotTickZone(pivot); + } + + // + return result; + } + + /** + * Detect XPV Based POI(s) ... + * + * @param barIndex: Start Bar Index ... + * @param minRepetition: minimum Repeate of POI for Validation ... + * @param requiredPivots: Number of Min Requirement POI(s) ... + * @param pivotHelper: XC121SMCCycleHelper instance Pointer ... + * @param orderFlow: XPVPivot instance Array Reference ... + * @param orderFlowDirection: ENUM_X_DIRECTION member Reference which represents OrderFlow Direction ... + * @param maxAllowedLoopbackBars: Integer, Max Allowed Loopback Bars ... + * + * @return ( bool ) + */ + bool DetectOrderFlow( + int barIndex, + XPVPivot &orderFlow[], // OrderFlows ... + ENUM_X_DIRECTION &orderFlowDirection, // Order Flow Direction ... + int minRepetition = 0, + int requiredPivots = 0, + int maxAllowedLoopbackBars = 576 // + ) + { + // + bool result = false; + + // + orderFlowDirection = X_DIRECTION_NONE; + + // + if (maxAllowedLoopbackBars <= 0) + { + maxAllowedLoopbackBars = 1000; + } + + // + if (minRepetition <= 0) + { + minRepetition = mX121Helper.GetDonChainLength(); + } + + // + if (requiredPivots <= 0) + { + requiredPivots = 3; + } + + // + int start = barIndex; + int end = start + maxAllowedLoopbackBars; + + // + Clean(orderFlow); + + // + result = minRepetition > 0 && + requiredPivots > 0; + if (!result) + { + return result; + } + + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + double peak = 0; + XPVPivot peaks[]; + int peakRepeate = 0; + int peakToBarIndex = 0; + int peakFromBarIndex = 0; + + // + double vale = 0; + XPVPivot vales[]; + int valeRepeate = 0; + int valeToBarIndex = 0; + int valeFromBarIndex = 0; + + // + bool canLookupPeak = true; + bool canLookupVale = true; + bool canLookup = true; + while (canLookup) + { + // + // Check Peak ... + double iPeak = mX121Helper.GetPeak(barIndex); + if (iPeak != peak) + { + // + if (peak != 0 && + peakRepeate >= minRepetition) + { + // + bool isExists = false; + int count = ArraySize(peaks); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XPVPivot iPivot = peaks[i]; + + // + if (iPivot.upper == iPeak) + { + // + isExists = true; + break; + } + } + } + if (!isExists) + { + // + XPVPivot iPivot; + + // + iPivot.lower = 0; + iPivot.upper = peak; + iPivot.symbol = symbol; + iPivot.period = period; + iPivot.type = XPV_PEAK; + iPivot.repetition = peakRepeate; + iPivot.to = iTime( + symbol, + period, + peakToBarIndex // + ); + iPivot.from = iTime( + symbol, + period, + peakFromBarIndex // + ); + + // + iPivot.lower = iPivot.CalculateLower(); + + // + bool isValid = iPivot.IsValid(); + if (isValid) + { + // + AddRef( + iPivot, + peaks // + ); + } + } + } + + // + peak = iPeak; + peakRepeate = 0; + peakFromBarIndex = 0; + peakToBarIndex = barIndex; + } + else if (iPeak == peak) + { + // + peakRepeate++; + peakFromBarIndex = barIndex; + } + + // + // Check Vale ... + double iVale = mX121Helper.GetVale(barIndex); + if (iVale != vale) + { + // + if (vale != 0 && + valeRepeate >= minRepetition) + { + // + bool isExists = false; + int count = ArraySize(vales); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XPVPivot iPivot = vales[i]; + + // + if (iPivot.lower == iVale) + { + // + isExists = true; + break; + } + } + } + if (!isExists) + { + // + XPVPivot iPivot; + + // + iPivot.upper = 0; + iPivot.lower = vale; + iPivot.symbol = symbol; + iPivot.period = period; + iPivot.type = XPV_VALE; + iPivot.repetition = valeRepeate; + iPivot.to = iTime( + symbol, + period, + valeToBarIndex // + ); + iPivot.from = iTime( + symbol, + period, + valeFromBarIndex // + ); + + // + iPivot.upper = iPivot.CalculateUpper(); + + // + bool isValid = iPivot.IsValid(); + if (isValid) + { + // + AddRef( + iPivot, + vales // + ); + } + } + } + + // + vale = iVale; + valeRepeate = 0; + valeFromBarIndex = 0; + valeToBarIndex = barIndex; + } + else if (iVale == vale) + { + // + valeRepeate++; + valeFromBarIndex = barIndex; + } + + // + canLookupPeak = ArraySize(peaks) < requiredPivots; + canLookupVale = ArraySize(vales) < requiredPivots; + canLookup = barIndex < end && + (canLookupPeak || + canLookupVale); + if (canLookup) + { + barIndex++; + } + } + + // + result = IsValidSize(ArraySize(peaks)) || + IsValidSize(ArraySize(vales)); + if (!result) + { + return result; + } + + // + // Detect Order Flow ... + Copy( + peaks, + orderFlow, + false // + ); + Copy( + vales, + orderFlow, + false // + ); + int count = ArraySize(orderFlow); + result = IsValidSize(orderFlow); + if (!result) + { + return result; + } + + // + // Sort Pivots ... + SortPivots(orderFlow); + + // + // Filter Broken Order Flows ... + FilterBrokenPivots(orderFlow); + + // + // Detect Order Flow Direction ... + result = DetectPivotDirection( + orderFlow, + orderFlowDirection // + ); + if (!result) + { + return result; + } + + // + return result; + } + + // + // Change Values Actions ... + + /** + * Count Saved Parabolic Sar Changes ... + * + * @return ( int ) + */ + int CountSarChanges() + { + return ArraySize(mSarChanges); + } + + /** + * Fill Saved Sar Changes ... + * + * @param changes: XValueChange instance Array Reference ... + * + * @return ( int ) + */ + int FillSarChanges( + XValueChange &changes[] // + ) + { + // + Clean(changes); + + // + Copy( + mSarChanges, + changes // + ); + + // + int result = ArraySize(changes); + + // + return result; + } + + /** + * Retrieve Last Sar Changes ... + * + * @param change: XValueChange instance ... + * + * @return ( bool ) + */ + bool GetLastSarChange(XValueChange &change) + { + // + bool result = false; + + // + result = GetLastItem( + change, + mSarChanges // + ); + + // + return result; + } + + /** + * Count Saved Peaks Changes ... + * + * @return ( int ) + */ + int CountPeaksChanges() + { + return ArraySize(mPeaksChanges); + } + + /** + * Fill Saved Peaks Changes ... + * + * @param changes: XValueChange instance Array Reference ... + * + * @return ( int ) + */ + int FillPeaksChanges( + XValueChange &changes[] // + ) + { + // + Clean(changes); + + // + Copy( + mPeaksChanges, + changes // + ); + + // + int result = ArraySize(changes); + + // + return result; + } + + /** + * Retrieve Last Peak Changes ... + * + * @param change: XValueChange instance ... + * + * @return ( bool ) + */ + bool GetLastPeakChange(XValueChange &change) + { + // + bool result = false; + + // + result = GetLastItem( + change, + mPeaksChanges // + ); + + // + return result; + } + + /** + * Count Saved Vales Changes ... + * + * @return ( int ) + */ + int CountValesChanges() + { + return ArraySize(mValesChanges); + } + + /** + * Fill Saved Vales Changes ... + * + * @param changes: XValueChange instance Array Reference ... + * + * @return ( int ) + */ + int FillValesChanges( + XValueChange &changes[] // + ) + { + // + Clean(changes); + + // + Copy( + mValesChanges, + changes // + ); + + // + int result = ArraySize(changes); + + // + return result; + } + + /** + * Retrieve Last Vale Changes ... + * + * @param change: XValueChange instance ... + * + * @return ( bool ) + */ + bool GetLastValeChange(XValueChange &change) + { + // + bool result = false; + + // + result = GetLastItem( + change, + mValesChanges // + ); + + // + return result; + } + + /** + * Count Saved VWap Order Changes ... + * + * @return ( int ) + */ + int CountVWapOrderChanges() + { + return ArraySize(mVWapOrderChanges); + } + + /** + * Fill Saved VWap Order Changes ... + * + * @param changes: XValueChange instance Array Reference ... + * + * @return ( int ) + */ + int FillVWapOrderChanges( + XValueChange &changes[] // + ) + { + // + Clean(changes); + + // + Copy( + mVWapOrderChanges, + changes // + ); + + // + int result = ArraySize(changes); + + // + return result; + } + + /** + * Retrieve Last VWap Order Changes ... + * + * @param change: XValueChange instance ... + * + * @return ( bool ) + */ + bool GetLastVWapOrderChange(XValueChange &change) + { + // + bool result = false; + + // + result = GetLastItem( + change, + mVWapOrderChanges // + ); + + // + return result; + } + + /** + * Count Saved VWap State Changes ... + * + * @return ( int ) + */ + int CountVWapStateChanges() + { + return ArraySize(mVWapStateChanges); + } + + /** + * Fill Saved VWap State Changes ... + * + * @param changes: XValueChange instance Array Reference ... + * + * @return ( int ) + */ + int FillVWapStateChanges( + XValueChange &changes[] // + ) + { + // + Clean(changes); + + // + Copy( + mVWapStateChanges, + changes // + ); + + // + int result = ArraySize(changes); + + // + return result; + } + + /** + * Retrieve Last VWap State Changes ... + * + * @param change: XValueChange instance ... + * + * @return ( bool ) + */ + bool GetLastVWapStateChange(XValueChange &change) + { + // + bool result = false; + + // + result = GetLastItem( + change, + mVWapStateChanges // + ); + + // + return result; + } + + /** + * Count Founded Consolidation Zones ... + * + * @return ( int ) + */ + int CountConsolidationZones() + { + return ArraySize(mConsolidationZones); + } + + /** + * Fill Broken Consolidations ... + * + * @param consolidations: XConsolidationZone instance Array Reference ... + * + * @return ( int ) + */ + int FillConsolidationZones( + XConsolidationZone &consolidations[] // + ) + { + // + Clean(consolidations); + + // + Copy( + mConsolidationZones, + consolidations // + ); + + // + int result = ArraySize(consolidations); + + // + return result; + } + + /** + * Retrieve Last Consolidation Breaks ... + * + * @param change: XValueChange instance ... + * + * @return ( bool ) + */ + bool GetLastConsolidationZone(XConsolidationZone &zone) + { + // + bool result = false; + + // + result = GetLastItem( + zone, + mConsolidationZones // + ); + + // + return result; + } + + /** + * Count Pivot Points Change ... + * + * @return ( int ) + */ + int CountPivotPoints() + { + return ArraySize(mPivotPoints); + } + + /** + * Retrieve All Pivot Point Changes as a Collection ... + * + * @param pivots: XPVPivotPoint instance Reference ... + * + * @return ( int ) + */ + int FillPivotPointss(XPVPivotPoint &pivots[]) + { + // + int result = 0; + + // + Clean(pivots); + + // + int count = CountPivotPoints(); + if (!IsValidSize(pivots)) + { + return result; + } + + // + Copy( + mPivotPoints, + pivots // + ); + + // + result = ArraySize(pivots); + + // + return result; + } + + /** + * Retrieve All Peak Pivot Point Changes as a Collection ... + * + * @param pivots: XPVPivotPoint instance Reference ... + * + * @return ( int ) + */ + int FillPeakPivotPoints(XPVPivotPoint &pivots[]) + { + // + int result = 0; + + // + Clean(pivots); + + // + int count = CountPivotPoints(); + if (!IsValidSize(count)) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + XPVPivotPoint iPivot = mPivotPoints[i]; + + // + bool isValid = iPivot.IsPeak(); + if (isValid) + { + // + AddRef( + iPivot, + pivots // + ); + } + } + + // + result = ArraySize(pivots); + + // + return result; + } + + /** + * Retrieve All Vale Pivot Point Changes as a Collection ... + * + * @param pivots: XPVPivotPoint instance Reference ... + * + * @return ( int ) + */ + int FillValePivotPoints(XPVPivotPoint &pivots[]) + { + // + int result = 0; + + // + Clean(pivots); + + // + int count = CountPivotPoints(); + if (!IsValidSize(count)) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + XPVPivotPoint iPivot = mPivotPoints[i]; + + // + bool isValid = iPivot.IsVale(); + if (isValid) + { + // + AddRef( + iPivot, + pivots // + ); + } + } + + // + result = ArraySize(pivots); + + // + return result; + } + + /** + * Get Current Active Pivot ... + * + * @param pivot: XPVPivot instance reference ... + */ + void GetActivePivot(XPVPivot &pivot) + { + // + mActivePivot.to = TimeCurrent(); + pivot = mActivePivot; + } + + /** + * Count Calculated Pivots ... + * + * @return ( int ) + */ + int CountPivots() + { + return ArraySize(mPivots); + } + + /** + * Fill Pivots ... + * + * @param pivots: XPVPivot instance Reference Array ... + * + * @return ( int ) + */ + int FillPivots(XPVPivot &pivots[]) + { + // + int result = 0; + + // + Clean(pivots); + + // + Copy( + mPivots, + pivots // + ); + + // + result = ArraySize(pivots); + + // + return result; + } + + // + // Virtuals ... + + /** + * Set Default Properties Values ... + */ + virtual void Default() + { + // + ConsolidationLoopback(10); + MaxAllowedSavedChanges(50); + } + + // + protected: + // + + /** + * Calculate Requirements ... + * + * @param barIndex: Integer, Bar Index ... + * @param events: ENUM_X_CYCLE_EVENTS member, Array ... + * @param conditions: X121SMCCycleConditions instance ... + */ + void Calculate( + int barIndex, + ENUM_X_CYCLE_EVENTS &events[], + X121SMCCycleConditions &conditions // + ) + { + // + Clean(events); + + // + string symbol = GetSymbol(); + datetime cTime = TimeCurrent(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + XOHCL changeBar; + int index = + barIndex <= 0 + ? 1 + : barIndex; + bool isInited = GetBar( + changeBar, + index // + ); + if (!isInited) + { + return; + } + + // + // Detect Sar Change ... + bool isSarSwitchedToBullish = conditions.x121Conditions.isSarSwitchedToBullish; + bool isSarSwitchedToBearish = conditions.x121Conditions.isSarSwitchedToBearish; + bool isSarChanged = isSarSwitchedToBullish || + isSarSwitchedToBearish; + + // + if (isSarChanged) + { + // + XValueChange sarChanged; + + // + datetime time = changeBar.time; + double after = conditions.x121Conditions.sarBuffer[1]; + double before = conditions.x121Conditions.sarBuffer[2]; + ENUM_X_DIRECTION dir = + isSarSwitchedToBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + // Initialize Model ... + isInited = sarChanged.Init( + before, + after, + dir, + time // + ); + if (isInited) + { + // + isInited = AddSarChange(sarChanged); + + // + Add( + SAR_CHANGE_DETECTED, + events // + ); + } + } + + // + // Detect Peaks Changes ... + + // + bool isNewPeak = conditions.x121Conditions.isNewPeak; + double peak = conditions.x121Conditions.peaksBuffer[0]; + bool isNewPeakOverLast = conditions.x121Conditions.isNewPeakOverLast; + bool isNewPeakUnderLast = conditions.x121Conditions.isNewPeakUnderLast; + + // + if (isNewPeak) + { + // + XValueChange peaksChanged; + + // + datetime time = changeBar.time; + double after = conditions.x121Conditions.peaksBuffer[1]; + double before = conditions.x121Conditions.peaksBuffer[2]; + ENUM_X_DIRECTION dir = + isNewPeakOverLast + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + // Initialize Model ... + isInited = peaksChanged.Init( + before, + after, + dir, + time // + ); + if (isInited) + { + // + isInited = AddPeaksChange(peaksChanged); + + // + Add( + NEW_PEAK_DETECTED, + events // + ); + } + } + + // + // Detect Vales Changes ... + + // + bool isNewVale = conditions.x121Conditions.isNewVale; + double vale = conditions.x121Conditions.valesBuffer[0]; + bool isNewValeOverLast = conditions.x121Conditions.isNewValeOverLast; + bool isNewValeUnderLast = conditions.x121Conditions.isNewValeUnderLast; + + // + if (isNewVale) + { + // + XValueChange valesChanged; + + // + datetime time = changeBar.time; + double after = conditions.x121Conditions.valesBuffer[1]; + double before = conditions.x121Conditions.valesBuffer[2]; + ENUM_X_DIRECTION dir = + isNewValeUnderLast + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + // Initialize Model ... + isInited = valesChanged.Init( + before, + after, + dir, + time // + ); + if (isInited) + { + // + isInited = AddValesChange(valesChanged); + + // + Add( + NEW_VALE_DETECTED, + events // + ); + } + } + + // + // VWap Direction Change ... + + // + // Ordered Change ... + bool isVWapSwitchedToBullishOrdered = + conditions.x121Conditions.isVWapSwitchedToBullishOrdered; + bool isVWapSwitchedToBearishOrdered = + conditions.x121Conditions.isVWapSwitchedToBearishOrdered; + bool isVWAPOrderedChanged = isVWapSwitchedToBullishOrdered || + isVWapSwitchedToBearishOrdered; + // + if (isVWAPOrderedChanged) + { + // + XValueChange vwapOrderChanged; + + // + datetime time = changeBar.time; + ENUM_X_DIRECTION dir = + isVWapSwitchedToBullishOrdered + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + double after = 0; + double before = 0; + if (isVWapSwitchedToBullishOrdered) + { + // + // After Max ... + after = MathMax( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + after = MathMax( + after, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + + // + // Before Min ... + before = MathMin( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + before = MathMin( + before, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + } + else + { + // + // After Min ... + after = MathMin( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + after = MathMin( + after, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + + // + // Before Max ... + before = MathMax( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + before = MathMax( + before, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + } + + // + // Initialize Model ... + isInited = vwapOrderChanged.Init( + before, + after, + dir, + time // + ); + if (isInited) + { + // + isInited = AddVWapOrderChange(vwapOrderChanged); + + // + Add( + VWAP_ORDER_CHANGE_ETECTED, + events // + ); + } + } + + // + // States Changed ... + bool isVWapSwitchedToBullishState = + conditions.x121Conditions.isVWapSwitchedToBullishState; + bool isVWapSwitchedToBearishState = + conditions.x121Conditions.isVWapSwitchedToBearishState; + bool isVWapStatesChanged = isVWapSwitchedToBullishState || + isVWapSwitchedToBearishState; + + // + if (isVWapStatesChanged) + { + // + XValueChange vwapStateChanged; + + // + datetime time = changeBar.time; + ENUM_X_DIRECTION dir = + isVWapSwitchedToBullishState + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + double after = 0; + double before = 0; + if (isVWapSwitchedToBullishState) + { + // + // After Max ... + after = MathMax( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + after = MathMax( + after, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + + // + // Before Min ... + before = MathMin( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + before = MathMin( + before, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + } + else + { + // + // After Min ... + after = MathMin( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + after = MathMin( + after, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + + // + // Before Max ... + before = MathMax( + conditions.x121Conditions.vwapFastBuffer[1], + conditions.x121Conditions.vwapMidBuffer[1] // + ); + before = MathMax( + before, + conditions.x121Conditions.vwapSlowBuffer[1] // + ); + } + + // + // Initialize Model ... + isInited = vwapStateChanged.Init( + before, + after, + dir, + time // + ); + if (isInited) + { + // + isInited = AddVWapStateChange(vwapStateChanged); + + // + Add( + VWAP_STATE_CHANGE_DETCTED, + events // + ); + } + } + + // + // Detect Consolidations ... + + // + int consolidationLoopback = ConsolidationLoopback(); + if (IsValidSize(consolidationLoopback)) + { + // + double upper = 0; + double lower = 0; + bool hasConsolidation = + mBarAnalyser.IsConsolidate( + changeBar, + upper, + lower, + consolidationLoopback // + ); + + // + if (hasConsolidation && + !mActioveConsolidationZone.IsValid()) + { + // + // Initialize Consolidation Zone ... + bool isInited = mActioveConsolidationZone.Init( + changeBar.symbol, + changeBar.period, + upper, + lower, + consolidationLoopback // + ); + } + + // + if (!hasConsolidation && + mActioveConsolidationZone.IsValid()) + { + // + mActioveConsolidationZone.Update(); + bool isBreaked = mActioveConsolidationZone.IsBreaked(); + + // + if (isBreaked) + { + // + // Add Active to List ... + AddRef( + mActioveConsolidationZone, + mConsolidationZones // + ); + + // + // Clean Active Zone ... + mActioveConsolidationZone.Clean(); + + // + Add( + CONSOLIDATION_BREAKED_DETECTED, + events // + ); + } + } + } + + // + // Check Valid Peaks and Vales ... + if (isNewPeak || isNewVale) + { + // + int count = 0; + double value = 0; + int repetition = 0; + ENUM_TIMEFRAMES period = GetPeriod(); + int periodSeconds = PeriodSeconds(period); + int minRepetition = mX121Helper.GetDonChainLength(); + ENUM_XPV_PIVOTS type = isNewPeak + ? XPV_PEAK + : XPV_VALE; + + // + XValueChange lastChange; + XValueChange prevChange; + + // + count = CountPeaksChanges(); + if (isNewPeak && count >= 2) + { + // + lastChange = mPeaksChanges[count - 1]; + prevChange = mPeaksChanges[count - 2]; + } + + // + count = CountValesChanges(); + if (isNewVale && count >= 2) + { + // + lastChange = mValesChanges[count - 1]; + prevChange = mValesChanges[count - 2]; + } + + // + if (lastChange.IsValid() && + prevChange.IsValid()) + { + // + value = prevChange.after; + int delayTime = ((int)lastChange.time - (int)prevChange.time); + repetition = delayTime / periodSeconds; + + // + bool isValidPivot = repetition >= minRepetition; + if (isValidPivot) + { + // + XPVPivotPoint pivotPoint; + pivotPoint.type = type; + pivotPoint.value = value; + pivotPoint.time = prevChange.time; + pivotPoint.repetition = repetition; + + // + AddRef( + pivotPoint, + mPivotPoints // + ); + + // + Add( + PIVOT_POINT_DETECTED, + events // + ); + } + } + } + + // // + // // Calculate Pivots ... + // if (isNewPeak || isNewVale) + // { + // // + // if (!mActivePivot.IsValid()) + // { + // // + // mActivePivot.symbol = symbol; + // mActivePivot.period = period; + + // // + // mActivePivot.upper = peak; + // mActivePivot.lower = vale; + + // // + // mActivePivot.from = cTime; + // mActivePivot.to = cTime; + + // // + // mActivePivot.type = + // isNewPeak + // ? XPV_VALE + // : XPV_PEAK; + // mActivePivot.repetition++; + + // // + // Add( + // PIVOT_STARTED, + // events // + // ); + // } + // else + // { + // // + // mActivePivot.to = cTime; + + // // + // mActivePivot.repetition++; + + // // + // if (mActivePivot.to > mActivePivot.from) + // { + // FillPivotState(mActivePivot); + // } + + // // + // // Check Ticks Zone is Valid ... + // bool isTicksZoneValid = + // // + // mActivePivot.state.IsValid() && + // mActivePivot.state.ticksZone != NULL && + // mActivePivot.state.ticksZone.IsValid() + // // + // ; + // if (isTicksZoneValid) { + // // + // Print("Has Valid Ticks Zone ..."); + // } + // } + // } + } + + // + private: + // + // Props ... + + // + // Change Holders ... + int mMaxAllowedSavedChanges; // Max llowed Changes to Save ... + XValueChange mSarChanges[]; // Holds Parabolic Sar Direction Changes ... + XValueChange mPeaksChanges[]; // Holds Peaks Changes ... + XValueChange mValesChanges[]; // Holds Vales Changes ... + XValueChange mVWapOrderChanges[]; // Holds Vales Changes ... + XValueChange mVWapStateChanges[]; // Holds Vales Changes ... + + // + int mConsolidationLoopback; // Consolidation Loopback Length ... + XConsolidationZone mConsolidationZones[]; // Holds Consolidation Zones ... + XConsolidationZone mActioveConsolidationZone; // Holds Actiove Consolidation Zone ... + + // + XPVPivotPoint mPivotPoints[]; // Holds Pivots ... + + // + XCXPVPivotObject mActivePivotObject; + XPVPivot mActivePivot; + XPVPivot mPivots[]; + + // + // Actions ... + + /** + * Release All Resources ... + */ + void DeInit() + { + // + delete mX121Helper; + + // + delete mBarAnalyser; + } + + /** + * 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); + } + + /** + * Fill Pivot Tick Zone ... + * + * @param pivot: XPVPivot instance Reference ... + */ + void CalculatePivotTickZone( + XPVPivot &pivot // + ) + { + // + string symbol = GetSymbol(); + ENUM_TIMEFRAMES period = GetPeriod(); + + // + bool isInited = false; + + // + datetime from = pivot.from; + XOHCL iFromBar; + int iFromBarIndex = iBarShift( + symbol, + period, + from // + ); + isInited = iFromBar.Init( + symbol, + period, + iFromBarIndex // + ); + if (!isInited) + { + return; + } + + // + datetime to = pivot.to; + XOHCL iToBar; + int iToBarIndex = iBarShift( + symbol, + period, + to // + ); + isInited = iToBar.Init( + symbol, + period, + iToBarIndex // + ); + if (!isInited) + { + return; + } + + // + if (iFromBarIndex <= iToBarIndex) + { + return; + } + + // + XCTicksZone *iZone; + iZone = new XCTicksZone(); + + // + int ticksLevels = mPOIDetector.TicksRangeZoneLevel(); + int ticksRange = mPOIDetector.TicksRangeZoneRange(); + isInited = ticksLevels > 0 && + ticksRange > 0; + if (!isInited) + { + return; + } + + // + isInited = iZone.Init( + iFromBar, + iToBar // + ); + if (!isInited) + { + return; + } + + // + pivot.state.ticksZone = iZone; + } + + // + // Change Values Actions ... + + /** + * Add Specified Parabolic Sar Changed Item ... + * + * @param value: XValueChange instance Reference ... + * + * @return ( bool ) + */ + bool AddSarChange(XValueChange &value) + { + // + bool result = false; + + // + result = value.IsValid(); + if (!result) + { + return result; + } + + // + int beforeCount = CountSarChanges(); + + // + AddIfNotExists( + value, + mSarChanges // + ); + + // + int afterCount = CountSarChanges(); + + // + result = afterCount == beforeCount + 1; + if (result) + { + // + // Cleaning Up Unused Items ... + int maxAllowed = MaxAllowedSavedChanges(); + CleanupArray( + mSarChanges, + maxAllowed // + ); + } + + // + return result; + } + + /** + * Add Specified Peaks Changed Item ... + * + * @param value: XValueChange instance Reference ... + * + * @return ( bool ) + */ + bool AddPeaksChange(XValueChange &value) + { + // + bool result = false; + + // + result = value.IsValid(); + if (!result) + { + return result; + } + + // + int beforeCount = CountSarChanges(); + + // + AddIfNotExists( + value, + mPeaksChanges // + ); + + // + int afterCount = CountSarChanges(); + + // + result = afterCount == beforeCount + 1; + if (result) + { + // + // Cleaning Up Unused Items ... + int maxAllowed = MaxAllowedSavedChanges(); + CleanupArray( + mPeaksChanges, + maxAllowed // + ); + } + + // + return result; + } + + /** + * Add Specified Vales Changed Item ... + * + * @param value: XValueChange instance Reference ... + * + * @return ( bool ) + */ + bool AddValesChange(XValueChange &value) + { + // + bool result = false; + + // + result = value.IsValid(); + if (!result) + { + return result; + } + + // + int beforeCount = CountSarChanges(); + + // + AddIfNotExists( + value, + mValesChanges // + ); + + // + int afterCount = CountSarChanges(); + + // + result = afterCount == beforeCount + 1; + if (result) + { + // + // Cleaning Up Unused Items ... + int maxAllowed = MaxAllowedSavedChanges(); + CleanupArray( + mValesChanges, + maxAllowed // + ); + } + + // + return result; + } + + /** + * Add Specified VWap Order Changed Item ... + * + * @param value: XValueChange instance Reference ... + * + * @return ( bool ) + */ + bool AddVWapOrderChange(XValueChange &value) + { + // + bool result = false; + + // + result = value.IsValid(); + if (!result) + { + return result; + } + + // + int beforeCount = CountSarChanges(); + + // + AddIfNotExists( + value, + mVWapOrderChanges // + ); + + // + int afterCount = CountSarChanges(); + + // + result = afterCount == beforeCount + 1; + if (result) + { + // + // Cleaning Up Unused Items ... + int maxAllowed = MaxAllowedSavedChanges(); + CleanupArray( + mVWapOrderChanges, + maxAllowed // + ); + } + + // + return result; + } + + /** + * Add Specified VWap State Changed Item ... + * + * @param value: XValueChange instance Reference ... + * + * @return ( bool ) + */ + bool AddVWapStateChange(XValueChange &value) + { + // + bool result = false; + + // + result = value.IsValid(); + if (!result) + { + return result; + } + + // + int beforeCount = CountSarChanges(); + + // + AddIfNotExists( + value, + mVWapStateChanges // + ); + + // + int afterCount = CountSarChanges(); + + // + result = afterCount == beforeCount + 1; + if (result) + { + // + // Cleaning Up Unused Items ... + int maxAllowed = MaxAllowedSavedChanges(); + CleanupArray( + mVWapStateChanges, + maxAllowed // + ); + } + + // + return result; + } + + // +}; diff --git a/BKPS/14031003/X121SMCEA/Classes/x-121.smc.x-tradehandler.class.mq5 b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.x-tradehandler.class.mq5 new file mode 100644 index 0000000..03f323e --- /dev/null +++ b/BKPS/14031003/X121SMCEA/Classes/x-121.smc.x-tradehandler.class.mq5 @@ -0,0 +1,4236 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Class Library +// -------------------------------------- +// Name: XCX121SMCTradeHandler +// 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-trade.class.mq5" + +// +// Definitions ... + +// +// Model a Trade Data ... +struct X121SMCTradeData +{ + // + datetime time; // Issue Time (Open Position) + string symbol; // Trading Symbol + double entry; // Entry Price + double volume; // Volume + string provider; // Signaller + ENUM_TIMEFRAMES period; // Trading Timeframe + ENUM_X_POSITION_TYPES type; // Position Type + + // + ulong ticket; // Position Ticket + double swap; // Swap + double profit; // Profit on Close + double commission; // Commission + double maxDrawdown; // Max Position Drawdown + string message; // Close Reason + datetime endTime; // End Time + + // + XSignal signal; // Signal Object + int pushers; // Signal Pushers + string conditions; // Signal Conditions + + // + bool forceTrail; // Force Trail + int trailStep; // Trail Step + bool partiallyClosed; // Partially Closed or not + datetime lastProtectedOn; // Last Protected On + + // + // Constructor ... + void X121SMCTradeData() + { + Clean(); + } + + // + // Filling Trade Handler ... + bool Fill(XSignal &_signal) + { + // + bool result = false; + + // + Clean(); + + // + // Check Signal Validation ... + result = _signal.IsValid(); + if (!result) + { + return result; + } + + // + signal = _signal; + time = _signal.time; + entry = _signal.entry; + symbol = _signal.symbol; + volume = _signal.volume; + period = _signal.period; + pushers = _signal.pushers; + provider = _signal.provider; + conditions = _signal.conditions; + type = ToPositionType(_signal.type); + + // + if (_signal.IsExecuted()) + { + ticket = _signal.positionId; + } + + // + return result; + } + + // + // Filling Trade Handler ... + bool Fill(XPosition &_position) + { + // + bool result = false; + + // + Clean(); + + // + // Check Signal Validation ... + result = _position.IsValid(); + if (!result) + { + return result; + } + + // + time = _position.openAt; + symbol = _position.symbol; + entry = _position.entry; + volume = _position.volume; + provider = _position.provider; + period = _position.period; + type = ToPositionType(_position.type); + + // + ticket = _position.ticket; + + // + return result; + } + + // + // Update Data ... + bool Update(XPosition &_position) + { + // + bool result = false; + + // + result = _position.IsValid(); + if (!result) + { + return result; + } + + // + profit = _position.profit; + swap = _position.swap; + + // + if (profit < 0 && + (maxDrawdown == 0 || + MathAbs(profit) > MathAbs(maxDrawdown))) + { + maxDrawdown = profit; + } + + // + return result; + } + + // + // Tools ... + + // + // Cleanup ... + void Clean() + { + // + time = NULL; + type = NULL; + symbol = NULL; + period = NULL; + endTime = NULL; + message = NULL; + provider = NULL; + + // + swap = 0; + entry = 0; + ticket = 0; + profit = 0; + volume = 0; + commission = 0; + maxDrawdown = 0; + + // + trailStep = 0; + forceTrail = false; + lastProtectedOn = NULL; + partiallyClosed = false; + + // + signal.Clean(); + } + + // + // Validation ... + bool IsValid() + { + // + bool result = false; + + // + result = + // + ticket > 0 && + IsValid(time) && + IsValid(symbol) && + IsValid(period) + // + ; + + // + return result; + } + + // + // Retrieve Trade Data Age ... + int GetAge() + { + // + int result = -1; + + // + if (!IsValid(symbol) || + !IsValid(time) || + !IsValid(endTime) || + !IsValid(period)) + { + return result; + } + + // + int startIndex = iBarShift( + symbol, + period, + time, + false // + ); + + // + int endIndex = iBarShift( + symbol, + period, + endTime, + false // + ); + + // + result = MathAbs(startIndex - endIndex); + + // + return result; + } + + // + // Check Own of Trade Data ... + // based on Ticket ... + bool IsOwn( + ulong _ticket // + ) + { + // + bool result = false; + + // + result = _ticket == ticket; + + // + return result; + } + + // + // Check Own of Trade Data ... + // based on Symbol/Provider and Period ... + bool IsOwn( + string _symbol, + string _provider, + ENUM_TIMEFRAMES _period, + ENUM_X_POSITION_TYPES _type // + ) + { + // + bool result = false; + + // + result = + // + IsValid(_symbol) && + IsValid(_period) && + IsValid(_provider) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE && + // + type == _type && + period == _period && + symbol == _symbol && + provider == _provider + // + ; + + // + return result; + } + + // + // Data Collector ... + + // + // Get Data File Name ... + string GetFileName() + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + result = + // + symbol + "\\" + + ToString(type) + "\\" + + (profit >= 0 ? "Profit" : "Loss") + "\\" + + ToString(ticket) + "_" + + ToString(period) + "_" + + ToFormatString(time) + // + ; + + // + return result; + } + + // + // Get Signal File Name ... + string GetSignalFileName() + { + // + string result = NULL; + + // + result = + // + symbol + "\\" + + ToString(type) + "\\" + + provider + "_" + + ToFormatString(time) + // + ; + + // + return result; + } + + // + // Convert(s) To String Representation(s) ... + string ToString( + bool onlySignals = false // + ) + { + // + string result = NULL; + + // + int age = GetAge(); + + // + result = + // + (onlySignals ? "" : ToString("Ticket", ticket)) + + ToString("Symbol", symbol) + + ToString("Period", period) + + ToString("Entry", entry) + + ToString("Provider", provider) + + ToString("Type", ToString(type)) + + ToString("Time", time) + + // + // 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", pushers) + + "Conditions:" + "\n" + + "-------------" + "\n" + + conditions + + "" + // + ) + + // + "" + // + ; + + // + return result; + } + + // +}; + +// +// Model a Position and it's Protected Positions ... +struct X121SMCProtectedPosition +{ + // + XPosition main; // Main Position ... + X121SMCTradeData data; // Trade Handler Data ... + + // + XPosition supports[]; // Support Positions ... + + /** + * Count Supported Positions + */ + int CountSupports() + { + return ArraySize(supports); + } + + /** + * Extract All Positions into Specified Array + * of Positions ... + */ + int ExtractPositions( + XPosition &positions[] // + ) + { + // + int result = 0; + + // + Clean(positions); + + // + if (main.IsValid()) + { + // + AddRef( + main, + positions // + ); + } + + // + int supportsCount = CountSupports(); + if (IsValidSize(supportsCount)) + { + // + Copy( + supports, + positions, + false // + ); + } + + // + result = ArraySize(positions); + + // + return result; + } +}; + +// +struct X121SMCSymbolPositionInfo +{ + // + string symbol; + + // + datetime enableAt; + + // + int longSLs; + int longTPs; + + // + int shortSLs; + int shortTPs; + + // + int countedSLs; + + // + void X121SMCSymbolPositionInfo() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + longSLs = 0; + longTPs = 0; + + // + shortSLs = 0; + shortTPs = 0; + + // + countedSLs = 0; + + // + enableAt = NULL; + } + + /** + * 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; + } + + // +}; + +// +// Implementations ... + +// +// a Class For Read and Write Trade Info Data in Files ... +class X121SMCTradeCollector +{ + // + // Public ... + public: + // + // Props ... + + // + // Constructor(s) ... + void X121SMCTradeCollector( + string _path = NULL // Base Path + ) + { + // + mAccount = new XCAccount(); + + // + if (IsValid(_path)) + { + mPath = _path; + } + else + { + mPath = "X121SMCTradeData" + "\\" + mAccount.GetCompany(); + } + } + + // + // Deconstructor ... + void ~X121SMCTradeCollector() + { + } + + // + bool IsExists(X121SMCTradeData &item) + { + // + bool result = false; + + // + int mHandler = GetFileHandlerForRead(item); + result = mHandler != INVALID_HANDLE; + FileClose(mHandler); + + // + return result; + } + + // + 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; + } + + // + 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; + } + + // + // Conditions only save for Loss Signals ... + // this means the profit must be Lower than Zero ... + // ans also message Contains SL ... + 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.symbol + "\\" + + (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; + } +}; + +// +// Trade Handler Class ... +class XC121SMCTradeHandler : public XCBaseAlert +{ + // + // Public ... + public: + // + + // + // Constructor(s) ... + void XC121SMCTradeHandler(XCTrade *trader) + { + // + mTrader = trader; + mAdditionalVolume = 0; + mCollector = new X121SMCTradeCollector(); + } + + // + // Deconstructor ... + void ~XC121SMCTradeHandler() + { + // + delete mTrader; + delete mCollector; + } + + // + // Getter(s) / Setter(s) ... + + // + bool SaveSignals() + { + return mSaveSignals; + } + + // + void SaveSignals(bool value) + { + mSaveSignals = value; + } + + // + bool SaveTrades() + { + return mSaveTrades; + } + + // + void SaveTrades(bool value) + { + mSaveTrades = value; + } + + // + bool SaveConditions() + { + return mSaveConditions; + } + + // + void SaveConditions(bool value) + { + mSaveConditions = value; + } + + // + bool AllowLong() + { + return mAllowLong; + } + + // + void AllowLong(bool value) + { + mAllowLong = value; + } + + // + bool AllowShort() + { + return mAllowShort; + } + + // + void AllowShort(bool value) + { + mAllowShort = value; + } + + // + int MaxAllowedLongs() + { + return mMaxAllowedLongs; + } + + // + void MaxAllowedLongs(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedLongs = value; + } + + // + int MaxAllowedShorts() + { + return mMaxAllowedShorts; + } + + // + void MaxAllowedShorts(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedShorts = value; + } + + // + bool UseMaxAllowedTradesPerSymbol() + { + return mUseMaxAllowedTradesPerSymbol; + } + + // + void UseMaxAllowedTradesPerSymbol(bool value) + { + mUseMaxAllowedTradesPerSymbol = value; + } + + // + double MaxDrawdownPercentForOpenTrades() + { + return mMaxDrawdownPercentForOpenTrades; + } + + // + void MaxDrawdownPercentForOpenTrades(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxDrawdownPercentForOpenTrades = value; + } + + // + // Protector Start ... + + // + bool UseForceMomentumsInProtection() + { + return mUseForceMomentumsInProtection; + } + + // + void UseForceMomentumsInProtection(bool value) + { + mUseForceMomentumsInProtection = value; + } + + // + int DelayBarBetweenTwoSignal() + { + return mDelayBarBetweenTwoSignal; + } + + // + void DelayBarBetweenTwoSignal(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mDelayBarBetweenTwoSignal = value; + } + + // + int MaxAllowedSLToPause() + { + return mMaxAllowedSLToPause; + } + + // + void MaxAllowedSLToPause(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSLToPause = value; + } + + // + int MaxAllowedSLReachedPauseDelay() + { + return mMaxAllowedSLReachedPauseDelay; + } + + // + void MaxAllowedSLReachedPauseDelay(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedSLReachedPauseDelay = value; + } + + // + double AcceptNextSameTypeSignalWhenLastInProfit() + { + return mAcceptNextSameTypeSignalWhenLastInProfit; + } + + // + void AcceptNextSameTypeSignalWhenLastInProfit(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mAcceptNextSameTypeSignalWhenLastInProfit = value; + } + + // + // In Profit Position Protecting ... + + // + // Trail ... + + // + bool AllowTrail() + { + return mAllowTrail; + } + + // + void AllowTrail(bool value) + { + mAllowTrail = value; + } + + // + double TrailStartDistance() + { + return mTrailStartDistance; + } + + // + void TrailStartDistance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mTrailStartDistance = value; + } + + // + double TrailStep() + { + return mTrailStep; + } + + // + void TrailStep(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mTrailStep = value; + } + + // + int RemoveTPAfterTrailedLevel() + { + return mRemoveTPAfterTrailedLevel; + } + + // + void RemoveTPAfterTrailedLevel(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mRemoveTPAfterTrailedLevel = value; + } + + // + bool OnlyTrailUnprotected() + { + return mOnlyTrailUnprotected; + } + + // + void OnlyTrailUnprotected(bool value) + { + mOnlyTrailUnprotected = value; + } + + // + // Partial Close (In Profit) ... + + // + double PartialCloseInProfitDistance() + { + return mPartialCloseInProfitDistance; + } + + // + void PartialCloseInProfitDistance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mPartialCloseInProfitDistance = value; + } + + // + double PartialCloseInProfitVolume() + { + return mPartialCloseInProfitVolume; + } + + // + void PartialCloseInProfitVolume(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mPartialCloseInProfitVolume = value; + } + + // + // In Drawdown Positions Protecting ... + + // + // Protect ... + + // + bool AllowProtect() + { + return mAllowProtect; + } + + // + void AllowProtect(bool value) + { + mAllowProtect = value; + } + + // + double ProtectionStartDistance() + { + return mProtectionStartDistance; + } + + // + void ProtectionStartDistance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mProtectionStartDistance = value; + } + + // + int ProtectionDelay() + { + return mProtectionDelay; + } + + // + void ProtectionDelay(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mProtectionDelay = value; + } + + // + double ProtectionVolumeMultiplier() + { + return mProtectionVolumeMultiplier; + } + + // + void ProtectionVolumeMultiplier(double value) + { + // + if (value < 1) + { + value = 1; + } + + // + mProtectionVolumeMultiplier = value; + } + + // + int MaxAllowedProtection() + { + return mMaxAllowedProtection; + } + + // + void MaxAllowedProtection(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMaxAllowedProtection = value; + } + + // + bool UseEntryAsProtectionSL() + { + return mUseEntryAsProtectionSL; + } + + // + void UseEntryAsProtectionSL(bool value) + { + mUseEntryAsProtectionSL = value; + } + + // + bool ProtectOnConditions() + { + return mProtectOnConditions; + } + + // + void ProtectOnConditions(bool value) + { + mProtectOnConditions = value; + } + + // + bool AllowDirectionProtct() + { + return mAllowDirectionProtct; + } + + // + void AllowDirectionProtct(bool value) + { + mAllowDirectionProtct = value; + } + + // + // Partial Close (In Drawdown) ... + + // + double PartialCloseInDrawdownDistance() + { + return mPartialCloseInDrawdownDistance; + } + + // + void PartialCloseInDrawdownDistance(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mPartialCloseInDrawdownDistance = value; + } + + // + double PartialCloseInDrawdownVolume() + { + return mPartialCloseInDrawdownVolume; + } + + // + void PartialCloseInDrawdownVolume(double value) + { + // + if (value < 0) + { + value = 0; + } + + // + mPartialCloseInDrawdownVolume = value; + } + + // + // Hedge Props ... + + // + bool AllowHedge() + { + return mAllowHedge; + } + + // + void AllowHedge(bool value) + { + mAllowHedge = value; + } + + // + double HedgeMinVolumeStep() + { + return mHedgeMinVolumeStep; + } + + // + // Min: 0.01 + // Max 0.1 + void HedgeMinVolumeStep(double value) + { + // + if (value < 0.01) + { + value = 0.01; + } + + // + if (value > 0.1) + { + value = 0.1; + } + + // + mHedgeMinVolumeStep = value; + } + + // + int MinimumOpenPositionsForHEHedge() + { + return mMinimumOpenPositionsForHEHedge; + } + + // + void MinimumOpenPositionsForHEHedge(int value) + { + // + if (value < 0) + { + value = 0; + } + + // + mMinimumOpenPositionsForHEHedge = value; + } + + // + double HedgeHEMinProfitPerVolumeStep() + { + return mHedgeHEMinProfitPerVolumeStep; + } + + // + // Min: 0.01 + void HedgeHEMinProfitPerVolumeStep(double value) + { + // + if (value < 0.01) + { + value = 0.01; + } + + // + mHedgeHEMinProfitPerVolumeStep = value; + } + + // + double HedgeBEMinProfitPerVolumeStep() + { + return mHedgeBEMinProfitPerVolumeStep; + } + + // + // Min: 0.01 + void HedgeBEMinProfitPerVolumeStep(double value) + { + // + if (value < 0.01) + { + value = 0.01; + } + + // + mHedgeBEMinProfitPerVolumeStep = value; + } + + // + // Read Only Props ... + + // + int MaxSameTimeTrades() + { + return maxSameTimeTrades; + } + + // + // Calculate Max Drawdown and it's Percent ... + double GetMaxDrawdown() + { + // + XPosition positions[]; + int positionsCount = mTrader.GetPositions(positions); + if (IsValidSize(positionsCount)) + { + double mEquity = mTrader.mAccount.GetEquity(); + if (mEquity > maxDrawdown) + { + maxDrawdown = mEquity; + } + + // + drawdownPercent = (maxDrawdown - mEquity) / (staticBalanceForCalculateDrawdown > 0 ? staticBalanceForCalculateDrawdown : maxDrawdown) * 100; + drawdownPercent = NormalizeDouble(drawdownPercent, 3); + } + else + { + // + maxDrawdown = 0.0; + drawdownPercent = 0.0; + } + + // + return drawdownPercent; + } + + // + double AdditionalVolume() + { + return mAdditionalVolume; + } + + // + // Position Retrievers ... + + /** + * Retrieve Positions as XProtetedPosition structure + * @param positions: Argument 1 + * @return ( int ) + */ + int GetPositions( + X121SMCProtectedPosition &positions[] // + ) + { + // + int result = 0; + + // + Clean(positions); + + // + // Retrieve Positions from Trader Class ... + XPosition allPositions[]; + int allPositionsCount = mTrader.GetPositions( + allPositions, + NULL, // All Symbols ... + NULL, // All Providers ... + NULL, // All Periods ... + X_POSITION_TYPE_ALL, // Long and Short ... + false, // Filter By Magic ... + true // Force Clean ... + ); + if (!IsValidSize(allPositionsCount)) + { + return result; + } + + // + // Filter Support Positions ... + XPosition mainPositions[]; + XPosition supportPositions[]; + for (int i = 0; i < allPositionsCount; i++) + { + // + XPosition iPosition = allPositions[i]; + + // + // Check Validation ... + if (!iPosition.IsValid()) + { + continue; + } + + // + // Check Position Support or not ... + bool isSupport = IsSupport(iPosition.comment); + if (isSupport) + { + // + AddRef( + iPosition, + supportPositions // + ); + continue; + } + + // + AddRef( + iPosition, + mainPositions // + ); + } + + // + // Check Main Positions Count ... + int mainPositionsCount = ArraySize(mainPositions); + if (!IsValidSize(mainPositionsCount)) + { + return result; + } + + // + int supportPositionsCount = ArraySize(supportPositions); + + // + for (int i = 0; i < mainPositionsCount; i++) + { + // + XPosition iPosition = mainPositions[i]; + + // + X121SMCProtectedPosition iProtected; + iProtected.main = iPosition; + Clean(iProtected.supports); + + // + // Loop Through Support Positions To Find iPositions Support ... + if (IsValidSize(supportPositionsCount)) + { + // + for (int j = 0; j < supportPositionsCount; j++) + { + // + XPosition jSupport = supportPositions[j]; + + // + ulong supportParentTicket = ExtractSupportedTicket(jSupport.comment); + bool isSupport = supportParentTicket > 0; + if (isSupport && + supportParentTicket == iPosition.ticket) + { + // + AddRef( + jSupport, + iProtected.supports // + ); + } + + // + ulong eqmSupportParentTicket = ExtractEQMSupportedTicket(jSupport.comment); + bool isEQMSupport = eqmSupportParentTicket > 0; + if (isEQMSupport && + eqmSupportParentTicket == iPosition.ticket) + { + // + AddRef( + jSupport, + iProtected.supports // + ); + } + } + } + + // + // Findout X121SMCTradeData ... + int iIDX = -1; + bool hasItem = HasItem( + iPosition.ticket, + iIDX // + ); + if (hasItem && IsValidIndex(iIDX)) + { + iProtected.data = mData[iIDX]; + } + + // + AddRef( + iProtected, + positions // + ); + } + + // + Clean(allPositions); + Clean(mainPositions); + Clean(supportPositions); + + // + result = ArraySize(positions); + + // + return result; + } + + // + // Trade Handling Functions ... + + // + // First Step of Trade Handling ... + // Since Must Call when a Signal Executed ... + void AddData( + XSignal &signal, // Executed Signal + double commission = 0, // Commission + // + // Force Protections ... + bool forceTrail = false // Force Trail Stops ... + ) + { + // + // Check Signal Valid ... + if (!signal.IsValid()) + { + return; + } + + // + // Check Signal Support or Recovery ... + bool isSupport = IsSupport(signal.comment); + bool isRecovery = ExtractRecoveredTicket(signal.comment) > 0; + + // + X121SMCTradeData item; + bool isFilled = item.Fill(signal); + if (!isFilled) + { + return; + } + + // + item.commission = commission; + + // + // Checking Trailling Configs ... + double trailStep = TrailStep(); + double trailStartDistance = TrailStartDistance(); + bool enableTrail = + trailStep > 0 && + trailStartDistance > 0; + + // + bool onlyTrailUnprotecteds = OnlyTrailUnprotected(); + bool canCheck = + (onlyTrailUnprotecteds + ? !isSupport && + !isRecovery + : true) && + enableTrail; + if (canCheck) + { + item.forceTrail = forceTrail; + } + + // + Add(item); + + // + SaveSignal(item); + } + + // + void Finish(const XDeal &deal) + { + // + int idx = -1; + bool hasItem = HasItem( + deal.positionId, + idx // + ); + if (!hasItem) + { + return; + } + + // + // Update Item Info ... + mData[idx].swap = deal.swap; + mData[idx].endTime = deal.time; + mData[idx].profit = deal.profit; + + // + bool isTP = deal.reason == DEAL_REASON_TP; + bool isSL = deal.reason == DEAL_REASON_SL; + + // + mData[idx].message = + isTP + ? "TP" + : isSL + ? "SL" + : ""; + + // + if (isTP || isSL) + { + // + int symbolIDX = -1; + bool hasInfo = HasSymbol( + mData[idx].symbol, + symbolIDX // + ); + + // + X121SMCSymbolPositionInfo info; + if (!hasInfo) + { + // + // Add New One ... + info.symbol = mData[idx].symbol; + } + 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; + if (isTP) + { + info.HandleTP(xType); + } + else if (isSL) + { + info.HandleSL(xType); + } + + // + AddRef( + info, + mSymbolInfos // + ); + + // + HandlePauseSymbol(mData[idx].symbol); + } + + // + Save(idx); + } + + // + void Finish( + const ulong ticket, + const XPosition &position, + const string comment // + ) + { + // + int idx = -1; + bool hasItem = HasItem( + ticket, + idx // + ); + if (!hasItem) + { + return; + } + + // + // Update Item Info ... + mData[idx].swap = position.swap; + mData[idx].endTime = TimeCurrent(); + mData[idx].profit = position.profit; + + // + mData[idx].message = comment; + + // + bool handleForceClose = true; + if (handleForceClose) + { + // + bool isTP = position.profit > 0; + bool isSL = position.profit < 0; + + // + if (isTP || isSL) + { + // + int symbolIDX = -1; + bool hasInfo = HasSymbol( + mData[idx].symbol, + symbolIDX // + ); + + // + X121SMCSymbolPositionInfo info; + if (!hasInfo) + { + // + // Add New One ... + info.symbol = mData[idx].symbol; + } + 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; + if (isTP) + { + info.HandleTP(xType); + } + else if (isSL) + { + info.HandleSL(xType); + } + + // + AddRef( + info, + mSymbolInfos // + ); + + // + HandlePauseSymbol(mData[idx].symbol); + } + + // + Save(idx); + } + } + + // + // this Method call's by a Timer, + // or in OnTick for Update Positions, + // Data ... + void UpdateData() + { + // + XPosition positions[]; + int count = mTrader.GetPositions(positions); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + XPosition iPosition = positions[i]; + + // + int idx = -1; + bool isExists = HasItem( + iPosition.ticket, + idx // + ); + if (!isExists) + { + // + // Add New Data ... + + // + // Find Executed Signal Deal History ... + XDeal deals[]; + double commission = 0; + int dealsCount = mTrader.GetDeals( + deals, + iPosition.symbol, + iPosition.provider, + iPosition.period, + NULL, + DEAL_ENTRY_IN // + ); + if (IsValidSize(dealsCount)) + { + // + for (int i = 0; i < dealsCount; i++) + { + // + XDeal iDeal = deals[i]; + if (iDeal.positionId == iPosition.ticket) + { + // + commission = iDeal.commission; + break; + } + } + } + + // + X121SMCTradeData iData; + iData.Fill( + iPosition // + ); + + // + iData.ticket = iPosition.ticket; + + // + Add(iData); + } + else + { + // + // Update Exists ... + mData[idx].Update(iPosition); + } + } + + // + count = Count(); + if (count > maxSameTimeTrades) + { + maxSameTimeTrades = count; + } + + // + GetMaxDrawdown(); + } + + // + void UpdateSignal(XSignal &signal) + { + // + if (!signal.IsValid()) + { + return; + } + + // + int count = Count(); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + bool isOwn = mData[i].IsOwn( + signal.symbol, + signal.provider, + signal.period, + ToPositionType(signal.type) // + ); + if (isOwn) + { + mData[i].Fill(signal); + } + } + } + + // + void RemoveSignal(XSignal &signal) + { + // + if (!signal.IsValid()) + { + return; + } + + // + int signalIDX = -1; + ENUM_X_POSITION_TYPES xType = ToPositionType(signal.type); + bool hasSignal = HasItem( + signal.symbol, + signal.provider, + signal.period, + xType, + signalIDX // + ); + if (!hasSignal || !IsValidIndex(signalIDX)) + { + return; + } + + // + // Remove Item From List ... + ArrayRemove( + mData, + signalIDX, + 1 // + ); + } + + /** + * 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; + } + + /** + * 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(); + } + + // + // Position Execute and Sync Functions ... + + /** + * Validate Signal For Execution ... + */ + bool CanExecute(XSignal &signal) + { + // + bool result = false; + + // + // Validate Signal ... + result = signal.IsValid(); + if (!result) + { + return result; + } + + // + int symbolIDX = -1; + bool hasSymbolInfo = HasSymbol( + signal.symbol, + symbolIDX // + ); + + // + // Check rading Not Paused ... + result = + !hasSymbolInfo || + mSymbolInfos[symbolIDX].IsEnable(); + if (!result) + { + return result; + } + + // + bool isLong = IsLong(signal.type); + + // + // Chekc Signalling Enable or not ... + result = + isLong + ? mAllowLong + : mAllowShort; + if (!result) + { + return result; + } + + // + // Check Signal is Support or not ... + bool isSupport = IsSupport(signal.comment); + result = !isSupport; + if (!result) + { + return result; + } + + // + ENUM_X_POSITION_TYPES pType = ToPositionType(signal.type); + double requiredProfitForAcceptNext = AcceptNextSameTypeSignalWhenLastInProfit(); + + // + // 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); + + // + return result; + } + + /** + * Execute Specific Signal using Trade Handler ... + */ + bool ExecuteSignal( + XSignal &signal, // Signal for Execution + ENUM_X_SIGNAL_EXECUTION_RESULT &state, // Execution State + bool ignorePolicies = false, // Ignore Execution Policies + // + // Force Protections ... + bool forceTrail = false // Force Trail Position + ) + { + // + bool result = false; + + // + // Check Signal Validation ... + result = signal.IsValid(); + if (!result) + { + return result; + } + + // + // Check Policies ... + if (!ignorePolicies) + { + // + // Filter Signals if Necessary ... + result = CanExecute(signal); + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS; + return result; + } + + // + bool isLong = IsLong(signal.type); + + // + // Check Allow Trade Type ... + result = + isLong + ? mAllowLong + : mAllowShort; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED; + return result; + } + + // + XPosition longs[]; + XPosition shorts[]; + + // + // Counting Positions ... + if (mUseMaxAllowedTradesPerSymbol) + { + // + mTrader.GetPositions( + longs, + shorts, + signal.symbol // + ); + } + else + { + // + mTrader.GetPositions( + longs, + shorts, + NULL // All Symbols ... + ); + } + + // + int longsCount = ArraySize(longs); + int shortsCount = ArraySize(shorts); + + // + // Check Trades Count ... + if (mMaxAllowedLongs > 0 || mMaxAllowedShorts > 0) + { + // + result = + // + // Long ... + isLong + ? mMaxAllowedLongs <= 0 + ? true + : longsCount < mMaxAllowedLongs + // + // Short ... + : mMaxAllowedShorts <= 0 + ? true + : shortsCount < mMaxAllowedShorts + // + ; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED; + return result; + } + } + + // + // Check Position Delays ... + if (result && mDelayBarBetweenTwoSignal > 0) + { + // + 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 // + ); + } + + // + // Only Check when there is must to check and conditions happens ... + if (youngestAge > 0 && youngestPosition.IsValid()) + { + // + result = youngestAge >= mDelayBarBetweenTwoSignal; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED; + return result; + } + } + + // + if (!youngestPosition.IsValid()) + { + // + int symbolIDX = FindLastExecutedSignalItem(signal); + if (IsValidIndex(symbolIDX)) + { + // + datetime cTime = TimeCurrent(); + int signalPeriodSeconds = PeriodSeconds(signal.period); + datetime lastExecutedTime = mLastExecutedSignals[symbolIDX].time; + datetime passedTime = ((datetime)lastExecutedTime + + ((mDelayBarBetweenTwoSignal * signalPeriodSeconds))); + + // + result = cTime >= passedTime; + if (!result) + { + return result; + } + } + } + } + + // + // Check Drawdown ... + if (mMaxDrawdownPercentForOpenTrades > 0) + { + // + drawdownPercent = GetMaxDrawdown(); + + // + result = + drawdownPercent <= 0 + ? true + : drawdownPercent < mMaxDrawdownPercentForOpenTrades; + if (!result) + { + // + state = X_SIGNAL_EXECUTION_FAILED_NO_EQUITY; + return result; + } + } + } + + // + // Add Additional Volume to Signal ... + signal.volume += mAdditionalVolume; + + // + // Execute Signal ... + result = mTrader.ExecuteSignal( + signal, + state // + ); + if (result) + { + // + double commission = mTrader.GetPositionCommission(signal.positionId); + + // + // Add Signal to Trade Handler ... + AddData( + signal, + commission, + forceTrail // + ); + + // + HandleSignalExecuted(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); + } + + // + return result; + } + + // + // Protection Functions ... + + /** + * Handle Positiona Protections + */ + void HandleProtection() + { + // + // Retrieve Positions ... + X121SMCProtectedPosition pPositions[]; + int pPositionsCount = GetPositions( + pPositions // + ); + + // + // Validate Count ... + if (!IsValidSize(pPositionsCount)) + { + return; + } + + // + bool isHedged = HandleHedge(pPositions); + if (isHedged) + { + // + // Renew Data ... + Clean(pPositions); + int pPositionsCount = GetPositions( + pPositions // + ); + + // + // Validate Count ... + if (!IsValidSize(pPositionsCount)) + { + return; + } + + // + return; + } + + // + int protectedPositions = 0; + for (int i = 0; i < pPositionsCount; i++) + { + // + // Check Position is Protectable or not ... + X121SMCProtectedPosition iProtected = pPositions[i]; + XPosition iPosition = iProtected.main; + + // + bool isProtected = HandlePositionProtecting( + iPosition, + iProtected.supports, + pPositions // + ); + if (isProtected) + { + protectedPositions++; + } + } + + // + if (protectedPositions > 0) + { + // + // Renew Data ... + Clean(pPositions); + int pPositionsCount = GetPositions( + pPositions // + ); + + // + // Validate Count ... + if (!IsValidSize(pPositionsCount)) + { + return; + } + } + } + + /** + * 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); + } + + // + // Protected ... + protected: + // + XCTrade *mTrader; // Instance of Trader Class + X121SMCTradeCollector *mCollector; // Instance of Trade Collector Class + + // + X121SMCTradeData mData[]; // Hold Trade Data + + // + // Hedge Related Functions ... + + /** + * Handle Hedging On Positions ... + */ + bool HandleHedge(X121SMCProtectedPosition &positions[]) + { + // + bool result = false; + + // + // Check Hedging is Enabled Or Not ... + result = AllowHedge(); + if (!result) + { + return result; + } + + // + // Check Minimum Volume Step is Provided or not ... + double minVolumeStep = HedgeMinVolumeStep(); + result = minVolumeStep > 0; + if (!result) + { + return result; + } + + // + // Check Positions ... + int positionsCount = ArraySize(positions); + result = IsValidSize(positionsCount); + if (!result) + { + return result; + } + + // + // Calculate Required Info ... + double swaps = 0; // Summary of Positions Swaps ... + double profits = 0; // Summary of Positions and Supports Profits ... + double volumes = 0; // Summary of Positions and Supports Volumes ... + int supportsCount = 0; // Number of Protecting Positions ... + double commissions = 0; // Summary of Positions and Supports Commissions ... + XPosition flatPositions[]; // Flat Positions ... + for (int i = 0; i < positionsCount; i++) + { + // + X121SMCProtectedPosition iProtected = positions[i]; + + // + XPosition iPositions[]; + int iPositionsCount = iProtected.ExtractPositions(iPositions); + if (IsValidSize(iPositionsCount)) + { + // + Copy( + iPositions, + flatPositions, + false // + ); + } + + // + // Collect Main Positions Data ... + swaps += iProtected.main.swap; + profits += iProtected.main.profit; + volumes += iProtected.main.volume; + commissions += mTrader.GetPositionCommission(iProtected.main.ticket); + + // + int iSupportsCount = iProtected.CountSupports(); + supportsCount += iSupportsCount; + + // + if (IsValidSize(iSupportsCount)) + { + // + // Collectiong Supports Positions Data ... + for (int j = 0; j < iSupportsCount; j++) + { + // + XPosition jSupport = iProtected.supports[j]; + + // + swaps += jSupport.swap; + profits += jSupport.profit; + volumes += jSupport.volume; + + // + commissions += mTrader.GetPositionCommission(jSupport.ticket); + } + } + } + + // + // First Step is Handle HE Hedge ... + + // + int minOpenPositions = MinimumOpenPositionsForHEHedge(); + double heMinProfitPerVolumeStep = HedgeHEMinProfitPerVolumeStep(); + double beMinProfitPerVolumeStep = HedgeBEMinProfitPerVolumeStep(); + + // + // Check HE Hedge Conditions ... + bool allowHEHedge = minOpenPositions > 0 && heMinProfitPerVolumeStep > 0; + if (allowHEHedge) + { + // + // Implement HE Hedge ... + + // + // Check Main Positions Count and also not Support Positions ... + result = supportsCount == 0 && + positionsCount >= minOpenPositions; + if (result) + { + // + // Check Profits ... + result = profits > 0; + if (result) + { + // + // Calculate Required Profit ... + double volumeSteps = volumes / minVolumeStep; + double minRequiredProfit = (volumeSteps * heMinProfitPerVolumeStep) + + commissions + (-1 * swaps); + + // + // Check Profits Satisfied Required Profit's For Hedge or not ... + result = profits >= minRequiredProfit; + if (result) + { + // + int flatPositionsCount = ArraySize(flatPositions); + result = IsValidSize(flatPositionsCount); + if (result) + { + // + string comment = "EQM HE Hedge ..."; + int closed = mTrader.Close( + flatPositions, + comment // + ); + + // + result = closed > 0; + if (result) + { + // + string message = "EQM HE Hedge Close (" + ToString(flatPositionsCount) + ") Positions by: " + ToString(profits); + Alert(message); + + // + return result; + } + } + } + } + } + } + + // + // Check BE Hedge Conditions ... + bool allowBEHedge = positionsCount >= 1 && + supportsCount >= 1 && + beMinProfitPerVolumeStep > 0; + if (allowBEHedge) + { + // + // Implement BE Hedge ... + + // + // Check Profits ... + result = profits > 0; + if (result) + { + // + // Calculate Required Profit ... + double volumeSteps = volumes / minVolumeStep; + double minRequiredProfit = (volumeSteps * beMinProfitPerVolumeStep) + + commissions + (-1 * swaps); + + // + // Check Profits Satisfied Required Profit's For Hedge or not ... + result = profits >= minRequiredProfit; + if (result) + { + // + int flatPositionsCount = ArraySize(flatPositions); + result = IsValidSize(flatPositionsCount); + if (result) + { + // + string comment = "EQM BE Hedge ..."; + int closed = mTrader.Close( + flatPositions, + comment // + ); + + // + result = closed > 0; + if (result) + { + // + string message = "EQM BE Hedge Close (" + ToString(flatPositionsCount) + ") Positions by: " + ToString(profits); + Alert(message); + + // + return result; + } + } + } + } + + // + return result; + } + + // + return result; + } + + /** + * Handle Protecting Position ... + */ + bool HandlePositionProtecting( + XPosition &position, // Main Position + XPosition &supports[], // Supports + X121SMCProtectedPosition &positions[] // All Positions + ) + { + // + bool result = false; + + // + // Find Position's Item Data ... + int iDX = -1; + result = HasItem( + position.ticket, + iDX // + ); + if (!result) + { + return result; + } + + // + int supportsCount = ArraySize(supports); + + // + // Handle Protection Of Protection Signals ... + if (supportsCount > 0) + { + HandleProtectionOfProtectors(supports); + } + + // + // Here we Make Sure this Position has reached Proper distance ... + + // + bool isLong = IsLong(position.type); + bool isInProfit = position.profit > 0; + datetime currentTime = TimeCurrent(); + + // + double profitInPoint = position.GetProfitInPoint(); + double pointValue = position.GetPointsValue(); + + // + // Determines there is a Freezed Position or not ... + bool hasFreezed = false; + int positionsCount = ArraySize(positions); + if (IsValidSize(positionsCount)) + { + // + for (int i = 0; i < positionsCount; i++) + { + // + int iSupportsCount = ArraySize(positions[i].supports); + + // + hasFreezed = iSupportsCount == 1 && + positions[i].main.tp == 0 && + positions[i].main.sl == 0 && + positions[i].supports[0].tp == 0 && + positions[i].supports[0].sl == 0 && + positions[i].main.volume == positions[i].supports[0].volume; + if (hasFreezed) + { + break; + } + } + } + + // + // Reading Requirements for Trailling Stops ... + bool allowTrail = AllowTrail() || mData[iDX].forceTrail; + double trailStep = TrailStep(); + double trailStartDistance = TrailStartDistance(); + bool allowOnlyUnprotecteds = OnlyTrailUnprotected(); + int removeTPAfterTrailedLevel = RemoveTPAfterTrailedLevel(); + bool disableTrailWhenFreezedPosition = false; // DisableTrailWhenFreezedPosition(); + bool canTrail = isInProfit && + allowTrail && + trailStep > 0 && + profitInPoint > 0 && + trailStartDistance > 0 && + (!allowOnlyUnprotecteds + ? true + : supportsCount <= 0) && + profitInPoint >= trailStartDistance && + (!disableTrailWhenFreezedPosition + ? true + : !hasFreezed); + + // + // Reading Requirements for Partial Close ... + // In Profit ... + double partialCloseInProfitDistance = PartialCloseInProfitDistance(); + double partialCloseInProfitVolume = PartialCloseInProfitVolume(); + bool canPartialCloseInProfit = isInProfit && + profitInPoint > 0 && + !mData[iDX].partiallyClosed && + partialCloseInProfitVolume > 0 && + profitInPoint >= partialCloseInProfitDistance; + + // + // In Drawdown ... + double partialCloseInDrawdownDistance = PartialCloseInProfitDistance(); + double partialCloseInDrawdownVolume = PartialCloseInProfitVolume(); + bool canPartialCloseInDrawdown = !isInProfit && + profitInPoint < 0 && + !mData[iDX].partiallyClosed && + partialCloseInDrawdownVolume > 0 && + MathAbs(profitInPoint) >= partialCloseInDrawdownDistance; + + // + double partialCloseVolume = canPartialCloseInProfit + ? partialCloseInProfitVolume + : canPartialCloseInDrawdown + ? partialCloseInDrawdownVolume + : 0; + + // + bool canPartialClose = partialCloseVolume > 0 && + (canPartialCloseInProfit || + canPartialCloseInDrawdown); + + // + // Reading Requirement for Freezing Positions ... + + // + // Protect ... + bool allowProtect = AllowProtect(); + int protectionDelay = ProtectionDelay(); + bool protectOnConditions = ProtectOnConditions(); + int maxAllowedProtection = MaxAllowedProtection(); + bool useEntryAsProtectionSL = UseEntryAsProtectionSL(); + double protectDistance = ProtectionStartDistance(); + bool allowDirectionProtect = AllowDirectionProtct(); + double protectVolumeMultiplier = ProtectionVolumeMultiplier(); + bool canProtect = + !isInProfit && + allowProtect && + protectDistance > 0 && + protectionDelay >= 0 && + protectVolumeMultiplier >= 1 && + (maxAllowedProtection <= 0 + ? true + : supportsCount < maxAllowedProtection) && + MathAbs(profitInPoint) >= MathAbs(protectDistance); + + // + result = + canTrail || + canProtect || + canPartialClose; + if (!result) + { + return result; + } + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + // Last Bar ... + XOHCL cBar; + result = cBar.Init( + position.symbol, + position.period, + cIndex // + ); + if (!result) + { + return result; + } + + // + // Previous Bar of Last Bar ... + XOHCL pBar; + result = cBar.GetPreviousBar(pBar); + if (!result) + { + return result; + } + + // + // Last Swing Low Bar ... + XOHCL lastSwingLow; + result = cBar.FindLastSwingLow(lastSwingLow); + if (!result) + { + return result; + } + + // + // Last Swing High Bar ... + XOHCL lastSwingHigh; + result = cBar.FindLastSwingHigh(lastSwingHigh); + if (!result) + { + return result; + } + + // + // Common Conditions For Bullish and Bearish Powers ... + + // + // Detect Bullish/Bearish Patterns and Trends ... + + // + // Bullish ... + bool hasBullishPower = cBar.HasBullishPower(); + bool hasBullishPattern = mBarAnalyser.HasBullishPattern(cBar); + bool hasBullishPressure = cBar.HasBullishPressure(); + bool hasBullishTrend = mBarAnalyser.HasBullishTrend(cBar, true); + + // + // Bearish ... + bool hasBearishPower = cBar.HasBearishPower(); + bool hasBearishPattern = mBarAnalyser.HasBearishPattern(cBar); + bool hasBearishPressure = cBar.HasBearishPressure(); + bool hasBearishTrend = mBarAnalyser.HasBearishTrend(cBar, true); + + // + // Define Conditions ... + MqlTick ticks[]; + int ticksCount = CopyTicks( + position.symbol, + ticks, + COPY_TICKS_ALL, + 0, + 5 // + ); + + // + bool isTicksBullishForLong = + // + GetTickEntry(ticks[0], POSITION_TYPE_BUY, position.symbol) > GetTickEntry(ticks[1], POSITION_TYPE_BUY, position.symbol) && + GetTickEntry(ticks[1], POSITION_TYPE_BUY, position.symbol) > GetTickEntry(ticks[2], POSITION_TYPE_BUY, position.symbol) && + GetTickEntry(ticks[2], POSITION_TYPE_BUY, position.symbol) > GetTickEntry(ticks[3], POSITION_TYPE_BUY, position.symbol) + // + ; + + // + bool isTicksBearishForLong = + // + GetTickEntry(ticks[0], POSITION_TYPE_BUY, position.symbol) < GetTickEntry(ticks[1], POSITION_TYPE_BUY, position.symbol) && + GetTickEntry(ticks[1], POSITION_TYPE_BUY, position.symbol) < GetTickEntry(ticks[2], POSITION_TYPE_BUY, position.symbol) && + GetTickEntry(ticks[2], POSITION_TYPE_BUY, position.symbol) < GetTickEntry(ticks[3], POSITION_TYPE_BUY, position.symbol) + // + ; + + // + bool isTicksBullishForShort = + // + GetTickEntry(ticks[0], POSITION_TYPE_SELL, position.symbol) > GetTickEntry(ticks[1], POSITION_TYPE_SELL, position.symbol) && + GetTickEntry(ticks[1], POSITION_TYPE_SELL, position.symbol) > GetTickEntry(ticks[2], POSITION_TYPE_SELL, position.symbol) && + GetTickEntry(ticks[2], POSITION_TYPE_SELL, position.symbol) > GetTickEntry(ticks[3], POSITION_TYPE_SELL, position.symbol) + // + ; + + // + bool isTicksBearishForShort = + // + GetTickEntry(ticks[0], POSITION_TYPE_SELL, position.symbol) < GetTickEntry(ticks[1], POSITION_TYPE_SELL, position.symbol) && + GetTickEntry(ticks[1], POSITION_TYPE_SELL, position.symbol) < GetTickEntry(ticks[2], POSITION_TYPE_SELL, position.symbol) && + GetTickEntry(ticks[2], POSITION_TYPE_SELL, position.symbol) < GetTickEntry(ticks[3], POSITION_TYPE_SELL, position.symbol) + // + ; + + // + // News Momentum Change ... + + // + double hh5 = cBar.FindHighest( + 5, + MODE_HIGH // + ); + + // + double ll5 = cBar.FindLowest( + 5, + MODE_LOW // + ); + + // + bool isForecBullishMomentum = false; + bool isForceBearishMomentum = false; + bool useForceMomentum = UseForceMomentumsInProtection(); + if (ticksCount == 5 && useForceMomentum) + { + // + isForecBullishMomentum = + // + GetTickEntry(ticks[0], POSITION_TYPE_BUY, position.symbol) >= hh5 + // + && + // + ( + // + GetTickEntry(ticks[0], POSITION_TYPE_BUY, position.symbol) > GetTickEntry(ticks[1], POSITION_TYPE_BUY, position.symbol) && + GetTickEntry(ticks[1], POSITION_TYPE_BUY, position.symbol) > GetTickEntry(ticks[2], POSITION_TYPE_BUY, position.symbol) && + GetTickEntry(ticks[2], POSITION_TYPE_BUY, position.symbol) > GetTickEntry(ticks[3], POSITION_TYPE_BUY, position.symbol) && + GetTickEntry(ticks[3], POSITION_TYPE_BUY, position.symbol) > GetTickEntry(ticks[4], POSITION_TYPE_BUY, position.symbol) + // + ) + // + ; + + // + isForceBearishMomentum = + // + GetTickEntry(ticks[0], POSITION_TYPE_SELL, position.symbol) <= ll5 + // + && + // + ( + // + GetTickEntry(ticks[0], POSITION_TYPE_SELL, position.symbol) < GetTickEntry(ticks[1], POSITION_TYPE_SELL, position.symbol) && + GetTickEntry(ticks[1], POSITION_TYPE_SELL, position.symbol) < GetTickEntry(ticks[2], POSITION_TYPE_SELL, position.symbol) && + GetTickEntry(ticks[2], POSITION_TYPE_SELL, position.symbol) < GetTickEntry(ticks[3], POSITION_TYPE_SELL, position.symbol) && + GetTickEntry(ticks[3], POSITION_TYPE_SELL, position.symbol) < GetTickEntry(ticks[4], POSITION_TYPE_SELL, position.symbol) + // + ) + // + ; + } + + // + bool hasBullishDecision = + // + cBar.IsBullishDecision() + // + ; + + // + bool hasBearishDecision = + // + cBar.IsBearishDecision() + // + ; + + // + bool hasBullishConditions = + // + ( + // + hasBullishTrend && + hasBullishDecision && + (hasBullishPower || + hasBullishPattern || + hasBullishPressure) + // + ) + // + ; + + // + bool hasBearishConditions = + // + ( + // + hasBearishTrend && + hasBearishDecision && + (hasBearishPower || + hasBearishPattern || + hasBearishPressure) + // + ) + // + ; + + // + // Do Trail ... + bool isTrailed = false; + if (canTrail) + { + // + bool hasTrailConditions = + isLong + ? (isForecBullishMomentum || + (isTicksBullishForLong && + hasBullishConditions)) + : (isForceBearishMomentum || + (isTicksBearishForShort && + hasBearishConditions)); + if (hasTrailConditions) + { + // + double entry = position.entry; + int lastTrailedStep = mData[iDX].trailStep; + + // + double requiredProfit = + lastTrailedStep == 0 + ? trailStartDistance + : trailStartDistance + (lastTrailedStep * trailStep); + + // + bool isProfitsPassed = profitInPoint > requiredProfit; + if (isProfitsPassed) + { + // + double delta = (requiredProfit * pointValue); + + // + double sl = + isLong + ? entry + delta + : entry - delta; + + // + string comment = "EQM Trail Stop ..."; + + // + bool canRemoveTP = + position.tp != 0 && + removeTPAfterTrailedLevel > 0 && + mData[iDX].trailStep == removeTPAfterTrailedLevel; + double tp = + canRemoveTP + ? 0 + : position.tp; + + // + // Try to Modify Position ... + isTrailed = mTrader.Modify( + position.ticket, + sl, + tp, + comment // + ); + if (isTrailed) + { + // + mData[iDX].trailStep++; + + // + string message = "EQM Trail (" + ToString(position.ticket) + ") Stop in Level: " + ToString(mData[iDX].trailStep) + " ..."; + Alert(message); + } + } + } + // + // Force Trail When passed half way ... + else + { + // + // Handle Force Trail ... + double requiredProfit = position.GetRewardInPoint(); + if (position.sl > 0 && + position.sl < position.entry && + profitInPoint >= requiredProfit) + { + // + double delta = requiredProfit - (requiredProfit / 3); + double sl = + isLong + ? position.entry + (delta * pointValue) + : position.entry - (delta * pointValue); + + // + string comment = "EQM Force Trail Stop ..."; + + // + // Try to Modify Position ... + isTrailed = mTrader.Modify( + position.ticket, + sl, + position.tp, + comment // + ); + if (isTrailed) + { + // + mData[iDX].trailStep++; + + // + string message = "EQM Force Trail (" + ToString(position.ticket) + ") Stop ..."; + Alert(message); + } + } + } + } + + // + // Do Partial Close ... + bool isPartialClosed = false; + if (canPartialClose) + { + // + string comment = "EQM Partial Close ..."; + + // + // Do Partial Closing ... + isPartialClosed = mTrader.ClosePartial( + position.ticket, + partialCloseVolume, + comment // + ); + if (isPartialClosed) + { + // + mData[iDX].partiallyClosed = true; + + // + string message = "EQM Partially Closed " + ToString(partialCloseVolume) + " of (" + ToString(position.ticket) + ") ..."; + Alert(message); + } + } + + // + // Protect ... + bool isProtected = false; + if (canProtect) + { + // + // Protection Conditions ... + bool hasLongProtectConditions = isForecBullishMomentum || + (isTicksBullishForLong && + hasBullishConditions); + bool hasShortProtectConditions = isForceBearishMomentum || + (isTicksBearishForShort && + hasBearishConditions); + + // + // Check Protection Delay ... + datetime currentTime = TimeCurrent(); + datetime lastProtectedOn = mData[iDX].lastProtectedOn; + bool isProtectionDelayPassed = + protectionDelay <= 0 + ? true + : !IsValid(lastProtectedOn) + ? true + : (TimeToSeconds(currentTime) - TimeToSeconds(lastProtectedOn)) > (ulong)protectionDelay; + + // + // Checking Protection Conditions ... + bool hasProtectConditions = + isProtectionDelayPassed && + (!protectOnConditions + ? true + : allowDirectionProtect + ? (hasLongProtectConditions || + hasShortProtectConditions) + : isLong + ? hasShortProtectConditions + : hasLongProtectConditions); + + // + // Check Protection Conditions Happens ... + if (hasProtectConditions) + { + // + bool isInDirectProtection = + !protectOnConditions + ? true + : isLong + ? hasShortProtectConditions + : hasLongProtectConditions; + + // + double sl = + !isInDirectProtection + ? position.sl + : useEntryAsProtectionSL + ? position.entry + : position.tp; + double tp = + !isInDirectProtection + ? position.tp + : position.sl; + double volume = protectVolumeMultiplier * position.volume; + ENUM_POSITION_TYPE type = + !isInDirectProtection + ? position.type + : GetOpposit(position.type); + double entry = GetEntry( + position.symbol, + type // + ); + ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET; + + // + // Prepare Signal ... + XSignal signal; + bool isPrepared = signal.Prepare( + position.symbol, + position.provider, + position.period, + type, + mode, + entry, + volume, + sl, + tp // + ); + + // + if (isPrepared) + { + // + // Generate Comment for Recover and Support ... + string comment = GenerateSupportTag(position.ticket); + + // + signal.comment = comment; + + // + ENUM_X_SIGNAL_EXECUTION_RESULT state; + isProtected = ExecuteSignal( + signal, + state, + true // Support Signal need to Ignore Policies ... + ); + if (isProtected) + { + // + // Update Last Protected On Data Handler ... + mData[iDX].lastProtectedOn = currentTime; + + // + // Alert ... + string message = "EQM Open " + (IsLong(type) ? "Long" : "Short") + " Protect Position for (" + ToString(position.ticket) + ") ..."; + Alert(message); + } + } + } + } + + // + result = + isTrailed || + isProtected || + isPartialClosed; + + // + return result; + } + + /** + * Handle Protection of Support(s) ... + * + * @param supports: Supports Array ... + */ + void HandleProtectionOfProtectors(XPosition &supports[]) + { + // + int supportsCount = ArraySize(supports); + + // + if (!IsValidSize(supportsCount)) + { + return; + } + + // + // TODO: Implement Supports Protection ... + + // + // Trailling ... + } + + /** + * 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 = MaxAllowedSLToPause(); + int pauseDelay = MaxAllowedSLReachedPauseDelay(); + 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); + + // + } + + // + // Private ... + private: + // + // Props ... + double mAdditionalVolume; // Volume Additional + XSymbolLastPosition mLastExecutedSignals[]; // Last Executed Signals + + // + // Read Only ... + int maxSameTimeTrades; // Max Same Time Trades + double maxDrawdown; // Max 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 + + // + bool mAllowLong; // Allow Long/Buy Trade Type + bool mAllowShort; // Allow Short/Sell Trade Type + int mMaxAllowedLongs; // Max Allowe Long/Buy Trades + int mMaxAllowedShorts; // Max Allowe Short/Sell Trades + bool mUseMaxAllowedTradesPerSymbol; // Use Max Allowed Trades Per Symbol + double mMaxDrawdownPercentForOpenTrades; // Max Drawdown Percent for Open Trades + + // + // Protector ... + + // + int mDelayBarBetweenTwoSignal; // Delay Bars Between Two Signal + int mMaxAllowedSLToPause; // Max Allowed SL Per Symbol + int mMaxAllowedSLReachedPauseDelay; // Pause Symbol Trading After Mx Allowed SL Reached + bool mUseForceMomentumsInProtection; // Use Force Momentums In Protection + double mAcceptNextSameTypeSignalWhenLastInProfit; // Accept Next Same Type Signal When Last in Profit in Point + + // + // In Profit Positions Protecting ... + + // + // Trail ... + bool mAllowTrail; // Allow Trail Stop for Positions + double mTrailStartDistance; // Specify Trail Start in Point + double mTrailStep; // Trail Step in Point + int mRemoveTPAfterTrailedLevel; // Remove Trailed Position TP after Level + bool mOnlyTrailUnprotected; // Only Trail Unprotected Positionss + + // + // Partial Close (In Profit) ... + double mPartialCloseInProfitDistance; // Specify Partial Close Profit in Point + double mPartialCloseInProfitVolume; // Specify Partial Close in Profit Volume + + // + // In Drawdown Positions Protecting ... + + // + // Protect ... + bool mAllowProtect; // Allow Proptecting + double mProtectionStartDistance; // Protection Start Drawdown in Profit + double mProtectionVolumeMultiplier; // Protection Volume Multiplier + int mMaxAllowedProtection; // Max Allowed Protection + bool mUseEntryAsProtectionSL; // Use Position Entry For SL of Protect + bool mAllowDirectionProtct; // Allow also Directional Protect + bool mProtectOnConditions; // Do Protection only when Conditions happens + int mProtectionDelay; // Delay Between two Protection in Secconds + + // + // Partial Close (In Drawdown) ... + double mPartialCloseInDrawdownDistance; // Specify Partial Close Drawdown in Point + double mPartialCloseInDrawdownVolume; // Specify Partial Close in Drawdown Volume + + // + // Hedging Properties ... + bool mAllowHedge; // Allow Protector to Hedge Positions + double mHedgeMinVolumeStep; // Minimum Volume Step For Hedge + int mMinimumOpenPositionsForHEHedge; // Minimum Open Positions For HE Hedge + double mHedgeHEMinProfitPerVolumeStep; // Minimum Required Profit For HE Hedge Per Volume Step + double mHedgeBEMinProfitPerVolumeStep; // Minimum Required Profit For BE Hedge Per Volume Step + + // + XCBarAnalyser mBarAnalyser; + X121SMCSymbolPositionInfo mSymbolInfos[]; + + /** + * 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; + } + + // + // 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.symbol, + item.provider, + item.period, + item.type, + 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; + } + + // + // Find Item Index ... + bool HasItem( + string symbol, + string provider, + ENUM_TIMEFRAMES period, + ENUM_X_POSITION_TYPES type, + int &index // + ) + { + // + bool result = false; + + // + index = -1; + + // + // Validate ... + result = + // + IsValid(symbol) && + IsValid(period) && + IsValid(provider) && + type != X_POSITION_TYPE_ALL && + type != X_POSITION_TYPE_NONE + // + ; + if (!result) + { + return result; + } + + // + int count = Count(); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + result = mData[i].IsOwn( + symbol, + provider, + period, + type // + ); + if (result) + { + // + index = i; + break; + } + } + + // + 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); + } + + // + 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; + } + + // + 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 // + ); + } + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Experts/x-121.smc.expert.class.ex5 b/BKPS/14031003/X121SMCEA/Experts/x-121.smc.expert.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..b891e1fe52b648f20fa35141e4ad7dd1332621ef 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z+$PdufO0BUm1ERnUGv80V}E9_tOli`s)S>nuBDNm>m!@k$v=}ZpxFHQc!)o$r;TkU z5;M7E%!JkU>2@3>7TJ literal 0 HcmV?d00001 diff --git a/BKPS/14031003/X121SMCEA/Experts/x-121.smc.expert.class.mq5 b/BKPS/14031003/X121SMCEA/Experts/x-121.smc.expert.class.mq5 new file mode 100644 index 0000000..b27dc41 --- /dev/null +++ b/BKPS/14031003/X121SMCEA/Experts/x-121.smc.expert.class.mq5 @@ -0,0 +1,1111 @@ +/////////////////////////////////////////////////////// +// +// 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 "../Classes/x-121.smc.x-tradehandler.class.mq5" +#include "../Libraries/x-121.smc.lib.mq5" +#include "../Strategy/x-121.smc.test.strategy.class.mq5" + +// +// Definitions ... +string XC121SMCExpertToken = "XC121SMCEA"; + +// +// Implementation ... + +class XC121SMCExpert : public XCBaseExpert +{ + // + public: + // + + // + // Signal Event Listener ... + TOnStopLoss OnPositionSLEventListener; + TOnTakeProfit OnPositionTPEventListener; + TOnPartialClose OnPositionPartialCloseEventListener; + TOnModify OnPositionModifiedEventListener; + TOnForceClose OnPositionForceCloseEventListener; + + // + TOnX121SMCSignal OnSignalEventListener; + + // + // Getter(s) / Setter(s) ... + + /** + * 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; + ReConfigureAllStrategies(); + } + + /** + * 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; + } + + /** + * 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; + } + + /** + * 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; + } + + /** + * 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; + } + + /** + * 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; + } + + /** + * 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; + } + + // + // 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.RemoveSignal(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(); + + // + // Check Signal Protections ... + bool canTrail = false; + ENUM_X_121_SMC_PROVIDERS signalProvider = ParseProvider(signal.provider); + if (IsValid(signalProvider)) + { + // + // Complete this in Force States ... + // canTrail = true; + } + + // + // Execute Signal Using Trade Handler ... + ENUM_X_SIGNAL_EXECUTION_RESULT state; + bool isExecuted = mTradeHandler.ExecuteSignal( + signal, + state, + false, // ignore Policies ... + // + // Force Protections ... + canTrail // + ); + + // + if (isExecuted) + { + mLastSignalOn = currentTime; + } + } + + // + // 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 = false; + + // + // Initialize Indicator Helpers ... + + // + // Bar Timer ... + XCTInputs ctInputs; + ctInputs.Default(); // Default Configurations ... + mCTHelper = new XCXCTHelper(); + result = mCTHelper.Init( + GetSymbol(), + GetPeriod(), + ctInputs // + ); + if (!result) + { + return result; + } + + // + // Bar Styles ... + XCCInputs ccInputs; + ccInputs.Default(); // Default Configurations ... + mCCHelper = new XCXCCHelper(); + result = mCCHelper.Init( + GetSymbol(), + GetPeriod(), + ccInputs // + ); + 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.AddOnModifyPositionEventHandler(OnPositionModifiedEventListener); + mTrader.AddOnForceClosePositionEventHandler(OnPositionForceCloseEventListener); + mTrader.AddOnPartialClosePositionEventHandler(OnPositionPartialCloseEventListener); + + // + // Initialize Trade Handler ... + mTradeHandler = new XC121SMCTradeHandler(mTrader); + mTradeHandler.SaveTrades(true); + mTradeHandler.SaveSignals(true); + mTradeHandler.SaveConditions(true); + + // + // Configure Alerts ... + mTradeHandler.SetAlertPrefix(GetTag()); + mTradeHandler.SetAlertEnableAlerts(GetAlertEnableAlerts()); + mTradeHandler.SetAlertLogAlerts(GetAlertLogAlerts()); + mTradeHandler.SetAlertMailAlerts(GetAlertMailAlerts()); + mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts()); + mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts()); + + // + mTradeHandler.MaxAllowedSLToPause(0); + mTradeHandler.DelayBarBetweenTwoSignal(7); + mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24)); + + // + // Configure Trade Management ... + mTradeHandler.AllowLong(AllowLong()); + mTradeHandler.AllowShort(AllowShort()); + mTradeHandler.MaxAllowedLongs(0); + mTradeHandler.MaxAllowedShorts(0); + mTradeHandler.UseMaxAllowedTradesPerSymbol(true); + mTradeHandler.MaxDrawdownPercentForOpenTrades(5); + + // + // Configure Position Protector ... + + // + mTradeHandler.UseForceMomentumsInProtection(true); + + // + // Configure Hedging ... + mTradeHandler.AllowHedge(false); + mTradeHandler.HedgeMinVolumeStep(0.01); + mTradeHandler.MinimumOpenPositionsForHEHedge(2); + mTradeHandler.HedgeHEMinProfitPerVolumeStep(0.2); + mTradeHandler.HedgeBEMinProfitPerVolumeStep(0.06); + + // + // In Profit Position Protecting ... + + // + // Trail ... + mTradeHandler.AllowTrail(false); + mTradeHandler.TrailStep(15); + mTradeHandler.TrailStartDistance(30); + mTradeHandler.OnlyTrailUnprotected(true); + mTradeHandler.RemoveTPAfterTrailedLevel(3); + + // + // Partial Close (In Profit) ... + mTradeHandler.PartialCloseInProfitDistance(0); + mTradeHandler.PartialCloseInProfitVolume(0); + + // + // In Drawdown Positions Protecting ... + + // + // Protect ... + mTradeHandler.AllowProtect(false); + mTradeHandler.ProtectionDelay(20); + mTradeHandler.MaxAllowedProtection(0); + mTradeHandler.UseEntryAsProtectionSL(true); + mTradeHandler.ProtectOnConditions(true); + mTradeHandler.AllowDirectionProtct(false); + mTradeHandler.ProtectionStartDistance(50); + mTradeHandler.ProtectionVolumeMultiplier(2); + + // + // Partial Close (In Profit) ... + mTradeHandler.PartialCloseInDrawdownDistance(0); + mTradeHandler.PartialCloseInDrawdownVolume(0); + + // + // Parsers ... + XSymbolParser _symbolParser; + + // + // Single Symbol ... + if (!MultiSymbol()) + { + // + // Register Strategy ... + + // + // Create Class Instance ... + XCX121SMCBaseStrategy *iX121SMCStrategy; + iX121SMCStrategy = new XCX121SMCTestStrategy( + _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 XCX121SMCTestStrategy( + iSymbol, + _Period // + ); + + // + iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener); + + // + // Register Strategy ... + ConfigureStrategy(iX121SMCStrategy); + RegisterStrategy(iX121SMCStrategy); + } + } + } + + // + return result; + } + + /** + * Destroy all Initialized EA Requirements ... + */ + void DestroyEA() override + { + // + delete mCTHelper; + delete mCCHelper; + delete mTradeHandler; + + // + Clean(mStrategies); + } + + /** + * Call all Registered Strategies On Tick ... + */ + void HandleStrategiesOnTick() override + { + // + // Calling Protection Handler of TradeHandler ... + mTradeHandler.HandleProtection(); + + // + int count = ArraySize(mStrategies); + if (!IsValidSize(count)) + { + return; + } + + // + for (int i = 0; i < count; i++) + { + // + // Call Tick Handler Function ... + mStrategies[i].HandleTick(); + } + } + + // + // Event Handlers ... + + /** + * 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 + { + mTradeHandler.ResumePausedSymbols(); + } + + /** + * 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 ... + + // + datetime mLastSignalOn; + + // + 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) + { + // + // Prepare Signal Dynamic Volume + // if Provided ... + if (UseDynamicVolume() && + DynamicVolumeStep() > 0 && + DynamicVolumeBalanceFactor() > 0) + { + // + double dVolume = mTrader.GetDynamicVolume( + signal.symbol, + DynamicVolumeBalanceFactor(), + DynamicVolumeStep() // + ); + + // + if (dVolume > 0) + { + signal.volume = dVolume; + } + else + { + signal.volume = Volume(); + } + } + else if (RiskPercentPerBalance() > 0) + { + // + double riskPercent = RiskPercentPerBalance(); + + // + double balance = mTrader.mAccount.GetBalance(); + double riskAmountPerBalance = (riskPercent * balance) / 100; + + // + double risk = signal.GetRisk(); + double points = GetPoints(signal.symbol); + double riskInPoints = risk / points; + + // + double volume = mTrader.mAccount.CalculateVolume( + signal.symbol, + riskAmountPerBalance, + riskInPoints // + ); + + // + // 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; + } + + // + if (volume > 0) + { + volume = NormalizeVolume(volume, signal.symbol); + } + + // + signal.volume = volume; + } + else + { + signal.volume = Volume(); + } + + // + mTradeHandler.UpdateSignal(signal); + } + + /** + * 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]); + } + } + + // + private: + // + + // + // Props ... + + // + // Volume Management ... + double mR2R; // Signallers Risk to Reward Ratio ... + bool mUseDynamicVolume; // Use Dynamic Volume ... + double mDynamicVolumeStep; // Increase Volume Step ... + double mDynamicVolumeBalanceFactor; // Balance Factor for Generate Dynamic Volume ... + double mVolume; // Static Volume ... + bool mDynamicRiskManagement; // Dynamic Risk Management ... + double mRiskPercentPerBalance; // Risk Percent Per Balance in Each Trade ... + + // + 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; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Libraries/x-121.smc.lib.ex5 b/BKPS/14031003/X121SMCEA/Libraries/x-121.smc.lib.ex5 new file 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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 "../../Classes/x-saherelm.base.class.mq5" +#include "../../Helpers/x-saherelm.x121.helper.mq5" +#include "../../Libraries/x-saherelm.common.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 X121SMCSMPVToken = "X121SMCSMPV"; +const string X121SMCRJBPVToken = "X121SMCRJBPV"; +const string X121SMCVWAPCToken = "X121SMCVWAPC"; + +// +// X121 SMC Providers ... +enum ENUM_X_121_SMC_PROVIDERS +{ + // + X_121_SMC_PROVIDER_NONE, + X_121_SMC_PROVIDER_SMPV, + X_121_SMC_PROVIDER_RJBPV, + X_121_SMC_PROVIDER_VWAPC, +}; + +// +// X121 SL Method ... +enum ENUM_X_121_SMC_SL_TYPES +{ + X_121_SMC_SL_TYPE_NONE, + X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR, + X_121_SMC_SL_TYPE_CURRENT_SAR_BOX, + X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR, + X_121_SMC_SL_TYPE_CURRENT_SAR, + X_121_SMC_SL_TYPE_DON_CLOSE_BOX, + X_121_SMC_SL_TYPE_FIBO_LEVEL_1_5, + X_121_SMC_SL_TYPE_FIBO_LEVEL_3, + X_121_SMC_SL_TYPE_VWAP_FAST, + X_121_SMC_SL_TYPE_VWAP_MID, + X_121_SMC_SL_TYPE_VWAP_SLOW, + X_121_SMC_SL_TYPE_SWING, + X_121_SMC_SL_TYPE_MOMENTUM, + X_121_SMC_SL_TYPE_REJECTION, + X_121_SMC_SL_TYPE_TENKAN_SEN, +}; + +// +// Pivot Types ... +enum ENUM_XPV_PIVOTS +{ + XPV_NONE, + XPV_PEAK, + XPV_VALE, +}; + +// +// Model a Pivot structure ... +struct XPVPivot +{ + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double upper; + double lower; + + // + datetime from; + datetime to; + + // + int repetition; + + // + ENUM_XPV_PIVOTS type; + + // + // Combined all States ... + XPOIState state; + + // + XPVPivot() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + upper = 0; + lower = 0; + + // + to = NULL; + from = NULL; + symbol = NULL; + period = NULL; + + // + repetition = 0; + + // + type = XPV_NONE; + + // + state.Clean(); + } + + /** + * Validation ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + IsValid(to) && + IsValid(from) && + IsValid(symbol) && + IsValid(period) && + repetition > 0 && + type != XPV_NONE && + (upper > 0 || lower > 0) + // + ; + + // + return result; + } + + /** + * Check Pivot is Peak ... + * + * @return ( bool ) + */ + bool IsPeak() + { + // + bool result = false; + + // + result = IsValid() && + type == XPV_PEAK; + + // + return result; + } + + /** + * Check Pivot is Vale ... + * + * @return ( bool ) + */ + bool IsVale() + { + // + bool result = false; + + // + result = IsValid() && + type == XPV_VALE; + + // + return result; + } + + /** + * Calculate Lower for Peaks ... + * + * @return ( double ) + */ + double CalculateLower() + { + // + double result = 0; + + // + if (!IsValid() || + !IsPeak()) + { + return result; + } + + // + int fromIndex = iBarShift( + symbol, + period, + from // + ); + + // + int toIndex = iBarShift( + symbol, + period, + to // + ); + + // + int count = + fromIndex - toIndex; + + // + int llIDX = iLowest( + symbol, + period, + MODE_LOW, + count, + toIndex // + ); + + // + result = + iLow( + symbol, + period, + llIDX // + ); + + // + return result; + } + + /** + * Calculate Upper for Vales ... + * + * @return ( double ) + */ + double CalculateUpper() + { + // + double result = 0; + + // + if (!IsValid() || + !IsVale()) + { + return result; + } + + // + int fromIndex = iBarShift( + symbol, + period, + from // + ); + + // + int toIndex = iBarShift( + symbol, + period, + to // + ); + + // + int count = + fromIndex - toIndex; + + // + int hhIDX = iHighest( + symbol, + period, + MODE_HIGH, + count, + toIndex // + ); + + // + result = + iHigh( + symbol, + period, + hhIDX // + ); + + // + return result; + } + + /** + * Calculate Range of Pivot ... + * + * @return ( double ) + */ + double CalculateRange() + { + // + double result = 0; + + // + if (!IsValid() || + upper <= 0 || + lower <= 0) + { + return result; + } + + // + result = upper - lower; + + // + return result; + } + + /** + * Calculate Middle of Pivot ... + * Used for + * @return ( double ) + */ + double CalculateMid() + { + // + double result = 0; + + // + double range = CalculateRange(); + if (range <= 0) + { + return result; + } + + // + result = lower + (range / 2); + + // + return result; + } + + /** + * Calculate Liquidity Percent for Specified Direction ... + * + * @param forDirection: ENUM_X_DIRECTION member, Specified Liquidity ... + * @param price: Double, Specified Price ... + * + * @return ( double ) + */ + double CalculateLiquidityPercent( + ENUM_X_DIRECTION forDirection, + double price = 0 // + ) + { + // + double result = 0; + + // + if (!IsValid()) + { + return result; + } + + // + result = state + .CalculateLiquidityPercent( + forDirection, + price // + ); + + // + return result; + } + + // + + /** + * Get Unique Identifier ... + * + * @return ( string ) + */ + string GetTag() + { + // + string result = NULL; + + // + if (!IsValid()) + { + return result; + } + + // + string hash = symbol + "_" + + ToString(period) + "_" + + ToString(upper) + "," + + ToString(lower) + "_" + + ToString(from) + "," + + ToString(to); + hash = ToMD5(hash); + + // + string typeStr = + type == XPV_PEAK + ? "Peak" + : "Vale"; + + // + result = + // + "XPV_" + + typeStr + "_" + + symbol + "_" + + ToString(period) + + "_" + hash + // + ; + + // + return result; + } + + // +}; + +// +// Pivots ... +struct XPVPivotPoint +{ + // + // Props ... + double value; + int repetition; + datetime time; + ENUM_XPV_PIVOTS type; + + // + // Constructor ... + XPVPivotPoint() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + value = 0; + time = NULL; + repetition = 0; + type = XPV_NONE; + } + + /** + * Validate ... + * + * @return ( bool ) + */ + bool IsValid() + { + // + bool result = false; + + // + result = + // + value > 0 && + IsValid(time) && + repetition > 0 && + type != XPV_NONE + // + ; + + // + return result; + } + + /** + * Check current Pivot Point is Peak or not ... + * + * @return ( bool ) + */ + bool IsPeak() + { + // + bool result = false; + + // + result = IsValid() && + type == XPV_PEAK; + + // + return result; + } + + /** + * Check current Pivot Point is Vale or not ... + * + * @return ( bool ) + */ + bool IsVale() + { + // + bool result = false; + + // + result = IsValid() && + type == XPV_VALE; + + // + return result; + } + + // +}; + +// +// Each Market Cycle (Time Frame) Conditions +// Model as this Structure ... +struct X121SMCCycleConditions +{ + // + string symbol; + ENUM_TIMEFRAMES period; + datetime time; + + // + X121Conditions x121Conditions; + + // + XPOIState state; + + // + void X121SMCStrategyConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + symbol = NULL; + period = NULL; + time = NULL; + + // + state.Clean(); + x121Conditions.Clean(); + } + + /** + * 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; + + // + // Cycles Conditions here ... + X121SMCCycleConditions triggerConditions; + X121SMCCycleConditions decisionConditions; + X121SMCCycleConditions analyseConditions; + X121SMCCycleConditions verificationConditions; + X121SMCCycleConditions consolidationConditions; + X121SMCCycleConditions visionConditions; + + // + double sl; + double tp; + string provider; + ENUM_X_DIRECTION signalDir; + ENUM_X_DIRECTION marketStructureDir; + + // + + // + void X121SMCStrategyConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleanup ... + */ + void Clean() + { + // + symbol = NULL; + period = NULL; + time = NULL; + + // + sl = 0; + tp = 0; + provider = NULL; + signalDir = X_DIRECTION_NONE; + marketStructureDir = X_DIRECTION_NONE; + + // + triggerConditions.Clean(); + decisionConditions.Clean(); + analyseConditions.Clean(); + verificationConditions.Clean(); + consolidationConditions.Clean(); + visionConditions.Clean(); + } + + /** + * 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; + } + + // +}; + +// +// +// + +typedef void (*TOnX121SMCSignal)( + XSignal &signal, + X121SMCStrategyConditions &conditions // +); + +// +// Extentions ... + +/** + * Find Oldest Pivot Index ... + * + * @param pivots: XPVPivot instance ... + * @return ( int ) + */ +int FindOldestPivotIndex( + XPVPivot &pivots[] // +) +{ + // + int result = -1; + + // + int count = ArraySize(pivots); + if (!IsValidSize(count)) + { + return result; + } + + // + for (int i = 0; i < count; i++) + { + // + XPVPivot iPivot = pivots[i]; + + // + bool isOldest = true; + for (int j = 0; j < count; j++) + { + // + XPVPivot jPivot = pivots[j]; + + // + isOldest = iPivot.from <= jPivot.from; + if (!isOldest) + { + break; + } + } + + // + if (isOldest) + { + // + result = i; + break; + } + } + + // + return result; +} + +/** + * Sort Pivots Based On From Date ... + * + * @param pivots: XPVPivot instance Collection reference ... + */ +void SortPivots( + XPVPivot &pivots[] // +) +{ + // + XPVPivot tmp[]; + Copy( + pivots, + tmp // + ); + + // + Clean(pivots); + + // + while (ArraySize(tmp) > 0) + { + // + if (ArraySize(tmp) == 1) + { + // + AddRef( + tmp[0], + pivots // + ); + + // + ArrayRemove( + tmp, + 0, + 1); + } + else + { + // + int idx = FindOldestPivotIndex(tmp); + if (IsValidIndex(idx)) + { + // + AddRef( + tmp[idx], + pivots // + ); + + // + ArrayRemove( + tmp, + idx, + 1 // + ); + } + } + } + + // + Clean(tmp); +} + +bool IsPivotBreaked( + XPVPivot &pivot, + XPVPivot &pivots[] // +) +{ + // + bool result = false; + + // + result = pivot.IsValid(); + if (!result) + { + return result; + } + + // + int count = ArraySize(pivots); + result = IsValidSize(pivots); + if (!result) + { + return result; + } + + // + // For Peaks Highs Must not Broked ... + // For Vales Lows Must not Broked ... + bool isPeak = pivot.IsPeak(); + + // + for (int i = 0; i < count; i++) + { + // + XPVPivot iPivot = pivots[i]; + + // + result = isPeak + ? iPivot.upper > pivot.upper + : iPivot.lower < pivot.lower; + if (result) + { + break; + } + } + + // + return result; +} + +/** + * Filter Broken Pivots for Detect Order Flow ... + * + * @param pivots: XPVPivot instance Collection reference ... + */ +void FilterBrokenPivots( + XPVPivot &pivots[] // +) +{ + // + XPVPivot tmp[]; + Copy( + pivots, + tmp // + ); + + // + Clean(pivots); + + // + while (ArraySize(tmp) > 0) + { + // + if (ArraySize(tmp) == 1) + { + // + AddRef( + tmp[0], + pivots // + ); + + // + ArrayRemove( + tmp, + 0, + 1 // + ); + } + else + { + // + XPVPivot pivot = tmp[0]; + + // + ArrayRemove( + tmp, + 0, + 1 // + ); + + // + bool isBreaked = IsPivotBreaked( + pivot, + tmp // + ); + if (!isBreaked) + { + // + AddRef( + pivot, + pivots // + ); + } + } + } + + // + Clean(tmp); +} + +/** + * Calculate Order Flow Direction ... + * + * @param orderFlow: XPVPivot instance Collection reference ... + * @param dir: ENUM_X_DIRECTION member reference, Hold's Calculated Direction ... + * + * @return ( bool ) + */ +bool DetectPivotDirection( + XPVPivot &orderFlow[], + ENUM_X_DIRECTION &dir // +) +{ + // + bool result = false; + + // + dir = X_DIRECTION_NONE; + + // + int count = ArraySize(orderFlow); + result = IsValidSize(count); + if (!result) + { + return result; + } + + // + // For Bullish Direction all Exists lowers must be Greater or Equal Prev ... + bool isBullish = false; + bool canLookupForBullish = true; + + // + // For Bearish Direction all Exists uppers must be Lesser or Equal Prev ... + bool isBearish = false; + bool canLookupForBearish = true; + + // + for (int i = 0; i < count; i++) + { + // + XPVPivot iPivot = orderFlow[i]; + + // + XPVPivot tmp[]; + Copy( + orderFlow, + tmp // + ); + ArrayRemove( + tmp, + 0, + i + 1 // + ); + + // + int tmpCount = ArraySize(tmp); + if (IsValidSize(tmpCount)) + { + // + for (int j = 0; j < tmpCount; j++) + { + // + XPVPivot jPivot = tmp[j]; + + // + // Check Bullish Direction ... + isBullish = + canLookupForBullish && + jPivot.lower >= iPivot.lower; + if (!isBullish) + { + canLookupForBullish = false; + } + + // + // Check Bearish Direction ... + isBearish = + canLookupForBearish && + jPivot.upper <= iPivot.upper; + if (!isBearish) + { + canLookupForBearish = false; + } + + // + if (!canLookupForBullish && + !canLookupForBearish) + { + break; + } + } + } + Clean(tmp); + } + + // + if (isBullish && + !isBearish) + { + dir = X_DIRECTION_BULLISH; + } + else if (isBearish && + !isBullish) + { + dir = X_DIRECTION_BEARISH; + } + + // + result = dir != X_DIRECTION_NONE; + + // + return result; +} + +/** + * Detect all POIs which inside a Pivot ... + * + * @param pivot: XPVPivot instance, Specified Pivot ... + * @param source: XPOIState instance, Reference to Source State ... + * @param state: XPOIState instance, Reference to Detected Pivots ... + * @param lookupSwingHighs: Boolean ... + * @param lookupSwingLows: Boolean ... + * @param lookupSupportZones: Boolean ... + * @param lookupResistanceZones: Boolean ... + * @param lookupSupplyZones: Boolean ... + * @param lookupDemandZones: Boolean ... + * @param lookupBullishOrderBlocks: Boolean ... + * @param lookupBearishOrderBlocks: Boolean ... + * @param lookupBullishFairValueGaps: Boolean ... + * @param lookupBearishFairValueGaps: Boolean ... + * @param lookupBullishRejectionBars: Boolean ... + * @param lookupBearishRejectionBars: Boolean ... + * @param lookupBullishMomentumBars: Boolean ... + * @param lookupBearishMomentumBars: Boolean ... + */ +void DetectPivotPOIs( + XPVPivot &pivot, + XPOIState &source, + XPOIState &state, + bool lookupSwingHighs = true, + bool lookupSwingLows = true, + bool lookupSupportZones = true, + bool lookupResistanceZones = true, + bool lookupSupplyZones = true, + bool lookupDemandZones = true, + bool lookupBullishOrderBlocks = true, + bool lookupBearishOrderBlocks = true, + bool lookupBullishFairValueGaps = true, + bool lookupBearishFairValueGaps = true, + bool lookupBullishRejectionBars = true, + bool lookupBearishRejectionBars = true, + bool lookupBullishMomentumBars = true, + bool lookupBearishMomentumBars = true // +) +{ + // + state.Clean(); + + // + if (!pivot.IsValid()) + { + return; + } + + // + int count = 0; + + // + state.symbol = pivot.symbol; + state.period = pivot.period; + state.time = TimeCurrent(); + + // + // Swings ... + + // + // Swing High ... + if (lookupSwingHighs) + { + // + count = ArraySize(source.swingHighs); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = source.swingHighs[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + bool isInside = iBar.high <= pivot.upper; + if (isInside) + { + // + Add( + iSwing, + state.swingHighs // + ); + } + } + } + } + + // + // Swing Low ... + if (lookupSwingLows) + { + // + count = ArraySize(source.swingLows); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSwing *iSwing = source.swingLows[i]; + + // + XOHCL iBar; + bool isFilled = iSwing.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + bool isInside = iBar.low >= pivot.lower; + if (isInside) + { + // + Add( + iSwing, + state.swingLows // + ); + } + } + } + } + + // + // Support and Resistance Zones ... + + // + // Support Zones ... + if (lookupSupportZones) + { + // + count = ArraySize(source.supportZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupportZone *iZone = source.supportZones[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.supportZones // + ); + } + } + } + } + + // + // Resistance Zones ... + if (lookupResistanceZones) + { + // + count = ArraySize(source.resistanceZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCResistanceZone *iZone = source.resistanceZones[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.resistanceZones // + ); + } + } + } + } + + // + // Supply and Demand Zones ... + + // + // Supply Zones ... + if (lookupSupplyZones) + { + // + count = ArraySize(source.supplyZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCSupplyZone *iZone = source.supplyZones[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.supplyZones // + ); + } + } + } + } + + // + // Demand Zones ... + if (lookupDemandZones) + { + // + count = ArraySize(source.demandZones); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCDemandZone *iZone = source.demandZones[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.demandZones // + ); + } + } + } + } + + // + // Order Blocks ... + + // + // Bullish Order Blocks ... + if (lookupBullishOrderBlocks) + { + // + count = ArraySize(source.bullishOrderBlocks); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iZone = source.bullishOrderBlocks[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.bullishOrderBlocks // + ); + } + } + } + } + + // + // Bearish Order Blocks ... + if (lookupBearishOrderBlocks) + { + // + count = ArraySize(source.bearishOrderBlocks); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iZone = source.bearishOrderBlocks[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.bearishOrderBlocks // + ); + } + } + } + } + + // + // Fair Value Gaps ... + + // + // Bullish Fair Value Gaps ... + if (lookupBullishFairValueGaps) + { + // + count = ArraySize(source.bullishFairValueGaps); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCFVG *iZone = source.bullishFairValueGaps[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.bullishFairValueGaps // + ); + } + } + } + } + + // + // Bearish Fair Value Gaps ... + if (lookupBearishFairValueGaps) + { + // + count = ArraySize(source.bearishFairValueGaps); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCFVG *iZone = source.bearishFairValueGaps[i]; + + // + bool isInside = + iZone.Upper() <= pivot.upper && + iZone.Lower() >= pivot.lower; + if (isInside) + { + // + Add( + iZone, + state.bearishFairValueGaps // + ); + } + } + } + } + + // + // Rejection Bars ... + + // + // Bullish Rejection Bars ... + if (lookupBullishRejectionBars) + { + // + count = ArraySize(source.bullishRejectionBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iRejection = source.bullishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iRejection.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + bool isInside = iBar.low <= pivot.upper && + iBar.low >= pivot.lower; + if (isInside) + { + // + Add( + iRejection, + state.bullishRejectionBars // + ); + } + } + } + } + + // + // Bearish Rejection Bars ... + if (lookupBearishRejectionBars) + { + // + count = ArraySize(source.bearishRejectionBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCRejectionBar *iRejection = source.bearishRejectionBars[i]; + + // + XOHCL iBar; + bool isFilled = iRejection.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + bool isInside = iBar.high <= pivot.upper && + iBar.high >= pivot.lower; + if (isInside) + { + // + Add( + iRejection, + state.bearishRejectionBars // + ); + } + } + } + } + + // + // Momentum Bars ... + + // + // Bullish Momentum Bars ... + if (lookupBullishMomentumBars) + { + // + count = ArraySize(source.bullishMomentumBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iMomentum = source.bullishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iMomentum.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + bool isInside = iBar.low <= pivot.upper && + iBar.low >= pivot.lower; + if (isInside) + { + // + Add( + iMomentum, + state.bullishMomentumBars // + ); + } + } + } + } + + // + // Bearish Momenum Bars ... + if (lookupBearishMomentumBars) + { + // + count = ArraySize(source.bearishMomentumBars); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCMomentumBar *iMomentum = source.bearishMomentumBars[i]; + + // + XOHCL iBar; + bool isFilled = iMomentum.FillBar(iBar); + if (!isFilled) + { + continue; + } + + // + bool isInside = iBar.high <= pivot.upper && + iBar.high >= pivot.lower; + if (isInside) + { + // + Add( + iMomentum, + state.bearishMomentumBars // + ); + } + } + } + } +} + +// +// Provider Extensions ... + +/** + * 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_SMPV: + result = X121SMCSMPVToken; + break; + + // + case X_121_SMC_PROVIDER_RJBPV: + result = X121SMCRJBPVToken; + break; + + // + case X_121_SMC_PROVIDER_VWAPC: + result = X121SMCVWAPCToken; + 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(X121SMCSMPVToken, value)) + { + result = X_121_SMC_PROVIDER_SMPV; + } + else if (Contains(X121SMCRJBPVToken, value)) + { + result = X_121_SMC_PROVIDER_RJBPV; + } + else if (Contains(X121SMCVWAPCToken, value)) + { + result = X_121_SMC_PROVIDER_VWAPC; + } + + // + return result; +} + +// +// Custom Providers Conditions ... +struct XSMCStrategySetupConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + // Trigger Props ... + + // + // Constructor ... + XSMCStrategySetupConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + } + + /** + * 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; + } + + /** + * 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; + } + + // +}; + +// \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Signals/x-121.smc.test.signal.class.mq5 b/BKPS/14031003/X121SMCEA/Signals/x-121.smc.test.signal.class.mq5 new file mode 100644 index 0000000..e2c06d9 --- /dev/null +++ b/BKPS/14031003/X121SMCEA/Signals/x-121.smc.test.signal.class.mq5 @@ -0,0 +1,1669 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 X121 SMC Signal Class +// ------------------------------------------------- +// Name: +// 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.lib.mq5" + +// +// Definitions ... +struct X121SMCStrategyTestSignalConditions +{ + // + // Props ... + + // + string symbol; + ENUM_TIMEFRAMES period; + + // + double sl; + ENUM_X_DIRECTION dir; + ENUM_X_POSITION_TYPES type; + + // + // Setup Props ... + + // + datetime setupTime; + datetime triggerTime; + + // + XCOrderBlock *bullishOBs[]; + XCOrderBlock *bearishOBs[]; + + // + XCFVG *activeFVG; + XCFVG *bullishFVGs[]; + XCFVG *bearishFVGs[]; + + // + // Trigger Props ... + + // + // Constructor ... + X121SMCStrategyTestSignalConditions() + { + Clean(); + } + + // + // Tools ... + + /** + * Cleaning Up ... + */ + void Clean() + { + // + sl = 0; + + // + dir = X_DIRECTION_NONE; + type = X_POSITION_TYPE_NONE; + + // + symbol = NULL; + period = NULL; + setupTime = NULL; + triggerTime = NULL; + + // + activeFVG = NULL; + Clean(bullishOBs); + Clean(bearishOBs); + } + + /** + * 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 ... + + // + int CountBullishOBs() + { + return ArraySize(bullishOBs); + } + + // + int CountBearishOBs() + { + return ArraySize(bearishOBs); + } + + // + bool HasBullishOB() + { + return IsValidSize(CountBullishOBs()); + } + + // + bool HasBearishOB() + { + return IsValidSize(CountBearishOBs()); + } + + // + int CountBullishFVGs() + { + return ArraySize(bullishFVGs); + } + + // + int CountBearishFVGs() + { + return ArraySize(bearishFVGs); + } + + // + bool HasBullishFVG() + { + return IsValidSize(CountBullishFVGs()); + } + + // + bool HasBearishFVG() + { + return IsValidSize(CountBearishFVGs()); + } + + // +}; + +// +// Extension Functions ... + +// +// Detect Setup Conditions ... +bool DetectX121SMCTestSiganlSetup( + string _symbol, + ENUM_TIMEFRAMES _period, + // + X121SMCStrategyTestSignalConditions &conditions, + // + XC121SMCCycleHelper *triggerCycleHelper, + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *verificationCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper + // +) +{ + // + bool result = false; + + // + 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; + + // + conditions.symbol = symbol; + conditions.period = period; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + + // + double ll = cBar.FindLowest(9, MODE_LOW); + double hh = cBar.FindHighest(9, MODE_HIGH); + + // + int zoneValidationDivider = 10; + int validPivotRepetition = triggerCycleHelper.mX121Helper + .GetDonChainLength(); + + // + double selectedSL = 0; + + // + // Cycles Conditions ... + + // + // Trigger ... + ENUM_XPOI_EVENTS triggerPoiEvents[]; + ENUM_X_CYCLE_EVENTS triggerCycleEvents[]; + X121SMCCycleConditions triggerConditions; + result = triggerCycleHelper.GetConditions( + triggerCycleEvents, + triggerPoiEvents, + triggerConditions, + zIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // 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; + } + + // + // Verification ... + ENUM_XPOI_EVENTS verificationPoiEvents[]; + ENUM_X_CYCLE_EVENTS verificationCycleEvents[]; + X121SMCCycleConditions verificationConditions; + result = verificationCycleHelper.GetConditions( + verificationCycleEvents, + verificationPoiEvents, + verificationConditions, + 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 triggerState = triggerConditions.state; + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState verificationState = verificationConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Detect Imbalances ... + + // + XPOIState state = decisionState; + + // + bool hasBullishOB = conditions.HasBullishOB(); + if (!hasBullishOB) + { + // + int count = state.CountBullishOrderBlocks(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = state.bullishOrderBlocks[i]; + + // + // Validate Order Block ... + bool isValid = + // + cBar.low > iOB.Upper() + // + ; + if (isValid) + { + // + Add( + iOB, + conditions.bullishOBs // + ); + } + } + } + + // + hasBullishOB = conditions.HasBullishOB(); + } + + // + bool hasBearishOB = conditions.HasBearishOB(); + if (!hasBearishOB) + { + // + int count = state.CountBearishOrderBlocks(); + if (IsValidSize(count)) + { + // + for (int i = 0; i < count; i++) + { + // + XCOrderBlock *iOB = state.bearishOrderBlocks[i]; + + // + // Validate Order Block ... + bool isValid = + // + cBar.high < iOB.Lower() + // + ; + if (isValid) + { + // + Add( + iOB, + conditions.bearishOBs // + ); + } + } + } + + // + hasBearishOB = conditions.HasBearishOB(); + } + + // + result = hasBullishOB || + hasBearishOB; + if (!result) + { + return result; + } + + // + int fvgValidationLength = 5; + + // + bool hasBullishFVG = conditions.HasBullishFVG(); + if (!hasBullishFVG) + { + // + if (hasBullishOB) + { + // + int obsCount = conditions.CountBullishOBs(); + int count = state.CountBullishFairValueGaps(); + for (int i = 0; i < obsCount; i++) + { + // + XCOrderBlock *iOB = conditions.bullishOBs[i]; + + // + for (int j = 0; j < count; j++) + { + // + XCFVG *jFVG = state.bullishFairValueGaps[j]; + + // + bool isValid = + // + cBar.low > iOB.Upper() && + cBar.low > jFVG.Upper() && + // + jFVG.From() > iOB.From() && + (((int)(jFVG.From() - iOB.From())) / PeriodSeconds(state.period)) <= fvgValidationLength + // + ; + if (isValid) + { + // + Add( + jFVG, + conditions.bullishFVGs // + ); + } + } + } + } + + // + hasBullishFVG = conditions.HasBullishFVG(); + } + + // + bool hasBearishFVG = conditions.HasBearishFVG(); + if (!hasBearishFVG) + { + // + if (hasBullishOB) + { + // + int obsCount = conditions.CountBearishOBs(); + int count = state.CountBearishFairValueGaps(); + for (int i = 0; i < obsCount; i++) + { + // + XCOrderBlock *iOB = conditions.bearishOBs[i]; + + // + for (int j = 0; j < count; j++) + { + // + XCFVG *jFVG = state.bearishFairValueGaps[j]; + + // + bool isValid = + // + cBar.high < iOB.Lower() && + cBar.high < jFVG.Lower() && + // + jFVG.From() > iOB.From() && + (((int)(jFVG.From() - iOB.From())) / PeriodSeconds(state.period)) <= fvgValidationLength + // + ; + if (isValid) + { + // + Add( + jFVG, + conditions.bearishFVGs // + ); + } + } + } + } + + // + hasBearishFVG = conditions.HasBearishFVG(); + } + + // + result = (hasBullishOB && + hasBullishFVG) || + (hasBearishOB && + hasBearishFVG); + if (!result) + { + return result; + } + + // + // Detect new Peak or new Vale ... + + // + bool isNewPeak = triggerConditions.x121Conditions.isNewPeak; + double peak = triggerConditions.x121Conditions.peaksBuffer[1]; + bool isNewPeakOverLast = triggerConditions.x121Conditions.isNewPeakOverLast; + bool isNewPeakUnderLast = triggerConditions.x121Conditions.isNewPeakUnderLast; + + // + bool isNewVale = triggerConditions.x121Conditions.isNewVale; + double vale = triggerConditions.x121Conditions.valesBuffer[1]; + bool isNewValeOverLast = triggerConditions.x121Conditions.isNewValeOverLast; + bool isNewValeUnderLast = triggerConditions.x121Conditions.isNewValeUnderLast; + + // + result = isNewPeak || + isNewVale; + if (!result) + { + return result; + } + + // + // Detect Setup Conditions based on Peaks or Vales Occurance ... + bool lookupForLong = isNewVale && hasBullishOB && hasBullishFVG; + bool lookupForShort = isNewPeak && hasBearishOB && hasBearishFVG; + result = lookupForLong || + lookupForShort; + if (!result) + { + return result; + } + + // + XCFVG *fvg = NULL; + double fvgZoneValidationRangePercent = 0; + if (lookupForLong) + { + // + // Long Conditions ... + // Vales must be Happens Inside Bullish Fair Value Gaps ... + int count = conditions.CountBullishFVGs(); + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = conditions.bullishFVGs[i]; + + // + bool isValid = + // + vale <= iFVG.Upper() && + vale >= iFVG.Lower() && + (fvgZoneValidationRangePercent <= 0 + ? true + : (vale < iFVG.Upper() - (iFVG.RangePercent() * fvgZoneValidationRangePercent))) + // + ; + if (isValid) + { + // + fvg = iFVG; + break; + } + } + + // + isBullish = + // + fvg != NULL && + fvg.IsValid() + // + ; + if (isBullish) + { + conditions.activeFVG = fvg; + } + } + else if (lookupForShort) + { + // + // Short Conditions ... + // Peaks Must be Happens Inside Bearish Fair Value Gaps ... + int count = conditions.CountBearishFVGs(); + for (int i = 0; i < count; i++) + { + // + XCFVG *iFVG = conditions.bearishFVGs[i]; + + // + bool isValid = + // + peak <= iFVG.Upper() && + peak >= iFVG.Lower() && + (fvgZoneValidationRangePercent <= 0 + ? true + : (peak > iFVG.Lower() + (iFVG.RangePercent() * fvgZoneValidationRangePercent))) + // + ; + if (isValid) + { + // + fvg = iFVG; + break; + } + } + + // + isBearish = + // + fvg != NULL && + fvg.IsValid() + // + ; + if (isBearish) + { + conditions.activeFVG = fvg; + } + } + + // + result = isBullish || + isBearish; + if (!result) + { + // + if (lookupForLong) + { + // + conditions.activeFVG = NULL; + Clean(conditions.bullishOBs); + Clean(conditions.bullishFVGs); + } + else if (lookupForShort) + { + // + conditions.activeFVG = NULL; + Clean(conditions.bearishOBs); + Clean(conditions.bearishFVGs); + } + + // + return result; + } + + // + conditions.setupTime = cTime; + conditions.dir = + isBullish + ? X_DIRECTION_BULLISH + : X_DIRECTION_BEARISH; + + // + return result; +} + +// +// Detect Trigger Conditions ... +bool DetectX121SMCTestSiganlTrigger( + // + X121SMCStrategyTestSignalConditions &conditions, + // + string _symbol, + ENUM_TIMEFRAMES _period, + // + XC121SMCCycleHelper *triggerCycleHelper, + XC121SMCCycleHelper *decisionCycleHelper, + XC121SMCCycleHelper *analyseCycleHelper, + XC121SMCCycleHelper *verificationCycleHelper, + XC121SMCCycleHelper *consolidationCycleHelper, + XC121SMCCycleHelper *visionCycleHelper, + // + int maxAllowedSetupAge = 60 // + // +) +{ + // + bool result = false; + + // + result = conditions.IsSetuped(); + if (!result) + { + return result; + } + + // + datetime setupTime = conditions.setupTime; + ENUM_X_DIRECTION setupDir = conditions.dir; + + // + bool isBullish = false; + bool isBearish = false; + + // + int zIndex = 0; + int cIndex = zIndex + 1; + int pIndex = cIndex + 1; + int ppIndex = pIndex + 1; + + // + int loopback = 10; + + // + ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_SMPV; + string providerStr = ToString(provider); + + // + string symbol = _symbol; + ENUM_TIMEFRAMES period = _period; + + // + XOHCL zBar; + result = zBar.Init( + symbol, + period, + zIndex // + ); + if (!result) + { + return result; + } + + // + XOHCL cBar; + result = cBar.Init( + symbol, + period, + cIndex // + ); + if (!result) + { + return result; + } + + // + double ask = GetAsk(symbol); + double bid = GetBid(symbol); + datetime cTime = TimeCurrent(); + + // + double ll = cBar.FindLowest(9, MODE_LOW); + double hh = cBar.FindHighest(9, MODE_HIGH); + + // + int zoneValidationDivider = 10; + int validPivotRepetition = triggerCycleHelper.mX121Helper + .GetDonChainLength(); + + // + double selectedSL = 0; + + // + // Cycles Conditions ... + + // + // Trigger ... + ENUM_XPOI_EVENTS triggerPoiEvents[]; + ENUM_X_CYCLE_EVENTS triggerCycleEvents[]; + X121SMCCycleConditions triggerConditions; + result = triggerCycleHelper.GetConditions( + triggerCycleEvents, + triggerPoiEvents, + triggerConditions, + zIndex, + loopback // + ); + if (!result) + { + return result; + } + + // + // 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; + } + + // + // Verification ... + ENUM_XPOI_EVENTS verificationPoiEvents[]; + ENUM_X_CYCLE_EVENTS verificationCycleEvents[]; + X121SMCCycleConditions verificationConditions; + result = verificationCycleHelper.GetConditions( + verificationCycleEvents, + verificationPoiEvents, + verificationConditions, + 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 triggerState = triggerConditions.state; + XPOIState decisionState = decisionConditions.state; + XPOIState analyseState = analyseConditions.state; + XPOIState verificationState = verificationConditions.state; + XPOIState consolidationState = consolidationConditions.state; + XPOIState visionState = visionConditions.state; + + // + // Trigger Conditions ... + XCFVG *iFVG = conditions.activeFVG; + result = iFVG != NULL && + iFVG.IsValid(); + if (!result) + { + return result; + } + + // + bool lookupLong = IsBullish(setupDir) && + iFVG.IsBullish(); + bool lookupShort = IsBearish(setupDir) && + iFVG.IsBearish(); + result = lookupLong || + lookupShort; + if (!result) + { + return result; + } + + // + // Check PEAKS and Vales ... + + // + // Trigger ... + + // + // Peaks and Vales ... + double triggerPeak = triggerConditions.x121Conditions.peaksBuffer[1]; + double triggerVale = triggerConditions.x121Conditions.valesBuffer[1]; + + // + bool isTriggerPeakInsideFVG = + // + triggerPeak <= iFVG.Upper() && + triggerPeak >= iFVG.Lower() + // + ; + bool isTriggerValeInsideFVG = + // + triggerVale <= iFVG.Upper() && + triggerVale >= iFVG.Lower() + // + ; + + // + // VWap ... + + // + bool isTriggerVWapFastBullish = triggerConditions.x121Conditions.isVWapFastBullish; + bool isTriggerVWapMidBullish = triggerConditions.x121Conditions.isVWapMidBullish; + bool isTriggerVWapSlowBullish = triggerConditions.x121Conditions.isVWapSlowBullish; + + // + bool isTriggerVWapFastOverMid = triggerConditions.x121Conditions.isVWapFastOverMid; + bool isTriggerVWapMidOverSlow = triggerConditions.x121Conditions.isVWapMidOverSlow; + + // + bool isTriggerVWapFastBearish = triggerConditions.x121Conditions.isVWapFastBearish; + bool isTriggerVWapMidBearish = triggerConditions.x121Conditions.isVWapMidBearish; + bool isTriggerVWapSlowBearish = triggerConditions.x121Conditions.isVWapSlowBearish; + + // + bool isTriggerVWapFastUnderMid = triggerConditions.x121Conditions.isVWapFastUnderMid; + bool isTriggerVWapMidUnderSlow = triggerConditions.x121Conditions.isVWapMidUnderSlow; + + // + bool isTriggerMarketBullish = + // + // State ... + ( + // + (isTriggerVWapFastBullish && + isTriggerVWapMidBullish && + isTriggerVWapSlowBullish) + // + || + // + (isTriggerVWapMidBullish && + isTriggerVWapSlowBullish) + // + ) + // + && + // + // Order ... + ( + // + (isTriggerVWapFastOverMid && + isTriggerVWapMidOverSlow) + // + || + // + isTriggerVWapMidOverSlow + // + ) + // + ; + + // + bool isTriggerMarketBearish = + // + // State ... + ( + // + (isTriggerVWapFastBearish && + isTriggerVWapMidBearish && + isTriggerVWapSlowBearish) + // + || + // + (isTriggerVWapMidBearish && + isTriggerVWapSlowBearish) + // + ) + // + && + // + // Order ... + ( + // + (isTriggerVWapFastUnderMid && + isTriggerVWapMidUnderSlow) + // + || + // + isTriggerVWapMidUnderSlow + // + ) + // + ; + + // + // Decision ... + + // + double decisionPeak = decisionConditions.x121Conditions.peaksBuffer[1]; + double decisionVale = decisionConditions.x121Conditions.valesBuffer[1]; + + // + bool isDecisionPeakInsideFVG = + // + decisionPeak <= iFVG.Upper() && + decisionPeak >= iFVG.Lower() + // + ; + bool isDecisionValeInsideFVG = + // + decisionVale <= iFVG.Upper() && + decisionVale >= iFVG.Lower() + // + ; + + // + // VWap ... + + // + bool isDecisionVWapFastBullish = decisionConditions.x121Conditions.isVWapFastBullish; + bool isDecisionVWapMidBullish = decisionConditions.x121Conditions.isVWapMidBullish; + bool isDecisionVWapSlowBullish = decisionConditions.x121Conditions.isVWapSlowBullish; + + // + bool isDecisionVWapFastOverMid = decisionConditions.x121Conditions.isVWapFastOverMid; + bool isDecisionVWapMidOverSlow = decisionConditions.x121Conditions.isVWapMidOverSlow; + + // + bool isDecisionVWapFastBearish = decisionConditions.x121Conditions.isVWapFastBearish; + bool isDecisionVWapMidBearish = decisionConditions.x121Conditions.isVWapMidBearish; + bool isDecisionVWapSlowBearish = decisionConditions.x121Conditions.isVWapSlowBearish; + + // + bool isDecisionVWapFastUnderMid = decisionConditions.x121Conditions.isVWapFastUnderMid; + bool isDecisionVWapMidUnderSlow = decisionConditions.x121Conditions.isVWapMidUnderSlow; + + // + bool isDecisionMarketBullish = + // + // State ... + ( + // + (isDecisionVWapFastBullish && + isDecisionVWapMidBullish && + isDecisionVWapSlowBullish) + // + || + // + (isDecisionVWapMidBullish && + isDecisionVWapSlowBullish) + // + ) + // + && + // + // Order ... + ( + // + (isDecisionVWapFastOverMid && + isDecisionVWapMidOverSlow) + // + || + // + isDecisionVWapMidOverSlow + // + ) + // + ; + + // + bool isDecisionMarketBearish = + // + // State ... + ( + // + (isDecisionVWapFastBearish && + isDecisionVWapMidBearish && + isDecisionVWapSlowBearish) + // + || + // + (isDecisionVWapMidBearish && + isDecisionVWapSlowBearish) + // + ) + // + && + // + // Order ... + ( + // + (isDecisionVWapFastUnderMid && + isDecisionVWapMidUnderSlow) + // + || + // + isDecisionVWapMidUnderSlow + // + ) + // + ; + + // + // Analyse ... + + // + double analysePeak = analyseConditions.x121Conditions.peaksBuffer[1]; + double analyseVale = analyseConditions.x121Conditions.valesBuffer[1]; + + // + bool isAnalysePeakInsideFVG = + // + analysePeak <= iFVG.Upper() && + analysePeak >= iFVG.Lower() + // + ; + bool isAnalyseValeInsideFVG = + // + analyseVale <= iFVG.Upper() && + analyseVale >= iFVG.Lower() + // + ; + + // + // VWap ... + + // + bool isAnalyseVWapFastBullish = analyseConditions.x121Conditions.isVWapFastBullish; + bool isAnalyseVWapMidBullish = analyseConditions.x121Conditions.isVWapMidBullish; + bool isAnalyseVWapSlowBullish = analyseConditions.x121Conditions.isVWapSlowBullish; + + // + bool isAnalyseVWapFastOverMid = analyseConditions.x121Conditions.isVWapFastOverMid; + bool isAnalyseVWapMidOverSlow = analyseConditions.x121Conditions.isVWapMidOverSlow; + + // + bool isAnalyseVWapFastBearish = analyseConditions.x121Conditions.isVWapFastBearish; + bool isAnalyseVWapMidBearish = analyseConditions.x121Conditions.isVWapMidBearish; + bool isAnalyseVWapSlowBearish = analyseConditions.x121Conditions.isVWapSlowBearish; + + // + bool isAnalyseVWapFastUnderMid = analyseConditions.x121Conditions.isVWapFastUnderMid; + bool isAnalyseVWapMidUnderSlow = analyseConditions.x121Conditions.isVWapMidUnderSlow; + + // + bool isAnalyseMarketBullish = + // + // State ... + ( + // + (isAnalyseVWapFastBullish && + isAnalyseVWapMidBullish && + isAnalyseVWapSlowBullish) + // + || + // + (isAnalyseVWapMidBullish && + isAnalyseVWapSlowBullish) + // + ) + // + && + // + // Order ... + ( + // + (isAnalyseVWapFastOverMid && + isAnalyseVWapMidOverSlow) + // + || + // + isAnalyseVWapMidOverSlow + // + ) + // + ; + + // + bool isAnalyseMarketBearish = + // + // State ... + ( + // + (isAnalyseVWapFastBearish && + isAnalyseVWapMidBearish && + isAnalyseVWapSlowBearish) + // + || + // + (isAnalyseVWapMidBearish && + isAnalyseVWapSlowBearish) + // + ) + // + && + // + // Order ... + ( + // + (isAnalyseVWapFastUnderMid && + isAnalyseVWapMidUnderSlow) + // + || + // + isAnalyseVWapMidUnderSlow + // + ) + // + ; + + // + // Verification ... + + // + double verificationPeak = verificationConditions.x121Conditions.peaksBuffer[1]; + double verificationVale = verificationConditions.x121Conditions.valesBuffer[1]; + + // + bool isVerificationPeakInsideFVG = + // + verificationPeak <= iFVG.Upper() && + verificationPeak >= iFVG.Lower() + // + ; + bool isVerificationValeInsideFVG = + // + verificationVale <= iFVG.Upper() && + verificationVale >= iFVG.Lower() + // + ; + + // + // VWap ... + + // + bool isVerificationVWapFastBullish = verificationConditions.x121Conditions.isVWapFastBullish; + bool isVerificationVWapMidBullish = verificationConditions.x121Conditions.isVWapMidBullish; + bool isVerificationVWapSlowBullish = verificationConditions.x121Conditions.isVWapSlowBullish; + + // + bool isVerificationVWapFastOverMid = verificationConditions.x121Conditions.isVWapFastOverMid; + bool isVerificationVWapMidOverSlow = verificationConditions.x121Conditions.isVWapMidOverSlow; + + // + bool isVerificationVWapFastBearish = verificationConditions.x121Conditions.isVWapFastBearish; + bool isVerificationVWapMidBearish = verificationConditions.x121Conditions.isVWapMidBearish; + bool isVerificationVWapSlowBearish = verificationConditions.x121Conditions.isVWapSlowBearish; + + // + bool isVerificationVWapFastUnderMid = verificationConditions.x121Conditions.isVWapFastUnderMid; + bool isVerificationVWapMidUnderSlow = verificationConditions.x121Conditions.isVWapMidUnderSlow; + + // + bool isVerificationMarketBullish = + // + // State ... + ( + // + (isVerificationVWapFastBullish && + isVerificationVWapMidBullish && + isVerificationVWapSlowBullish) + // + || + // + (isVerificationVWapMidBullish && + isVerificationVWapSlowBullish) + // + ) + // + && + // + // Order ... + ( + // + (isVerificationVWapFastOverMid && + isVerificationVWapMidOverSlow) + // + || + // + isVerificationVWapMidOverSlow + // + ) + // + ; + + // + bool isVerificationMarketBearish = + // + // State ... + ( + // + (isVerificationVWapFastBearish && + isVerificationVWapMidBearish && + isVerificationVWapSlowBearish) + // + || + // + (isVerificationVWapMidBearish && + isVerificationVWapSlowBearish) + // + ) + // + && + // + // Order ... + ( + // + (isVerificationVWapFastUnderMid && + isVerificationVWapMidUnderSlow) + // + || + // + isVerificationVWapMidUnderSlow + // + ) + // + ; + + // + // Consolidation ... + + // + double consolidationPeak = consolidationConditions.x121Conditions.peaksBuffer[1]; + double consolidationVale = consolidationConditions.x121Conditions.valesBuffer[1]; + + // + bool isConsolidationPeakInsideFVG = + // + consolidationPeak <= iFVG.Upper() && + consolidationPeak >= iFVG.Lower() + // + ; + bool isConsolidationValeInsideFVG = + // + consolidationVale <= iFVG.Upper() && + consolidationVale >= iFVG.Lower() + // + ; + + // + // VWap ... + + // + bool isConsolidationVWapFastBullish = consolidationConditions.x121Conditions.isVWapFastBullish; + bool isConsolidationVWapMidBullish = consolidationConditions.x121Conditions.isVWapMidBullish; + bool isConsolidationVWapSlowBullish = consolidationConditions.x121Conditions.isVWapSlowBullish; + + // + bool isConsolidationVWapFastOverMid = consolidationConditions.x121Conditions.isVWapFastOverMid; + bool isConsolidationVWapMidOverSlow = consolidationConditions.x121Conditions.isVWapMidOverSlow; + + // + bool isConsolidationVWapFastBearish = consolidationConditions.x121Conditions.isVWapFastBearish; + bool isConsolidationVWapMidBearish = consolidationConditions.x121Conditions.isVWapMidBearish; + bool isConsolidationVWapSlowBearish = consolidationConditions.x121Conditions.isVWapSlowBearish; + + // + bool isConsolidationVWapFastUnderMid = consolidationConditions.x121Conditions.isVWapFastUnderMid; + bool isConsolidationVWapMidUnderSlow = consolidationConditions.x121Conditions.isVWapMidUnderSlow; + + // + bool isConsolidationMarketBullish = + // + // State ... + ( + // + (isConsolidationVWapFastBullish && + isConsolidationVWapMidBullish && + isConsolidationVWapSlowBullish) + // + || + // + (isConsolidationVWapMidBullish && + isConsolidationVWapSlowBullish) + // + ) + // + && + // + // Order ... + ( + // + (isConsolidationVWapFastOverMid && + isConsolidationVWapMidOverSlow) + // + || + // + isConsolidationVWapMidOverSlow + // + ) + // + ; + + // + bool isConsolidationMarketBearish = + // + // State ... + ( + // + (isConsolidationVWapFastBearish && + isConsolidationVWapMidBearish && + isConsolidationVWapSlowBearish) + // + || + // + (isConsolidationVWapMidBearish && + isConsolidationVWapSlowBearish) + // + ) + // + && + // + // Order ... + ( + // + (isConsolidationVWapFastUnderMid && + isConsolidationVWapMidUnderSlow) + // + || + // + isConsolidationVWapMidUnderSlow + // + ) + // + ; + + // + // Sar ... + + // + bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish; + bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish; + + // + // Summarize Conditions ... + + // + bool isSamePeak = + triggerPeak == decisionPeak && + triggerPeak == analysePeak && + triggerPeak == verificationPeak; + + // + bool isPeaksInsideFVG = + // + isTriggerPeakInsideFVG && + isDecisionPeakInsideFVG && + isAnalysePeakInsideFVG && + isVerificationPeakInsideFVG + // + ; + + // + bool isSameVale = + triggerVale == decisionVale && + triggerVale == analyseVale && + triggerVale == verificationVale; + + // + bool isValesInsideFVG = + // + isTriggerValeInsideFVG && + isDecisionValeInsideFVG && + isAnalyseValeInsideFVG && + isVerificationValeInsideFVG + // + ; + + // + bool isMarketReadyForLong = + // + // !isTriggerMarketBearish && + // !isDecisionMarketBearish && + !isAnalyseMarketBearish && + !isVerificationMarketBearish && + !isConsolidationMarketBearish + // + ; + + // + bool isMarketReadyForShort = + // + // !isTriggerMarketBullish && + // !isDecisionMarketBullish && + !isAnalyseMarketBullish && + !isVerificationMarketBullish && + !isConsolidationMarketBullish + // + ; + + // + // Create Trigger ... + + // + isBullish = + // isSameVale && + lookupLong && + isValesInsideFVG && + isMarketReadyForLong && + isSarSwitchedToBullish && + triggerVale <= iFVG.Upper() && + triggerVale >= iFVG.Lower(); + + // + isBearish = + // isSamePeak && + lookupShort && + isPeaksInsideFVG && + isMarketReadyForShort && + isSarSwitchedToBearish && + triggerPeak <= iFVG.Upper() && + triggerPeak >= iFVG.Lower(); + + // + result = isBullish || + isBearish; + if (!result) + { + // + // Cleanup Setup Conditions ... + int setupAge = conditions.GetSetupAge(); + if (IsValidSize(setupAge) && + IsValidSize(maxAllowedSetupAge) && + setupAge >= maxAllowedSetupAge) + { + conditions.Clean(); + } + + // + return result; + } + + // + conditions.triggerTime = cTime; + conditions.sl = isBullish + ? iFVG.Lower() + : iFVG.Upper(); + conditions.type = isBullish + ? X_POSITION_TYPE_LONG + : X_POSITION_TYPE_SHORT; + + // + return result; +} + +// +// Tools Functions ... + +// \ No newline at end of file diff --git a/BKPS/14031003/X121SMCEA/Strategy/x-121.smc.test.strategy.class.ex5 b/BKPS/14031003/X121SMCEA/Strategy/x-121.smc.test.strategy.class.ex5 new file mode 100644 index 0000000000000000000000000000000000000000..48517c9dd4233f893e47991d185201b3faed2cb7 GIT binary patch literal 16784 zcmdVAQ_wIx%qD!>wr$(CZ9TVb+qP}nwr$(CjsN}jpFP`yJ>6v5q*vO5B%MyDsi+1k zumeC65&#Ime*_3{{J-S?=>I=a9cT4drnYhDGz%<7j^(BOZ~XsOx`P7%{7?Hok(r?i z3%K-(@3%}f;FDDdR*on)!?4Mhr;?5>kPZzKRXGVGIaa5s+5fB+2CxIL2k-!J1h4=w z126}01|R@n0$}*BF$2*2rz-;({D+$SXBP#q2C(@LkpxiruNVFgv;A-O|5*NCrvLHS z`M(G_0dN7(|Hp3si|PIw|8Kud{+Hi$|HbG3ZBPHtSz-jB`!CxJ|7YX>1=<2nM==gp z01BnTN4TY}V&J7X3e!EKXqLeEl)TMUHf?fr9{RhSw@A~P&G{mo&yU% zgu4UE8t?|96a9>E+eyRj20BAxnG8o!7Dx;jn+)6NkJT2RNZ(l(nPnF;N$#Gw&747t z1~x~w5+;FtR;gY78O$t8XVq(5;G5BK)^3Do6GtUwo!BgG3{%Q)@QGL>#q+N5@z+Xk 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zZNTo?C}o5CqG$?GM0v%Y}{&gHUqR=wc&obS%#0r(T6?(HX97)~`?21Zrnnj2u82v~DAj1Cn^dqq;Dka)RwcXth;FrFDY{hw5=C!|S8N)5_Em+HOFLKA!(r?JD zL2H{?0!W@CBMupu7-X81ZLQ@&zE)nA>PTf>d_v(ANg?j_nlcs~Ol>7=%4XQW&9*(Z z_u`o7=jz^eL%~pVIrXm1^Qa_OpBctokq_>|XS@ahSYa0{>qx6lvk}R{h@x=s7;gO$ z+FN)}G1?0V0z?0S=4px$=D(R;MQuWWH4coK(HXgX(n|Et2p>3AJA-?(rJd&1Ra}Ov z6jPbEufvv=Q7k{C0|r09KQRu2GiwG(%?}yRxH=jrzOCZq!4ZQFQi?3jZq_aHFr;@k z%Ps6z5lOyXkpO!ttWOcq9_*S^aToFh#tio3Fzl=9awC#l>IJnHvnL(eujdR1+Bd6& dr7rdwK@x#N0S065Q{$EPJs&TjW iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + supports // + ); + } + } + + // + Clean(tmpState.supportZones); + Copy( + supports, + tmpState.supportZones // + ); + } + + // + // Resistance Zones ... + int resistanceZonesCount = ArraySize(tmpState.resistanceZones); + if (IsValidSize(resistanceZonesCount)) + { + // + XCResistanceZone *resistances[]; + for (int i = 0; i < resistanceZonesCount; i++) + { + // + XCResistanceZone *iZone = tmpState.resistanceZones[i]; + + // + bool isValid = + // + (bar.low < iZone.Upper() && + bar.high > iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + resistances // + ); + } + } + + // + Clean(tmpState.resistanceZones); + Copy( + resistances, + tmpState.resistanceZones // + ); + } + + // + // Supply Zones ... + int supplyZonesCount = ArraySize(tmpState.supplyZones); + if (IsValidSize(supplyZonesCount)) + { + // + XCSupplyZone *supplies[]; + for (int i = 0; i < supplyZonesCount; i++) + { + // + XCSupplyZone *iZone = tmpState.supplyZones[i]; + + // + bool isValid = + // + (bar.low < iZone.Upper() && + bar.high > iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + supplies // + ); + } + } + + // + Clean(tmpState.supplyZones); + Copy( + supplies, + tmpState.supplyZones // + ); + } + + // + // Demand Zones ... + int demandZonesCount = ArraySize(tmpState.demandZones); + if (IsValidSize(demandZonesCount)) + { + // + XCDemandZone *demands[]; + for (int i = 0; i < demandZonesCount; i++) + { + // + XCDemandZone *iZone = tmpState.demandZones[i]; + + // + bool isValid = + // + (bar.low < iZone.Upper() && + bar.high > iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + demands // + ); + } + } + + // + Clean(tmpState.demandZones); + Copy( + demands, + tmpState.demandZones // + ); + } + + // + // Bullish Order Blocks ... + int bullishOrderBlocksCount = ArraySize(tmpState.bullishOrderBlocks); + if (IsValidSize(bullishOrderBlocksCount)) + { + // + XCOrderBlock *obs[]; + for (int i = 0; i < bullishOrderBlocksCount; i++) + { + // + XCOrderBlock *iZone = tmpState.bullishOrderBlocks[i]; + + // + bool isValid = + // + (bar.low < iZone.Upper() && + bar.high > iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + obs // + ); + } + } + + // + Clean(tmpState.bullishOrderBlocks); + Copy( + obs, + tmpState.bullishOrderBlocks // + ); + } + + // + // Bearish Order Blocks ... + int bearishOrderBlocksCount = ArraySize(tmpState.bearishOrderBlocks); + if (IsValidSize(bearishOrderBlocksCount)) + { + // + XCOrderBlock *obs[]; + for (int i = 0; i < bearishOrderBlocksCount; i++) + { + // + XCOrderBlock *iZone = tmpState.bearishOrderBlocks[i]; + + // + bool isValid = + // + (bar.low < iZone.Upper() && + bar.high > iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + obs // + ); + } + } + + // + Clean(tmpState.bearishOrderBlocks); + Copy( + obs, + tmpState.bearishOrderBlocks // + ); + } + + // + // Bullish Fair Value Gaps ... + int bullishFairValueGapsCount = ArraySize(tmpState.bullishFairValueGaps); + if (IsValidSize(bullishFairValueGapsCount)) + { + // + XCFVG *obs[]; + for (int i = 0; i < bullishFairValueGapsCount; i++) + { + // + XCFVG *iZone = tmpState.bullishFairValueGaps[i]; + + // + bool isValid = + // + (bar.low < iZone.Upper() && + bar.high > iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + obs // + ); + } + } + + // + Clean(tmpState.bullishFairValueGaps); + Copy( + obs, + tmpState.bullishFairValueGaps // + ); + } + + // + // Bearish Fair Value Gaps ... + int bearishFairValueGapsCount = ArraySize(tmpState.bearishFairValueGaps); + if (IsValidSize(bearishFairValueGapsCount)) + { + // + XCFVG *obs[]; + for (int i = 0; i < bearishFairValueGapsCount; i++) + { + // + XCFVG *iZone = tmpState.bearishFairValueGaps[i]; + + // + bool isValid = + // + (bar.low < iZone.Upper() && + bar.high > iZone.Upper()) || + (bar.high > iZone.Lower() && + bar.low < iZone.Lower()) || + (bar.low > iZone.Lower() && + bar.high < iZone.Upper()) + // + ; + if (isValid) + { + Add( + iZone, + obs // + ); + } + } + + // + Clean(tmpState.bearishFairValueGaps); + Copy( + obs, + tmpState.bearishFairValueGaps // + ); + } + } + } + + // + bool drawSwingHighs = true; + bool drawSwingLows = true; + bool drawSupportZones = true; + bool drawResistanceZones = true; + bool drawSupplyZones = true; + bool drawDemandZones = true; + bool drawBullishOrderBlocks = true; + bool drawBearishOrderBlocks = true; + bool drawBullishFairValueGaps = true; + bool drawBearishFairValueGaps = true; + bool drawBullishRejectionBars = true; + bool drawBearishRejectionBars = true; + bool drawBullishMomentumBars = true; + bool drawBearishMomentumBars = true; + + // + // Change Drawing Specs Conditions based on + // Provided Direction ... + if (forDir == X_DIRECTION_BULLISH) + { + // + drawSwingLows = true; + drawDemandZones = true; + drawSupportZones = true; + drawBullishOrderBlocks = true; + drawBullishFairValueGaps = true; + drawBullishRejectionBars = true; + drawBullishMomentumBars = true; + + // + drawSwingHighs = false; + drawSupplyZones = false; + drawResistanceZones = false; + drawBearishOrderBlocks = false; + drawBearishFairValueGaps = false; + drawBearishRejectionBars = false; + drawBearishMomentumBars = false; + } + else if (forDir == X_DIRECTION_BEARISH) + { + // + drawSwingLows = false; + drawDemandZones = false; + drawSupportZones = false; + drawBullishOrderBlocks = false; + drawBullishFairValueGaps = false; + drawBullishRejectionBars = false; + drawBullishMomentumBars = false; + + // + drawSwingHighs = true; + drawSupplyZones = true; + drawResistanceZones = true; + drawBearishOrderBlocks = true; + drawBearishFairValueGaps = true; + drawBearishRejectionBars = true; + drawBearishMomentumBars = true; + } + + // + // Apply Ignore List ... + + // + if (ignoreSwingHighs) + { + drawSwingHighs = false; + } + + // + if (ignoreSwingLows) + { + drawSwingLows = false; + } + + // + if (ignoreSupportZones) + { + drawSupportZones = false; + } + + // + if (ignoreResistanceZones) + { + drawResistanceZones = false; + } + + // + if (ignoreSupplyZones) + { + drawSupplyZones = false; + } + + // + if (ignoreDemandZones) + { + drawDemandZones = false; + } + + // + if (ignoreBullishOrderBlocks) + { + drawBullishOrderBlocks = false; + } + + // + if (ignoreBearishOrderBlocks) + { + drawBearishOrderBlocks = false; + } + + // + if (ignoreBullishFairValueGaps) + { + drawBullishFairValueGaps = false; + } + + // + if (ignoreBearishFairValueGaps) + { + drawBearishFairValueGaps = false; + } + + // + if (ignoreBullishRejectionBars) + { + drawBullishRejectionBars = false; + } + + // + if (ignoreBearishRejectionBars) + { + drawBearishRejectionBars = false; + } + + // + if (ignoreBullishMomentumBars) + { + drawBullishMomentumBars = false; + } + + // + if (ignoreBearishMomentumBars) + { + drawBearishMomentumBars = false; + } + + // + DrawState( + tmpState, // State ... + true, // Update To of all Drawings Till now ... + drawSwingHighs, // Draw SwingHighs .. + drawSwingLows, // Draw SwingLows .. + drawSupportZones, // Draw SupportZones .. + drawResistanceZones, // Draw ResistanceZones .. + drawSupplyZones, // Draw SupplyZones .. + drawDemandZones, // Draw DemandZones .. + drawBullishOrderBlocks, // Draw BullishOrderBlocks .. + drawBearishOrderBlocks, // Draw BearishOrderBlocks .. + drawBullishFairValueGaps, // Draw BullishFairValueGaps .. + drawBearishFairValueGaps, // Draw BearishFairValueGaps .. + drawBullishRejectionBars, // Draw BullishRejectionBars .. + drawBearishRejectionBars, // Draw BearishRejectionBars .. + drawBullishMomentumBars, // Draw BullishMomentumBars .. + drawBearishMomentumBars, // Draw BearishMomentumBars .. + true // Draw Ticks Zone ... + ); + } + + /** + * Draw Specific Pivot ... + * + * @param pivot: XPVPivot instance Reference ... + * @param drawState: Boolean ... + * @param filterByPrice: 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 ... + */ + void DrawPivot( + XPVPivot &pivot, + bool drawState = true, + bool filterByPrice = 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 // + ) + { + // + if (!pivot.IsValid()) + { + return; + } + + // + // Draw Pivot it self ... + XCXPVPivotObject *iPivotObj; + iPivotObj = new XCXPVPivotObject(); + bool isCreated = iPivotObj.Create( + mPOIDrawer.ChartIdentification(), + mPOIDrawer.SubWindowIdentification(), + pivot // + ); + if (!isCreated) + { + return; + } + + // + color clrPivotColor = pivot.IsPeak() + ? clrAqua + : clrMagenta; + iPivotObj.PivotColor(clrPivotColor); + iPivotObj.PivotWidth(2); + + // + AddObjectIfNotExists(iPivotObj); + + // + if (!drawState) + { + return; + } + + // + if (!pivot.state.IsValid()) + { + return; + } + + // + CustomStateDrawing( + pivot.state, + filterByPrice, + false, // forceDrawSamePeriod + X_DIRECTION_NONE, // forDir + ignoreSwingHighs, + ignoreSwingLows, + ignoreSupportZones, + ignoreResistanceZones, + ignoreSupplyZones, + ignoreDemandZones, + ignoreBullishOrderBlocks, + ignoreBearishOrderBlocks, + ignoreBullishFairValueGaps, + ignoreBearishFairValueGaps, + ignoreBullishRejectionBars, + ignoreBearishRejectionBars, + ignoreBullishMomentumBars, + ignoreBearishMomentumBars // + ); + } + + // +}; + +// \ No newline at end of file

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