This commit is contained in:
2025-06-03 16:22:01 +03:30
parent 48123642b7
commit 078dc35ae0
9 changed files with 3005 additions and 45 deletions
+722
View File
@@ -25,6 +25,8 @@
#include "../../Libraries/x-saherelm.common.lib.mq5"
#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
#include "../Classes/xcatbea.x-poi.detector.class.mq5"
#include "../Classes/xcatbea.x-poi.drawer.class.mq5"
#include "../Libraries/xcatbea.lib.mq5"
//
@@ -350,7 +352,11 @@ bool ToSignal(
* @return ( bool )
*/
bool DetectSignalZone(
XBoxZone &peak,
XBoxZone &vale,
XCX121XCatbHelper *helper,
XCXCATBEAPOIDrawer *drawer,
XCXCATBEAPOIDetector *detector,
XCBarAnalyser *barAnalyser,
X121XCatbConditions &conditions,
XBoxZone &signalZone,
@@ -371,13 +377,725 @@ bool DetectSignalZone(
//
// Validate Args ...
result =
peak.IsValid() &&
vale.IsValid() &&
helper != NULL &&
detector != NULL &&
barAnalyser != NULL;
if (!result)
{
return result;
}
//
// Try to Recieve Conditions of Market ...
//
result = helper.GetConditions(
conditions,
barIndex,
loopback //
);
//
int zIDX = 0;
int cIDX = zIDX + 1;
int pIDX = cIDX + 1;
int p2IDX = pIDX + 1;
int p3IDX = p2IDX + 1;
int p4IDX = p3IDX + 1;
//
XBoxZone iOB;
XBoxZone iMT;
int idx = -1;
bool has = false;
bool isBullish = false;
bool isBearish = false;
double bullishScore = 0;
double bearishScore = 0;
//
double iUpper = 0;
double iLower = 0;
string iType = NULL;
datetime iTo = NULL;
string iSymbol = NULL;
datetime iFrom = NULL;
ENUM_TIMEFRAMES iPeriod = NULL;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
// Signalling ...
if (result)
{
//
iSymbol = conditions.symbol;
iPeriod = conditions.period;
//
// Looking For Conditions ...
//
// Reading Values ...
//
// Readng Scores ...
conditions.GenerateScore(
bullishScore,
bearishScore //
);
//
// Prepared Conditions ...
//
// SCORES ...
bool isScoreBullish = bullishScore > bearishScore;
bool isScoreBearish = bearishScore > bullishScore;
//
// SAR ...
//
bool isSarBullishStart =
//
(
//
// Current SAR is Directional ...
conditions.isSarBullish &&
//
// Previous InDirectional Sar Exists ...
helper.lastSarBearish.IsValid() &&
//
// Current Close is Over previous Sar ...
conditions.bars[cIDX].close > helper.lastSarBearish.after &&
//
// Before Close is not Over previous Sar ...
conditions.bars[pIDX].close <= helper.lastSarBearish.after
//
)
//
;
//
bool isSarBearishStart =
//
(
//
// Current SAR is Directional ...
conditions.isSarBearish &&
//
// Previous InDirectional Sar Exists ...
helper.lastSarBullish.IsValid() &&
//
// Current Close is Under previous ...
conditions.bars[cIDX].close < helper.lastSarBullish.after &&
//
// Before Close is not Under previous ...
conditions.bars[pIDX].close >= helper.lastSarBullish.after
//
)
//
;
//
// TREND ...
//
bool isTrendBullishStart =
//
(
//
// Current Trend is Directional ...
conditions.isTrendBullish &&
//
// Previous InDirectiona; Trend Exists ...
helper.lastTrendBearish.IsValid() &&
//
// Current Close is Over previous ...
conditions.bars[cIDX].close > helper.lastTrendBearish.after &&
//
// Before close is not Over previous ...
conditions.bars[pIDX].close <= helper.lastTrendBearish.after
//
)
//
;
//
bool isTrendBearishStart =
//
(
//
// Current Trend is Directional ...
conditions.isTrendBearish &&
//
// Previous InDirectiona; Trend Exists ...
helper.lastTrendBullish.IsValid() &&
//
// Current Close is Under previous ...
conditions.bars[cIDX].close < helper.lastTrendBullish.after &&
//
// Before close is not Under previous ...
conditions.bars[pIDX].close >= helper.lastTrendBullish.after
//
)
//
;
//
// ADX ...
//
bool isADXBullishStart =
//
(
//
// ADX Value is Switched to Strong ...
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
//
// ADX must Up ...
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
//
// ADX +DI is Bigger than -DI ...
conditions.adxpBuffer[cIDX] > conditions.adxnBuffer[cIDX] &&
//
// ADX +DI is Up ...
conditions.adxpBuffer[cIDX] > conditions.adxpBuffer[pIDX]
//
)
//
;
//
bool isADXBearishStart =
//
(
//
// ADX Value is Switched to Strong ...
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
//
// ADX must Up ...
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
//
// ADX -DI is Bigger than +DI ...
conditions.adxnBuffer[cIDX] > conditions.adxpBuffer[cIDX] &&
//
// ADX -DI is Up ...
conditions.adxnBuffer[cIDX] > conditions.adxnBuffer[pIDX]
//
)
//
;
//
// DELTA ...
//
bool isDeltaBullishStart =
//
// Check State ...
(
//
// Delta is Up ...
conditions.deltaBuffer[cIDX] > conditions.deltaBuffer[pIDX] &&
//
// Delta Signal is Up ...
conditions.deltaSignalBuffer[cIDX] > conditions.deltaSignalBuffer[pIDX] &&
//
// Delta Crossed Over Delta Signal ...
conditions.deltaBuffer[cIDX] > conditions.deltaSignalBuffer[cIDX]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastDeltaBearish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close > helper.lastDeltaBearish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close <= helper.lastDeltaBearish.after
//
;
//
bool isDeltaBearishStart =
//
// Check State ...
(
//
// Delta is Down ...
conditions.deltaBuffer[cIDX] < conditions.deltaBuffer[pIDX] &&
//
// Delta Signal is Down ...
conditions.deltaSignalBuffer[cIDX] < conditions.deltaSignalBuffer[pIDX] &&
//
// Delta Crossed Under Delta Signal ...
conditions.deltaBuffer[cIDX] < conditions.deltaSignalBuffer[cIDX]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastDeltaBullish.IsValid() &&
//
// Current Close is Under last ...
conditions.bars[cIDX].close < helper.lastDeltaBullish.after &&
//
// Before Close is not Under last ...
conditions.bars[pIDX].close >= helper.lastDeltaBullish.after
//
;
//
// VOLUME ...
//
bool isVolumeBullishStart =
//
(
//
//
// Volume is Up ...
conditions.bullishVolumeBuffer[1] > conditions.bullishVolumeBuffer[2] &&
//
// Volume Signal is Up ...
conditions.bullishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[2] &&
//
// Volume Signals Crossed Over ...
conditions.bullishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[1]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastVolumeBearish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close > helper.lastVolumeBearish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close <= helper.lastVolumeBearish.after
//
;
//
bool isVolumeBearishStart =
//
(
//
//
// Volume is Up ...
conditions.bearishVolumeBuffer[1] > conditions.bearishVolumeBuffer[2] &&
//
// Volume Signal is Up ...
conditions.bearishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[2] &&
//
// Volume Signals Crossed Over ...
conditions.bearishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[1]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastVolumeBullish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close < helper.lastVolumeBullish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close >= helper.lastVolumeBullish.after
//
;
//
// SIGNAL Bar ...
//
bool isSBarBullishStart =
//
(
//
// Check Direction ...
conditions.isSBarBullish &&
//
// Previous InDirectional Exists ...
helper.lastSignalBarBearish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.sBarCloseBuffer[cIDX] > helper.lastSignalBarBearish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.sBarCloseBuffer[pIDX] <= helper.lastSignalBarBearish.after
//
)
//
;
//
bool isSBarBearishStart =
//
(
//
// Check Direction ...
conditions.isSBarBearish &&
//
// Previous InDirectional Exists ...
helper.lastSignalBarBullish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.sBarCloseBuffer[cIDX] < helper.lastSignalBarBullish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.sBarCloseBuffer[pIDX] >= helper.lastSignalBarBullish.after
//
)
//
;
//
// HKSIGNAL Bar ...
//
bool isHKSBarBullishStart =
//
(
//
// Check Direction ...
conditions.isHKSBarBullish &&
//
// Previous InDirectional Exists ...
helper.lastHKSignalBarBearish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.hkSBarCloseBuffer[cIDX] > helper.lastHKSignalBarBearish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.hkSBarCloseBuffer[pIDX] <= helper.lastHKSignalBarBearish.after
//
)
//
;
//
bool isHKSBarBearishStart =
//
(
//
// Check Direction ...
conditions.isHKSBarBearish &&
//
// Previous InDirectional Exists ...
helper.lastHKSignalBarBullish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.hkSBarCloseBuffer[cIDX] < helper.lastHKSignalBarBullish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.hkSBarCloseBuffer[pIDX] >= helper.lastHKSignalBarBullish.after
//
)
//
;
//
// Detect Bar Verifications ...
//
ENUM_X_DIRECTION iDir;
//
// Rejected ...
bool isRejected =
barAnalyser
.IsRejected(
conditions.bars[cIDX],
iDir //
);
bool isBullishRejected =
isRejected &&
IsBullish(iDir);
bool isBearishRejected =
isRejected &&
IsBearish(iDir);
//
// Engulfed ...
bool isEngulfed =
barAnalyser
.IsEngulfed(
conditions.bars[cIDX],
iDir //
);
bool isBullishEngulfed =
isEngulfed &&
IsBullish(iDir);
bool isBearishEngulfed =
isEngulfed &&
IsBearish(iDir);
//
// Momentum ...
bool isMomentum =
barAnalyser
.IsMomentum(
conditions.bars[cIDX],
iDir //
);
bool isBullishMomentum =
isMomentum &&
IsBullish(iDir);
bool isBearishMomentum =
isMomentum &&
IsBearish(iDir);
//
bool isBarBullishPressured =
isBullishRejected ||
isBullishEngulfed ||
isBullishMomentum;
//
bool isBarBearishPressured =
isBearishRejected ||
isBearishEngulfed ||
isBearishMomentum;
//
// Implement Signalling Conditions ...
//
// --------------
// Conditions 1:
// --------------
// Descriptions:
// using Parabolic Sar Trending Start Conditions
// then attached others ..
// ----------------------------------
//
bool isCond1Bullish =
//
// Start ...
(isSarBullishStart &&
!isSarBearishStart) &&
//
// SCORE ...
isScoreBullish &&
//
// BAR ...
isBarBullishPressured &&
//
// KI ...
// conditions.isKIUp &&
conditions.isKIBullish &&
//
// ATR ...
conditions.isATRUp &&
//
// TREND ...
conditions.isTrendUp // &&
// conditions.isTrendBullish
//
;
//
bool isCond1Bearish =
//
// Start ...
(isSarBearishStart &&
!isSarBullishStart) &&
//
// SCORE ...
isScoreBearish &&
//
// BAR ...
isBarBearishPressured &&
//
// KI ...
// conditions.isKIDown &&
conditions.isKIBearish &&
//
// ATR ...
conditions.isATRDown &&
//
// TREND ...
conditions.isTrendDown // &&
// conditions.isTrendBearish
//
;
//
bool isCond1 =
isCond1Bullish ||
isCond1Bearish;
if (isCond1)
{
//
// Validate Some Other Requirements ...
//
// We Have to Detect Youngest Order Block ...
// or Mitigation Block ...
if (isCond1Bullish)
{
//
// OB ...
idx = GetYoungest(detector.obBullishPivots);
has = IsValidIndex(idx);
if (has)
{
iOB = detector.obBullishPivots[idx];
}
//
// MT ...
idx = GetYoungest(detector.mtBullishPivots);
has = IsValidIndex(idx);
if (has)
{
iOB = detector.mtBullishPivots[idx];
}
}
else if (isCond1Bearish)
{
//
// OB
idx = GetYoungest(detector.obBearishPivots);
has = IsValidIndex(idx);
if (has)
{
iOB = detector.obBearishPivots[idx];
}
//
// MT
idx = GetYoungest(detector.mtBearishPivots);
has = IsValidIndex(idx);
if (has)
{
iMT = detector.mtBearishPivots[idx];
}
}
//
// Now we can Do some Verifications Using these ...
//
// All Requirements based on Cond 1 ...
}
// ----------------------------------
//
// Summarizing Result ...
//
isBullish =
//
isCond1Bullish
//
;
//
isBearish =
//
isCond1Bearish
//
;
}
//
result =
isBullish ||
isBearish;
//
// Preparing Signal Zone ...
if (result)
{
//
iDir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
// Preparing Signal Zone ...
signalZone.to = iTo;
signalZone.dir = iDir;
signalZone.from = iFrom;
signalZone.type = iType;
signalZone.upper = iUpper;
signalZone.lower = iLower;
signalZone.symbol = iSymbol;
signalZone.period = iPeriod;
//
// Temparory Object ...
color iColor =
isBullish
? clrAqua
: clrMagenta;
string iName = "Conditions_" + ToString(iDir) + "_" + ToString(((int)conditions.time));
//
CChartObjectVLine *iObj = new CChartObjectVLine();
has = iObj.Create(
0,
iName,
0,
conditions.bars[zIDX].time //
);
if (has)
{
//
iObj.Color(iColor);
}
//
// Validate Signal Zone and Draw it ...
has = signalZone.IsValid();
if (has)
{
drawer.DrawBox(signalZone);
}
//
// Draw MT and OB if Exists ...
if (iOB.IsValid())
{
//
drawer.DrawBox(
iOB,
conditions.bars[zIDX].time,
false, // Draw Middle ...
true // Ignore Type ...
);
}
if (iMT.IsValid())
{
//
drawer.DrawBox(
iMT,
conditions.bars[zIDX].time,
false, // Draw Middle ...
true // Ignore Type ...
);
}
//
Print("Conditions ...");
}
//
// Validate Result ...
result = signalZone.IsValid();
@@ -385,6 +1103,10 @@ bool DetectSignalZone(
//
// Cleanup Resources ...
//
iOB.Clean();
iMT.Clean();
//
if (!result)
{