677 lines
15 KiB
Plaintext
677 lines
15 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL4 X Signal Global Library
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// ---------------------------------------------------
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// saherelm useful tools and definitions ...
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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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#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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// Includes library ...
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#include "../Libraries/x-saherelm.lib.mq4"
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//
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// Includes Indicator library ...
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#include "../Libraries/x-saherelm.indicator.lib.mq4"
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//
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// Includes Models library ...
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#include "../Libraries/x-saherelm.models.lib.mq4"
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//
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// START Global Requirement Functions ...
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//
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//
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// X Based Signal Conditions ...
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struct XSignalConditions {
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datetime startTime;
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datetime signalTime;
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};
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//
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static XSignalConditions xLongConds;
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static XSignalConditions xShortConds;
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//
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static bool xCloseLongTrades = false;
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static bool xWaitForLongSignals = true;
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static datetime xWaitForLongSignalChangeTime;
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//
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static bool xWaitForShortSignals = true;
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static bool xCloseShortTrades = false;
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//
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bool isLastTrendUp = false;
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//
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// END Global Requirement Functions ...
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//
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//
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// START Functions ...
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//
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//
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// Check and Fill Long Signal Conditions ...
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void CheckXLongSignalConditions(
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const int bar_index,
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const int marketLen,
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const XState &states[],
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//
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const double smoother = 5
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) {
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//
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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// //
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// bool isCrossUnder =
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// states[1].osc.fast < states[1].osc.slow
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// && !(states[2].osc.fast < states[2].osc.slow)
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// ;
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// //
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// bool isCrossOver =
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// states[1].osc.fast > states[1].osc.slow
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// && !(states[2].osc.fast > states[2].osc.slow)
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// ;
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//
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XOHCL pCandle = GetCandleModel(1);
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// //
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// bool isTrendingUp =
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// pCandle.low > states[0].bnd.high
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// && pCandle.high > states[0].bnd.high;
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// //
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// bool isTrendingDown =
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// pCandle.high < states[0].bnd.low
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// && pCandle.low < states[0].bnd.low;
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//
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bool isTrendingUp =
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states[1].bnd.open < states[1].bnd.close
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&& !(states[2].bnd.open < states[2].bnd.close)
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;
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//
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bool isTrendingDown =
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states[1].bnd.open > states[1].bnd.close
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&& !(states[2].bnd.open > states[2].bnd.close)
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;
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//
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bool isCrossUnder =
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isTrendingDown
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&& !isTrendingUp
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;
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//
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bool isCrossOver =
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isTrendingUp
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&& !isTrendingDown
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;
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//
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// Check Market For Enable/Disable Signal Handlers ...
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// Checking Market for Long Signals ...
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if (xWaitForLongSignals) {
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//
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bool isLCFastOnTrendingUpTouchLowestLow =
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//
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// LC Trending Up ...
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states[1].lc.fast > states[1].lc.slow
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&& states[2].lc.fast > states[2].lc.slow
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//
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// LC Fast Touch Market Lowest Low ...
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&& states[1].lc.fast > states[1].mkt.lowestLow
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&& !(states[2].lc.fast > states[2].mkt.lowestLow)
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;
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//
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bool isMCSlowCrossOverBNDHigh =
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states[1].mc.fast > states[1].mc.slow
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&& states[1].mc.slow > states[1].bnd.high
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&& !(states[2].mc.slow > states[2].bnd.high)
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;
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//
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// Disable Long Trade Handlers ...
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if (
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isMCSlowCrossOverBNDHigh
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|| isLCFastOnTrendingUpTouchLowestLow
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) {
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//
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xWaitForLongSignals = false;
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xWaitForLongSignalChangeTime = TimeCurrent();
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LogMessage("Disable Long: " + TimeCurrent());
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}
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} else {
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//
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bool isAllTrendingUp =
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//
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// SC ...
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states[1].sc.fast > states[1].sc.slow
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//
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// MC ...
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&& states[1].mc.fast > states[1].mc.slow
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&& !(states[2].mc.fast > states[2].mc.slow)
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//
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// LC ...
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&& states[1].lc.fast > states[1].lc.slow
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;
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//
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int lastWaitChangeBarIndex = iBarShift(
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_Symbol,
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_Period,
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xWaitForLongSignalChangeTime
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);
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//
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// Enable Long Trade Handlers ...
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if (
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isAllTrendingUp
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&& lastWaitChangeBarIndex - bar_index >= marketLen
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) {
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xWaitForLongSignals = true;
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LogMessage("Enable Long: " + TimeCurrent());
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}
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}
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//
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if (
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isCrossUnder
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&& xLongConds.startTime == 0
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) {
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//
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xLongConds.startTime = barTime;
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return;
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}
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//
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if (
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isCrossOver
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&& xLongConds.startTime > 0
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&& xLongConds.signalTime == 0
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) {
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//
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xLongConds.signalTime = barTime;
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return;
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}
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}
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//
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// Check and Fill Short Signal Conditions ...
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void CheckXShortSignalConditions(
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const int bar_index,
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const int marketLen,
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const XState &states[],
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//
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const double smoother = 5
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) {
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//
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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bool isCrossUnder =
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states[1].osc.fast < states[1].osc.slow
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&& !(states[2].osc.fast < states[2].osc.slow)
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;
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//
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bool isCrossOver =
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states[1].osc.fast > states[1].osc.slow
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&& !(states[2].osc.fast > states[2].osc.slow)
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;
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//
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if (
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isCrossOver
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&& xShortConds.startTime == 0
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) {
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//
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xShortConds.startTime = barTime;
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return;
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}
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//
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if (
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isCrossUnder
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&& xShortConds.startTime > 0
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&& xShortConds.signalTime == 0
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) {
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//
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xShortConds.signalTime = barTime;
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return;
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}
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}
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//
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// Convert Long Signal Conditions to XSignal ...
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XSignalRequest GenerateXSignal(
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const ENUM_X_SIGNAL_TYPE type, // Signal Type ...
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const int bar_index, // Bar Index ...
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const int marketLen, // MarketLength for TP and SL ...
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const double r2r, // Risk to Reward ratio ...
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const XState &states[],
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//
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const double smoother = 5
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) {
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//
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XSignalRequest result = {};
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//
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result.hasSignal = false;
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result.type = X_SIGNAL_NONE;
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result.provider = X_UNKNOWN_PROVIDER;
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//
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bool requestLong = type == X_SIGNAL_LONG;
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//
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if (requestLong) {
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//
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if (
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!ValidateXLongConditions(
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marketLen,
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states,
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smoother
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)
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) {
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return result;
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}
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} else {
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//
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if (
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!ValidateXShortConditions(
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marketLen,
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states,
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smoother
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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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//
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// Price Calculations ...
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//
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RefreshRates();
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//
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double askPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_ASK
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);
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//
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double bidPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_BID
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);
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//
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double entryPrice = requestLong ?
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askPrice :
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bidPrice;
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//
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double exitPrice = requestLong ?
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bidPrice :
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askPrice;
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//
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double priceGap = MathAbs(entryPrice - exitPrice);
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//
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double ll =
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GetMarketLowestLow(
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bar_index,
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marketLen
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);
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//
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double hh =
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GetMarketHighestHigh(
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bar_index,
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marketLen
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);
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//
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double openPrice = iOpen(
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_Symbol,
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_Period,
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bar_index
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);
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//
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double closePrice = iClose(
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_Symbol,
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_Period,
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bar_index
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);
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//
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double risk = requestLong ?
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MathMin(openPrice, closePrice) - ll :
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hh - MathMax(openPrice, closePrice);
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double reward = risk * r2r; // risk * r2r; // 300 * _Point;
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// if (risk > (500 * _Point)) {
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// reward = 300 * _Point;
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// }
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//
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double sl = 0; // ll;
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double tp = requestLong ?
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entryPrice + reward :
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entryPrice - reward;
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//
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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result.signal.tp = tp;
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result.signal.sl = sl;
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result.signal.symbol = _Symbol;
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result.signal.type = type;
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result.signal.id = totalSignals + 1;
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result.signal.entry = entryPrice;
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result.signal.provider = X_XXX_PROVIDER;
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result.signal.time = barTime;
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//
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result.hasSignal = true;
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result.type = type;
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result.provider = X_XXX_PROVIDER;
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//
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return result;
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}
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//
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// Validate Signal Conditions ...
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bool ValidateXLongConditions(
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const int marketLen,
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const XState &states[],
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//
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const double smoother = 5
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) {
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//
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bool isConditionsFilled =
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xLongConds.startTime > 0
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&& xLongConds.signalTime > 0
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;
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//
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bool isBLFilled = false;
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if (isConditionsFilled) {
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//
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int startBarIndex = iBarShift(
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_Symbol,
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_Period,
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xLongConds.startTime
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);
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//
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int signalBarIndex = iBarShift(
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_Symbol,
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_Period,
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xLongConds.signalTime
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);
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//
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isBLFilled =
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//
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xLongConds.signalTime > xLongConds.startTime
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&& MathAbs(signalBarIndex - startBarIndex) > 2
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;
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}
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//
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bool result =
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isBLFilled
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&& isConditionsFilled
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&& xWaitForLongSignals
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;
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//
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// Since maybe Conditions Filled but
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// Slope is Negative, for Handling Next Signals and
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// Prevent from infinity loop, here we Clear Signal Conditions ...
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if (
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!result
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&& isConditionsFilled
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) {
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ClearXLongSignalConditions();
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}
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//
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return result;
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}
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bool ValidateXShortConditions(
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const int marketLen,
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const XState &states[],
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//
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const double smoother = 5
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) {
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//
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bool isConditionsFilled =
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xShortConds.startTime > 0
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&& xShortConds.signalTime > 0
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;
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//
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bool isBLFilled = false;
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if (isConditionsFilled) {
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//
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int startBarIndex = iBarShift(
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_Symbol,
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_Period,
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xShortConds.startTime
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);
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//
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int signalBarIndex = iBarShift(
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_Symbol,
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_Period,
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xShortConds.signalTime
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);
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//
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isBLFilled =
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//
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xShortConds.signalTime > xShortConds.startTime
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&& MathAbs(signalBarIndex - startBarIndex) > 2
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;
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}
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//
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bool result =
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isBLFilled
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&& isConditionsFilled
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&& xWaitForLongSignals
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;
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//
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// Since maybe Conditions Filled but
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// Slope is Negative, for Handling Next Signals and
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// Prevent from infinity loop, here we Clear Signal Conditions ...
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if (
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!result
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&& isConditionsFilled
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) {
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ClearXShortSignalConditions();
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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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// Clear Long Signal Conditions for New One ...
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void ClearXLongSignalConditions() {
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//
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xLongConds.startTime = 0;
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xLongConds.signalTime = 0;
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}
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//
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// Clear Short Signal Conditions for New One ...
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void ClearXShortSignalConditions() {
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//
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xShortConds.startTime = 0;
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xShortConds.signalTime = 0;
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}
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//
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// Check State for Long Signals ...
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bool IsReadyForXSignals(
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const XSignal &signal,
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const XState &states[],
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const int marketLen,
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//
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double smoother = 100
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) {
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//
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bool result = false;
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//
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bool isSCTrendUp =
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states[1].sc.fast > states[1].sc.slow
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&& states[2].sc.fast > states[2].sc.slow;
|
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// //
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// bool isSCTrendDown =
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// states[1].sc.fast < states[1].sc.slow
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// && states[2].sc.fast < states[2].sc.slow;
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//
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bool isMCTrendUp =
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states[1].mc.fast > states[1].mc.slow
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&& states[2].mc.fast > states[2].mc.slow;
|
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// //
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// bool isMCTrendDown =
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// states[1].mc.fast < states[1].mc.slow
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// && states[2].mc.fast < states[2].mc.slow;
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//
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bool isLCTrendUp =
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states[1].lc.fast > states[1].lc.slow
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&& states[2].lc.fast > states[2].lc.slow;
|
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// //
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// bool isLCTrendDown =
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// states[1].lc.fast < states[1].lc.slow
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// && states[2].lc.fast < states[2].lc.slow;
|
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|
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// //
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// bool isTrendingUp =
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// pCandle.low > states[0].bnd.high
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// && pCandle.high > states[0].bnd.high;
|
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|
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// //
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// bool isTrendingDown =
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// pCandle.high < states[0].bnd.low
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// && pCandle.low < states[0].bnd.low;
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// //
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// if (isTrendingUp && !isTrendingDown) {
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// isLastTrendUp = true;
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// } else if (isTrendingDown && !isTrendingUp) {
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// isLastTrendUp = false;
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// }
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// //
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// if (isLastTrendUp) {
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// //
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// LogMessage(
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// StringConcatenate(
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// "isLastTrendUp: ", isLastTrendUp
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// )
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// );
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// }
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|
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//
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XOHCL pCandle = GetCandleModel(1);
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|
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//
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// Verify Long Signals ...
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if (signal.type == X_SIGNAL_LONG) {
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//
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result =
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//
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true
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//
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&& isSCTrendUp
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&& isMCTrendUp
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&& isLCTrendUp
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//
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&&
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(
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pCandle.high < states[1].longCycleHighestHigh
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&& !(MathAbs(states[1].longCycleHighestHigh - pCandle.high) < 20 * _Point)
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)
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//
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&& (
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|
states[1].lc.fast > states[1].mc.fast
|
|
&& states[1].lc.slow > states[1].mc.fast
|
|
?
|
|
states[1].lc.slow < states[1].mkt.lowestLow
|
|
:
|
|
true
|
|
)
|
|
//
|
|
// && signal.entry <= states[1].mkt.highestOpen
|
|
// //
|
|
// && (
|
|
// (
|
|
// states[1].mc.slow < states[1].bnd.low
|
|
// && states[1].mc.fast < MathMin(states[1].bnd.open, states[1].bnd.close)
|
|
// ) || (
|
|
// states[1].lc.fast > states[1].bnd.low
|
|
// && states[1].lc.fast > states[1].mc.fast
|
|
// )
|
|
// )
|
|
// && MathAbs(states[1].mc.fast - states[1].bnd.low) > 50 * _Point
|
|
;
|
|
} else
|
|
//
|
|
// Verify Short Signals ...
|
|
if (signal.type == X_SIGNAL_SHORT) {
|
|
//
|
|
result =
|
|
false
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
//
|
|
// END Functions ...
|
|
//
|