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saherelm
2025-06-03 16:22:01 +03:30
parent 48123642b7
commit 078dc35ae0
9 changed files with 3005 additions and 45 deletions
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Helpers/x-saherelm.x121.xcatb.helper.mq5
+33 -4
View File
@@ -33,7 +33,7 @@
enum ENUM_X121_XCATB_BUFFERS
{
X121_XCATB_SAR_LINE = 0,
X121_XCATB_SAR_STATE_LINE = 30,
X121_XCATB_SAR_COLOR_LINE = 1,
X121_XCATB_PEAK_LINE = 2,
X121_XCATB_VALE_LINE = 3,
X121_XCATB_PEAK_GOLDEN_LINE = 4,
@@ -41,15 +41,17 @@ enum ENUM_X121_XCATB_BUFFERS
X121_XCATB_ATR_BAND_UPPER_LINE = 6,
X121_XCATB_ATR_BAND_LOWER_LINE = 7,
X121_XCATB_TREND_LINE = 8,
X121_XCATB_TREND_STATE_LINE = 31,
X121_XCATB_TREND_COLOR_LINE = 9,
X121_XCATB_SBAR_O_LINE = 10,
X121_XCATB_SBAR_H_LINE = 11,
X121_XCATB_SBAR_L_LINE = 12,
X121_XCATB_SBAR_C_LINE = 13,
X121_XCATB_SBAR_COLOR_LINE = 14,
X121_XCATB_HK_SBAR_O_LINE = 15,
X121_XCATB_HK_SBAR_H_LINE = 16,
X121_XCATB_HK_SBAR_L_LINE = 17,
X121_XCATB_HK_SBAR_C_LINE = 18,
X121_XCATB_HK_SBAR_COLOR_LINE = 19,
X121_XCATB_S_HH_LINE = 20,
X121_XCATB_S_LL_LINE = 21,
X121_XCATB_M_HH_LINE = 22,
@@ -59,7 +61,9 @@ enum ENUM_X121_XCATB_BUFFERS
X121_XCATB_H_HH_LINE = 26,
X121_XCATB_H_LL_LINE = 27,
X121_XCATB_KI_LINE = 28,
X121_XCATB_KI_STATE_LINE = 50,
X121_XCATB_KI_COLOR_LINE = 29,
X121_XCATB_SAR_STATE_LINE = 30,
X121_XCATB_TREND_STATE_LINE = 31,
X121_XCATB_RSI_LINE = 32,
X121_XCATB_ADX_LINE = 33,
X121_XCATB_ADXP_LINE = 34,
@@ -77,6 +81,7 @@ enum ENUM_X121_XCATB_BUFFERS
X121_XCATB_HK_BAR_H_LINE = 46,
X121_XCATB_HK_BAR_L_LINE = 47,
X121_XCATB_HK_BAR_C_LINE = 48,
X121_XCATB_KI_STATE_LINE = 49,
};
//
@@ -352,6 +357,10 @@ struct X121XCatbConditions
//
// KI ...
//
bool isKIUp;
bool isKIDown;
//
bool isKIBullish;
bool isKIBearish;
@@ -634,6 +643,10 @@ struct X121XCatbConditions
//
// KI ...
//
isKIUp = false;
isKIDown = false;
//
isKIBullish = false;
isKIBearish = false;
@@ -843,6 +856,10 @@ struct X121XCatbConditions
// KI ...
//
if (isKIUp)
{
bullishScore += score;
}
if (isKIBullish)
{
bullishScore += score;
@@ -853,6 +870,10 @@ struct X121XCatbConditions
}
//
if (isKIDown)
{
bearishScore += score;
}
if (isKIBearish)
{
bearishScore += score;
@@ -1186,6 +1207,8 @@ struct X121XCatbConditions
"-----------------------" + separator +
"KI: " + separator +
"-----------------------" + separator +
ToString("isKIUp", isKIUp, ignoreFalseConditions, separator) +
ToString("isKIDown", isKIDown, ignoreFalseConditions, separator) +
ToString("isKIBullish", isKIBullish, ignoreFalseConditions, separator) +
ToString("isKIBearish", isKIBearish, ignoreFalseConditions, separator) +
ToString("isKISameAsLast", isKISameAsLast, ignoreFalseConditions, separator) +
@@ -4688,6 +4711,10 @@ class XCX121XCatbHelper : public XCBaseHelper
//
// KI ...
//
bool isKIUp = cKI > pKI;
bool isKIDown = cKI < pKI;
//
bool isKIBullish = cKIState > 0;
bool isKIBearish = cKIState < 0;
@@ -4971,9 +4998,11 @@ class XCX121XCatbHelper : public XCBaseHelper
// Attached ...
//
conditions.isKIUp = isKIUp;
conditions.isATRUp = isATRUp;
conditions.isRSIOB = isRSIOB;
conditions.isRSIOS = isRSIOS;
conditions.isKIDown = isKIDown;
conditions.isDeltaUp = isDeltaUp;
conditions.isATRDown = isATRDown;
conditions.isTrendUp = isTrendUp;
@@ -4983,13 +5012,13 @@ class XCX121XCatbHelper : public XCBaseHelper
conditions.isTrendDown = isTrendDown;
conditions.isKIBullish = isKIBullish;
conditions.isKIBearish = isKIBearish;
conditions.adxThreshold = _adxThreshold;
conditions.isSarBullish = isSarBullish;
conditions.isSarBearish = isSarBearish;
conditions.isADXBullish = isADXBullish;
conditions.isADXBearish = isADXBearish;
conditions.isRSIBullish = isRSIBullish;
conditions.isRSIBearish = isRSIBearish;
conditions.adxThreshold = _adxThreshold;
conditions.isSBarBullish = isSBarBullish;
conditions.isSBarBearish = isSBarBearish;
conditions.isKISameAsLast = isKISameAsLast;
Indicators/x-saherelm.x121.xcatb.mq5
+3 -3
View File
@@ -145,8 +145,8 @@ ENUM_X_MA_METHOD volumeSignalMethod = X_MA_MODE_EMA; // Volume Signalling Method
// Plot: 18
// Color: 4
// Bar: 8
// Data Buffer: 19
#property indicator_buffers 52
// Data Buffer: 29
#property indicator_buffers 50
#property indicator_plots 19
//
@@ -1422,7 +1422,7 @@ void DefineBuffers()
//
ArraySetAsSeries(kiStateBuffer, true);
SetIndexBuffer(kiStateBufferIndex, kiStateBuffer, INDICATOR_DATA);
SetIndexBuffer(kiStateBufferIndex, kiStateBuffer, INDICATOR_CALCULATIONS);
//
}
Libraries/x-saherelm.x-trade.lib.mq5
+26 -6
View File
@@ -150,6 +150,20 @@ enum ENUM_X_POSITION_TYPES
X_POSITION_TYPE_SHORT = 3,
};
//
bool IsValid(ENUM_X_POSITION_TYPES value)
{
return value != X_POSITION_TYPE_NONE;
}
//
bool HasSpecifiedType(ENUM_X_POSITION_TYPES value)
{
//
return value == X_POSITION_TYPE_LONG ||
value == X_POSITION_TYPE_SHORT;
}
//
string ToString(ENUM_X_POSITION_TYPES value)
{
@@ -190,6 +204,12 @@ bool IsLong(ENUM_X_POSITION_TYPES value)
return value == X_POSITION_TYPE_LONG;
}
//
bool IsShort(ENUM_X_POSITION_TYPES value)
{
return value == X_POSITION_TYPE_SHORT;
}
//
bool ToPositionType(
ENUM_POSITION_TYPE &dest,
@@ -3096,7 +3116,7 @@ struct XSymbolPositions
if (isLong)
{
//
result = FindMaxInDrawdownIndex(
result = FindMaxDrawdownIndex(
longs //
);
@@ -3109,7 +3129,7 @@ struct XSymbolPositions
else
{
//
result = FindMaxInDrawdownIndex(
result = FindMaxDrawdownIndex(
shorts //
);
@@ -3150,7 +3170,7 @@ struct XSymbolPositions
if (isLong)
{
//
result = FindMinInDrawdownIndex(
result = FindMinDrawdownIndex(
longs //
);
@@ -3163,7 +3183,7 @@ struct XSymbolPositions
else
{
//
result = FindMinInDrawdownIndex(
result = FindMinDrawdownIndex(
shorts //
);
@@ -3755,7 +3775,7 @@ int ExtractInProfitPositions(
}
//
int FindMaxInDrawdownIndex(
int FindMaxDrawdownIndex(
XPosition &positions[] // Position Collection
)
{
@@ -3795,7 +3815,7 @@ int FindMaxInDrawdownIndex(
}
//
int FindMinInDrawdownIndex(
int FindMinDrawdownIndex(
XPosition &positions[] // Position Collection
)
{
XCATBEA/Classes/xcatbea.expert.class.mq5
+6 -4
View File
@@ -480,10 +480,12 @@ class XCXCATBEAExpert : public XCBase
//
// Make Available all Requirement Buffers of XCATB indicator ...
iSignallerInputs.catbInputs.showPV = true;
iSignallerInputs.catbInputs.showKI = true;
iSignallerInputs.catbInputs.showATRBand = true;
iSignallerInputs.catbInputs.showPVGolden = true;
iSignallerInputs.catbInputs.showPV = false;
iSignallerInputs.catbInputs.showKI = false;
iSignallerInputs.catbInputs.showSar = false;
iSignallerInputs.catbInputs.showTrend = false;
iSignallerInputs.catbInputs.showATRBand = false;
iSignallerInputs.catbInputs.showPVGolden = false;
//
// Signalling Configurations ...
XCATBEA/Classes/xcatbea.signaller.class.mq5
+22 -2
View File
@@ -35,6 +35,7 @@
// Definitions ...
//
// Configure Signalelrs ...
struct XCATBEASignallingConfigs
{
//
@@ -374,6 +375,10 @@ class XCXCATBEASignaller : XCBase
barIndex //
);
//
// Check Helper Last Changes ...
helper.Check(barIndex);
//
// Draw POI(s) ...
if (allowDraws)
@@ -676,8 +681,7 @@ class XCXCATBEASignaller : XCBase
//
// Validate Vale ...
bool isValid = cVale.upper < cTriggerBlock.trigger.lower &&
cVale.upper < cInsideTriggerBlock.trigger.lower;
bool isValid = cVale.upper < cBar.low;
if (isValid)
{
break;
@@ -698,7 +702,11 @@ class XCXCATBEASignaller : XCBase
//
// Detect Signalling Zone ...
result = DetectSignalZone(
cPeak,
cVale,
helper,
drawer,
detector,
barAnalyser,
mConditions.conditions,
mConditions.pivotZone,
@@ -1879,8 +1887,18 @@ class XCXCATBEASignaller : XCBase
//
// Configure ...
//
detector.detectPeakPivots = true;
detector.detectValePivots = true;
//
detector.detectMTBullishPivots = true;
detector.detectMTBearishPivots = true;
//
detector.detectOBBullishPivots = true;
detector.detectOBBearishPivots = true;
}
//
@@ -1927,3 +1945,5 @@ class XCXCATBEASignaller : XCBase
//
};
//
XCATBEA/Classes/xcatbea.x-poi.detector.class.mq5
+891 -18
View File
File diff suppressed because it is too large Load Diff
XCATBEA/Classes/xcatbea.x-poi.drawer.class.mq5
+446 -6
View File
@@ -84,6 +84,10 @@ class XCXCATBEAPOIDrawer : public XCBase
// Drawers ...
bool drawPeakPivots;
bool drawValePivots;
bool drawMTBullishPivots;
bool drawMTBearishPivots;
bool drawOBBullishPivots;
bool drawOBBearishPivots;
//
// Styling ...
@@ -96,6 +100,14 @@ class XCXCATBEAPOIDrawer : public XCBase
XCATBPivotStyle peakPivotStyle;
XCATBPivotStyle valePivotStyle;
//
XCATBPivotStyle mtBullishPivotStyle;
XCATBPivotStyle mtBearishPivotStyle;
//
XCATBPivotStyle obBullishPivotStyle;
XCATBPivotStyle obBearishPivotStyle;
//
// Constructors ...
XCXCATBEAPOIDrawer(
@@ -138,6 +150,10 @@ class XCXCATBEAPOIDrawer : public XCBase
// Drawing ...
drawPeakPivots = false;
drawValePivots = false;
drawMTBullishPivots = false;
drawMTBearishPivots = false;
drawOBBullishPivots = false;
drawOBBearishPivots = false;
//
// Styling ...
@@ -161,6 +177,16 @@ class XCXCATBEAPOIDrawer : public XCBase
// PV ...
peakPivotStyle = defaultBearishStyle;
valePivotStyle = defaultBullishStyle;
//
// MT ...
mtBullishPivotStyle = defaultBearishStyle;
mtBearishPivotStyle = defaultBullishStyle;
//
// OB ...
obBullishPivotStyle = defaultBearishStyle;
obBearishPivotStyle = defaultBullishStyle;
}
//
@@ -170,6 +196,16 @@ class XCXCATBEAPOIDrawer : public XCBase
// PV ...
DrawPeakPivots(to);
DrawValePivots(to);
//
// MT ...
DrawMTBullishPivots(to);
DrawMTBearishPivots(to);
//
// OB ...
DrawOBBullishPivots(to);
DrawOBBearishPivots(to);
}
//
@@ -226,7 +262,7 @@ class XCXCATBEAPOIDrawer : public XCBase
switch (iType)
{
//
case XCA_PEAK:
case XCATB_PEAK:
//
DrawPeakPivot(
box,
@@ -235,13 +271,49 @@ class XCXCATBEAPOIDrawer : public XCBase
break;
//
case XCA_VALE:
case XCATB_VALE:
//
DrawValePivot(
box,
to //
);
break;
//
case XCATB_BULLISH_MT:
//
DrawMTBullishPivot(
box,
to //
);
break;
//
case XCATB_BEARISH_MT:
//
DrawMTBearishPivot(
box,
to //
);
break;
//
case XCATB_BULLISH_OB:
//
DrawOBBullishPivot(
box,
to //
);
break;
//
case XCATB_BEARISH_OB:
//
DrawOBBearishPivot(
box,
to //
);
break;
}
}
//
@@ -370,12 +442,20 @@ class XCXCATBEAPOIDrawer : public XCBase
// Cleanup Styles ...
peakPivotStyle.Clean();
valePivotStyle.Clean();
mtBullishPivotStyle.Clean();
mtBearishPivotStyle.Clean();
obBullishPivotStyle.Clean();
obBearishPivotStyle.Clean();
//
// Cleanup Pivot Objects Holder ...
mObjects.Clear();
mPeakPivotObjects.Clear();
mValePivotObjects.Clear();
mMTBullishPivotObjects.Clear();
mMTBearishPivotObjects.Clear();
mOBBullishPivotObjects.Clear();
mOBBearishPivotObjects.Clear();
}
//
@@ -451,6 +531,146 @@ class XCXCATBEAPOIDrawer : public XCBase
}
}
//
void DrawMTBullishPivots(datetime to = NULL)
{
//
bool has = drawMTBullishPivots;
if (!has)
{
return;
}
//
has = detector.HasMTBullishPivots();
if (!has)
{
return;
}
//
int count = detector.CountMTBullishPivots();
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = detector.mtBullishPivots[i];
//
DrawMTBullishPivot(
iBox,
to //
);
//
iBox.Clean();
}
}
//
void DrawMTBearishPivots(datetime to = NULL)
{
//
bool has = drawMTBearishPivots;
if (!has)
{
return;
}
//
has = detector.HasMTBearishPivots();
if (!has)
{
return;
}
//
int count = detector.CountMTBearishPivots();
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = detector.mtBearishPivots[i];
//
DrawMTBearishPivot(
iBox,
to //
);
//
iBox.Clean();
}
}
//
void DrawOBBullishPivots(datetime to = NULL)
{
//
bool has = drawOBBullishPivots;
if (!has)
{
return;
}
//
has = detector.HasOBBullishPivots();
if (!has)
{
return;
}
//
int count = detector.CountOBBullishPivots();
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = detector.obBullishPivots[i];
//
DrawOBBullishPivot(
iBox,
to //
);
//
iBox.Clean();
}
}
//
void DrawOBBearishPivots(datetime to = NULL)
{
//
bool has = drawOBBearishPivots;
if (!has)
{
return;
}
//
has = detector.HasOBBearishPivots();
if (!has)
{
return;
}
//
int count = detector.CountOBBearishPivots();
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = detector.obBearishPivots[i];
//
DrawOBBearishPivot(
iBox,
to //
);
//
iBox.Clean();
}
}
//
// One Item Drawers ...
@@ -469,8 +689,8 @@ class XCXCATBEAPOIDrawer : public XCBase
//
has = item.IsValid() &&
item.type == GetBoxType(XCA_PEAK) &&
item.dir == GetDirection(XCA_PEAK);
item.type == GetBoxType(XCATB_PEAK) &&
item.dir == GetDirection(XCATB_PEAK);
if (!has)
{
return;
@@ -522,8 +742,8 @@ class XCXCATBEAPOIDrawer : public XCBase
//
has = item.IsValid() &&
item.type == GetBoxType(XCA_VALE) &&
item.dir == GetDirection(XCA_VALE);
item.type == GetBoxType(XCATB_VALE) &&
item.dir == GetDirection(XCATB_VALE);
if (!has)
{
return;
@@ -560,6 +780,218 @@ class XCXCATBEAPOIDrawer : public XCBase
ZeroMemory(iObj);
}
//
void DrawMTBullishPivot(
XBoxZone &item,
datetime to = NULL //
)
{
//
bool has = drawMTBullishPivots;
if (!has)
{
return;
}
//
has = item.IsValid() &&
item.type == GetBoxType(XCATB_BULLISH_MT) &&
item.dir == GetDirection(XCATB_BULLISH_MT);
if (!has)
{
return;
}
//
bool canUpdateTo = IsValid(to);
if (canUpdateTo)
{
item.to = to;
}
//
XCBoxObject *iObj;
has = drawer.DrawBox(
item,
iObj //
);
if (has)
{
//
// Style Object ...
ApplyPivotStyle(
iObj,
mtBullishPivotStyle //
);
//
// Store Object ...
mMTBullishPivotObjects.Add(iObj);
}
//
ZeroMemory(iObj);
}
//
void DrawMTBearishPivot(
XBoxZone &item,
datetime to = NULL //
)
{
//
bool has = drawMTBearishPivots;
if (!has)
{
return;
}
//
has = item.IsValid() &&
item.type == GetBoxType(XCATB_BEARISH_MT) &&
item.dir == GetDirection(XCATB_BEARISH_MT);
if (!has)
{
return;
}
//
bool canUpdateTo = IsValid(to);
if (canUpdateTo)
{
item.to = to;
}
//
XCBoxObject *iObj;
has = drawer.DrawBox(
item,
iObj //
);
if (has)
{
//
// Style Object ...
ApplyPivotStyle(
iObj,
mtBearishPivotStyle //
);
//
// Store Object ...
mMTBearishPivotObjects.Add(iObj);
}
//
ZeroMemory(iObj);
}
//
void DrawOBBullishPivot(
XBoxZone &item,
datetime to = NULL //
)
{
//
bool has = drawOBBullishPivots;
if (!has)
{
return;
}
//
has = item.IsValid() &&
item.type == GetBoxType(XCATB_BULLISH_OB) &&
item.dir == GetDirection(XCATB_BULLISH_OB);
if (!has)
{
return;
}
//
bool canUpdateTo = IsValid(to);
if (canUpdateTo)
{
item.to = to;
}
//
XCBoxObject *iObj;
has = drawer.DrawBox(
item,
iObj //
);
if (has)
{
//
// Style Object ...
ApplyPivotStyle(
iObj,
obBullishPivotStyle //
);
//
// Store Object ...
mOBBullishPivotObjects.Add(iObj);
}
//
ZeroMemory(iObj);
}
//
void DrawOBBearishPivot(
XBoxZone &item,
datetime to = NULL //
)
{
//
bool has = drawOBBearishPivots;
if (!has)
{
return;
}
//
has = item.IsValid() &&
item.type == GetBoxType(XCATB_BEARISH_OB) &&
item.dir == GetDirection(XCATB_BEARISH_OB);
if (!has)
{
return;
}
//
bool canUpdateTo = IsValid(to);
if (canUpdateTo)
{
item.to = to;
}
//
XCBoxObject *iObj;
has = drawer.DrawBox(
item,
iObj //
);
if (has)
{
//
// Style Object ...
ApplyPivotStyle(
iObj,
obBearishPivotStyle //
);
//
// Store Object ...
mOBBearishPivotObjects.Add(iObj);
}
//
ZeroMemory(iObj);
}
//
// Protected ...
protected:
@@ -598,6 +1030,14 @@ class XCXCATBEAPOIDrawer : public XCBase
CArrayObj mPeakPivotObjects;
CArrayObj mValePivotObjects;
//
CArrayObj mMTBullishPivotObjects;
CArrayObj mMTBearishPivotObjects;
//
CArrayObj mOBBullishPivotObjects;
CArrayObj mOBBearishPivotObjects;
//
};
XCATBEA/Classes/xcatbea.x-trade.manager.class.mq5
+854
View File
@@ -78,6 +78,860 @@ string ToString(ENUM_XCATBEA_TRADE_FINALIZATION value)
return result;
}
//
// Position Selecting ...
enum ENUM_XCATBEA_POSITION_SELECT_TYPES
{
XCATBEA_POSITION_SELECT_NONE = 0, // None
XCATBEA_POSITION_SELECT_ALL = 1, // All
XCATBEA_POSITION_SELECT_IN_PROFITS = 2, // In Profit Positions
XCATBEA_POSITION_SELECT_IN_DRAWDOWNS = 3, // In Drawdown Positions
XCATBEA_POSITION_SELECT_OLDEST = 4, // Oldest Position
XCATBEA_POSITION_SELECT_YOUNGEST = 5, // Youngest Position
XCATBEA_POSITION_SELECT_IN_PROFITS_OLDEST = 6, // In Profit Positions Oldest one
XCATBEA_POSITION_SELECT_IN_PROFITS_YOUNGEST = 7, // In Profit Positions Youngest one
XCATBEA_POSITION_SELECT_IN_PROFITS_MIN = 8, // Minimum Profitable Position
XCATBEA_POSITION_SELECT_IN_PROFITS_MAX = 9, // Maximum Profitable Position
XCATBEA_POSITION_SELECT_IN_DRAWDOWN_OLDEST = 10, // In Drawdown Positions Oldest one
XCATBEA_POSITION_SELECT_IN_DRAWDOWN_YOUNGEST = 11, // In Drawdown Positions Youngest one
XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MIN = 12, // Minimum in Drawdown Position
XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MAX = 13, // Maximum in Drawdown Position
XCATBEA_POSITION_SELECT_SAMES = 14, // Same Type Positions
XCATBEA_POSITION_SELECT_SAMES_OLDEST = 15, // Same Type Positions Oldest one
XCATBEA_POSITION_SELECT_SAMES_YOUNGEST = 16, // Same Type Positions Youngest one
XCATBEA_POSITION_SELECT_OPPOSITS = 17, // Opposit Type Positions
XCATBEA_POSITION_SELECT_OPPOSIT_OLDEST = 18, // Opposit Type Positions Oldest one
XCATBEA_POSITION_SELECT_OPPOSIT_YOUNGEST = 19, // Opposit Type Positions Youngest one
XCATBEA_POSITION_SELECT_SAME_IN_PROFITS = 20, // Same Type In Profit Positions
XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_OLDEST = 21, // Same Type In Profit Positions Oldest one
XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_YOUNGEST = 22, // Same Type In Profit Positions Youngest one
XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MIN = 23, // Minimum Profitable of Same Type Positions
XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MAX = 24, // Maximum Profitable of Same Type Positions
XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS = 25, // Opposit Type In Profit Positions
XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_OLDEST = 26, // Opposit Type In Profit Positions Oldest one
XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_YOUNGEST = 27, // Opposit Type In Profit Positions Youngest one
XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MIN = 28, // Minimum Profitable of Opposit Type Positions
XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MAX = 29, // Maximum Profitable of Opposit Type Positions
XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWNS = 30, // Same Type In Deawdown Positions
XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_OLDEST = 31, // Same Type In Deawdown Positions Oldest one
XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_YOUNGEST = 32, // Same Type In Deawdown Positions Youngest one
XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MIN = 33, // Minimum In Drawdown of Same Type Positions
XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MAX = 34, // Maximum In Drawdown of Same Type Positions
XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWNS = 35, // Opposit Type In Deawdown Positions
XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_OLDEST = 36, // Opposit Type In Deawdown Positions Oldest one
XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_YOUNGEST = 37, // Opposit Type In Deawdown Positions Youngest one
XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MIN = 38, // Minimum In Drawdown of Opposit Type Positions
XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MAX = 39, // Maximum In Drawdown of Opposit Type Positions
};
//
bool IsValid(ENUM_XCATBEA_POSITION_SELECT_TYPES value)
{
return value != XCATBEA_POSITION_SELECT_NONE;
}
//
string ToString(ENUM_XCATBEA_POSITION_SELECT_TYPES value)
{
return EnumToString(value);
}
/**
* Select Specified Position's Related Position(s)
* for Protecting ...
*
* @param selecteds: XPosition instance reference Collection, for Holding Selected Positions ...
* @param positions: XPosition instance reference Collection, All available source Positions ...
* @param forType: ENUM_X_POSITION_TYPES member, Spcified Position Type to Select for it ...
* @param selectType: ENUM_XCATBEA_POSITION_SELECT_TYPES member, Specified Positions Selecting Senario ...
*
* @return ( bool )
*/
bool SelectPosition(
XPosition &selecteds[],
XPosition &positions[],
ENUM_X_POSITION_TYPES forType,
ENUM_XCATBEA_POSITION_SELECT_TYPES selectType //
)
{
//
bool result = false;
//
// Normalize Args ...
Clean(selecteds);
//
// Validate Args ...
result =
IsValid(forType) &&
HasChild(positions) &&
IsValid(selectType);
if (!result)
{
return result;
}
//
// Extract Separate Type of Positions ...
//
int idx = -1;
bool has = false;
XPosition iPosition;
//
bool isLong = IsLong(forType);
bool isShort = IsShort(forType);
int count = ArraySize(positions);
//
XPosition samePositions[];
XPosition oppositPositions[];
XPosition inProfitPositions[];
XPosition inDrawdownPositions[];
XPosition sameInProfitPositions[];
XPosition sameInDrawdownPositions[];
XPosition oppositInProfitPositions[];
XPosition oppositInDrawdownPositions[];
//
for (int i = 0; i < count; i++)
{
//
// Select Indexed Position ...
iPosition = positions[i];
//
bool isIPosLong = IsLong(iPosition.type);
bool isIPosShort = IsShort(iPosition.type);
//
// Select if Same Type ...
bool isSame =
(isLong && isIPosLong) ||
(isShort && isIPosShort);
if (isSame)
{
//
AddRef(
iPosition,
samePositions //
);
}
//
// Select if Opposit Type ...
bool isOpposit =
(isLong && isIPosShort) ||
(isShort && isIPosLong);
if (isOpposit)
{
//
AddRef(
iPosition,
oppositPositions //
);
}
//
iPosition.Clean();
}
//
// Filling Other Requirement Collections ...
//
ExtractInProfitPositions(
positions,
inProfitPositions //
);
//
ExtractInProfitPositions(
samePositions,
sameInProfitPositions //
);
//
ExtractInProfitPositions(
oppositPositions,
oppositInProfitPositions //
);
//
ExtractInDrawdownPositions(
positions,
inDrawdownPositions //
);
//
ExtractInDrawdownPositions(
samePositions,
sameInDrawdownPositions //
);
//
ExtractInDrawdownPositions(
oppositPositions,
oppositInDrawdownPositions //
);
//
// Implement Selection Senario ...
switch (selectType)
{
//
case XCATBEA_POSITION_SELECT_ALL:
//
Copy(
positions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_IN_PROFITS:
//
Copy(
inProfitPositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_IN_DRAWDOWNS:
//
Copy(
inDrawdownPositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_OLDEST:
//
GetOldest(
iPosition,
positions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_YOUNGEST:
//
GetYoungest(
iPosition,
positions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_PROFITS_OLDEST:
//
GetOldest(
iPosition,
inProfitPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_PROFITS_YOUNGEST:
//
GetYoungest(
iPosition,
inProfitPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_PROFITS_MIN:
//
idx = FindMinProfitIndex(inProfitPositions);
if (IsValidIndex(idx))
{
//
iPosition = inProfitPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_PROFITS_MAX:
//
idx = FindMaxProfitIndex(inProfitPositions);
if (IsValidIndex(idx))
{
//
iPosition = inProfitPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_OLDEST:
//
GetOldest(
iPosition,
inDrawdownPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_YOUNGEST:
//
GetYoungest(
iPosition,
inDrawdownPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MIN:
//
idx = FindMinDrawdownIndex(inDrawdownPositions);
if (IsValidIndex(idx))
{
//
iPosition = inDrawdownPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MAX:
//
idx = FindMaxDrawdownIndex(inDrawdownPositions);
if (IsValidIndex(idx))
{
//
iPosition = inDrawdownPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAMES:
//
Copy(
samePositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_SAMES_OLDEST:
//
GetOldest(
iPosition,
samePositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAMES_YOUNGEST:
//
GetYoungest(
iPosition,
samePositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSITS:
//
Copy(
oppositPositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_OPPOSIT_OLDEST:
//
GetOldest(
iPosition,
oppositPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSIT_YOUNGEST:
//
GetYoungest(
iPosition,
oppositPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS:
//
Copy(
sameInProfitPositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_OLDEST:
//
GetOldest(
iPosition,
sameInProfitPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_YOUNGEST:
//
GetYoungest(
iPosition,
sameInProfitPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MIN:
//
idx = FindMinProfitIndex(sameInProfitPositions);
if (IsValidIndex(idx))
{
//
iPosition = sameInProfitPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MAX:
//
idx = FindMaxProfitIndex(sameInProfitPositions);
if (IsValidIndex(idx))
{
//
iPosition = sameInProfitPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS:
//
Copy(
oppositInProfitPositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_OLDEST:
//
GetOldest(
iPosition,
oppositInProfitPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_YOUNGEST:
//
GetYoungest(
iPosition,
oppositInProfitPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MIN:
//
idx = FindMinProfitIndex(oppositInProfitPositions);
if (IsValidIndex(idx))
{
//
iPosition = oppositInProfitPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MAX:
//
idx = FindMaxProfitIndex(oppositInProfitPositions);
if (IsValidIndex(idx))
{
//
iPosition = oppositInProfitPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWNS:
//
Copy(
sameInDrawdownPositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_OLDEST:
//
GetOldest(
iPosition,
sameInDrawdownPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_YOUNGEST:
//
GetYoungest(
iPosition,
sameInDrawdownPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MIN:
//
idx = FindMinDrawdownIndex(sameInDrawdownPositions);
if (IsValidIndex(idx))
{
//
iPosition = sameInDrawdownPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MAX:
//
idx = FindMaxDrawdownIndex(sameInDrawdownPositions);
if (IsValidIndex(idx))
{
//
iPosition = sameInDrawdownPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWNS:
//
Copy(
oppositInDrawdownPositions,
selecteds //
);
break;
//
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_OLDEST:
//
GetOldest(
iPosition,
oppositInDrawdownPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_YOUNGEST:
//
GetYoungest(
iPosition,
oppositInDrawdownPositions //
);
if (iPosition.IsValid())
{
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MIN:
//
idx = FindMinDrawdownIndex(oppositInDrawdownPositions);
if (IsValidIndex(idx))
{
//
iPosition = oppositInDrawdownPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MAX:
//
idx = FindMaxDrawdownIndex(oppositInDrawdownPositions);
if (IsValidIndex(idx))
{
//
iPosition = oppositInDrawdownPositions[idx];
//
AddRef(
iPosition,
selecteds //
);
}
iPosition.Clean();
break;
//
}
//
// Validate Result ...
result = HasChild(selecteds);
//
// Cleanup Resources ...
//
if (!result)
{
Clean(selecteds);
}
//
Clean(samePositions);
Clean(oppositPositions);
Clean(inProfitPositions);
Clean(inDrawdownPositions);
Clean(sameInProfitPositions);
Clean(sameInDrawdownPositions);
Clean(oppositInProfitPositions);
Clean(oppositInDrawdownPositions);
//
return result;
}
//
struct XCATBEASymbolInfo
{
XCATBEA/Libraries/xcatbea.signaller.lib.mq5
+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)
{