1084 lines
22 KiB
Plaintext
1084 lines
22 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 X121 SMC Signal Class
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// -------------------------------------------------
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// Name:
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// Description: provide all Signalling functions ...
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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 "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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//
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// Definitions ...
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struct X121SMCStrategyXTWPVSignalConditions
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{
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//
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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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double sl;
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double target;
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ENUM_X_DIRECTION dir;
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ENUM_X_POSITION_TYPES type;
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//
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// Setup Props ...
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//
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datetime setupTime;
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datetime triggerTime;
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//
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XFVGOrderBlock bullishOrderBlocks[];
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XFVGOrderBlock bearishOrderBlocks[];
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//
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// Constructor ...
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X121SMCStrategyXTWPVSignalConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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sl = 0;
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target = 0;
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//
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dir = X_DIRECTION_NONE;
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type = X_POSITION_TYPE_NONE;
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//
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symbol = NULL;
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period = NULL;
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setupTime = NULL;
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triggerTime = NULL;
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//
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ExtensionClean();
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}
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/**
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* Check Condition is Setting Up ...
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*
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* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
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*
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* @return ( bool )
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*/
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bool IsSetuped()
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{
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//
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bool result = false;
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//
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result = IsValid(setupTime) &&
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HasDirection(dir);
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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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return result;
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}
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/**
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* Calculate Setup Age ...
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*
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* @return ( int )
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*/
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int GetSetupAge()
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{
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//
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int result = 0;
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//
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if (!IsSetuped())
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{
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return result;
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}
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//
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result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
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//
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return result;
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}
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/**
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* Detect How we Can Trigger Signal ...
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*
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* @return ( bool )
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*/
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bool CanTrigger()
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{
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//
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bool result = false;
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//
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result =
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//
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sl > 0 &&
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IsValid(symbol) &&
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IsValid(period) &&
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IsValid(triggerTime) &&
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type != X_POSITION_TYPE_ALL &&
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type != X_POSITION_TYPE_NONE
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//
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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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// Extensions ...
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/**
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* Clean Additional Properties ...
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*/
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void ExtensionClean()
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{
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//
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Clean(bullishOrderBlocks);
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Clean(bearishOrderBlocks);
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}
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/**
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* Update Order Blocks Date ...
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*/
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void UpdateOrderBlocks()
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{
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//
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int count = 0;
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datetime cTime = TimeCurrent();
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//
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count = ArraySize(bullishOrderBlocks);
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if (IsValidSize(count))
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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bullishOrderBlocks[i].orderBlock.To(cTime);
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bullishOrderBlocks[i].fairValueGap.To(cTime);
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}
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}
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//
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count = ArraySize(bearishOrderBlocks);
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if (IsValidSize(count))
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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bearishOrderBlocks[i].orderBlock.To(cTime);
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bearishOrderBlocks[i].fairValueGap.To(cTime);
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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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// Extension Functions ...
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//
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// Detect Setup Conditions ...
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bool DetectX121SMCXTWPVSiganlSetup(
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string _symbol,
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ENUM_TIMEFRAMES _period,
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//
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X121SMCStrategyXTWPVSignalConditions &conditions,
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//
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XC121SMCCycleHelper *triggerCycleHelper,
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XC121SMCCycleHelper *decisionCycleHelper,
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XC121SMCCycleHelper *analyseCycleHelper,
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XC121SMCCycleHelper *verificationCycleHelper,
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XC121SMCCycleHelper *consolidationCycleHelper,
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XC121SMCCycleHelper *visionCycleHelper
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//
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)
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{
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//
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bool result = false;
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//
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bool isBullish = false;
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bool isBearish = false;
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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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int loopback = 10;
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//
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string symbol = _symbol;
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ENUM_TIMEFRAMES period = _period;
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//
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conditions.symbol = symbol;
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conditions.period = period;
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//
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XOHCL zBar;
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result = zBar.Init(
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symbol,
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period,
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zIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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XOHCL cBar;
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result = cBar.Init(
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symbol,
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period,
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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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XOHCL pBar;
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result = pBar.Init(
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symbol,
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period,
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pIndex //
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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 ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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int swingLoopback = 9;
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double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
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double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
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double llDown = cBar.FindLowesttDown(swingLoopback);
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double hhUp = cBar.FindHighestUp(swingLoopback);
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//
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// Cycles Conditions ...
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//
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// Trigger ...
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ENUM_XPOI_EVENTS triggerPoiEvents[];
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ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
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X121SMCCycleConditions triggerConditions;
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result = triggerCycleHelper.GetConditions(
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triggerCycleEvents,
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triggerPoiEvents,
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triggerConditions,
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zIndex,
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loopback //
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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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// Decision ...
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ENUM_XPOI_EVENTS decisionPoiEvents[];
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ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
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X121SMCCycleConditions decisionConditions;
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result = decisionCycleHelper.GetConditions(
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decisionCycleEvents,
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decisionPoiEvents,
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decisionConditions,
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zIndex,
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loopback //
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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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// Analyse ...
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ENUM_XPOI_EVENTS analysePoiEvents[];
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ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
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X121SMCCycleConditions analyseConditions;
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result = analyseCycleHelper.GetConditions(
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analyseCycleEvents,
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analysePoiEvents,
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analyseConditions,
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zIndex,
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loopback //
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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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// Verification ...
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ENUM_XPOI_EVENTS verificationPoiEvents[];
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ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
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X121SMCCycleConditions verificationConditions;
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result = verificationCycleHelper.GetConditions(
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verificationCycleEvents,
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verificationPoiEvents,
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verificationConditions,
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zIndex,
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loopback //
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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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// Consolidation ...
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ENUM_XPOI_EVENTS consolidationPoiEvents[];
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ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
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X121SMCCycleConditions consolidationConditions;
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result = consolidationCycleHelper.GetConditions(
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consolidationCycleEvents,
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consolidationPoiEvents,
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consolidationConditions,
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zIndex,
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loopback //
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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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// Vision ...
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ENUM_XPOI_EVENTS visionPoiEvents[];
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ENUM_X_CYCLE_EVENTS visionCycleEvents[];
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X121SMCCycleConditions visionConditions;
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result = visionCycleHelper.GetConditions(
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visionCycleEvents,
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visionPoiEvents,
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visionConditions,
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zIndex,
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loopback //
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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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// Cycles POI States ...
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XPOIState triggerState = triggerConditions.state;
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XPOIState decisionState = decisionConditions.state;
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XPOIState analyseState = analyseConditions.state;
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XPOIState verificationState = verificationConditions.state;
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XPOIState consolidationState = consolidationConditions.state;
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XPOIState visionState = visionConditions.state;
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//
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// Setup Conditions ...
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//
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ENUM_X_DIRECTION forDir;
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XFVGOrderBlock bullishOrderBlocks[];
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XFVGOrderBlock bearishOrderBlocks[];
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bool isTested = TestPOIState(
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forDir,
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bullishOrderBlocks,
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bearishOrderBlocks,
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consolidationState,
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analyseState,
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decisionState //
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);
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//
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isBullish =
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isTested &&
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IsBullish(forDir);
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//
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isBearish =
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isTested &&
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IsBearish(forDir);
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//
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result = isBullish ||
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isBearish;
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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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conditions.dir = forDir;
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Copy(
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bullishOrderBlocks,
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conditions.bullishOrderBlocks //
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);
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Copy(
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bearishOrderBlocks,
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conditions.bearishOrderBlocks //
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);
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//
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conditions.setupTime = cTime;
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conditions.dir =
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isBullish
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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//
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return result;
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}
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//
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// Detect Trigger Conditions ...
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bool DetectX121SMCXTWPVSiganlTrigger(
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//
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X121SMCStrategyXTWPVSignalConditions &conditions,
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//
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string _symbol,
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ENUM_TIMEFRAMES _period,
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//
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XC121SMCCycleHelper *triggerCycleHelper,
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XC121SMCCycleHelper *decisionCycleHelper,
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XC121SMCCycleHelper *analyseCycleHelper,
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XC121SMCCycleHelper *verificationCycleHelper,
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XC121SMCCycleHelper *consolidationCycleHelper,
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XC121SMCCycleHelper *visionCycleHelper,
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//
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int maxAllowedSetupAge = 576 //
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//
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)
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{
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//
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bool result = false;
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//
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result = conditions.IsSetuped();
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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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datetime setupTime = conditions.setupTime;
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ENUM_X_DIRECTION setupDir = conditions.dir;
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//
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bool isBullish = IsBullish(setupDir);
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bool isBearish = IsBearish(setupDir);
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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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int loopback = 10;
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//
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string symbol = _symbol;
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ENUM_TIMEFRAMES period = _period;
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//
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XOHCL zBar;
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result = zBar.Init(
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symbol,
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period,
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zIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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XOHCL cBar;
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result = cBar.Init(
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symbol,
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period,
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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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XOHCL pBar;
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result = pBar.Init(
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symbol,
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period,
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pIndex //
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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 ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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int swingLoopback = 9;
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double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
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double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
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double llDown = cBar.FindLowesttDown(swingLoopback);
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double hhUp = cBar.FindHighestUp(swingLoopback);
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//
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// Cycles Conditions ...
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//
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// Trigger ...
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ENUM_XPOI_EVENTS triggerPoiEvents[];
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ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
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X121SMCCycleConditions triggerConditions;
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result = triggerCycleHelper.GetConditions(
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triggerCycleEvents,
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triggerPoiEvents,
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triggerConditions,
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zIndex,
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loopback //
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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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// Decision ...
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ENUM_XPOI_EVENTS decisionPoiEvents[];
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ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
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X121SMCCycleConditions decisionConditions;
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result = decisionCycleHelper.GetConditions(
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decisionCycleEvents,
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decisionPoiEvents,
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decisionConditions,
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zIndex,
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loopback //
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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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// Analyse ...
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ENUM_XPOI_EVENTS analysePoiEvents[];
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ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
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X121SMCCycleConditions analyseConditions;
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result = analyseCycleHelper.GetConditions(
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analyseCycleEvents,
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analysePoiEvents,
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analyseConditions,
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zIndex,
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loopback //
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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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// Verification ...
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ENUM_XPOI_EVENTS verificationPoiEvents[];
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ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
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X121SMCCycleConditions verificationConditions;
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result = verificationCycleHelper.GetConditions(
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verificationCycleEvents,
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verificationPoiEvents,
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verificationConditions,
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zIndex,
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loopback //
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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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// Consolidation ...
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ENUM_XPOI_EVENTS consolidationPoiEvents[];
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ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
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X121SMCCycleConditions consolidationConditions;
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result = consolidationCycleHelper.GetConditions(
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consolidationCycleEvents,
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consolidationPoiEvents,
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consolidationConditions,
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zIndex,
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loopback //
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);
|
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if (!result)
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{
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return result;
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}
|
|
|
|
//
|
|
// Vision ...
|
|
ENUM_XPOI_EVENTS visionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
|
X121SMCCycleConditions visionConditions;
|
|
result = visionCycleHelper.GetConditions(
|
|
visionCycleEvents,
|
|
visionPoiEvents,
|
|
visionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Cycles POI States ...
|
|
XPOIState triggerState = triggerConditions.state;
|
|
XPOIState decisionState = decisionConditions.state;
|
|
XPOIState analyseState = analyseConditions.state;
|
|
XPOIState verificationState = verificationConditions.state;
|
|
XPOIState consolidationState = consolidationConditions.state;
|
|
XPOIState visionState = visionConditions.state;
|
|
|
|
//
|
|
// Trigger Conditions ...
|
|
|
|
//
|
|
double decisionPeak = decisionConditions.x121Conditions.peaksBuffer[1];
|
|
double isNewDecisionPeak = decisionConditions.x121Conditions.isNewPeak;
|
|
|
|
//
|
|
double decisionVale = decisionConditions.x121Conditions.valesBuffer[1];
|
|
double isNewDecisionVale = decisionConditions.x121Conditions.isNewVale;
|
|
|
|
//
|
|
// Waits For Price to Go Inside FVG ...
|
|
XFVGOrderBlock fvgOrderBlock;
|
|
bool isPriceInsideOB = false;
|
|
bool isPriceInsideFVG = false;
|
|
if (isBullish)
|
|
{
|
|
//
|
|
int count = ArraySize(conditions.bullishOrderBlocks);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XFVGOrderBlock iModel = conditions.bullishOrderBlocks[i];
|
|
|
|
//
|
|
isPriceInsideOB = IsPriceInsideZone(
|
|
cBar,
|
|
iModel.orderBlock //
|
|
);
|
|
|
|
//
|
|
isPriceInsideFVG = IsPriceInsideZone(
|
|
cBar,
|
|
iModel.fairValueGap //
|
|
);
|
|
|
|
//
|
|
if (isPriceInsideOB &&
|
|
isPriceInsideFVG)
|
|
{
|
|
//
|
|
fvgOrderBlock = iModel;
|
|
break;
|
|
}
|
|
|
|
//
|
|
isPriceInsideOB = false;
|
|
isPriceInsideFVG = false;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
//
|
|
int count = ArraySize(conditions.bearishOrderBlocks);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XFVGOrderBlock iModel = conditions.bearishOrderBlocks[i];
|
|
|
|
//
|
|
isPriceInsideOB = IsPriceInsideZone(
|
|
cBar,
|
|
iModel.orderBlock //
|
|
);
|
|
|
|
//
|
|
isPriceInsideFVG = IsPriceInsideZone(
|
|
cBar,
|
|
iModel.fairValueGap //
|
|
);
|
|
|
|
//
|
|
if (isPriceInsideOB &&
|
|
isPriceInsideFVG)
|
|
{
|
|
//
|
|
fvgOrderBlock = iModel;
|
|
break;
|
|
}
|
|
|
|
//
|
|
isPriceInsideOB = false;
|
|
isPriceInsideFVG = false;
|
|
}
|
|
}
|
|
|
|
//
|
|
result = isPriceInsideOB &&
|
|
isPriceInsideFVG &&
|
|
fvgOrderBlock.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double fvgOBUpper = 0;
|
|
double fvgOBLower = 0;
|
|
bool hasBoundary = fvgOrderBlock.GetBoundary(
|
|
fvgOBUpper,
|
|
fvgOBLower //
|
|
);
|
|
result = hasBoundary;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Bullish Conditions ...
|
|
isBullish =
|
|
isBullish &&
|
|
cBar.IsBullish() &&
|
|
isNewDecisionVale;
|
|
|
|
//
|
|
// Detect Bearish Conditions ...
|
|
isBearish =
|
|
isBearish &&
|
|
cBar.IsBearish() &&
|
|
isNewDecisionPeak;
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
//
|
|
// Cleanup Setup Conditions ...
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Nearest Pivot Point ...
|
|
|
|
//
|
|
// Detect Target ...
|
|
double target = CalculateTarget(
|
|
cBar,
|
|
analyseState,
|
|
setupDir //
|
|
);
|
|
if (target == 0)
|
|
{
|
|
//
|
|
target = CalculateTarget(
|
|
cBar,
|
|
verificationState,
|
|
setupDir //
|
|
);
|
|
}
|
|
|
|
//
|
|
double oppositTarget = CalculateTarget(
|
|
cBar,
|
|
analyseState,
|
|
Opposit(setupDir) //
|
|
);
|
|
|
|
//
|
|
double entry = GetEntry(
|
|
conditions.symbol,
|
|
setupDir //
|
|
);
|
|
|
|
//
|
|
// Filling SL Candidates ...
|
|
|
|
//
|
|
double sls[];
|
|
|
|
//
|
|
double atr = triggerConditions.x121Conditions.atrBuffer[1];
|
|
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
|
|
double vale = triggerConditions.x121Conditions.valesBuffer[1];
|
|
|
|
//
|
|
if (fvgOrderBlock.IsValid())
|
|
{
|
|
//
|
|
Add(
|
|
fvgOBUpper,
|
|
sls //
|
|
);
|
|
|
|
//
|
|
Add(
|
|
fvgOBLower,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
//
|
|
if (isBullish)
|
|
{
|
|
//
|
|
double lowerVale = triggerCycleHelper.mX121Helper.xpvHelper.GetLowerVale(vale);
|
|
if (lowerVale > 0)
|
|
{
|
|
//
|
|
Add(
|
|
lowerVale,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
//
|
|
Add(
|
|
vale,
|
|
sls //
|
|
);
|
|
}
|
|
else if (isBearish)
|
|
{
|
|
//
|
|
double higherPeak = triggerCycleHelper.mX121Helper.xpvHelper.GetHigherPeak(peak);
|
|
if (higherPeak > 0)
|
|
{
|
|
//
|
|
Add(
|
|
higherPeak,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
//
|
|
Add(
|
|
peak,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
//
|
|
double slsMin = GetMin(sls);
|
|
double slsMax = GetMax(sls);
|
|
|
|
//
|
|
double sl = isBullish
|
|
? slsMin - atr
|
|
: slsMax + atr;
|
|
double risk = MathAbs(entry - sl);
|
|
double targetDelta = 2 * (risk / 3);
|
|
if (target == 0)
|
|
{
|
|
//
|
|
int minTargetPint = 50;
|
|
double minTargetPointValue = minTargetPint * points;
|
|
if (targetDelta < minTargetPointValue)
|
|
{
|
|
targetDelta = minTargetPointValue;
|
|
}
|
|
|
|
//
|
|
// Force Target On Half Risk ...
|
|
target =
|
|
isBullish
|
|
? entry + targetDelta
|
|
: entry - targetDelta;
|
|
|
|
//
|
|
target = 0;
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
// Ignore Target ...
|
|
target = 0;
|
|
|
|
//
|
|
// Filling Conditions Props ...
|
|
conditions.sl = sl;
|
|
conditions.target = target;
|
|
conditions.triggerTime = cTime;
|
|
conditions.type = isBullish
|
|
? X_POSITION_TYPE_LONG
|
|
: X_POSITION_TYPE_SHORT;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int AddX121SMCXTWPVConditionsIfNotExists(
|
|
X121SMCStrategyXTWPVSignalConditions &item,
|
|
X121SMCStrategyXTWPVSignalConditions &items[] //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
bool isSetuped = IsValid(item.setupTime) &&
|
|
HasDirection(item.dir);
|
|
if (!isSetuped)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(items);
|
|
bool canAdd = !IsValidSize(count);
|
|
if (!canAdd)
|
|
{
|
|
//
|
|
// Prese Item Data ...
|
|
bool isBullish = IsBullish(item.dir);
|
|
|
|
//
|
|
for (int i = 0; i < count; i++) {
|
|
//
|
|
X121SMCStrategyXTWPVSignalConditions iItem = items[i];
|
|
|
|
//
|
|
if (iItem.dir != item.dir) {
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isIBullish = IsBullish(iItem);
|
|
if (isIBullish) {
|
|
//
|
|
int iCount = ArraySize(iItem.bullishOrderBlocks);
|
|
for (int j = 0; j < iCount; j++) {
|
|
//
|
|
XFVGOrderBlock jFO = iItem.bullishOrderBlocks[j];
|
|
|
|
}
|
|
} else {
|
|
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (canAdd)
|
|
{
|
|
//
|
|
AddRef(
|
|
item,
|
|
items //
|
|
);
|
|
|
|
//
|
|
// Remove Olds ...
|
|
}
|
|
|
|
//
|
|
result = ArraySize(items);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Draw Signal ...
|
|
int DrawX121SMCXTWPVSiganl(
|
|
X121SMCStrategyXTWPVSignalConditions &conditions,
|
|
XCBaseObject *&drawnObjects[],
|
|
XCPOIDrawer *drawer //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(drawnObjects);
|
|
|
|
//
|
|
if (drawer == NULL)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isSetuped = conditions.IsSetuped();
|
|
if (!isSetuped)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isBullish = IsBullish(conditions.dir);
|
|
|
|
//
|
|
result = ArraySize(drawnObjects);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|