/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Class // ------------------------------------------------- // Name: XCX121XKISignaller ... // Description: X121XKI Signaller Class ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property library #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://saherelm.ir" #property version "1.00" #property description "SaherElm X121XKI Signaller Class" #property strict // // Imports ... #include "../../Classes/x-saherelm.x-signaller.class.mq5" #include "../../Helpers/x-saherelm.x121.xki.helper.mq5" #include "../Classes/x-saherelm.x121.xki.parser.class.mq5" #include "../Classes/x-saherelm.x121.xki.x-poi.detector.class.mq5" #include "../Classes/x-saherelm.x121.xki.x-poi.drawer.class.mq5" // // Implementation ... // // Base X121XKI base Signaller ... class XCX121XKIBaseSignaller : public XCBaseSignaller { // // Public ... public: // // Props ... // CArrayObj drawnObjects; // Drawing Objects Holder ... X121XKIInputs kiInputs; // X121XKI Inputs ... XCX121XKIHelper *kiHelper; // X121XKI Indicator Helper ... XCX121XKIPOIDrawer *poiDrawer; // X121XKI POI Drawer ... XCX121XKIPOIDetector *poiDetector; // X121XKI POI Detector ... XCX121XKIHelperParser *kiParser; // X121XKI Helper Parser ... // // Constructor ... XCX121XKIBaseSignaller( string _name, // Name ... string _symbol, // Symbol ... ENUM_TIMEFRAMES _period, // Period ... X121XKIInputs &_kiInputs, // X121XKIInputs ... bool _processAllTicks = false, // Process All Ticks ... double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ... double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ... double _defaultSignalVolume = 0.01 // Default Signal Volume ... ) : XCBaseSignaller(_name, _symbol, _period, _processAllTicks, _defaultSignalR2R, _defaultSignalRiskInPoint, _defaultSignalVolume // ) { // // Instantiating X121XKI Indicator Helper Class ... if (_kiInputs.IsValid()) { // kiHelper = new XCX121XKIHelper(); bool isInited = kiHelper.Init( _symbol, _period, _kiInputs // ); if (isInited) { kiInputs = _kiInputs; } else { // delete kiHelper; ZeroMemory(kiHelper); } } // // Instantiate X121XKI Helper Parser ... kiParser = new XCX121XKIHelperParser(kiHelper); // poiDrawer = new XCX121XKIPOIDrawer(); poiDetector = new XCX121XKIPOIDetector(kiHelper, kiParser); } // // Deconstructor ... ~XCX121XKIBaseSignaller() { Destroy(); } // // Overrides ... // // Actions ... /** * Destroy ... */ void Destroy() { // BeforeDestroy(); // kiInputs.Clean(); // delete poiDrawer; ZeroMemory(poiDrawer); // delete poiDetector; ZeroMemory(poiDetector); // delete kiHelper; ZeroMemory(kiHelper); } // // Virtuals ... /** * Before Destroy ... */ void virtual BeforeDestroy() { } /** * Processing Tick ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessTick(int barIndex = 0) { } /** * Processing New Bar ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessNewBar(int barIndex = 0) { } /** * Check Guards Based on MarketConditions ... * * @param guards: XGuard, reference collection to holds result ... * @param positions: XPosition, reference collection to provides positions ... * @param barIndex: int * * @return ( int ) */ int virtual CheckForGuard( XGuard &guards[], XPosition &positions[], int barIndex = 0 // ) { // int result = 0; // SpecifiedClean(guards); // result = ArraySize(guards); // return result; } /** * Check Additional Validations on Childs Instances ... * * @return ( bool virtual ) */ bool virtual CheckAdditionslSignallerValidations() { // bool result = false; // // Validate Fima Helper Requirements ... result = kiInputs.IsValid() && kiHelper != NULL && poiDetector != NULL; if (!result) { return result; } // return result; } /** * Normalizing Signal by Signaller Custom Props ... * * @param signal: XSignal ... */ void virtual NormalizeSignal(XSignal &signal) { } // // Protected ... protected: // // // Protected Actions ... // // Private ... private: // }; // // X121XKI Strategy 1 Signaller Class ... class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller { // // Public ... public: // // Props ... // // Constructor ... XCX121XKIStrategy1Signaller( string _symbol, // Symbol ... ENUM_TIMEFRAMES _period, // Period ... X121XKIInputs &_kiInputs, // X121XKIInputs ... bool _processAllTicks = false, // Process All Ticks ... double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ... double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ... double _defaultSignalVolume = 0.01 // Default Signal Volume ... ) : XCX121XKIBaseSignaller("X121XKI1", _symbol, _period, _kiInputs, _processAllTicks, _defaultSignalR2R, _defaultSignalRiskInPoint, _defaultSignalVolume // ) { } // // Deconstructor ... ~XCX121XKIStrategy1Signaller() { // Destroy(); } // // Overrides ... /** * Processing Tick ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessTick(int barIndex = 0) { } /** * Processing New Bar ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessNewBar(int barIndex = 0) { // // Normalize ... barIndex = NormalizeInt(barIndex, 0); // XOHCL iBar; XBoxZone iZone; XSignal iSignal; bool has = false; XTarget iTargets[]; bool isBullish = false; bool isBearish = false; ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; // // Initialize Bar as CBar ... has = iBar.Init( symbol, period, barIndex // ); if (!has) { // iBar.Clean(); return; } // // Strategy X ... has = HasSignal( iBar, iZone, iTargets, iDir // ); // // Handle Resting Signals ... has = HasDirection(iDir) && iZone.IsValid(); // // Prepare Signal ... if (has) { // isBullish = IsXBullish(iDir); isBearish = IsXBearish(iDir); // // Provided SL ... double points = GetPoints(symbol); double spread = GetSpread(symbol); double entry = GetEntry(symbol, iDir); // // Calculate SL Addition ... double slAddition = slAdditionDistance <= 0 ? 0 : slAdditionDistance * points; // // Calculate SL Price ... double sl = isBullish ? iZone.lower - slAddition : iZone.upper + slAddition; // // Prepare Signal ... has = PrepareSignal( iSignal, iDir, iTargets, 0, // Use Default R2R ... sl, // Provided Price for SL ... 0 // Specified Risk in Point .... ); } // // Notify On Signal Event ... if (has) { NotifySignalEventListeners(iSignal); } // // Cleanup ... iBar.Clean(); iZone.Clean(); iSignal.Clean(); XClean(iTargets); } /** * Check Guards Based on MarketConditions ... * * @param guards: XGuard, reference collection to holds result ... * @param positions: XPosition, reference collection to provides positions ... * @param barIndex: int * * @return ( int ) */ int virtual CheckForGuard( XGuard &guards[], XPosition &positions[], int barIndex = 0 // ) { // int result = 0; // XClean(guards); return result; // int positionsCount = ArraySize(positions); if (!IsValidSize(positionsCount)) { return result; } // // Requirements ... XGuard iGuard; bool has = false; int samePeaks = 0; int sameVales = 0; double iValue = 0; double points10 = 0; double points50 = 0; double points100 = 0; int samePVValidation = 5; bool isPeakOverLast = false; bool isValeUnderLast = false; // for (int i = 0; i < positionsCount; i++) { // points10 = 10 * positions[i].GetPointsValue(); points50 = 50 * positions[i].GetPointsValue(); points100 = 100 * positions[i].GetPointsValue(); // // Near to TP Guard ... has = positions[i].profit > 0; if (has) { } } // result = ArraySize(guards); // // Cleanup ... iGuard.Clean(); // return result; } // // Protected ... protected: // // // Private ... private: // // Props ... // // Implementing Strategies ... /** * Check Bar Has Signal Based on Strategy X ... * * @param bar: XOHCL, reference to Bar ... * @param zone: XBoxZone, reference to holds affected zone ... * @param targets: XTarget, reference to detected Signal's Targets collections ... * @param dir: ENUM_X_DIRECTION, detected Signal's direction ... * * @return ( bool ) */ bool HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // // Configuration Flags ... // // Signaller Flags ... bool useSignaller1 = true; bool useSignaller2 = false; bool useSignaller3 = false; bool useSignaller4 = false; bool useSignaller5 = false; // XBoxZone tmpZone; string provider = NULL; ENUM_X_DIRECTION tmpDir; // bool signaller1HasSignal = false; bool signaller2HasSignal = false; bool signaller3HasSignal = false; bool signaller4HasSignal = false; bool signaller5HasSignal = false; // // Validator Flags ... bool validateByOrderFlow = false; // // Target Flags ... bool hasPartialCloseOnTp1 = false; // bool doRFOnEntryOnTP1 = false; // // Draw Flags ... bool draw = true; // // Signal Checking ... // // Signal Detection Flags ... // // Signaller 1 ... if (useSignaller1) { // signaller1HasSignal = Strategy1HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller1HasSignal) { // provider += "1"; // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 2 ... if (useSignaller2) { // signaller2HasSignal = Strategy2HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller2HasSignal) { // provider += "2"; // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 3 ... if (useSignaller3) { // signaller3HasSignal = Strategy3HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller3HasSignal) { // provider += "3"; // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 4 ... if (useSignaller4) { // signaller4HasSignal = Strategy4HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller4HasSignal) { // provider += "4"; // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 5 ... if (useSignaller5) { // signaller5HasSignal = Strategy5HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller5HasSignal) { // provider += "5"; // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Summarize Signallers Result ... result = signaller1HasSignal || signaller2HasSignal || signaller3HasSignal || signaller4HasSignal || signaller5HasSignal; // // Signal Validating ... // // Targets, Restrictions and Risk Management ... if (result) { // // Requirements ... XTarget iTarget; // // Checking Direction of Signal ... bool isBullish = IsXBullish(dir); bool isBearish = IsXBearish(dir); // // Provided SL ... double points = GetPoints(symbol); double spread = GetSpread(symbol); double entry = GetEntry(symbol, dir); // // Calculate SL Addition ... double slAddition = slAdditionDistance <= 0 ? 0 : slAdditionDistance * points; // // Calculate SL Price ... double sl = isBullish ? zone.lower - slAddition : zone.upper + slAddition; // // Calculate Risk ... double risk = MathAbs(entry - sl); // // Calculate Reward ... double reward = defaultSignalR2R * risk; // // Calculate TP1 ... double tp1 = isBullish ? entry + risk : entry - risk; double tp2 = isBullish ? entry + (2 * risk) : entry - (2 * risk); // // Calculate TP ... double tp = isBullish ? entry + reward : entry - reward; // // Check Max Allowed Risk ... bool hasTooMuchRisk = maxAllowedRiskDistance <= 0 ? false : risk >= (maxAllowedRiskDistance * points); if (hasTooMuchRisk) { // // Clean Signal if Too much Risk ... zone.Clean(); dir = X_DIRECTION_NONE; } // // Common Targets ... // // Partial Close on TP 1 ... if (hasPartialCloseOnTp1) { // iTarget.Clean(); iTarget.target = tp1; iTarget.actingDistance = 5; iTarget.volumeMultiplier = 0.8; iTarget.doRFOnEntry = doRFOnEntryOnTP1; // AddRef(iTarget, targets); } // // Custom Signaller Targets ... // // Restrictions Handling ... if (risk > 0 && HasRestrictions()) { // // Reset Restricitons if necessary ... ResetRestrictions(); // // Handle Custom Restrictions Senario ... } // // Ignore Targets ... if (ignoreTargets) { XClean(targets); } // // Summarize Result ... result = zone.IsValid() && HasDirection(dir); // // Cleanup ... iTarget.Clean(); } // // Draws ... if (result && draw) { // // Other Drawing Materials ... XPOIDrawConfig drawConfig; drawConfig.Default(); // poiDrawer.DrawZone(zone, drawConfig); } // // Cleanup ... if (!result) { // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; } // // Cleanup ... tmpZone.Clean(); // return result; } // // Custom Signal Strategies ... /** * Check Bar Has Signal Based on Strategy 1 ... * * Pattern‑based reversal: * - Detects Pin Bar or Signal Key Bar. * - Confirms with POI detector. * - Good for reversals at support/resistance. * * @param bar: XOHCL, reference to Bar ... * @param zone: XBoxZone, reference to holds affected zone ... * @param targets: XTarget, reference to detected Signal's Targets collections ... * @param dir: ENUM_X_DIRECTION, detected Signal's direction ... * * @return ( bool ) */ bool Strategy1HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // bool isBullish = poiDetector.IsBullishPOI(bar.Index()); bool isBearish = poiDetector.IsBearishPOI(bar.Index()); result = isBullish || isBearish; if (!result) { return result; } // dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = ToBox(bar, zone, dir, X_BAR_PATTERN_SIGNALKEY); result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 2 ... * * Trend‑following: * - Requires KI Fast + KI Slow alignment. * - Confirms with MA crossover. * - RSI filter to avoid false signals. * * @return ( bool ) */ bool Strategy2HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // bool isBullish = kiParser.IsBullishMomentumTrend(bar.Index()); bool isBearish = kiParser.IsBearishMomentumTrend(bar.Index()); result = isBullish || isBearish; if (!result) { return result; } // dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = ToBox(bar, zone, dir, X_BAR_PATTERN_MOMENTUM); result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 3 ... * * Breakout: * - Detects price breaking KI bands with ATR confirmation. * - Confirms with Momentum Bar pattern. * * @return ( bool ) */ bool Strategy3HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // bool isBullish = poiDetector.IsBullishBreakoutPOI(bar.Index()); bool isBearish = poiDetector.IsBearishBreakoutPOI(bar.Index()); result = isBullish || isBearish; if (!result) { return result; } // dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = ToBox(bar, zone, dir, X_BAR_PATTERN_TRUE_GAPED); result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 4 ... * * Exhaustion: * - Strong trend + RSI extreme + volatility low. * - Confirms with Piercing/Dark Cloud Cover candlestick. * * @return ( bool ) */ bool Strategy4HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // bool isBullish = poiDetector.IsBullishTrendExhaustedPOI(bar.Index()); bool isBearish = poiDetector.IsBearishTrendExhaustedPOI(bar.Index()); result = isBullish || isBearish; if (!result) { return result; } // dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = ToBox(bar, zone, dir, X_BAR_PATTERN_PIERCING); result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 5 ... * * Continuation: * - Requires strong trend confirmation (KI fast/slow + MA crossover + RSI filter). * - Confirms with continuation candlestick patterns (Flag or Rising pattern). * - Ensures zone validity for entry. * * @return ( bool ) */ bool Strategy5HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // bool isBullish = kiParser.IsTrendStrongBullish(bar.Index()); bool isBearish = kiParser.IsTrendStrongBearish(bar.Index()); result = isBullish || isBearish; if (!result) { return result; } // // Confirm Direction by Candlestick Continuation Patterns ... isBullish = isBullish && poiDetector.IsBullishContinuationPOI(bar.Index()); isBearish = isBearish && poiDetector.IsBearishContinuationPOI(bar.Index()); result = isBullish || isBearish; if (!result) { return result; } // dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = ToBox(bar, zone, dir, X_BAR_PATTERN_PIERCING); result = result && zone.IsValid() && HasDirection(dir); // return result; } // }; //