766 lines
19 KiB
Plaintext
766 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.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 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 _hindPeriod, // Hind Period
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ENUM_TIMEFRAMES _mediestPeriod, // Mediest 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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mHindPeriod = _hindPeriod;
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mMediestPeriod = _mediestPeriod;
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//
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SetAlertPrefix(GetTag());
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//
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hindBar.Clean();
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hindBullishOrderBlock.Clean();
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hindBearishOrderBlock.Clean();
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//
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medBar.Clean();
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medBullishOrderBlock.Clean();
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medBearishOrderBlock.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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}
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//
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// Getter / Setter (s) ...
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//
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ENUM_TIMEFRAMES HindPeriod()
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{
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return mHindPeriod;
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}
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//
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void HindPeriod(ENUM_TIMEFRAMES value)
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{
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mHindPeriod = value;
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}
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//
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ENUM_TIMEFRAMES MediestPeriod()
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{
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return mMediestPeriod;
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}
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//
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void MediestPeriod(ENUM_TIMEFRAMES value)
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{
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mMediestPeriod = 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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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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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 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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result = hindBar.IsValid();
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if (!result)
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{
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//
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result = hindBar.Init(
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mSymbol,
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mHindPeriod,
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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 = hindBullishOrderBlock.IsValid();
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bool hasBearishOrderBlock = hindBearishOrderBlock.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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hasBullishOrderBlock = hindBar.HasBullishOrderBlock(hindBullishOrderBlock);
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hasBearishOrderBlock = hindBar.HasBearishOrderBlock(hindBearishOrderBlock);
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//
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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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hindBar.Clean();
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return result;
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}
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}
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//
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if (hasBullishOrderBlock)
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{
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//
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DrawBullishOrderBlock(
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hindBullishOrderBlock,
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ChartID() //
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);
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//
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// Try to Detect and Order Block Inside this ...
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// in Mediest ...
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result = medBar.IsValid();
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if (!result)
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{
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//
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result = medBar.Init(
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mSymbol,
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mMediestPeriod,
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1 //
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);
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if (!result)
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{
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//
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medBar.Clean();
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return result;
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}
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}
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//
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result = medBar.HasBullishOrderBlock(medBullishOrderBlock);
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if (!result)
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{
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//
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medBar.Clean();
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return result;
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}
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//
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DrawBullishOrderBlock(
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medBullishOrderBlock,
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ChartID() //
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);
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//
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// Check Order Block Is Inside HINDOB ...
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result =
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//
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(medBullishOrderBlock.low >= hindBullishOrderBlock.low &&
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medBullishOrderBlock.low <= hindBullishOrderBlock.high)
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//
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||
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//
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(medBullishOrderBlock.high <= hindBullishOrderBlock.high &&
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medBullishOrderBlock.high >= hindBullishOrderBlock.low)
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//
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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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// Check Price ...
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result =
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//
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ll3 < medBullishOrderBlock.high &&
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ll3 > hindBullishOrderBlock.low
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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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hindBar.Clean();
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hindBullishOrderBlock.Clean();
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hindBearishOrderBlock.Clean();
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//
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medBar.Clean();
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medBullishOrderBlock.Clean();
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medBearishOrderBlock.Clean();
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//
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fvgUpper = 0;
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fvgLower = 0;
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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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hasLong = result;
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}
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else
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{
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//
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// Detect and FVG Inside ...
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result = medBar.HasBullishFVG(
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fvgUpper,
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fvgLower //
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);
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if (!result)
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{
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//
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hindBar.Clean();
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hindBullishOrderBlock.Clean();
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hindBearishOrderBlock.Clean();
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//
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medBar.Clean();
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medBullishOrderBlock.Clean();
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medBearishOrderBlock.Clean();
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//
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fvgUpper = 0;
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fvgLower = 0;
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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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DrawBullishFVG(
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medBar,
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fvgUpper,
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fvgLower,
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ChartID() //
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);
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//
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result =
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//
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(fvgLower >= hindBullishOrderBlock.low &&
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fvgLower <= hindBullishOrderBlock.high)
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//
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||
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//
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(fvgUpper <= hindBullishOrderBlock.high &&
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fvgUpper >= hindBullishOrderBlock.low)
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//
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;
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//
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// Check Price ...
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result =
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//
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ll3 < fvgUpper &&
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ll3 > hindBullishOrderBlock.low
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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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hindBar.Clean();
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hindBullishOrderBlock.Clean();
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hindBearishOrderBlock.Clean();
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//
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medBar.Clean();
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medBullishOrderBlock.Clean();
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medBearishOrderBlock.Clean();
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//
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fvgUpper = 0;
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fvgLower = 0;
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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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hasLong = 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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DrawBearishOrderBlock(
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hindBearishOrderBlock,
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ChartID() //
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);
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//
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// Try to Detect and Order Block Inside this ...
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// in Mediest ...
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result = medBar.IsValid();
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if (!result)
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{
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//
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result = medBar.Init(
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mSymbol,
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mMediestPeriod,
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1 //
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);
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if (!result)
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{
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//
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medBar.Clean();
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return result;
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}
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}
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//
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result = medBar.HasBearishOrderBlock(medBearishOrderBlock);
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if (!result)
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{
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//
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medBar.Clean();
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return result;
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}
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//
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DrawBearishOrderBlock(
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medBearishOrderBlock,
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ChartID() //
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);
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//
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// Check Order Block Is Inside HINDOB ...
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result =
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//
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(medBullishOrderBlock.low >= hindBearishOrderBlock.low &&
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medBearishOrderBlock.low <= hindBearishOrderBlock.high)
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//
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||
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//
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(medBearishOrderBlock.high <= hindBearishOrderBlock.high &&
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medBearishOrderBlock.high >= hindBearishOrderBlock.low)
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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 and FVG Inside ...
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result = medBar.HasBearishFVG(
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fvgUpper,
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fvgLower //
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);
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if (!result)
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{
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//
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hindBar.Clean();
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hindBullishOrderBlock.Clean();
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hindBearishOrderBlock.Clean();
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//
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medBar.Clean();
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medBullishOrderBlock.Clean();
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medBearishOrderBlock.Clean();
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//
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fvgUpper = 0;
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fvgLower = 0;
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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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DrawBearishFVG(
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medBar,
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fvgUpper,
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fvgLower,
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ChartID() //
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);
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//
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result =
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//
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(fvgLower >= hindBearishOrderBlock.low &&
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fvgLower <= hindBearishOrderBlock.high)
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//
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||
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//
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(fvgUpper <= hindBearishOrderBlock.high &&
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fvgUpper >= hindBearishOrderBlock.low)
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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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hindBar.Clean();
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hindBullishOrderBlock.Clean();
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hindBearishOrderBlock.Clean();
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//
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medBar.Clean();
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medBullishOrderBlock.Clean();
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medBearishOrderBlock.Clean();
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//
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fvgUpper = 0;
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fvgLower = 0;
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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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//
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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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if (hasLong)
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{
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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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true
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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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//
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// sl = tmpLSW[ArraySize(tmpLSW) - 1].low;
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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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// 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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//
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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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//
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hasShort =
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//
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false
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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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|
||
|
|
//
|
|
isBearishEngulfing
|
|
//
|
|
||
|
|
//
|
|
isBearishMaurubozu
|
|
//
|
|
)
|
|
//
|
|
;
|
|
if (hasShort)
|
|
{
|
|
//
|
|
type = POSITION_TYPE_SELL;
|
|
|
|
//
|
|
// sl = tmpHSW[ArraySize(tmpHSW) - 1].high;
|
|
}
|
|
}
|
|
|
|
//
|
|
result = hasLong || hasShort;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
entry = GetEntry(mSymbol, type);
|
|
CalculateTPSLByPrice(
|
|
sl,
|
|
tp,
|
|
type,
|
|
entry,
|
|
r2r //
|
|
);
|
|
|
|
//
|
|
result = signal.Prepare(
|
|
mSymbol,
|
|
GetTag(),
|
|
mPeriod,
|
|
type,
|
|
mode,
|
|
entry,
|
|
mVolume,
|
|
sl,
|
|
tp //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
ENUM_TIMEFRAMES mHindPeriod; // Hind Period
|
|
ENUM_TIMEFRAMES mMediestPeriod; // Mediest Period
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
XOHCL hindBar;
|
|
XOHCL hindBullishOrderBlock;
|
|
XOHCL hindBearishOrderBlock;
|
|
|
|
//
|
|
XOHCL medBar;
|
|
XOHCL medBullishOrderBlock;
|
|
XOHCL medBearishOrderBlock;
|
|
|
|
//
|
|
double fvgUpper;
|
|
double fvgLower;
|
|
};
|
|
|
|
// |