853 lines
20 KiB
Plaintext
853 lines
20 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: XCXCAEASignaller ...
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// Description: Class for XCAEA Signaller ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm Class for XCAEA Signaller"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.base.class.mq5"
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#include "../../Classes/x-saherelm.x-cobject.class.mq5"
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#include "../Classes/xcaea.x-poi.detector.class.mq5"
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#include "../Classes/xcaea.x-poi.drawer.class.mq5"
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#include "../Helpers/xcaea.helper.mq5"
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#include "../Libraries/xcaea.signaller.lib.mq5"
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//
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// Definitions ...
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class XCXCAEASignaller : XCBase
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{
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//
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// Public ...
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public:
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//
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// Props ...
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bool useGuards;
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XCAEAInputs inputs;
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XBarTracker barTraker;
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XCXCAEAHelper *helper;
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XCXCAEAPOIDrawer *drawer;
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bool continuesRFTillTarget;
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XBoxZone unAvailableBoxes[];
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XCXCAEAPOIDetector *detector;
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XCAEAStrategyConditions mConditions;
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XCAEAStrategyConditions mConditionsCollection[];
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//
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// Constructor ...
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XCXCAEASignaller(
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string _symbol,
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ENUM_TIMEFRAMES _period //
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)
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{
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//
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symbol = _symbol;
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period = _period;
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//
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Init();
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}
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//
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// Deconstructor ...
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~XCXCAEASignaller()
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{
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DeInit();
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}
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//
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// Properties ...
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string GetSymbol()
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{
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return symbol;
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}
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ENUM_TIMEFRAMES GetPeriod()
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{
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return period;
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}
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//
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// Signaller Tools ...
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/**
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* Detect Setup Conditions based on Signalling ...
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*
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* @param maxAllowedSLDistanceInPoint: int, Max Allowed SL Distance in Points (if Bigger thn Zero Provided) ...
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*
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* @return ( bool )
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*/
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bool DetectSignalSetup(
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double tpReward = 3,
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double maxAllowedSLDistanceInPoint = 100 //
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)
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{
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//
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bool result = false;
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//
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// Check Bar Processing ...
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if (!barTraker.CanProcessBar())
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{
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return result;
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}
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//
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bool isBullish = false;
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bool isBearish = false;
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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int idx = -1;
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int count = 0;
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bool has = false;
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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XOHCL zBar;
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XOHCL cBar;
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XOHCL pBar;
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XOHCL pPBar;
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result = zBar.Init(
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symbol,
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period,
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zIndex //
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);
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result =
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result &&
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zBar.GetPreviousBar(cBar);
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result =
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result &&
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cBar.GetPreviousBar(pBar);
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result =
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result &&
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pBar.GetPreviousBar(pPBar);
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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pPBar.Clean();
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//
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return result;
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}
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//
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// Setup Conditions ...
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XBoxZone boxes[];
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XBoxZone pivotBox;
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XBoxZone signalBox;
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double additionalSL = 0;
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XBoxZone bullishBoxes[];
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XBoxZone bearishBoxes[];
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bool hasSignalBox = false;
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XCAEAConditions conditions;
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ENUM_X_DIRECTION signalBoxDir = X_DIRECTION_NONE;
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//
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// Detecting Pivots ...
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detector.Update(
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zIndex //
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);
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//
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// Validate Pivots ...
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detector.Validate(
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unAvailableBoxes,
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zIndex //
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);
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//
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// Draw Founded Pivots ...
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drawer.Draw(cTime);
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//
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// Retrieve Valid Boxes ...
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// //
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// // Bullish ...
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// int bullishBoxesCount =
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// detector
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// .FillBullishBoxes(bullishBoxes);
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// //
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// // Bearish ...
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// int bearishBoxesCount =
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// detector
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// .FillBearishBoxes(bearishBoxes);
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// //
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// Copy(
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// bullishBoxes,
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// boxes,
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// false //
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// );
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// Copy(
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// bearishBoxes,
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// boxes,
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// false //
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// );
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int boxesCount = ArraySize(boxes);
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bool hasBoxes = IsValidSize(boxesCount);
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//
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// Filter UnAvailable Boxes ...
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if (hasBoxes)
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{
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//
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// Remove UnAvailable Boxes ...
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has = HasChild(unAvailableBoxes);
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if (has)
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{
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//
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count = ArraySize(unAvailableBoxes);
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for (int i = 0; i < count; i++)
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{
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//
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XBoxZone iBox = unAvailableBoxes[i];
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//
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has = FindBoxIndex(
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idx,
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iBox,
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boxes //
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);
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if (has)
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{
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//
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ArrayRemove(
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boxes,
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idx,
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1 //
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);
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}
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}
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}
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//
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hasBoxes = HasChild(boxes);
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boxesCount = ArraySize(boxes);
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}
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//
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//
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//
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//
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// if (hasBoxes)
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// {
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// }
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//
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// Detect Sinal Box ...
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hasSignalBox = DetectXCAEAConditions(
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boxes,
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conditions,
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pivotBox,
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signalBox,
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additionalSL,
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signalBoxDir,
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helper,
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zIndex,
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loopback //
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);
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//
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// Make Pivot Box UnAvailable ...
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if (pivotBox.IsValid())
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{
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//
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AddRef(
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pivotBox,
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unAvailableBoxes //
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);
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}
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//
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isBullish = hasSignalBox &&
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IsBullish(signalBoxDir);
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//
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isBearish = hasSignalBox &&
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IsBearish(signalBoxDir);
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//
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result = isBullish ||
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isBearish;
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if (result)
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{
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//
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// Do What we Want ...
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barTraker.Waits();
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//
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// Draw Signal Box ...
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XCBoxObject *iObj;
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bool isCreated = helper.poiDrawer.DrawBox(
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signalBox,
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iObj //
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);
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if (isCreated)
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{
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//
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mObjects.Add(iObj);
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ZeroMemory(iObj);
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//
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Print("Signal Box ...");
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}
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//
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// Prepare Conditions ...
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mConditions.symbol = symbol;
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mConditions.period = period;
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//
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double spread = GetSpread(symbol);
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//
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double entry =
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isBullish
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? signalBox.upper
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: signalBox.lower;
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//
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double sl =
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isBullish
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? signalBox.lower
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: signalBox.upper;
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if (additionalSL > 0)
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{
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//
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sl =
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isBullish
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? sl - additionalSL
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: sl + additionalSL;
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}
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//
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double risk =
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isBullish
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? entry - sl
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: sl - entry;
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risk += spread;
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if (risk >= maxAllowedSLDistanceInPoint * points)
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{
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//
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// Fix Risk in Big Distances ...
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double hh5 = zBar.FindHighest(5, MODE_HIGH);
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double ll5 = zBar.FindLowest(5, MODE_LOW);
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//
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double hhll5Delta = hh5 - ll5;
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double riskDelta = hhll5Delta / 2;
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risk = riskDelta;
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}
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//
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double rewardTP = risk * tpReward;
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//
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double tp =
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isBullish
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? entry + rewardTP
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: entry - rewardTP;
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//
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// Filling ...
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mConditions.sl = sl;
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mConditions.tp = tp;
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mConditions.pivot =
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isBullish
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? sl
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: entry;
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mConditions.point =
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isBullish
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? entry
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: sl;
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mConditions.dir = signalBoxDir;
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mConditions.provider = "XCAEA";
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mConditions.signalBox = signalBox;
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mConditions.setupTime = zBar.time;
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mConditions.conditions = conditions;
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//
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// Select RF Rewards ...
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if (continuesRFTillTarget)
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{
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//
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double rfReward = 1;
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while (rfReward < tpReward)
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{
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//
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double rewardRF = risk * rfReward;
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double rfTP =
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isBullish
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? entry + rewardRF
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: entry - rewardRF;
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//
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Add(
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rfTP,
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mConditions.targets //
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);
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//
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rfReward++;
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}
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}
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else
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{
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//
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double rfReward = 1;
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//
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double rewardRF = risk * rfReward;
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double rfTP =
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isBullish
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? entry + rewardRF
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: entry - rewardRF;
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//
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Add(
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rfTP,
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mConditions.targets //
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);
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}
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}
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//
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// Cleanup Resource ...
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//
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Clean(boxes);
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Clean(bullishBoxes);
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Clean(bearishBoxes);
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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pPBar.Clean();
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//
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pivotBox.Clean();
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signalBox.Clean();
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conditions.Clean();
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//
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return result;
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}
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/**
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* Detect Trigger Conditions for Specified Signal ...
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*
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* @param conditions: XCAEAStrategyConditions instance Reference, Specified Signal Conditions ...
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* @param maxAllowedSetupAge: specified Setup Age for Expiration (if bigger than Zero) ...
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*
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* @return ( bool )
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*/
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bool DetectSignalTrigger(
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XCAEAStrategyConditions &conditions,
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int maxAllowedSetupAge = 60 //
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)
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{
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//
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bool result = false;
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//
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result = conditions.IsSetuped();
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if (!result)
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{
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return result;
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}
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//
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datetime setupTime = conditions.setupTime;
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ENUM_X_DIRECTION setupDir = conditions.dir;
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//
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bool isBullish = IsBullish(setupDir);
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bool isBearish = IsBearish(setupDir);
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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// Check Signal Validation ...
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// IMPORTANT: since all Validations done in SetUp Process ...
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// here we only Execute Signal ...
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//
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result = isBullish ||
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isBearish;
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//
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if (result)
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{
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//
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conditions.triggerTime = cTime;
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conditions.type = isBullish
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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}
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//
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// Cleanup ...
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//
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return result;
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}
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/**
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* Detect Guards bsed on Signalling Class ...
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*
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* @param guards: XCAEAGuard instance Collection, Holds Provided Guards ...
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* @param positions: XPosition instance Collection, Provides Signalling Based Positions for Apply Guards on them ...
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* @param provider: X121SMCStrategySignalProviderData instance Reference, Specified Data for Cycles ...
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*
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* @return ( bool )
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*/
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bool DetectGuards(
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XCAEAGuard &guards[],
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const XPosition &positions[] //
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)
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{
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//
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bool result = false;
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//
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return result;
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}
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/**
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* Add Conditions to Conditions Collection if not Exists ...
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*
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* @param maxAllowed: int, Specified Max Allowed Holding Conditions ...
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*
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* @return ( int )
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*/
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int AddConditionsIfNotExists(
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int maxAllowed = 10 //
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)
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{
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//
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int result = 0;
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//
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bool isSetuped = IsValid(mConditions.setupTime) &&
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HasDirection(mConditions.dir);
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if (!isSetuped)
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{
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return result;
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}
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//
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int count = ArraySize(mConditionsCollection);
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if (IsValidSize(count))
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{
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//
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// Copy Original Items ...
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XCAEAStrategyConditions tmpItems[];
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Copy(
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mConditionsCollection,
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tmpItems //
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);
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//
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// Prese Item Data ...
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bool isBullish = IsBullish(mConditions.dir);
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//
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for (int i = 0; i < count; i++)
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{
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//
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XCAEAStrategyConditions iItem = tmpItems[i];
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//
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bool canRemove = mConditions.dir == iItem.dir &&
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mConditions.pivot == iItem.pivot;
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if (canRemove)
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{
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//
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ArrayRemove(
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mConditionsCollection,
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i,
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1 //
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);
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}
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}
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//
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Clean(tmpItems);
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}
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//
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AddRef(
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mConditions,
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mConditionsCollection //
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);
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//
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// Remove Olds ...
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CleanupArray(
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mConditionsCollection,
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maxAllowed //
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);
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//
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result = ArraySize(mConditionsCollection);
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//
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return result;
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}
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//
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// Protected ...
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protected:
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//
|
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|
|
//
|
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// Private ...
|
|
private:
|
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//
|
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// Props ...
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string symbol;
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ENUM_TIMEFRAMES period;
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CArrayObj mObjects;
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CArrayObj mBarObjects;
|
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|
|
/**
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* Initialize ...
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*/
|
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void Init()
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{
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//
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useGuards = false;
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continuesRFTillTarget = true;
|
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|
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//
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barTraker.Init(
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symbol,
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period //
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);
|
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|
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//
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inputs.Default();
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|
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//
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// Configure Indicators ...
|
|
|
|
//
|
|
// XCC ...
|
|
inputs.ccInputs.showCandles = true;
|
|
|
|
//
|
|
// XCT ...
|
|
inputs.ctInputs.showCandleTime = true;
|
|
|
|
//
|
|
// XCA ...
|
|
|
|
//
|
|
inputs.caInputs.supResSmoothingLength = 7;
|
|
inputs.caInputs.supResSmoothingMode = X_MA_MODE_NONE;
|
|
|
|
//
|
|
inputs.caInputs.showKI = true;
|
|
inputs.caInputs.showTKI = false;
|
|
inputs.caInputs.showSar = false;
|
|
inputs.caInputs.showVidya = true;
|
|
inputs.caInputs.showTrend = false;
|
|
inputs.caInputs.showSwings = false;
|
|
inputs.caInputs.showLongCycle = false;
|
|
inputs.caInputs.showHindCycle = false;
|
|
inputs.caInputs.showFiboLevel1 = false;
|
|
inputs.caInputs.showFiboLevel2 = false;
|
|
inputs.caInputs.showFiboLevel3 = false;
|
|
inputs.caInputs.showShortCycle = false;
|
|
inputs.caInputs.showMediumCycle = false;
|
|
inputs.caInputs.showPeaksAndVales = true;
|
|
inputs.caInputs.showPeakAndValeGolden = false;
|
|
inputs.caInputs.showSupportAndResistance = false;
|
|
|
|
//
|
|
// XOSCS ...
|
|
// inputs.oscsInputs.rsiLength = 5;
|
|
// inputs.oscsInputs.cciLength = 5;
|
|
// inputs.oscsInputs.mfiLength = 5;
|
|
// inputs.oscsInputs.rviLength = 5;
|
|
|
|
//
|
|
// Oscillators Views ...
|
|
inputs.showCCI = false;
|
|
inputs.showRSI = false;
|
|
inputs.showMFI = false;
|
|
inputs.showRVI = false;
|
|
inputs.showADX = false;
|
|
inputs.showMACD = false;
|
|
|
|
//
|
|
// XCAEA Helper ...
|
|
helper = new XCXCAEAHelper();
|
|
helper.Init(
|
|
symbol,
|
|
period,
|
|
inputs //
|
|
);
|
|
|
|
//
|
|
// Initialize and Configure Detector ...
|
|
detector = new XCXCAEAPOIDetector(helper);
|
|
|
|
//
|
|
// Configure Detector ...
|
|
detector.detectRSIPeakPivots = true;
|
|
detector.detectRSIValePivots = true;
|
|
detector.detectCCIPeakPivots = true;
|
|
detector.detectCCIValePivots = true;
|
|
detector.detectFVGBullishPivots = true;
|
|
detector.detectFVGBearishPivots = true;
|
|
detector.detectValeSupSWLPivots = true;
|
|
detector.detectPeakResSWHPivots = true;
|
|
detector.detectPVFVGBullishPivots = true;
|
|
detector.detectPVFVGBearishPivots = true;
|
|
|
|
//
|
|
// Initialize and Configure Drawer ...
|
|
drawer = new XCXCAEAPOIDrawer(detector);
|
|
|
|
//
|
|
drawer.ignoreUpdateOSCTos = true;
|
|
|
|
//
|
|
// Configure Drawer ...
|
|
drawer.drawRSIPeakPivots = true;
|
|
drawer.drawRSIValePivots = true;
|
|
drawer.drawCCIPeakPivots = true;
|
|
drawer.drawCCIValePivots = true;
|
|
drawer.drawFVGBullishPivots = false;
|
|
drawer.drawFVGBearishPivots = false;
|
|
drawer.drawValeSupSWLPivots = true;
|
|
drawer.drawPeakResSWHPivots = true;
|
|
drawer.drawPVFVGBullishPivots = true;
|
|
drawer.drawPVFVGBearishPivots = true;
|
|
|
|
//
|
|
// Configure Widths ...
|
|
drawer.rsiPeakPivotsWidth = 4;
|
|
drawer.rsiValePivotsWidth = 4;
|
|
drawer.cciPeakPivotsWidth = 4;
|
|
drawer.cciValePivotsWidth = 4;
|
|
drawer.fvgBullishPivotsWidth = 2;
|
|
drawer.fvgBearishPivotsWidth = 2;
|
|
drawer.valeSupSWLPivotsWidth = 1;
|
|
drawer.peakResSWHPivotsWidth = 1;
|
|
drawer.pvFVGBullishPivotsWidth = 1;
|
|
drawer.pvFVGBearishPivotsWidth = 1;
|
|
|
|
//
|
|
// Configure Colors ...
|
|
drawer.rsiPeakPivotsColor = clrMagenta;
|
|
drawer.rsiValePivotsColor = clrAqua;
|
|
drawer.cciPeakPivotsColor = clrMagenta;
|
|
drawer.cciValePivotsColor = clrAqua;
|
|
drawer.fvgBullishPivotsColor = clrLime;
|
|
drawer.fvgBearishPivotsColor = clrRed;
|
|
drawer.valeSupSWLPivotsColor = clrAqua;
|
|
drawer.peakResSWHPivotsColor = clrMagenta;
|
|
drawer.pvFVGBullishPivotsColor = clrLime;
|
|
drawer.pvFVGBearishPivotsColor = clrRed;
|
|
|
|
//
|
|
// Configures Styles ...
|
|
drawer.rsiPeakPivotsStyle = STYLE_DASH;
|
|
drawer.rsiValePivotsStyle = STYLE_DASH;
|
|
drawer.cciPeakPivotsStyle = STYLE_DASH;
|
|
drawer.cciValePivotsStyle = STYLE_DASH;
|
|
drawer.fvgBullishPivotsStyle = STYLE_DASHDOTDOT;
|
|
drawer.fvgBearishPivotsStyle = STYLE_DASHDOTDOT;
|
|
drawer.valeSupSWLPivotsStyle = STYLE_SOLID;
|
|
drawer.peakResSWHPivotsStyle = STYLE_SOLID;
|
|
drawer.pvFVGBullishPivotsStyle = STYLE_DASHDOTDOT;
|
|
drawer.pvFVGBearishPivotsStyle = STYLE_DASHDOTDOT;
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* DeInitialize ...
|
|
*/
|
|
void DeInit()
|
|
{
|
|
//
|
|
inputs.Clean();
|
|
|
|
//
|
|
ZeroMemory(drawer);
|
|
ZeroMemory(helper);
|
|
ZeroMemory(detector);
|
|
|
|
//
|
|
mConditions.Clean();
|
|
Clean(mConditionsCollection);
|
|
|
|
//
|
|
mObjects.Clear();
|
|
mBarObjects.Clear();
|
|
|
|
//
|
|
barTraker.Clean();
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |