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last works on Testing XHK Zones ...

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saherelm
2025-09-29 19:43:49 +03:30
parent 7b27a4ad2f
commit 0a59459e8d
2 changed files with 531 additions and 37 deletions
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Helpers/x-saherelm.xfima.helper.mq5
+423
View File
@@ -1966,6 +1966,244 @@ class XCXFIMAHelper : public XCBaseHelper
return result;
}
/**
* Extract Validated Zones ...
*
* @param zones: XBoxZone, collection reference to holds results ...
* @param barIndex: int, Specified Bar Index ...
* @param requiredNumberOFZones: int, required Number of Zones ...
* @param shadowMultiplier: double a Shadow Multiplier for Validation ...
* @param validationStrength: double, Minimum Strngth Multiplier in Point to Validate ...
* @param validationLength: int, Validation Length of Zones ...
* @param maxAllowedLoopbackLength: int, max Allowed Loopback Length ...
*
* @return ( int )
*/
int ExtractHKZones(
XBoxZone &zones[],
int barIndex = 0,
int requiredNumberOFZones = 50,
double shadowMultiplier = 3,
double validationStrength = 1,
int validationLength = 21,
int maxAllowedLoopbackLength = 1500 //
)
{
//
int result = 0;
//
// Prepare ...
SpecifiedClean(zones);
//
// Normalize ...
barIndex = NormalizeInt(barIndex, 0);
validationLength = NormalizeInt(validationLength, 7);
shadowMultiplier = NormalizeDouble(shadowMultiplier, 1);
validationStrength = NormalizeDouble(validationStrength, 1);
requiredNumberOFZones = NormalizeInt(requiredNumberOFZones, 5);
maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 100);
//
// Reading Values ...
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
double minAllowedStrength = (validationStrength * GetPoints(symbol));
//
int count = 0;
XBoxZone zone;
double hkLows[];
bool has = false;
double hkOpens[];
double hkHighs[];
double hkCloses[];
int start = barIndex;
double up = EMPTY_VALUE;
double down = EMPTY_VALUE;
double body = EMPTY_VALUE;
double range = EMPTY_VALUE;
bool lowShadowPassed = false;
bool highShadowPassed = false;
double lowShadow = EMPTY_VALUE;
double highShadow = EMPTY_VALUE;
double startHKLow = EMPTY_VALUE;
double startHKOpen = EMPTY_VALUE;
double startHKHigh = EMPTY_VALUE;
double startHKClose = EMPTY_VALUE;
ENUM_X_DIRECTION dir = X_DIRECTION_NONE;
int end = start + maxAllowedLoopbackLength;
for (int i = start; i < end; i++)
{
//
// Cleanup ...
zone.Clean();
dir = X_DIRECTION_NONE;
//
// Reading HK Buffesr ...
count = ReadHKBars(
hkOpens,
hkHighs,
hkLows,
hkCloses,
i,
1 //
);
has = IsValidSize(count);
if (!has)
{
continue;
}
//
if (i == start)
{
//
startHKLow = hkLows[0];
startHKOpen = hkOpens[0];
startHKHigh = hkHighs[0];
startHKClose = hkCloses[0];
}
//
// Check Direction ...
bool isBullish = hkOpens[0] < hkCloses[0];
bool isBearish = hkOpens[0] > hkCloses[0];
dir =
(isBullish && !isBearish)
? X_DIRECTION_BULLISH
: (isBearish && !isBullish)
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
has = HasDirection(dir);
if (!has)
{
continue;
}
//
// Check High Shadows and Low Shadows ...
up = isBullish
? hkCloses[0]
: hkOpens[0];
down = isBullish
? hkOpens[0]
: hkCloses[0];
body = MathAbs(up - down);
range = hkHighs[0] - hkLows[0];
highShadow = hkHighs[0] - up;
lowShadow = down - hkLows[0];
//
// Detecting Shadows ...
//
// Low Shadow ...
lowShadowPassed = lowShadow >= (shadowMultiplier * highShadow);
//
// High Shadow ...
highShadowPassed = highShadow >= (shadowMultiplier * lowShadow);
//
has = (lowShadowPassed && !highShadowPassed) ||
(highShadowPassed && !lowShadowPassed);
if (!has)
{
continue;
}
//
// Filling Zone ...
//
zone.symbol = symbol;
zone.period = period;
zone.from = GetBarTime(
zone.symbol,
zone.period,
i //
);
zone.dir = lowShadowPassed
? X_DIRECTION_BULLISH
: highShadowPassed
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
//
zone.upper =
IsXBullish(zone.dir)
? down
: IsXBearish(zone.dir)
? hkHighs[0]
: EMPTY_VALUE;
//
zone.lower =
IsXBullish(zone.dir)
? hkLows[0]
: IsXBearish(zone.dir)
? up
: EMPTY_VALUE;
//
zone.to = TimeCurrent();
zone.type = "XHK_" + (IsXBullish(zone.dir) ? "Support" : IsXBearish(zone.dir) ? "Resistance"
: "") +
"_" + ToXString(TimeToSeconds(zone.from));
//
// Validate ...
has =
zone.IsValid() &&
HasDirection(zone.dir) &&
NotEmptyZero(zone.upper) &&
NotEmptyZero(zone.lower) &&
(zone.IsBullish()
? startHKLow > zone.upper
: startHKHigh < zone.lower) &&
ValidateHKZone(zone, validationLength) &&
(zone.upper - zone.lower) >= minAllowedStrength;
if (has)
{
//
AddIfNotExists(
zone,
zones //
);
}
//
// Cleanup Resources ...
zone.Clean();
//
// Validating ...
result = ArraySize(zones);
has = IsValidSize(result) &&
count >= requiredNumberOFZones;
if (has)
{
break;
}
}
//
// Cleanup Resources ...
zone.Clean();
SpecifiedClean(hkLows);
SpecifiedClean(hkOpens);
SpecifiedClean(hkHighs);
SpecifiedClean(hkCloses);
//
return result;
}
//
// Values Retrievers ...
@@ -3957,6 +4195,191 @@ class XCXFIMAHelper : public XCBaseHelper
maxAllowed //
);
}
//
// XHK Helper ...
//
int ReadHKBars(
double &open[],
double &high[],
double &low[],
double &close[],
int barIndex = 0,
int count = 1 //
)
{
//
int result = 0;
//
// Normalize ...
count = NormalizeInt(count, 1);
barIndex = NormalizeInt(barIndex, 0);
//
// Open ...
CopyBuffer(
mHandler,
XFIMA_HK_OPEN_LINE,
barIndex,
count,
open //
);
//
// High ...
CopyBuffer(
mHandler,
XFIMA_HK_HIGH_LINE,
barIndex,
count,
high //
);
//
// Low ...
CopyBuffer(
mHandler,
XFIMA_HK_LOW_LINE,
barIndex,
count,
low //
);
//
// Close ...
CopyBuffer(
mHandler,
XFIMA_HK_CLOSE_LINE,
barIndex,
count,
close //
);
//
// Min Number of Array Sizes ...
result = MathMin(ArraySize(open), ArraySize(high));
result = MathMin(result, ArraySize(close));
result = MathMin(result, ArraySize(low));
//
return result;
}
//
bool ValidateHKZone(
XBoxZone &zone,
int validationLength = 1 //
)
{
//
bool result = false;
//
// Normalize ...
validationLength = NormalizeInt(validationLength, 1);
//
// Validate ...
result = zone.IsValid();
if (!result)
{
return result;
}
//
double low[];
double open[];
double high[];
int count = 0;
double close[];
//
// Validating Before ...
int start = zone.FromIndex() + 1;
int end = start + validationLength;
for (int i = start; i < end; i++)
{
//
// Reading HK ...
count = ReadHKBars(
open,
high,
low,
close,
i,
1 //
);
//
result = IsValidSize(count);
if (!result)
{
break;
}
//
result = zone.IsBullish()
? low[0] > zone.upper
: high[0] < zone.lower;
if (!result)
{
break;
}
}
//
// Validating After ...
if (result)
{
//
start = zone.ToIndex() + 1;
count = zone.FromIndex() - start;
end = start + count;
for (int i = 0; i < end; i++)
{
//
// Reading HK ...
count = ReadHKBars(
open,
high,
low,
close,
i,
1 //
);
//
result = IsValidSize(count);
if (!result)
{
break;
}
//
result = zone.IsBullish()
? low[0] > zone.lower
: high[0] < zone.upper;
if (!result)
{
break;
}
}
}
//
// Cleanup Resource ...
SpecifiedClean(low);
SpecifiedClean(open);
SpecifiedClean(high);
SpecifiedClean(close);
//
return result;
}
//
};
//
XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5
+108 -37
View File
@@ -631,7 +631,6 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
ENUM_X_PRICE iPriceType = X_PRICE_NONE;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
ENUM_X_PRICE iPriceEdgeType = X_PRICE_NONE;
ENUM_X_DIRECTION iHKSwitchedDir = X_DIRECTION_NONE;
//
XPivot pvPivots[];
@@ -684,41 +683,6 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
analyserConfig //
);
//
// TODO: Testing ...
//
double cHKO = fimaConditions.hkOpenBuffer[0];
double cHKH = fimaConditions.hkHighBuffer[0];
double cHKL = fimaConditions.hkLowBuffer[0];
double cHKC = fimaConditions.hkCloseBuffer[0];
//
double pHKO = fimaConditions.hkOpenBuffer[1];
double pHKH = fimaConditions.hkHighBuffer[1];
double pHKL = fimaConditions.hkLowBuffer[1];
double pHKC = fimaConditions.hkCloseBuffer[1];
//
bool isCHKBullish = cHKO < cHKC;
bool isCHKBearish = cHKO > cHKC;
//
bool isPHKBullish = pHKO < pHKC;
bool isPHKBearish = pHKO > pHKC;
//
bool isCHKSwitchedToBullish = isCHKBullish && !isPHKBullish;
bool isCHKSwitchedToBearish = isCHKBearish && !isPHKBearish;
//
// Add this as Param in Strategy Finders for Using it ...
iHKSwitchedDir = isCHKSwitchedToBullish
? X_DIRECTION_BULLISH
: isCHKSwitchedToBullish
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
//
// Collect Support and Resistance Zones and Validate by them ...
@@ -1196,6 +1160,43 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
);
}
//
// Calling Without Candlestick Patterns Strategies ...
//
// Testing HK Zones ...
XBoxZone hkZones[];
int hkCounts = fima2Signaller.fimaHelper.ExtractHKZones(
hkZones,
1, // Bar Index ...
50, // Number of Zones ...
5, // Shadow Multiplier ...
1, // Strength ...
21 // Validation Length ...
);
if (IsValidSize(hkCounts))
{
//
XCBoxObject *iObj;
for (int i = 0; i < hkCounts; i++)
{
//
iObj = NULL;
bool isCreated = fima2Signaller.poiDrawer.DrawBox(
hkZones[i],
iObj,
true, // Ignore At ...
hkZones[i].type // Name ...
);
//
ZeroMemory(iObj);
}
//
Print("HK Zones Detected ...");
}
//
// Check Required Pattern Exists ...
bool hasPinnedBar = HasDirection(structure.pinnedDir);
@@ -1779,7 +1780,7 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
}
/**
* Check Pattern Has Signal Based on Strategy 1 ...
* Check Pattern Has Signal Based on Strategy 2 ...
*
* @param bar: XOHCL, reference to Pattern Bar ...
* @param iZone: XBoxZone, reference to holds affected zone ...
@@ -1809,6 +1810,7 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
//
// Prepare ...
iZone.Clean();
//
// Validate ...
@@ -1826,6 +1828,75 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
return result;
}
/**
* Check Pattern Has Signal Based on Strategy 1 ...
*
* @param bar: XOHCL, reference to Pattern Bar ...
* @param iZone: XBoxZone, reference to holds affected zone ...
* @param supports: XBoxZone, array reference to Provide Exists Supports ...
* @param resistances: XBoxZone, array reference to Provide Exists Resistances ...
* @param structure: XFIMAMarketStructure, refrence to Provides Market Structure ...
* @param fimaConditions: XFIMAConditions, reference to Bar Specified XFIMA Conditions ...
*
* @return ( bool )
*/
bool Strategy3HasSignal(
XOHCL &bar,
XBoxZone &iZone,
XBoxZone &supports[],
XBoxZone &resistances[],
XFIMAMarketStructure &structure,
XFIMAConditions &fimaConditions //
)
{
//
bool result = false;
//
// Prepare ...
iZone.Clean();
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
// Reading XHK ...
//
// Bar 1 ...
double cHKO = fimaConditions.hkOpenBuffer[0];
double cHKH = fimaConditions.hkHighBuffer[0];
double cHKL = fimaConditions.hkLowBuffer[0];
double cHKC = fimaConditions.hkCloseBuffer[0];
//
// Bar 2 ...
double pHKO = fimaConditions.hkOpenBuffer[1];
double pHKH = fimaConditions.hkHighBuffer[1];
double pHKL = fimaConditions.hkLowBuffer[1];
double pHKC = fimaConditions.hkCloseBuffer[1];
//
bool isCHKBullish = cHKO < cHKC;
bool isCHKBearish = cHKO > cHKC;
//
bool isPHKBullish = pHKO < pHKC;
bool isPHKBearish = pHKO > pHKC;
//
bool isCHKSwitchedToBullish = isCHKBullish && !isPHKBullish;
bool isCHKSwitchedToBearish = isCHKBearish && !isPHKBearish;
//
return result;
}
//
};