364 lines
7.2 KiB
Plaintext
364 lines
7.2 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL4 RMA 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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// RMA Based Signal Conditions ...
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struct XRMALongSignalConditions {
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//
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datetime crossUnderTime;
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//
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datetime crossOverTime;
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};
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//
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static XRMALongSignalConditions xrmaLongConds;
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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 CC Signal Conditions ...
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void CheckXRMALongSignalConditions(
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const int bar_index,
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const int marketLen,
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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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XCycleState states[];
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ArrayResize(
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states,
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marketLen
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);
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//
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int index = 0;
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for (int i = bar_index; i < marketLen; i++) {
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//
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XCycleState state = GetXMANN(i);
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//
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states[index] = state;
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//
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index++;
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}
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//
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bool isCrossUnder =
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states[1].fast < states[1].slow
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&& !(states[2].fast < states[2].slow)
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;
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//
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bool isCrossOver =
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states[1].fast > states[1].slow
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&& !(states[2].fast > states[2].slow)
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;
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//
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if (
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isCrossUnder
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&& xrmaLongConds.crossUnderTime == 0
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) {
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//
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xrmaLongConds.crossUnderTime = 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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&& xrmaLongConds.crossUnderTime > 0
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&& xrmaLongConds.crossOverTime == 0
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) {
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//
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xrmaLongConds.crossOverTime = barTime;
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return;
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}
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}
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//
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// Convert XMA Long Signal Conditions to XSignal ...
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XSignalRequest GenerateXRMALongSignal(
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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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) {
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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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if (!ValidateXRMALongConditions(marketLen)) {
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return result;
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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 entryPrice = 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 exitPrice = 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 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 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 = MathMin(openPrice, closePrice) - ll;
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double reward = risk * r2r; // 300 * _Point;
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//
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double sl = 0; // entryPrice - (300 * _Point); // ll;
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double tp = 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 = X_SIGNAL_LONG;
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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_RMA_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 = X_SIGNAL_LONG;
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result.provider = X_RMA_PROVIDER;
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//
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return result;
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}
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//
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// Validate XMA Signal Conditions ...
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bool ValidateXRMALongConditions(
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const int marketLen
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) {
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//
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bool isConditionsFilled =
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true
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&& xrmaLongConds.crossOverTime > 0
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&& xrmaLongConds.crossUnderTime > 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 crossOverBarIndex = iBarShift(
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_Symbol,
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_Period,
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xrmaLongConds.crossOverTime
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);
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//
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int crossUnderBarIndex = iBarShift(
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_Symbol,
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_Period,
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xrmaLongConds.crossUnderTime
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);
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//
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XCycleState stateOnCrossUnder = GetXMANN(
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crossUnderBarIndex
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);
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//
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XCycleState stateOnCrossOver = GetXMANN(
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crossOverBarIndex
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);
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//
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double maC = iMA(
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_Symbol,
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_Period,
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14,
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0,
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MODE_SMA,
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PRICE_CLOSE,
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crossOverBarIndex
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);
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// //
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// double rmaOnCrossOver = GetRMA(
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// crossOverBarIndex,
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// 10
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// );
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// //
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// double rmaOnMarketLength = GetRMA(
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// crossOverBarIndex + marketLen,
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// 10
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// );
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// //
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// double prevCandleHigh = iHigh(
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// _Symbol,
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// _Period,
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// crossOverBarIndex
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// );
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// //
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// PrepareZigZagState(crossOverBarIndex);
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// double zigZagDelta = zigZags[1] - zigZags[2];
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// bool isZigZagWaitForHigh = zigZagDelta < 0;
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//
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isBLFilled =
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true
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//
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&& (crossUnderBarIndex - crossOverBarIndex) > 5
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//
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&& xrmaLongConds.crossOverTime > xrmaLongConds.crossUnderTime
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//
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&& stateOnCrossOver.slow < stateOnCrossUnder.slow
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//
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&& MathAbs(stateOnCrossOver.fast - stateOnCrossOver.slow) > (70 * _Point)
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//
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&& maC >= stateOnCrossOver.slow
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// //
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// && !(rmaOnCrossOver < stateOnCrossOver.slow)
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// //
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// && MathAbs(rmaOnCrossOver - rmaOnMarketLength) < (600 * _Point)
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// //
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// && !isZigZagWaitForHigh
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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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;
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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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ClearXRMALongSignalConditions();
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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 ClearXRMALongSignalConditions() {
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//
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xrmaLongConds.crossOverTime = 0;
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xrmaLongConds.crossUnderTime = 0;
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}
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//
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// Check XMA State for Long Signals ...
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bool IsReadyForXRMALongSignals(
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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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//
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bool result = false;
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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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//
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return result;
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}
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//
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// END Functions ...
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//
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