742 lines
17 KiB
Plaintext
742 lines
17 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: XSCXPVFMCStrategy
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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.xhk.helper.mq5"
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#include "../Helpers/x-saherelm.xmc.helper.mq5"
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#include "../Helpers/x-saherelm.xtd.helper.mq5"
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#include "../Helpers/x-saherelm.xpv.helper.mq5"
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#include "../Helpers/x-saherelm.xvlm.helper.mq5"
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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 XPVFMCStartegyToken = "XPVFMC";
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//
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class XSCXPVFMCStrategy : 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 XSCXPVFMCStrategy(
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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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SetAlertPrefix(GetTag());
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//
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PrepareRequirements();
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}
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//
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// Deconstructor ...
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void ~XSCXPVFMCStrategy()
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{
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//
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delete mcHelper;
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delete pvHelper;
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delete tdHelper;
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delete hkHelper;
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delete oscHelper;
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delete vlmHelper;
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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 XPVFMCStartegyToken;
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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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// XMC ...
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XMCConditions mcConditions;
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result = mcHelper.GetConditions(mcConditions);
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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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// XPV ...
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XPVConditions pvConditions;
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result = pvHelper.GetConditions(pvConditions);
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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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// XTD ...
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XTDConditions tdConditions;
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result = tdHelper.GetConditions(tdConditions);
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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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// XHK ...
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XHKConditions hkConditions;
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result = hkHelper.GetConditions(hkConditions);
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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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// XVLM ...
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XVLMConditions vlmConditions;
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result = vlmHelper.GetConditions(vlmConditions);
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//
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double atr = oscHelper.GetATR(1);
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//
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double rsis[];
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ArraySetAsSeries(rsis, true);
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oscHelper.CopyRSI(
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0,
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3,
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rsis //
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);
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//
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double points = GetPoints(mSymbol);
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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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// 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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// 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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cIndex //
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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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// // Find Lowest Low and Highest High ...
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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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// double ll3 = cBar.FindLowest(
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// 3,
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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 hasBullishPattern = HasBullishPattern(cBar);
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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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bool hasBearishPattern = HasBearishPattern(cBar);
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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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false //
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);
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//
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// Check Support Exists or Find ...
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bool hasSupport = support.IsValid();
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if (!hasSupport)
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{
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//
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hasSupport =
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//
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cBar.HasSupport(support)
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//
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&&
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//
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MathAbs(pvConditions.fib3s[cIndex] - support.high) <= 10 * points
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//
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;
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}
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//
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// Check Resistance Exists or Find ...
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bool hasResistance = resistance.IsValid();
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if (!hasResistance)
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{
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//
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hasResistance =
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//
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cBar.HasResistance(resistance)
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//
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&&
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//
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MathAbs(pvConditions.fib3s[cIndex] - resistance.low) <= 10 * points
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//
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;
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}
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//
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if (hasSupport)
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{
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//
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DrawSupport(
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support,
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ChartID() //
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);
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//
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supportTime = cBar.time;
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//
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// Check Price is Around Support ...
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double priceDiff = MathMin(
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MathAbs(cBar.low - support.high),
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MathAbs(cBar.high - support.high)) /
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points;
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result =
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//
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priceDiff <= 50
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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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CheckSupportValidation();
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return result;
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}
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//
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if (result && !isSupportTested)
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{
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isSupportTested = true;
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}
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//
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// Long ...
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hasLong =
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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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hasBullishPattern
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//
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)
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//
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&&
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//
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(
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//
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(tdConditions.isSwitchedToBullish &&
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hkConditions.isSMHKBullish)
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//
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||
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//
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(hkConditions.isSMHKSwitchedToBullish &&
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tdConditions.isBullish)
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//
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||
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//
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(mcConditions.isFastCrossedOverSlow &&
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mcConditions.isSlowOverVerifier)
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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 (hasLong)
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{
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//
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type = POSITION_TYPE_BUY;
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XOHCL swingLow;
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bool hasSwing = cBar.FindLastSwingLow(swingLow);
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if (!hasSwing)
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{
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sl = support.high - (50 * points);
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}
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else
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{
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//
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DrawSwingLow(swingLow, ChartID());
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sl = swingLow.low - atr;
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RemoveSwingLow(swingLow);
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swingLow.Clean();
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}
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}
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}
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// //
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// if (hasResistance)
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// {
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// //
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// DrawResistance(
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// support,
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// ChartID() //
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// );
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// //
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// supportTime = cBar.time;
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// //
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// // Check Price is Around Support ...
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// double priceDiff = MathMin(
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// MathAbs(cBar.low - support.high),
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// MathAbs(cBar.high - support.high)) /
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// points;
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// result =
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// //
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// priceDiff <= 50
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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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// CheckResistanceValidation();
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// return result;
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// }
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// //
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// if (result && !isResistanceTested)
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// {
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// isResistanceTested = true;
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// }
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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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//
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CheckSupportValidation();
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return result;
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}
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//
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if (hasSupport)
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{
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//
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isSupportTested = false;
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supportTime = NULL;
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RemoveSupport(support);
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support.Clean();
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}
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//
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if (hasResistance)
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{
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//
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isResistanceTested = false;
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resistanceTime = NULL;
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RemoveResistance(resistance);
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resistance.Clean();
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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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XOHCL support;
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XOHCL resistance;
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//
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// XMC ...
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XMCInputs mcInputs;
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XSCXMCHelper *mcHelper;
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//
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XTDInputs tdInputs;
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XSCXTDHelper *tdHelper;
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//
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// XPV ...
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XPVInputs pvInputs;
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XSCXPVHelper *pvHelper;
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//
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// XOSC ...
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XOSCInputs oscInputs;
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XSCXOSCHelper *oscHelper;
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//
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// XVLM ...
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XVLMInputs vlmInputs;
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XSCXVLMHelper *vlmHelper;
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//
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// XHK ...
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XHKInputs hkInputs;
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XSCXHKHelper *hkHelper;
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//
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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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void PrepareRequirements()
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{
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//
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support.Clean();
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supportTime = NULL;
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isSupportTested = false;
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//
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resistance.Clean();
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resistanceTime = NULL;
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isResistanceTested = false;
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//
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// Prepare XTD ...
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tdInputs.Default();
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//
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tdHelper = new XSCXTDHelper();
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tdHelper.Init(
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mSymbol,
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mPeriod,
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tdInputs //
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);
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//
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// Preparing XHK ...
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hkInputs.Default();
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hkInputs.smoothingLength = 14;
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//
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hkInputs.drawHikenAshi = false;
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hkInputs.drawSmoothedHikenAshi = true;
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//
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hkHelper = new XSCXHKHelper();
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hkHelper.Init(
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mSymbol,
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mPeriod,
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hkInputs //
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);
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//
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// Preparing XMC ...
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mcInputs.Default();
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//
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mcInputs.showSar = false;
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mcInputs.showFastMa = true;
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mcInputs.showSlowMa = true;
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mcInputs.showVerifierMa = true;
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//
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mcHelper = new XSCXMCHelper();
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mcHelper.Init(
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mSymbol,
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mPeriod,
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mcInputs //
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);
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//
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// Preparing XPV ...
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pvInputs.Default();
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//
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pvInputs.showPeaksAndVales = true;
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pvInputs.showLevels = false;
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pvInputs.showConsolidations = false;
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pvInputs.showFibo1Levels = false;
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pvInputs.showFibo2Levels = false;
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pvInputs.showFibo3Levels = true;
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pvInputs.showFibo4Levels = false;
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pvInputs.showFibo5Levels = false;
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//
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pvHelper = new XSCXPVHelper();
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pvHelper.Init(
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mSymbol,
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mPeriod,
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pvInputs //
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);
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//
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// Preparing XOSC ...
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oscInputs.Default();
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oscHelper = new XSCXOSCHelper();
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oscHelper.Init(
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mSymbol,
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mPeriod,
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oscInputs //
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);
|
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//
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// Preparing XVLM ...
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vlmInputs.Default();
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vlmHelper = new XSCXVLMHelper();
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vlmHelper.Init(
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mSymbol,
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mPeriod,
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vlmInputs //
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);
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}
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|
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//
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bool isSupportTested;
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datetime supportTime;
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void CheckSupportValidation()
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{
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//
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if (!isSupportTested)
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{
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//
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if (support.IsValid() && IsValid(supportTime))
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{
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//
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int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(supportTime))) / PeriodSeconds(mPeriod));
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if (age >= 50)
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{
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//
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isSupportTested = false;
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supportTime = NULL;
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RemoveSupport(support);
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support.Clean();
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}
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}
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return;
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}
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|
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//
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XOHCL cBar;
|
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bool isInited = 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 (!isInited)
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{
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return;
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}
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|
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//
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double points = GetPoints(mSymbol);
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|
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//
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// Find Price Distance ...
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double highDiff = MathAbs(cBar.high - support.high);
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double lowDiff = MathAbs(cBar.low - support.high);
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|
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//
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bool isBreaked = MathMax(highDiff, lowDiff) >= 100 * points;
|
|
if (!isBreaked)
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{
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return;
|
|
}
|
|
|
|
//
|
|
isSupportTested = false;
|
|
RemoveSupport(support);
|
|
supportTime = NULL;
|
|
support.Clean();
|
|
}
|
|
|
|
//
|
|
bool isResistanceTested;
|
|
datetime resistanceTime;
|
|
void CheckResistanceValidation()
|
|
{
|
|
//
|
|
if (!isResistanceTested)
|
|
{
|
|
//
|
|
if (resistance.IsValid() && IsValid(resistanceTime))
|
|
{
|
|
//
|
|
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(resistanceTime))) / PeriodSeconds(mPeriod));
|
|
if (age >= 50)
|
|
{
|
|
//
|
|
isResistanceTested = false;
|
|
resistanceTime = NULL;
|
|
RemoveResistance(resistance);
|
|
resistance.Clean();
|
|
}
|
|
}
|
|
return;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
bool isInited = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
1 //
|
|
);
|
|
if (!isInited)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
double points = GetPoints(mSymbol);
|
|
|
|
//
|
|
// Find Price Distance ...
|
|
double highDiff = MathAbs(cBar.high - resistance.low);
|
|
double lowDiff = MathAbs(cBar.low - resistance.low);
|
|
|
|
//
|
|
bool isBreaked = MathMax(highDiff, lowDiff) >= 100 * points;
|
|
if (!isBreaked)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
isResistanceTested = false;
|
|
RemoveResistance(resistance);
|
|
resistanceTime = NULL;
|
|
resistance.Clean();
|
|
}
|
|
};
|
|
|
|
// |