444 lines
9.9 KiB
Plaintext
444 lines
9.9 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XSCXEMRNGStrategy
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// Description: provides all based classes for use ...
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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://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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/// Imports ...
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#include "../Helpers/x-saherelm.xtm.helper.mq5"
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#include "../Helpers/x-saherelm.xstr.helper.mq5"
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#include "../Classes/x-saherelm.xstrategy.class.mq5"
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//
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string XEMRNGStartegyToken = "XEMRNG";
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//
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class XSCXEMRNGStrategy : public XSCBaseStrategy
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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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// Constructor(s) ...
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void XSCXEMRNGStrategy(
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//
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// Base ...
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string _symbol, // Trading Symbol
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ENUM_TIMEFRAMES _period, // Trading TimeFrame
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double _volume, // Voluem
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double _r2r, // Risk/Reward Ratio
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int _slippage, // Trader Slippage
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long _magicNumber, // Trader Magic Number
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bool _useTPSLAsPoint = false, // Converts TP and SL by Provided Points
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bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
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double _tpPoint = 0, // TP As Point
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double _slPoint = 0, // SL As Point
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bool _allowLong = true,
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bool _allowShort = true,
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int _maxAllowedLongs = 0,
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int _maxAllowedShorts = 0 //
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) : XSCBaseStrategy(_symbol,
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_period,
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_volume,
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_r2r,
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_slippage,
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_magicNumber,
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_useTPSLAsPoint,
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_forceMaxTPSLAsPoint,
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_tpPoint,
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_slPoint,
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_allowLong,
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_allowShort,
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_maxAllowedLongs,
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_maxAllowedShorts //
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)
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{
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//
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ConfigureRequirements();
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//
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SetAlertPrefix(GetTag());
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}
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//
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// Deconstructor ...
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void ~XSCXEMRNGStrategy()
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{
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delete mTMHelper;
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delete mSTRHelper;
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}
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//
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// Getter / Setter (s) ...
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//
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// Overrides ...
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//
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// Customize Strategy Identifier ...
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string GetTag() override
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{
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return XEMRNGStartegyToken;
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}
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//
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// Check Conditions For Signal ...
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bool HasSignal(
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XSignal &signal //
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) override
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{
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//
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bool result = false;
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//
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signal.Clean();
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//
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double sl = 0;
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double tp = 0;
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double risk = 0;
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double entry = 0;
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double reward = 0;
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double r2r = R2R();
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ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
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ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
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//
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int start = 0;
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int count = 5;
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//
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double tms[];
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ArraySetAsSeries(tms, true);
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mTMHelper.CopyMain(
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start,
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count,
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tms //
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);
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//
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XSTRConditions strConditions;
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result = mSTRHelper.GetConditions(
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strConditions,
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start,
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count //
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);
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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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XOHCL cBar;
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result = cBar.Init(
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mSymbol,
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mPeriod,
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1 //
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);
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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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double hh5 = cBar.FindHighest(
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5,
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MODE_HIGH //
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);
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double ll5 = cBar.FindLowest(
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5,
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MODE_LOW //
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);
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//
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XOHCL pBar;
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result = cBar.GetPreviousBar(pBar);
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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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bool hasLong = false;
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bool hasShort = false;
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//
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XOHCL tmpHSW[];
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XOHCL tmpLSW[];
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//
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bool useHammer = true;
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bool useMorningStar = false;
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bool useBullishEngulfing = true;
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bool useBullishMaurubozu = true;
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//
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bool useShootingStar = true;
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bool useEveningStar = false;
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bool useBearishEngulfing = true;
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bool useBearishMaurubozu = true;
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//
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// Long ...
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//
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bool isHammer = !useHammer
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? false
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: cBar.IsHammer();
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bool isMorningStar = !useMorningStar
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? false
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: cBar.IsMorningStar();
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bool isBullishMarubozu = !useBullishEngulfing
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? false
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: cBar.IsBullishMarubozu();
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bool isBullishEngulfing = !useBullishMaurubozu
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? false
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: cBar.IsBullishEngulfing();
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//
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bool isBullishTrend = cBar.HasBullishTrend(
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tmpHSW,
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tmpLSW,
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true //
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);
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//
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// Find Swing Low Above of EMA ...
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// Find Swing High Above of EMA ...
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// Fins Swing Low Below of EMA ...
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// Detect Bullish Pattern ...
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hasLong =
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//
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cBar.IsBullish()
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//
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&&
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//
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isBullishTrend
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//
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&&
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//
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cBar.close > tms[1]
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//
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&&
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//
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ll5 < tms[1]
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//
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&&
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//
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strConditions.isTrendSwitchedToBullish
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//
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&&
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//
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(
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//
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isHammer
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//
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||
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//
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isMorningStar
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//
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||
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//
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isBullishMarubozu
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//
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||
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//
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isBullishEngulfing
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//
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)
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//
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;
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if (hasLong)
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{
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//
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type = POSITION_TYPE_BUY;
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//
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sl = tmpLSW[ArraySize(tmpLSW) - 1].low;
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}
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//
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// Short ...
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bool isShootingStar = !useShootingStar
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? false
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: cBar.IsShootingStar();
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bool isEveningStar = !useEveningStar
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? false
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: cBar.IsEveningStar();
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bool isBearishEngulfing = !useBearishEngulfing
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? false
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: cBar.IsBearishEngulfing();
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bool isBearishMaurubozu = !useBearishMaurubozu
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? false
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: cBar.IsBearishMarubozu();
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//
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bool isBearishTrend = cBar.HasBearishTrend(
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tmpHSW,
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tmpLSW,
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true //
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);
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//
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hasShort =
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//
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cBar.IsBearish()
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//
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&&
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//
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isBearishTrend
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//
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&&
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//
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cBar.close < tms[1]
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//
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&&
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//
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hh5 > tms[1]
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//
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&&
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//
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strConditions.isTrendSwitchedToBearish
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//
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&&
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//
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(
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//
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isShootingStar
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//
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||
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//
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isEveningStar
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//
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||
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//
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isBearishEngulfing
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//
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||
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//
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isBearishMaurubozu
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//
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)
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//
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;
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if (hasShort)
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{
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//
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type = POSITION_TYPE_SELL;
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//
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sl = tmpHSW[ArraySize(tmpHSW) - 1].high;
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}
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//
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result = hasLong || hasShort;
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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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entry = GetEntry(mSymbol, type);
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CalculateTPSLByPrice(
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sl,
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tp,
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type,
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entry,
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r2r //
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);
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//
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result = signal.Prepare(
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mSymbol,
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GetTag(),
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mPeriod,
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type,
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mode,
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entry,
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mVolume,
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sl,
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tp //
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);
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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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// Props ...
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//
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XTMInputs mTMInputs; // Tren Magic Inputs ...
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XSCXTMHelper *mTMHelper; // Trend Magic Helper Class ...
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//
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XSTRInputs mSTRInputs; // Super Trend Inputs ...
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XSCXSTRHelper *mSTRHelper; // Super Trend Helper Class ...
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//
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// Private ...
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private:
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//
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//
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// Set Default TM Inputs ...
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void ConfigureRequirements()
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{
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//
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mTMInputs.maShift = 0;
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mTMInputs.maPeriod = 100;
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mTMInputs.maMethod = MODE_EMA;
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mTMInputs.maAppliedTo = PRICE_CLOSE;
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//
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mTMInputs.showLine = true;
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//
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mTMHelper = new XSCXTMHelper();
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//
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mTMHelper.Init(
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mSymbol,
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mPeriod,
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mTMInputs //
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);
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//
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mSTRInputs.length = 14;
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mSTRInputs.multiplier = 3.5;
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mSTRInputs.appliedTo = PRICE_CLOSE;
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//
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mSTRInputs.showTrends = true;
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mSTRInputs.fillTrends = false;
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//
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mSTRHelper = new XSCXSTRHelper();
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mSTRHelper.Init(
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mSymbol,
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mPeriod,
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mSTRInputs //
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);
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}
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};
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// |