823 lines
19 KiB
Plaintext
823 lines
19 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: XSCXOBVGStrategy
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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.xosc.helper.mq5"
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#include "../Classes/x-saherelm.xstrategy.class.mq5"
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//
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string XOBVGStartegyToken = "XOBVG";
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//
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class XSCXOBVGStrategy : 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 XSCXOBVGStrategy(
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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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ENUM_TIMEFRAMES _analyzingPeriod, // Analyzing Period
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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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mAnalyzingPeriod = _analyzingPeriod;
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//
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SetAlertPrefix(GetTag());
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//
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PrepareRequirements();
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//
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fvgUpper = 0;
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fvgLower = 0;
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isFVGTouched = false;
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//
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oBar.Clean();
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oBullishOrderBlock.Clean();
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oBearishOrderBlock.Clean();
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}
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//
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// Deconstructor ...
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void ~XSCXOBVGStrategy()
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{
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delete oscHelper;
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}
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//
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// Getter / Setter (s) ...
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//
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ENUM_TIMEFRAMES AnalyzingPeriod()
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{
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return mAnalyzingPeriod;
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}
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//
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void AnalyzingPeriod(ENUM_TIMEFRAMES value)
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{
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mAnalyzingPeriod = value;
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}
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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 XOBVGStartegyToken;
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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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bool hasLong = false;
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bool hasShort = false;
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//
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// For Trend ...
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XOHCL tmpHSW[];
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XOHCL tmpLSW[];
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//
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// For Verifications ...
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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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// Bar On Trading Period ...
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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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// 3 Bar LL and HH ...
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double ll3 = cBar.FindLowest(
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3,
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MODE_LOW //
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);
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double hh3 = cBar.FindHighest(
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3,
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MODE_HIGH //
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);
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//
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double atr = oscHelper.GetATR(1);
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//
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// Check OB Finder Bar ...
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result = oBar.IsValid();
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if (!result)
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{
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//
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// Init OB Finder Bar ...
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result = oBar.Init(
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mSymbol,
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mAnalyzingPeriod,
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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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//
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bool hasBullishOrderBlock = oBullishOrderBlock.IsValid();
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bool hasBearishOrderBlock = oBearishOrderBlock.IsValid();
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//
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// Here we Have to Check Order Block Age ...
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//
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if (hasBullishOrderBlock)
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{
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//
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int age = oBullishOrderBlock.Index();
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result = age <= 26;
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if (!result)
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{
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//
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oBar.Clean();
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oBullishOrderBlock.Clean();
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fvgUpper = 0;
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fvgLower = 0;
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fvgTouchDate = NULL;
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isFVGTouched = false;
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//
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RemoveDraws();
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//
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return result;
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}
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}
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//
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if (hasBearishOrderBlock)
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{
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//
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int age = oBearishOrderBlock.Index();
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result = age <= 26;
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if (!result)
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{
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//
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oBar.Clean();
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oBearishOrderBlock.Clean();
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fvgUpper = 0;
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fvgLower = 0;
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fvgTouchDate = NULL;
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isFVGTouched = false;
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//
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RemoveDraws();
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//
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return result;
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}
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}
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//
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hasBullishOrderBlock = oBullishOrderBlock.IsValid();
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hasBearishOrderBlock = oBearishOrderBlock.IsValid();
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result =
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//
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hasBullishOrderBlock
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//
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||
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//
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hasBearishOrderBlock
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//
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;
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if (!result)
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{
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//
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// Detect Order Blocks ...
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hasBullishOrderBlock = oBar.HasBullishOrderBlock(oBullishOrderBlock);
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hasBearishOrderBlock = oBar.HasBearishOrderBlock(oBearishOrderBlock);
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//
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// Check OB Detected ...
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result =
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//
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hasBullishOrderBlock
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//
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||
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//
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hasBearishOrderBlock
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//
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;
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if (!result)
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{
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//
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oBar.Clean();
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oBullishOrderBlock.Clean();
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oBearishOrderBlock.Clean();
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//
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fvgUpper = 0;
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fvgLower = 0;
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fvgTouchDate = NULL;
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isFVGTouched = false;
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//
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return result;
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}
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}
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//
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// Long ...
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if (hasBullishOrderBlock)
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{
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//
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DrawBullishOrderBlock(
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oBullishOrderBlock,
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ChartID() //
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);
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//
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// Detect an FVG Inside Order Block in Trading Period ...
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result = FindBullishFVGInsideOrderBlock();
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if (!result)
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{
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//
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oBar.Clean();
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oBullishOrderBlock.Clean();
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fvgUpper = 0;
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fvgLower = 0;
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fvgTouchDate = NULL;
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isFVGTouched = false;
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//
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RemoveDraws();
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//
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return result;
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}
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//
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// Now We Have to Waits Until Price reached the FVG ...
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if (!isFVGTouched)
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{
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//
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isFVGTouched = ll3 < fvgUpper;
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fvgTouchDate = TimeCurrent();
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}
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//
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result = isFVGTouched;
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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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// Now we Have to Wait for Pressure ...
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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 = oBar.HasBullishTrend(
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tmpHSW,
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tmpLSW,
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false //
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);
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//
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hasLong =
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//
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true // isBullishTrend
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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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result = hasLong;
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if (!result)
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{
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//
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// Check FVG Touch Date ...
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int cTimeSec = (int)TimeCurrent();
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int tTimeSec = (int)fvgTouchDate;
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int periodSec = PeriodSeconds(mPeriod);
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int touchAge = (cTimeSec - tTimeSec) / periodSec;
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if (touchAge >= 10)
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{
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//
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oBar.Clean();
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oBullishOrderBlock.Clean();
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fvgUpper = 0;
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fvgLower = 0;
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fvgTouchDate = NULL;
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isFVGTouched = false;
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//
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RemoveDraws();
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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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type = POSITION_TYPE_BUY;
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sl = cBar.low - atr;
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}
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//
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// Short ...
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if (hasBearishOrderBlock)
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{
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//
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DrawBearishOrderBlock(
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oBearishOrderBlock,
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ChartID() //
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);
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//
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// Detect an FVG Inside Order Block in Trading Period ...
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result = FindBearishFVGInsideOrderBlock();
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if (!result)
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{
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//
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oBar.Clean();
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oBearishOrderBlock.Clean();
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fvgUpper = 0;
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fvgLower = 0;
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fvgTouchDate = NULL;
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isFVGTouched = false;
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//
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RemoveDraws();
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//
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return result;
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}
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//
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// Now We Have to Waits Until Price reached the FVG ...
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if (!isFVGTouched)
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{
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//
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isFVGTouched = hh3 > fvgLower;
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fvgTouchDate = TimeCurrent();
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}
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//
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result = isFVGTouched;
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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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// Now we Have to Wait for Pressure ...
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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 = oBar.HasBearishTrend(
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tmpHSW,
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tmpLSW,
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false //
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);
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//
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hasShort =
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//
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true // isBearishTrend
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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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result = hasShort;
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if (!result)
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{
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//
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// Check FVG Touch Date ...
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int cTimeSec = (int)TimeCurrent();
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int tTimeSec = (int)fvgTouchDate;
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int periodSec = PeriodSeconds(mPeriod);
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int touchAge = (cTimeSec - tTimeSec) / periodSec;
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if (touchAge >= 10)
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{
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//
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oBar.Clean();
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oBearishOrderBlock.Clean();
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fvgUpper = 0;
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fvgLower = 0;
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fvgTouchDate = NULL;
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isFVGTouched = false;
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//
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RemoveDraws();
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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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type = POSITION_TYPE_SELL;
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sl = cBar.high + atr;
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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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//
|
|
// Props ...
|
|
|
|
//
|
|
ENUM_TIMEFRAMES mAnalyzingPeriod; // Analyzing Period
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|
|
|
//
|
|
XOSCInputs oscInputs;
|
|
XSCXOSCHelper *oscHelper;
|
|
|
|
//
|
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// Private ...
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private:
|
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//
|
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// Props ...
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|
|
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//
|
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XOHCL oBar;
|
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XOHCL oBullishOrderBlock;
|
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XOHCL oBearishOrderBlock;
|
|
|
|
//
|
|
double fvgUpper;
|
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double fvgLower;
|
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bool isFVGTouched;
|
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datetime fvgTouchDate;
|
|
|
|
//
|
|
void PrepareRequirements()
|
|
{
|
|
//
|
|
oscInputs.Default();
|
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oscHelper = new XSCXOSCHelper();
|
|
oscHelper.Init(
|
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mSymbol,
|
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mPeriod,
|
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oscInputs //
|
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);
|
|
}
|
|
|
|
//
|
|
bool FindBullishFVGInsideOrderBlock()
|
|
{
|
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//
|
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bool result = false;
|
|
|
|
//
|
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result = oBullishOrderBlock.IsValid();
|
|
if (!result)
|
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{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int totalBars = iBars(
|
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mSymbol,
|
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mPeriod //
|
|
);
|
|
int maxAllowed = totalBars / 10;
|
|
|
|
//
|
|
for (int i = 0; i < maxAllowed; i++)
|
|
{
|
|
//
|
|
XOHCL iBar;
|
|
result = iBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
i //
|
|
);
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
result = iBar.HasBullishFVG(
|
|
fvgUpper,
|
|
fvgLower //
|
|
);
|
|
if (!result)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
// Check FVG has Correlation by OB ...
|
|
result =
|
|
//
|
|
// Full Inside ...
|
|
(fvgUpper <= oBullishOrderBlock.high &&
|
|
fvgLower >= oBullishOrderBlock.low)
|
|
//
|
|
||
|
|
//
|
|
(fvgUpper > oBullishOrderBlock.high &&
|
|
fvgLower >= oBullishOrderBlock.low &&
|
|
fvgLower <= oBullishOrderBlock.high)
|
|
//
|
|
||
|
|
//
|
|
(fvgUpper > oBullishOrderBlock.low &&
|
|
fvgUpper <= oBullishOrderBlock.high &&
|
|
fvgLower < oBullishOrderBlock.low)
|
|
//
|
|
;
|
|
if (result)
|
|
{
|
|
//
|
|
DrawBullishFVG(
|
|
iBar,
|
|
fvgUpper,
|
|
fvgLower,
|
|
ChartID() //
|
|
);
|
|
|
|
//
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool FindBearishFVGInsideOrderBlock()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = oBearishOrderBlock.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int totalBars = iBars(
|
|
mSymbol,
|
|
mPeriod //
|
|
);
|
|
int maxAllowed = totalBars / 10;
|
|
|
|
//
|
|
for (int i = 0; i < maxAllowed; i++)
|
|
{
|
|
//
|
|
XOHCL iBar;
|
|
result = iBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
i //
|
|
);
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
result = iBar.HasBearishFVG(
|
|
fvgUpper,
|
|
fvgLower //
|
|
);
|
|
if (!result)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
// Check FVG has Correlation by OB ...
|
|
result =
|
|
//
|
|
// Full Inside ...
|
|
(fvgUpper <= oBearishOrderBlock.high &&
|
|
fvgLower >= oBearishOrderBlock.low)
|
|
//
|
|
||
|
|
//
|
|
(fvgUpper > oBearishOrderBlock.high &&
|
|
fvgLower >= oBearishOrderBlock.low &&
|
|
fvgLower <= oBearishOrderBlock.high)
|
|
//
|
|
||
|
|
//
|
|
(fvgUpper > oBearishOrderBlock.low &&
|
|
fvgUpper <= oBearishOrderBlock.high &&
|
|
fvgLower < oBearishOrderBlock.low)
|
|
//
|
|
;
|
|
if (result)
|
|
{
|
|
//
|
|
DrawBearishFVG(
|
|
iBar,
|
|
fvgUpper,
|
|
fvgLower,
|
|
ChartID() //
|
|
);
|
|
|
|
//
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
// |