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xMQL5/BKPS/14030923/Documents/BKP/x-121.smc.test.signal.class.mq5
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2024-12-19 01:33:40 +03:30

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///////////////////////////////////////////////////////
//
// 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;
//
// Bullish Order Blocks ...
datetime bullishOrderBlockTime;
XCOrderBlock *bullishOrderBlock;
//
// Bearish Order Blocks ...
XCOrderBlock *bearishOrderBlock;
datetime bearishOrderBlockTime;
//
// 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;
//
// Additional ...
//
bullishOrderBlock = NULL;
bearishOrderBlock = NULL;
bullishOrderBlockTime = NULL;
bearishOrderBlockTime = 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;
}
//
// Extensions ...
bool HasBullishOrderBlock()
{
//
bool result =
bullishOrderBlock != NULL &&
bullishOrderBlock.IsValid() &&
bullishOrderBlock.IsBullish() &&
IsValid(bullishOrderBlockTime);
//
return result;
}
bool HasBearishOrderBlock()
{
//
bool result =
bearishOrderBlock != NULL &&
bearishOrderBlock.IsValid() &&
bearishOrderBlock.IsBullish() &&
IsValid(bearishOrderBlockTime);
//
return result;
}
bool HasOrderBlock()
{
//
bool result = HasBullishOrderBlock() &&
HasBearishOrderBlock();
//
return result;
}
//
};
//
// 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;
//
// Check Order Block ...
// TODO: Later ...
// bool hasOrderBlock = conditions.HasOrderBlock();
// if (hasOrderBlock)
// {
// //
// DetectX121SMCTestSiganlOrderBlock(
// zBar,
// consolidationState,
// conditions //
// );
// }
//
bool isMarketBullish =
//
// VWap State ...
decisionConditions.x121Conditions.isVWapBullishState &&
analyseConditions.x121Conditions.isVWapBullishState &&
verificationConditions.x121Conditions.isVWapBullishState
//
&&
//
// VWap Order ...
decisionConditions.x121Conditions.isVWapBullishOrdered &&
analyseConditions.x121Conditions.isVWapBullishOrdered &&
verificationConditions.x121Conditions.isVWapBullishOrdered
//
&&
//
// Sar ...
decisionConditions.x121Conditions.isSarBullish &&
analyseConditions.x121Conditions.isSarBullish &&
verificationConditions.x121Conditions.isSarBullish
//
;
//
bool isMarketBearish =
//
// VWap State ...
decisionConditions.x121Conditions.isVWapBearishState &&
analyseConditions.x121Conditions.isVWapBearishState &&
verificationConditions.x121Conditions.isVWapBearishState
//
&&
//
// VWap Order ...
decisionConditions.x121Conditions.isVWapBearishOrdered &&
analyseConditions.x121Conditions.isVWapBearishOrdered &&
verificationConditions.x121Conditions.isVWapBearishOrdered
//
&&
//
// Sar ...
decisionConditions.x121Conditions.isSarBearish &&
analyseConditions.x121Conditions.isSarBearish &&
verificationConditions.x121Conditions.isSarBearish
//
;
//
// Step 1
// Detect Market Direction ...
isBullish = isMarketBullish;
isBearish = isMarketBearish;
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Step 2
// VWap Switches or Sar Switches ...
//
bool isSarBullish = triggerConditions.x121Conditions.isSarBullish;
bool isSarBearish = triggerConditions.x121Conditions.isSarBearish;
//
bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish;
bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish;
//
bool isVWapBullishState = triggerConditions.x121Conditions.isVWapBullishState;
bool isVWapBearishState = triggerConditions.x121Conditions.isVWapBearishState;
//
bool isVWapSwitchedToBullishState = triggerConditions.x121Conditions.isVWapSwitchedToBullishState;
bool isVWapSwitchedToBearishState = triggerConditions.x121Conditions.isVWapSwitchedToBearishState;
//
bool isVWapBullishOrdered = triggerConditions.x121Conditions.isVWapBullishOrdered;
bool isVWapBearishOrdered = triggerConditions.x121Conditions.isVWapBearishOrdered;
//
bool isVWapSwitchedToBullishOrdered = triggerConditions.x121Conditions.isVWapSwitchedToBullishOrdered;
bool isVWapSwitchedToBearishOrdered = triggerConditions.x121Conditions.isVWapSwitchedToBearishOrdered;
//
//
//
//
bool isSarStartedBullishStructure =
//
isSarSwitchedToBullish &&
isVWapBullishState &&
isVWapBullishOrdered
//
;
//
bool isSarStartedBearishStructure =
//
isSarSwitchedToBearish &&
isVWapBearishState &&
isVWapBearishOrdered
//
;
//
//
//
//
bool isVWapStateStartedBullishStructure =
//
isVWapSwitchedToBullishState &&
isSarBullish &&
isVWapBullishOrdered
//
;
//
bool isVWapStateStartedBearishStructure =
//
isVWapSwitchedToBearishState &&
isSarBearish &&
isVWapBearishOrdered
//
;
//
//
//
//
bool isVWapOrderStartedBullishStructure =
//
isVWapSwitchedToBullishOrdered &&
isSarBullish &&
isVWapBullishState
//
;
//
bool isVWapOrderStartedBearishStructure =
//
isVWapSwitchedToBearishOrdered &&
isSarBearish &&
isVWapBearishState
//
;
//
//
//
//
isBullish =
//
isBullish
//
&&
//
(
//
isSarStartedBullishStructure ||
isVWapStateStartedBullishStructure ||
isVWapOrderStartedBullishStructure
//
)
//
;
//
isBearish =
//
isBearish
//
&&
//
(
//
isSarStartedBearishStructure ||
isVWapStateStartedBearishStructure ||
isVWapOrderStartedBearishStructure
//
)
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
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
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
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;
//
result = false;
//
return result;
}
//
// Tools Functions ...
//
// We Have to Find Valid Order Blocks ...
// - Order Block Must Not Touched;
bool DetectX121SMCTestSiganlOrderBlock(
XOHCL &bar,
XPOIState &state,
X121SMCStrategyTestSignalConditions &conditions //
)
{
//
bool result = false;
//
result = bar.IsValid() &&
state.IsValid() &&
state.HasChild();
if (!result)
{
return result;
}
//
int start = bar.Index();
//
// Bullish Order Block Check ...
bool hasBullishOB = conditions.HasBullishOrderBlock();
if (!hasBullishOB)
{
//
int count = state.CountBullishOrderBlocks();
result = IsValidSize(count);
if (!result)
{
return result;
}
//
XCOrderBlock *tmpOB[];
for (int i = 0; i < count; i++)
{
//
XCOrderBlock *iOB = state.bullishOrderBlocks[i];
//
bool isOBTouched = DetectOrderBlockTouch(iOB);
}
//
hasBullishOB = conditions.HasBullishOrderBlock();
result = hasBullishOB;
if (!result)
{
return result;
}
}
//
// Bearish Order Block Check ...
bool hasBearishOB = conditions.HasBearishOrderBlock();
if (!hasBearishOB)
{
//
//
hasBearishOB = conditions.HasBearishOrderBlock();
result = hasBearishOB;
if (!result)
{
return result;
}
}
//
return result;
}
//
// TODO: Complete this ...
bool DetectOrderBlockTouch(
XCOrderBlock *ob //
)
{
//
bool result = false;
//
result = ob != NULL &&
ob.IsValid();
if (!result)
{
return result;
}
//
return result;
}
//