refactor all requirements for draw and detect pois and also add Fima Helper, Parser Class Implementations for Separation of Concerns ...
This commit is contained in:
@@ -513,6 +513,32 @@ class XCBaseHelper : public XCBase
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return result;
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}
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/**
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* Normalizing Bar Index ...
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*
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* @param barIndex: int, Provided Bar Index ...
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*
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* @return ( int )
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*/
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int NormalizeBarIndex(int barIndex)
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{
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//
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int result = barIndex;
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//
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if (!IsValid())
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{
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return result;
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}
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//
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int count = CountBars() - 1;
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result = NormalizeInt(result, 0, count - 1);
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//
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return result;
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}
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//
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// Protected ...
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protected:
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@@ -635,32 +661,6 @@ class XCBaseHelper : public XCBase
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return result;
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}
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/**
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* Normalizing Bar Index ...
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*
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* @param barIndex: int, Provided Bar Index ...
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*
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* @return ( int )
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*/
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int NormalizeBarIndex(int barIndex)
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{
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//
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int result = barIndex;
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//
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if (!IsValid())
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{
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return result;
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}
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//
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int count = CountBars() - 1;
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result = NormalizeInt(result, 0, count - 1);
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//
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return result;
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}
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//
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// Private ...
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private:
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File diff suppressed because it is too large
Load Diff
@@ -1460,6 +1460,49 @@ class XCPOIDrawer : public XCBase
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}
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}
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/**
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* Draw Pivots ...
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*
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* @param pivots: XPivot, collection reference to Draw ...
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* @param config: XPOIDrawConfig, reference to Specified Draw Style ...
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*/
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void DrawPivots(
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XPivot &pivots[],
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XPOIDrawConfig &config //
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)
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{
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//
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// Validate ...
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bool has = HasChild(pivots);
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if (!has)
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{
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return;
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}
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//
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XPivot tmps[];
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int count = ArraySize(pivots);
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for (int i = 0; i < count; i++)
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{
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//
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XClean(tmps);
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int sameCounts = ExtractSameTimePivots(pivots[i], tmps, pivots);
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has = IsValidSize(sameCounts);
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if (has)
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{
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//
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for (int j = 0; j < sameCounts; j++)
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{
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DrawPivot(tmps[j], config, j + 1);
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}
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}
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}
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//
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// Cleanup ...
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XClean(tmps);
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}
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/**
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* Draw Specified Pattern info ...
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*
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+5582
-463
File diff suppressed because it is too large
Load Diff
@@ -334,3 +334,46 @@
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//
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return result;
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}
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//
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// Testing Draws ...
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//
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XFIMAMarketStructure pivots[];
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//
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XPivot pvPivots[];
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XPivot hkPivots[];
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XPivot maPivots[];
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XPivot zgPivots[];
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XPivot sarPivots[];
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//
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poiDetector.CollectZGPivots(zgPivots);
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poiDetector.CollectMAPivots(maPivots);
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poiDetector.CollectHKPivots(hkPivots);
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poiDetector.CollectPVPivots(pvPivots);
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poiDetector.CollectSARPivots(sarPivots);
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//
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// Merging All Pivots ...
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Copy(pvPivots, pivots, false);
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Copy(zgPivots, pivots, false);
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Copy(maPivots, pivots, false);
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Copy(hkPivots, pivots, false);
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Copy(sarPivots, pivots, false);
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//
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if (HasChild(pivots))
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{
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poiDrawer.DrawPivots(pivots, iDrawConfig);
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}
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//
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// Cleanup ...
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XClean(pivots);
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XClean(pvPivots);
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XClean(hkPivots);
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XClean(maPivots);
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XClean(zgPivots);
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XClean(sarPivots);
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+129
-5
@@ -5384,11 +5384,8 @@ class XCSession : public XCFromToZone
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//
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};
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//
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template <typename T>
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bool ToBox(
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T *&source[],
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@@ -6307,7 +6304,6 @@ void SpecifiedUpdateTo(
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}
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}
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/**
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* Check a Box is Used or not ...
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*
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@@ -6682,7 +6678,6 @@ bool IsBoxPlaceValidForBar(
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return result;
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}
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/**
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* Check Source Box is Below Dest ...
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*
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@@ -7056,3 +7051,132 @@ bool HasInsideBox(
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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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// Analyse Bar Patterns ...
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if (result && config.analyseBarPatterns)
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{
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//
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// Try to Detect Bars Analysis ...
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int fromIndex = -1;
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if (!IsXValid(fromTime))
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{
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fromIndex = barIndex + config.loopback;
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}
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else
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{
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fromIndex = GetBarIndex(
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symbol,
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period,
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fromTime //
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);
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}
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result = IsValidIndex(fromIndex);
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if (result)
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{
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//
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fromIndex = MathMin(fromIndex, barIndex + config.requiredPivots);
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//
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for (int i = barIndex; i < fromIndex; i++)
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{
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//
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tmpBar.Clean();
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tmpBarAnalysis.Clean();
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result = structure.bar.BarAt(i, tmpBar);
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result = result &&
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AnalyseBarPatterns(
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tmpBar,
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tmpBarAnalysis,
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config.barsAnalysisConfig //
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);
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if (!result)
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{
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break;
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}
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//
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AddRef(
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tmpBarAnalysis,
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structure.barsAnalysis //
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);
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}
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}
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}
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////////////////////////////////////////////////
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/**
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* Draw Specified Market Structure Based on Given Configs ...
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*
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* @param structure: XFIMAMarketStructure, reference to Provide Specifid Market Structure ...
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* @param config: XFIMAMarketStructureDrawerConfig, reference to Provide Drawing Configurations ...
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*/
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void DrawMarketStructure(
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XFIMAMarketStructure &structure,
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XFIMAMarketStructureDrawerConfig &config //
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)
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{
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//
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// Validate ...
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bool has = structure.IsValid();
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if (!has)
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{
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return;
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}
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//
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// PV Analysis ...
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if (config.drawPVAnalysis)
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{
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//
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has = structure.pvAnalysis.IsValid();
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if (has)
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{
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//
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DrawPivotAnalysis(
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structure.pvAnalysis,
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config.pivotAnalysisDrawConfig //
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);
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}
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}
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//
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// ZG Analysis ...
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if (config.drawZGAnalysis)
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{
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//
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has = structure.zgAnalysis.IsValid();
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if (has)
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{
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//
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DrawPivotAnalysis(
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structure.zgAnalysis,
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config.pivotAnalysisDrawConfig //
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);
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}
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}
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//
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// Bars Analysis ...
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if (config.drawBarsAnalysis)
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{
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//
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int count = ArraySize(structure.barsAnalysis);
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has = IsValidSize(count);
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if (has)
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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DrawPatternAnalysis(
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structure.barsAnalysis[i],
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config.barAnalysisDrawConfig //
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);
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}
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}
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}
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}
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File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,567 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Library
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// -------------------------------------------------
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// Name: XCXFIMAEALib ...
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// Description: XFIMAEA Library ...
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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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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XFIMAEA Library"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.x-cobject.class.mq5"
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#include "../../Helpers/x-saherelm.xfima.helper.mq5"
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#include "../Classes/x-saherelm.xfima.parser.class.mq5"
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#include "../../Libraries/x-saherelm.x-pivot.analysis.lib.mq5"
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//
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// Definitions ...
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/**
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* XFIMA Base Market Structure ...
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* AnalyseMarket result ...
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**/
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struct XFIMAMarketStructure
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{
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//
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XOHCL bar; // Spacified Start Bar for Analysing ...
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XPatternAnalysis barAnalysis; // Structure Bar Pattern Analysis ...
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//
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XPivotAnalysis pvAnalysis; // PV Pivot Analysis Result ...
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XPivotAnalysis zgAnalysis; // ZG Pivot Analysis Result ...
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//
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XPatternAnalysis barsAnalysis[]; // Anaysed Bars ...
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//
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// Constructor ...
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XFIMAMarketStructure()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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bar.Clean();
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barAnalysis.Clean();
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//
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pvAnalysis.Clean();
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zgAnalysis.Clean();
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XClean(barsAnalysis);
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//
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ZeroMemory(this);
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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||||
{
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//
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bool result = false;
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//
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result = bar.IsValid() &&
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barAnalysis.IsValid();
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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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// Collectors ...
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/**
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* Collect Required Zones from Structure ...
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*
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* @param dest: XBoxZone, reference collection to holds result ...
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* @param forDir: ENUM_X_DIRECTION, Specified Collectiong ones Direction ...
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* @param containsOB: bool, Contains OB Zones ...
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* @param containsFVG: bool, Contains FVG Zones ...
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*
|
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* @return ( int )
|
||||
*/
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int CollectZones(
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XBoxZone &dest[],
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ENUM_X_DIRECTION forDir = X_DIRECTION_NONE,
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bool containsOB = false,
|
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bool containsFVG = false //
|
||||
)
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{
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//
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int result = 0;
|
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|
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//
|
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// Prepare ...
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||||
XClean(dest);
|
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|
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//
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// Validate ...
|
||||
bool has = IsValid();
|
||||
if (!has)
|
||||
{
|
||||
return result;
|
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}
|
||||
|
||||
//
|
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bool canCollectBullish =
|
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IsXBullish(forDir) ||
|
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!HasDirection(forDir);
|
||||
|
||||
//
|
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bool canCollectBearish =
|
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IsXBearish(forDir) ||
|
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!HasDirection(forDir);
|
||||
|
||||
//
|
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int count = 0;
|
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XBoxZone tmpBox;
|
||||
|
||||
//
|
||||
// Check Analysis ...
|
||||
|
||||
//
|
||||
// XPV ...
|
||||
has = pvAnalysis.IsValid();
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
// Support ...
|
||||
tmpBox.Clean();
|
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has = pvAnalysis.HasSupportBox(tmpBox);
|
||||
if (has && canCollectBullish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Resistance ...
|
||||
tmpBox.Clean();
|
||||
has = pvAnalysis.HasResistanceBox(tmpBox);
|
||||
if (has && canCollectBearish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// XZG ...
|
||||
has = zgAnalysis.IsValid();
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
// Support ...
|
||||
tmpBox.Clean();
|
||||
has = zgAnalysis.HasSupportBox(tmpBox);
|
||||
if (has && canCollectBullish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Resistance ...
|
||||
tmpBox.Clean();
|
||||
has = zgAnalysis.HasResistanceBox(tmpBox);
|
||||
if (has && canCollectBearish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Bar Patterns ...
|
||||
has = HasChild(barsAnalysis);
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
count = ArraySize(barsAnalysis);
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
//
|
||||
// Support ...
|
||||
has = barsAnalysis[i].IsSupport();
|
||||
if (has && canCollectBullish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].support,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Resistance ...
|
||||
has = barsAnalysis[i].IsResistance();
|
||||
if (has && canCollectBearish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].resistance,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// OB ...
|
||||
if (containsOB)
|
||||
{
|
||||
//
|
||||
has = barsAnalysis[i].IsOB();
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
has = (canCollectBullish && barsAnalysis[i].ob.IsBullish()) ||
|
||||
(canCollectBearish && barsAnalysis[i].ob.IsBearish());
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].ob,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// FVG ...
|
||||
if (containsFVG)
|
||||
{
|
||||
has = barsAnalysis[i].IsFVG();
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
has = (canCollectBullish && barsAnalysis[i].fvg.IsBullish()) ||
|
||||
(canCollectBearish && barsAnalysis[i].fvg.IsBearish());
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].fvg,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
result = ArraySize(dest);
|
||||
has = IsValidSize(result);
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
// Update To Time ...
|
||||
// and also we Can Validate Zones Here ...
|
||||
datetime cTime = TimeCurrent();
|
||||
for (int i = 0; i < result; i++)
|
||||
{
|
||||
dest[i].to = cTime;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Cleanup ...
|
||||
tmpBox.Clean();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
struct XFIMAMarketStructureConfig
|
||||
{
|
||||
//
|
||||
// Props ...
|
||||
|
||||
//
|
||||
// Detector Flags ...
|
||||
|
||||
//
|
||||
bool analysePVPivots; // Analyse PV Pivots ...
|
||||
bool analyseZGPivots; // Analyse ZG Pivots ...
|
||||
|
||||
//
|
||||
bool analyseBarPatterns; // Analyse Bar Patterns ...
|
||||
|
||||
//
|
||||
// Detector Configs ...
|
||||
|
||||
//
|
||||
int loopback; // Max Allowed Looping Back Length ...
|
||||
int requiredPivots; // Required Extracted Pivots for Analysis ...
|
||||
|
||||
//
|
||||
int pvPivotsValidationLength; // PV Pivots Validation Length ...
|
||||
double maCrossValidationDiffMultiplier; // a Point Distance to Validate MA Crosses ...
|
||||
|
||||
//
|
||||
XPatternAnalysisConfig barsAnalysisConfig; // Bars Analyser Config ...
|
||||
|
||||
//
|
||||
// Constructor ...
|
||||
XFIMAMarketStructureConfig()
|
||||
{
|
||||
Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// Tools ...
|
||||
|
||||
/**
|
||||
* This function fulfills the will of the developer
|
||||
*/
|
||||
void Clean()
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
analysePVPivots = false;
|
||||
analyseZGPivots = false;
|
||||
analyseBarPatterns = false;
|
||||
|
||||
//
|
||||
// Configure Detectors ...
|
||||
loopback = 0;
|
||||
requiredPivots = 0;
|
||||
pvPivotsValidationLength = 0;
|
||||
maCrossValidationDiffMultiplier = 0;
|
||||
|
||||
//
|
||||
barsAnalysisConfig.Clean();
|
||||
|
||||
//
|
||||
ZeroMemory(this);
|
||||
}
|
||||
|
||||
/**
|
||||
* Default Configurations ...
|
||||
*/
|
||||
void Default()
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
analysePVPivots = true;
|
||||
analyseZGPivots = true;
|
||||
analyseBarPatterns = true;
|
||||
|
||||
//
|
||||
// Configure Detectors ...
|
||||
loopback = 200;
|
||||
requiredPivots = 10;
|
||||
pvPivotsValidationLength = 5;
|
||||
maCrossValidationDiffMultiplier = 4;
|
||||
|
||||
//
|
||||
barsAnalysisConfig.Default();
|
||||
barsAnalysisConfig.FullPattern();
|
||||
}
|
||||
|
||||
/**
|
||||
* No Draw Abilioty ...
|
||||
*/
|
||||
void Off()
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
analysePVPivots = false;
|
||||
analyseZGPivots = false;
|
||||
analyseBarPatterns = false;
|
||||
}
|
||||
|
||||
/**
|
||||
* Full Draw Abilioty ...
|
||||
*/
|
||||
void Full()
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
analysePVPivots = true;
|
||||
analyseZGPivots = true;
|
||||
analyseBarPatterns = true;
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
/**
|
||||
* Configure Market Structure Drawer ...
|
||||
**/
|
||||
struct XFIMAMarketStructureDrawerConfig
|
||||
{
|
||||
//
|
||||
// Props ...
|
||||
|
||||
//
|
||||
bool drawPVAnalysis;
|
||||
bool drawZGAnalysis;
|
||||
bool drawBarsAnalysis;
|
||||
|
||||
//
|
||||
XPOIDrawConfig drawConfig;
|
||||
XPivotAnalysisDrawConfig pivotAnalysisDrawConfig;
|
||||
XPatternAnalysisDrawConfig barAnalysisDrawConfig;
|
||||
|
||||
//
|
||||
// Constructor ...
|
||||
XFIMAMarketStructureDrawerConfig()
|
||||
{
|
||||
Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// Tools ...
|
||||
|
||||
/**
|
||||
* This function fulfills the will of the developer
|
||||
*/
|
||||
void Clean()
|
||||
{
|
||||
//
|
||||
// Drawing Flags ...
|
||||
|
||||
//
|
||||
drawPVAnalysis = false;
|
||||
drawZGAnalysis = false;
|
||||
drawBarsAnalysis = false;
|
||||
|
||||
//
|
||||
// Drawing Configs ...
|
||||
drawConfig.Clean();
|
||||
barAnalysisDrawConfig.Clean();
|
||||
pivotAnalysisDrawConfig.Clean();
|
||||
|
||||
//
|
||||
ZeroMemory(this);
|
||||
}
|
||||
|
||||
/**
|
||||
* Default Configurations ...
|
||||
*/
|
||||
void Default()
|
||||
{
|
||||
//
|
||||
// Drawing Flags ...
|
||||
|
||||
//
|
||||
drawPVAnalysis = true;
|
||||
drawZGAnalysis = true;
|
||||
drawBarsAnalysis = true;
|
||||
|
||||
//
|
||||
// Drawing Configs ...
|
||||
drawConfig.Default();
|
||||
pivotAnalysisDrawConfig.Default();
|
||||
|
||||
//
|
||||
barAnalysisDrawConfig.Default();
|
||||
barAnalysisDrawConfig.Full();
|
||||
XClean(barAnalysisDrawConfig.allowedDrawZones);
|
||||
Add(
|
||||
X_BAR_PATTERN_SUPPORT,
|
||||
barAnalysisDrawConfig.allowedDrawZones);
|
||||
Add(
|
||||
X_BAR_PATTERN_RESISTANCE,
|
||||
barAnalysisDrawConfig.allowedDrawZones);
|
||||
}
|
||||
|
||||
/**
|
||||
* No Draw Abilioty ...
|
||||
*/
|
||||
void Off()
|
||||
{
|
||||
//
|
||||
// Drawing Flags ...
|
||||
|
||||
//
|
||||
drawPVAnalysis = false;
|
||||
drawZGAnalysis = false;
|
||||
drawBarsAnalysis = false;
|
||||
|
||||
//
|
||||
// Drawing Configs ...
|
||||
barAnalysisDrawConfig.Off();
|
||||
pivotAnalysisDrawConfig.Off();
|
||||
}
|
||||
|
||||
/**
|
||||
* Full Draw Abilioty ...
|
||||
*/
|
||||
void Full()
|
||||
{
|
||||
//
|
||||
// Drawing Flags ...
|
||||
|
||||
//
|
||||
drawPVAnalysis = false;
|
||||
drawZGAnalysis = false;
|
||||
drawBarsAnalysis = false;
|
||||
|
||||
//
|
||||
// Drawing Configs ...
|
||||
barAnalysisDrawConfig.Full();
|
||||
pivotAnalysisDrawConfig.Full();
|
||||
}
|
||||
|
||||
void ApplyDrawConfig()
|
||||
{
|
||||
//
|
||||
barAnalysisDrawConfig.drawConfig = drawConfig;
|
||||
barAnalysisDrawConfig.ConfigureQuarterDraws();
|
||||
pivotAnalysisDrawConfig.drawConfig = drawConfig;
|
||||
}
|
||||
|
||||
void ApplyDrawConfig(XPOIDrawConfig &_drawConfig)
|
||||
{
|
||||
//
|
||||
drawConfig = _drawConfig;
|
||||
ApplyDrawConfig();
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
//
|
||||
@@ -0,0 +1,495 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Class
|
||||
// -------------------------------------------------
|
||||
// Name: XCXFIMAPoiDetector ...
|
||||
// Description: XFIMA POI Detector Class ...
|
||||
//
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property library
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property description "SaherElm XFIMA POI Detector Class"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../../Classes/x-saherelm.base.class.mq5"
|
||||
#include "../../Classes/x-saherelm.x-bar.analyser.class.mq5"
|
||||
#include "../../Classes/x-saherelm.x-market.pattern.class.mq5"
|
||||
#include "../Libraries/x-saherelm.xfima.lib.mq5"
|
||||
|
||||
//
|
||||
// Implementation ...
|
||||
class XCXFIMAPOIDetector : public XCMarketPatternDetector
|
||||
{
|
||||
//
|
||||
// Public ...
|
||||
public:
|
||||
//
|
||||
// Props ...
|
||||
XCBarAnalyser *barAnalyser; // Bar Analyser ...
|
||||
XCXFIMAHelper *fimaHelper; // XFIMA Helper ...
|
||||
|
||||
//
|
||||
// Constructor ...
|
||||
XCXFIMAPOIDetector(
|
||||
XCXFIMAHelper *_fimaHelper //
|
||||
) : XCMarketPatternDetector()
|
||||
{
|
||||
//
|
||||
barAnalyser = new XCBarAnalyser();
|
||||
fimaHelper = _fimaHelper;
|
||||
}
|
||||
|
||||
//
|
||||
// Deconstructor ...
|
||||
~XCXFIMAPOIDetector()
|
||||
{
|
||||
Destroy();
|
||||
}
|
||||
|
||||
//
|
||||
// Actions and Tools ...
|
||||
|
||||
//
|
||||
// Pivot Analysors ...
|
||||
|
||||
/**
|
||||
* Analyse Market based on Specified Kind of Pivots ...
|
||||
*
|
||||
* @param analysis: XPivotAnalysis, reference to hold result ...
|
||||
* @param barIndex: int, Bar Index ...
|
||||
* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
|
||||
* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
|
||||
* @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool AnalysePVPivots(
|
||||
XPivotAnalysis &analysis,
|
||||
int barIndex = 0,
|
||||
int requiredNumberOFPivots = 50,
|
||||
int maxAllowedLoopbackLength = 1500,
|
||||
int validationLength = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Prepare ...
|
||||
analysis.Clean();
|
||||
|
||||
//
|
||||
// Reading Pivots ...
|
||||
XPivot pivots[];
|
||||
int count = fimaHelper.ExtractPVPivots(
|
||||
pivots, // Result ...
|
||||
barIndex, // Bar Index ...
|
||||
requiredNumberOFPivots, // Required Number of Pivots ...
|
||||
maxAllowedLoopbackLength, // Max Allowed Loopback ...
|
||||
validationLength // Validation Length ...
|
||||
);
|
||||
result = IsValidSize(count);
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
SpecifiedClean(pivots);
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
string symbol = fimaHelper.GetSymbol();
|
||||
ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
|
||||
|
||||
//
|
||||
// Initialize Analysis ...
|
||||
result = analysis.Init(
|
||||
"XFIMA_XPV",
|
||||
symbol,
|
||||
period,
|
||||
pivots //
|
||||
);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
if (!result)
|
||||
{
|
||||
analysis.Clean();
|
||||
}
|
||||
SpecifiedClean(pivots);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Analyse Market based on Specified Kind of Pivots ...
|
||||
*
|
||||
* @param analysis: XPivotAnalysis, reference to hold result ...
|
||||
* @param barIndex: int, Bar Index ...
|
||||
* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
|
||||
* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
|
||||
* @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool AnalyseMAPivots(
|
||||
XPivotAnalysis &analysis,
|
||||
int barIndex = 0,
|
||||
int requiredNumberOFPivots = 50,
|
||||
int maxAllowedLoopbackLength = 1500,
|
||||
int validationLength = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Prepare ...
|
||||
analysis.Clean();
|
||||
|
||||
//
|
||||
// Reading Pivots ...
|
||||
XPivot pivots[];
|
||||
int count = fimaHelper.ExtractMAPivots(
|
||||
pivots, // Result ...
|
||||
barIndex, // Bar Index ...
|
||||
requiredNumberOFPivots, // Required Number of Pivots ...
|
||||
maxAllowedLoopbackLength, // Max Allowed Loopback ...
|
||||
validationLength // Validation Length ...
|
||||
);
|
||||
result = IsValidSize(count);
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
SpecifiedClean(pivots);
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
string symbol = fimaHelper.GetSymbol();
|
||||
ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
|
||||
|
||||
//
|
||||
// Initialize Analysis ...
|
||||
result = analysis.Init(
|
||||
"XFIMA_XMA",
|
||||
symbol,
|
||||
period,
|
||||
pivots //
|
||||
);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
if (!result)
|
||||
{
|
||||
analysis.Clean();
|
||||
}
|
||||
SpecifiedClean(pivots);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Analyse Market based on Specified Kind of Pivots ...
|
||||
*
|
||||
* @param analysis: XPivotAnalysis, reference to hold result ...
|
||||
* @param barIndex: int, Bar Index ...
|
||||
* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
|
||||
* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool AnalyseSARPivots(
|
||||
XPivotAnalysis &analysis,
|
||||
int barIndex = 0,
|
||||
int requiredNumberOFPivots = 50,
|
||||
int maxAllowedLoopbackLength = 1500 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Prepare ...
|
||||
analysis.Clean();
|
||||
|
||||
//
|
||||
// Reading Pivots ...
|
||||
XPivot pivots[];
|
||||
int count = fimaHelper.ExtractSARPivots(
|
||||
pivots, // Result ...
|
||||
barIndex, // Bar Index ...
|
||||
requiredNumberOFPivots, // Required Number of Pivots ...
|
||||
maxAllowedLoopbackLength // Max Allowed Loopback ...
|
||||
);
|
||||
result = IsValidSize(count);
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
SpecifiedClean(pivots);
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
string symbol = fimaHelper.GetSymbol();
|
||||
ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
|
||||
|
||||
//
|
||||
// Initialize Analysis ...
|
||||
result = analysis.Init(
|
||||
"XFIMA_XSAR",
|
||||
symbol,
|
||||
period,
|
||||
pivots //
|
||||
);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
if (!result)
|
||||
{
|
||||
analysis.Clean();
|
||||
}
|
||||
SpecifiedClean(pivots);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Analyse Market based on Specified Kind of Pivots ...
|
||||
*
|
||||
* @param analysis: XPivotAnalysis, reference to hold result ...
|
||||
* @param barIndex: int, Bar Index ...
|
||||
* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
|
||||
* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool AnalyseZigZagPivots(
|
||||
XPivotAnalysis &analysis,
|
||||
int barIndex = 0,
|
||||
int requiredNumberOFPivots = 50,
|
||||
int maxAllowedLoopbackLength = 1500 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Prepare ...
|
||||
analysis.Clean();
|
||||
|
||||
//
|
||||
// Reading Pivots ...
|
||||
XPivot pivots[];
|
||||
int count = fimaHelper.ExtractZigZagPivots(
|
||||
pivots, // Result ...
|
||||
barIndex, // Bar Index ...
|
||||
requiredNumberOFPivots, // Required Number of Pivots ...
|
||||
maxAllowedLoopbackLength // Max Allowed Loopback ...
|
||||
);
|
||||
result = IsValidSize(count);
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
SpecifiedClean(pivots);
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
string symbol = fimaHelper.GetSymbol();
|
||||
ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
|
||||
|
||||
//
|
||||
// Initialize Analysis ...
|
||||
result = analysis.Init(
|
||||
"XFIMA_XZG",
|
||||
symbol,
|
||||
period,
|
||||
pivots //
|
||||
);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
if (!result)
|
||||
{
|
||||
analysis.Clean();
|
||||
}
|
||||
SpecifiedClean(pivots);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Destroy ...
|
||||
*/
|
||||
void Destroy()
|
||||
{
|
||||
//
|
||||
delete barAnalyser;
|
||||
ZeroMemory(barAnalyser);
|
||||
}
|
||||
|
||||
//
|
||||
// Testers ...
|
||||
|
||||
/**
|
||||
* Analyse Market based on Specified Bar ...
|
||||
*
|
||||
* @param structure: XFIMAMarketStructure, reference to holds result ...
|
||||
* @param config: XFIMAMarketStructureConfig, reference to Configure Detector ...
|
||||
* @param barIndex: int, Bar Index ...
|
||||
*/
|
||||
void AnalyseMarket(
|
||||
XFIMAMarketStructure &structure,
|
||||
XFIMAMarketStructureConfig &config,
|
||||
int barIndex = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Prepare ...
|
||||
structure.Clean();
|
||||
|
||||
//
|
||||
// Normalize ...
|
||||
barIndex = NormalizeInt(barIndex, 0);
|
||||
|
||||
//
|
||||
bool has = false;
|
||||
|
||||
//
|
||||
string symbol = fimaHelper.GetSymbol();
|
||||
ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
|
||||
has = structure.bar.Init(
|
||||
symbol,
|
||||
period,
|
||||
barIndex //
|
||||
);
|
||||
if (!has)
|
||||
{
|
||||
//
|
||||
structure.Clean();
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// Reading Bar Patterns ...
|
||||
XOHCL iBar;
|
||||
XPatternAnalysis iPatternAnalysis;
|
||||
for (int i = barIndex; i < barIndex + config.loopback; i++)
|
||||
{
|
||||
//
|
||||
// Cleanup ...
|
||||
iBar.Clean();
|
||||
iPatternAnalysis.Clean();
|
||||
|
||||
//
|
||||
// Initialize Indexed Bar ...
|
||||
//
|
||||
has = structure.bar.BarAt(i, iBar);
|
||||
if (!has)
|
||||
{
|
||||
break;
|
||||
}
|
||||
|
||||
//
|
||||
// Analyse Indexed Bar ...
|
||||
has = AnalyseBarPatterns(iBar, iPatternAnalysis, config.barsAnalysisConfig);
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPatternAnalysis,
|
||||
structure.barsAnalysis //
|
||||
);
|
||||
|
||||
//
|
||||
if (i == barIndex)
|
||||
{
|
||||
structure.barAnalysis = iPatternAnalysis;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Check Satisfied ...
|
||||
has = ArraySize(structure.barsAnalysis) >= config.requiredPivots;
|
||||
if (has)
|
||||
{
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Handle Pivot Analysis ...
|
||||
|
||||
//
|
||||
// XPV ...
|
||||
if (config.analysePVPivots)
|
||||
{
|
||||
//
|
||||
// Reading Pivots ...
|
||||
has = AnalysePVPivots(
|
||||
structure.pvAnalysis,
|
||||
barIndex,
|
||||
config.requiredPivots,
|
||||
config.loopback,
|
||||
config.pvPivotsValidationLength //
|
||||
);
|
||||
if (!has)
|
||||
{
|
||||
structure.pvAnalysis.Clean();
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// XZG ...
|
||||
if (config.analyseZGPivots)
|
||||
{
|
||||
//
|
||||
// Reading Pivots ...
|
||||
has = AnalyseZigZagPivots(
|
||||
structure.zgAnalysis,
|
||||
barIndex,
|
||||
config.requiredPivots,
|
||||
config.loopback //
|
||||
);
|
||||
if (!has)
|
||||
{
|
||||
structure.zgAnalysis.Clean();
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Cleanup ...
|
||||
iBar.Clean();
|
||||
iPatternAnalysis.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// Protected ...
|
||||
protected:
|
||||
//
|
||||
// Props ...
|
||||
|
||||
//
|
||||
// Private ...
|
||||
private:
|
||||
//
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
//
|
||||
@@ -111,7 +111,7 @@ input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
|
||||
input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
|
||||
input int maFastLength = 7; // Fast MA Length
|
||||
input int maSlowLength = 20; // Slow MA Length
|
||||
input int maBondLength = 7; // MA Bond Length
|
||||
input int maBandLength = 7; // MA Band Length
|
||||
input int zigzagDepth = 12; // ZigZag Depth
|
||||
input int zigzagDeviation = 5; // ZigZag Deviation
|
||||
input int zigzagBackStep = 3; // ZigZag Back Step
|
||||
@@ -137,8 +137,8 @@ input bool showSAR = false; // Show Sar
|
||||
input bool showBars = true; // Show Bars
|
||||
input bool showMAFast = false; // Show MA Fast
|
||||
input bool showMASlow = false; // Show MA Slow
|
||||
input bool showMABond = false; // Show MA Bond
|
||||
input bool showHKBond = false; // Show HK Bond
|
||||
input bool showMABand = false; // Show MA Band
|
||||
input bool showHKBand = false; // Show HK Band
|
||||
input bool showBarTime = true; // Show Bar Time
|
||||
input bool showZigZag = false; // Show ZigZag
|
||||
input bool showFiboZone = false; // Show Fibo Zone
|
||||
@@ -312,7 +312,7 @@ int OnInit()
|
||||
fimaInputs.maAppliedTo = maAppliedTo;
|
||||
fimaInputs.maFastLength = maFastLength;
|
||||
fimaInputs.maSlowLength = maSlowLength;
|
||||
fimaInputs.maBondLength = maBondLength;
|
||||
fimaInputs.maBandLength = maBandLength;
|
||||
fimaInputs.zigzagDepth = zigzagDepth;
|
||||
fimaInputs.zigzagDeviation = zigzagDeviation;
|
||||
fimaInputs.zigzagBackStep = zigzagBackStep;
|
||||
@@ -326,8 +326,8 @@ int OnInit()
|
||||
fimaInputs.showSAR = showSAR;
|
||||
fimaInputs.showMAFast = showMAFast;
|
||||
fimaInputs.showMASlow = showMASlow;
|
||||
fimaInputs.showMABond = showMABond;
|
||||
fimaInputs.showHKBond = showHKBond;
|
||||
fimaInputs.showMABand = showMABand;
|
||||
fimaInputs.showHKBand = showHKBand;
|
||||
fimaInputs.showZigZag = showZigZag;
|
||||
fimaInputs.showFiboZone = showFiboZone;
|
||||
fimaInputs.startCalculationForLastBars = startCalculationForLastBars;
|
||||
@@ -354,7 +354,7 @@ int OnInit()
|
||||
// Configure Signaller ...
|
||||
fima1Signaller.ignoreTargets = false;
|
||||
fima1Signaller.slAdditionDistance = 30;
|
||||
fima1Signaller.maxAllowedRiskDistance = 200;
|
||||
fima1Signaller.maxAllowedRiskDistance = 350;
|
||||
fima1Signaller.AddOnSignalEventHandler(OnSignalTriggered);
|
||||
|
||||
//
|
||||
|
||||
+295
-6138
File diff suppressed because it is too large
Load Diff
+331
-105
@@ -83,7 +83,7 @@ input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
|
||||
input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
|
||||
input int maFastLength = 7; // Fast MA Length
|
||||
input int maSlowLength = 21; // Slow MA Length
|
||||
input int maBondLength = 21; // MA Bond Length
|
||||
input int maBandLength = 21; // MA Band Length
|
||||
input int zigzagDepth = 12; // ZigZag Depth
|
||||
input int zigzagDeviation = 5; // ZigZag Deviation
|
||||
input int zigzagBackStep = 3; // ZigZag Back Step
|
||||
@@ -92,6 +92,12 @@ input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW; // ZigZag Low D
|
||||
input bool hkIgnoreShadows = true; // HK Remove noises
|
||||
input int hkSmoothingLength = 21; // HK Smoothing Length
|
||||
input ENUM_X_MA_METHOD hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method
|
||||
input int atrLength = 14; // ATR Length
|
||||
input double atrMultiplier = 1.5; // ATR Band Multiplier
|
||||
input int atrSmoothingLength = 21; // ATR Smoothing Length
|
||||
input ENUM_X_PRICE atrUpperPriceType = X_PRICE_HIGH; // ATR Upper Zone Applied To
|
||||
input ENUM_X_PRICE atrLowerPriceType = X_PRICE_LOW; // ATR Lower Zone Applied To
|
||||
input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // ATR Smoothing Method
|
||||
|
||||
//
|
||||
// Presentation ...
|
||||
@@ -101,8 +107,9 @@ input bool showHK = true; // Show HK
|
||||
input bool showSAR = true; // Show Sar
|
||||
input bool showMAFast = true; // Show MA Fast
|
||||
input bool showMASlow = true; // Show MA Slow
|
||||
input bool showMABond = true; // Show MA Bond
|
||||
input bool showHKBond = true; // Show HK Bond
|
||||
input bool showMABand = true; // Show MA Band
|
||||
input bool showHKBand = true; // Show HK Band
|
||||
input bool showATRBand = true; // Show ATR Band
|
||||
input bool showZigZag = true; // Show ZigZag
|
||||
input bool showFiboZone = true; // Show Fibo Zone
|
||||
|
||||
@@ -138,8 +145,8 @@ input int valeArrowCode = 159; // Vales Arrow Code
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 44
|
||||
#property indicator_plots 16
|
||||
#property indicator_buffers 49
|
||||
#property indicator_plots 18
|
||||
|
||||
//
|
||||
// Plot Buffers ...
|
||||
@@ -160,7 +167,7 @@ double maFastColorBuffer[];
|
||||
#property indicator_label1 "FastMA"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 CLR_NONE, clrLime, clrLime, clrLime // clrYellow, clrOrangeRed, clrGray
|
||||
#property indicator_width1 3
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
// Slow MA ...
|
||||
@@ -178,7 +185,7 @@ double maSlowColorBuffer[];
|
||||
#property indicator_label2 "SlowMA"
|
||||
#property indicator_type2 DRAW_COLOR_LINE
|
||||
#property indicator_color2 CLR_NONE, clrRed, clrRed, clrRed // clrLime, clrRed, clrGray
|
||||
#property indicator_width2 3
|
||||
#property indicator_width2 2
|
||||
|
||||
//
|
||||
// SAR ...
|
||||
@@ -286,29 +293,29 @@ double zigzagBuffer[];
|
||||
// MA Upper ...
|
||||
|
||||
//
|
||||
#define maBondUpperBufferIndex 12
|
||||
double maBondUpperBuffer[];
|
||||
#define maBandUpperBufferIndex 12
|
||||
double maBandUpperBuffer[];
|
||||
|
||||
//
|
||||
#define maBondUpperBufferPlotIndex 9
|
||||
#define maBandUpperBufferPlotIndex 9
|
||||
#property indicator_label10 "UpperMA"
|
||||
#property indicator_type10 DRAW_LINE
|
||||
#property indicator_color10 clrLime
|
||||
#property indicator_width10 3
|
||||
#property indicator_width10 2
|
||||
|
||||
//
|
||||
// MA Lower ...
|
||||
|
||||
//
|
||||
#define maBondLowerBufferIndex 13
|
||||
double maBondLowerBuffer[];
|
||||
#define maBandLowerBufferIndex 13
|
||||
double maBandLowerBuffer[];
|
||||
|
||||
//
|
||||
#define maBondLowerBufferPlotIndex 10
|
||||
#define maBandLowerBufferPlotIndex 10
|
||||
#property indicator_label11 "LowerMA"
|
||||
#property indicator_type11 DRAW_LINE
|
||||
#property indicator_color11 clrRed
|
||||
#property indicator_width11 3
|
||||
#property indicator_width11 2
|
||||
|
||||
//
|
||||
// XHK ...
|
||||
@@ -340,60 +347,88 @@ double hkColorBuffer[];
|
||||
#property indicator_color12 CLR_NONE, clrAqua, clrMagenta, clrGray
|
||||
|
||||
//
|
||||
#define hkBondUpperBufferIndex 19
|
||||
double hkBondUpperBuffer[];
|
||||
#define hkBandUpperBufferIndex 19
|
||||
double hkBandUpperBuffer[];
|
||||
|
||||
//
|
||||
#define hkBondUpperBufferPlotIndex 12
|
||||
#define hkBandUpperBufferPlotIndex 12
|
||||
#property indicator_label13 "UpperHK"
|
||||
#property indicator_type13 DRAW_LINE
|
||||
#property indicator_color13 clrAqua
|
||||
#property indicator_width13 3
|
||||
#property indicator_width13 2
|
||||
|
||||
//
|
||||
#define hkBondLowerBufferIndex 20
|
||||
double hkBondLowerBuffer[];
|
||||
#define hkBandLowerBufferIndex 20
|
||||
double hkBandLowerBuffer[];
|
||||
|
||||
//
|
||||
#define hkBondLowerBufferPlotIndex 13
|
||||
#define hkBandLowerBufferPlotIndex 13
|
||||
#property indicator_label14 "LowerHK"
|
||||
#property indicator_type14 DRAW_LINE
|
||||
#property indicator_color14 clrMagenta
|
||||
#property indicator_width14 3
|
||||
#property indicator_width14 2
|
||||
|
||||
//
|
||||
// PB Upper ...
|
||||
|
||||
//
|
||||
#define pbBondUpperBufferIndex 21
|
||||
double pbBondUpperBuffer[];
|
||||
#define pbBandUpperBufferIndex 21
|
||||
double pbBandUpperBuffer[];
|
||||
|
||||
//
|
||||
#define pbBondUpperBufferPlotIndex 14
|
||||
#define pbBandUpperBufferPlotIndex 14
|
||||
#property indicator_label15 "UpperPB"
|
||||
#property indicator_type15 DRAW_LINE
|
||||
#property indicator_color15 clrRoyalBlue
|
||||
#property indicator_width15 3
|
||||
#property indicator_width15 2
|
||||
|
||||
//
|
||||
// PB Lower ...
|
||||
|
||||
//
|
||||
#define pbBondLowerBufferIndex 22
|
||||
double pbBondLowerBuffer[];
|
||||
#define pbBandLowerBufferIndex 22
|
||||
double pbBandLowerBuffer[];
|
||||
|
||||
//
|
||||
#define pbBondLowerBufferPlotIndex 15
|
||||
#define pbBandLowerBufferPlotIndex 15
|
||||
#property indicator_label16 "LowerPB"
|
||||
#property indicator_type16 DRAW_LINE
|
||||
#property indicator_color16 clrOrangeRed
|
||||
#property indicator_width16 3
|
||||
#property indicator_color16 clrRoyalBlue
|
||||
#property indicator_width16 2
|
||||
|
||||
//
|
||||
// ATR Upper ...
|
||||
|
||||
//
|
||||
#define atrBandUpperBufferIndex 23
|
||||
double atrBandUpperBuffer[];
|
||||
|
||||
//
|
||||
#define atrBandUpperBufferPlotIndex 16
|
||||
#property indicator_label17 "UpperATR"
|
||||
#property indicator_type17 DRAW_LINE
|
||||
#property indicator_color17 clrOrange
|
||||
#property indicator_width17 2
|
||||
|
||||
//
|
||||
// ATR Lower ...
|
||||
|
||||
//
|
||||
#define atrBandLowerBufferIndex 24
|
||||
double atrBandLowerBuffer[];
|
||||
|
||||
//
|
||||
#define atrBandLowerBufferPlotIndex 17
|
||||
#property indicator_label18 "LowerATR"
|
||||
#property indicator_type18 DRAW_LINE
|
||||
#property indicator_color18 clrOrange
|
||||
#property indicator_width18 2
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
#define mLastBufferIndex 22
|
||||
#define mLastBufferIndex 24
|
||||
|
||||
//
|
||||
// MA ...
|
||||
@@ -502,12 +537,27 @@ double hkRawCloseBuffer[];
|
||||
// XPB Data ...
|
||||
|
||||
//
|
||||
#define pbBondRawUpperBufferIndex mLastBufferIndex + 20
|
||||
double pbBondRawUpperBuffer[];
|
||||
#define pbBandRawUpperBufferIndex mLastBufferIndex + 20
|
||||
double pbBandRawUpperBuffer[];
|
||||
|
||||
//
|
||||
#define pbBondRawLowerBufferIndex mLastBufferIndex + 21
|
||||
double pbBondRawLowerBuffer[];
|
||||
#define pbBandRawLowerBufferIndex mLastBufferIndex + 21
|
||||
double pbBandRawLowerBuffer[];
|
||||
|
||||
//
|
||||
// XATR Data ...
|
||||
|
||||
//
|
||||
#define atrBufferIndex mLastBufferIndex + 22
|
||||
double atrBuffer[];
|
||||
|
||||
//
|
||||
#define atrBandRawUpperBufferIndex mLastBufferIndex + 23
|
||||
double atrBandRawUpperBuffer[];
|
||||
|
||||
//
|
||||
#define atrBandRawLowerBufferIndex mLastBufferIndex + 24
|
||||
double atrBandRawLowerBuffer[];
|
||||
|
||||
//
|
||||
// Variables, Properties and etc ...
|
||||
@@ -534,6 +584,7 @@ ENUM_TIMEFRAMES mHCPeriod = NULL;
|
||||
|
||||
//
|
||||
int sarHandler = INVALID_HANDLE;
|
||||
int atrHandler = INVALID_HANDLE;
|
||||
int maFastHandler = INVALID_HANDLE;
|
||||
int maSlowHandler = INVALID_HANDLE;
|
||||
int maUpperHandler = INVALID_HANDLE;
|
||||
@@ -662,6 +713,7 @@ void OnDeinit(const int reason)
|
||||
//
|
||||
// De Initialize all Handlers and etc ...
|
||||
IndicatorRelease(sarHandler);
|
||||
IndicatorRelease(atrHandler);
|
||||
IndicatorRelease(maFastHandler);
|
||||
IndicatorRelease(maSlowHandler);
|
||||
IndicatorRelease(maUpperHandler);
|
||||
@@ -739,6 +791,10 @@ int OnCalculate(
|
||||
// SAR ...
|
||||
int sarCalculatedBars = BarsCalculated(sarHandler);
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
int atrCalculatedBars = BarsCalculated(atrHandler);
|
||||
|
||||
//
|
||||
bool isPassedRequiredCalculatedBars =
|
||||
//
|
||||
@@ -749,7 +805,10 @@ int OnCalculate(
|
||||
maLowerCalculatedBars >= maxLength &&
|
||||
//
|
||||
// SAR ...
|
||||
sarCalculatedBars >= maxLength
|
||||
sarCalculatedBars >= maxLength &&
|
||||
//
|
||||
// ATR ...
|
||||
atrCalculatedBars >= maxLength
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCalculatedBars)
|
||||
@@ -769,13 +828,17 @@ int OnCalculate(
|
||||
// MA ...
|
||||
int copiedMAFasts = CopyBuffer(maFastHandler, MAIN_LINE, 0, limit, maFastBuffer);
|
||||
int copiedMASlows = CopyBuffer(maSlowHandler, MAIN_LINE, 0, limit, maSlowBuffer);
|
||||
int copiedMAUppers = CopyBuffer(maUpperHandler, MAIN_LINE, 0, limit, maBondUpperBuffer);
|
||||
int copiedMALowers = CopyBuffer(maLowerHandler, MAIN_LINE, 0, limit, maBondLowerBuffer);
|
||||
int copiedMAUppers = CopyBuffer(maUpperHandler, MAIN_LINE, 0, limit, maBandUpperBuffer);
|
||||
int copiedMALowers = CopyBuffer(maLowerHandler, MAIN_LINE, 0, limit, maBandLowerBuffer);
|
||||
|
||||
//
|
||||
// SAR ...
|
||||
int copiedSARs = CopyBuffer(sarHandler, MAIN_LINE, 0, limit, sarBuffer);
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
int copiedATRs = CopyBuffer(atrHandler, MAIN_LINE, 0, limit, atrBuffer);
|
||||
|
||||
//
|
||||
// Validate Copied Items ...
|
||||
bool isPassedRequiredCopiedItems =
|
||||
@@ -787,7 +850,10 @@ int OnCalculate(
|
||||
copiedMALowers >= limit &&
|
||||
//
|
||||
// SAR ...
|
||||
copiedSARs >= limit
|
||||
copiedSARs >= limit &&
|
||||
//
|
||||
// ATR ...
|
||||
copiedATRs >= limit
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCopiedItems)
|
||||
@@ -846,7 +912,7 @@ bool ValidateInputs()
|
||||
// MA ...
|
||||
maFastLength >= 2 &&
|
||||
maSlowLength >= 2 &&
|
||||
maBondLength >= 2 &&
|
||||
maBandLength >= 2 &&
|
||||
maSlowLength > maFastLength &&
|
||||
//
|
||||
// SAR ...
|
||||
@@ -854,6 +920,12 @@ bool ValidateInputs()
|
||||
sarStep > 0 &&
|
||||
sarMax > sarStep &&
|
||||
//
|
||||
// ATR ...
|
||||
atrLength > 0 &&
|
||||
atrMultiplier >= 1 &&
|
||||
IsXValid(atrUpperPriceType) &&
|
||||
IsXValid(atrLowerPriceType) &&
|
||||
//
|
||||
// CYCLES ...
|
||||
(IsValid(scMethod, scPeriod) &&
|
||||
IsValid(mcMethod, mcPeriod) &&
|
||||
@@ -893,7 +965,8 @@ int ExtractMaxLengthOfInputs()
|
||||
result = MathMax(result, mHCLength);
|
||||
result = MathMax(result, maFastLength);
|
||||
result = MathMax(result, maSlowLength);
|
||||
result = MathMax(result, maBondLength);
|
||||
result = MathMax(result, maBandLength);
|
||||
result = MathMax(result, atrLength);
|
||||
|
||||
//
|
||||
return result;
|
||||
@@ -1039,63 +1112,63 @@ void DefineBuffers()
|
||||
PlotIndexSetDouble(zigzagBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
|
||||
|
||||
//
|
||||
// MA Bond ...
|
||||
// MA Band ...
|
||||
|
||||
//
|
||||
ENUM_DRAW_TYPE maBondDrawType = showMABond ? DRAW_LINE : DRAW_NONE;
|
||||
ENUM_DRAW_TYPE maBandDrawType = showMABand ? DRAW_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
// Upper Bond ...
|
||||
// Upper Band ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(maBondUpperBuffer, true);
|
||||
SetIndexBuffer(maBondUpperBufferIndex, maBondUpperBuffer, INDICATOR_DATA);
|
||||
ArraySetAsSeries(maBandUpperBuffer, true);
|
||||
SetIndexBuffer(maBandUpperBufferIndex, maBandUpperBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(maBondUpperBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
|
||||
PlotIndexSetInteger(maBondUpperBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
|
||||
PlotIndexSetInteger(maBondUpperBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
|
||||
PlotIndexSetDouble(maBondUpperBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
|
||||
PlotIndexSetInteger(maBandUpperBufferPlotIndex, PLOT_SHOW_DATA, showMABand);
|
||||
PlotIndexSetInteger(maBandUpperBufferPlotIndex, PLOT_DRAW_TYPE, maBandDrawType);
|
||||
PlotIndexSetInteger(maBandUpperBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
|
||||
PlotIndexSetDouble(maBandUpperBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
|
||||
|
||||
//
|
||||
// Lower Bond ...
|
||||
// Lower Band ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(maBondLowerBuffer, true);
|
||||
SetIndexBuffer(maBondLowerBufferIndex, maBondLowerBuffer, INDICATOR_DATA);
|
||||
ArraySetAsSeries(maBandLowerBuffer, true);
|
||||
SetIndexBuffer(maBandLowerBufferIndex, maBandLowerBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(maBondLowerBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
|
||||
PlotIndexSetInteger(maBondLowerBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
|
||||
PlotIndexSetInteger(maBondLowerBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
|
||||
PlotIndexSetDouble(maBondLowerBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
|
||||
PlotIndexSetInteger(maBandLowerBufferPlotIndex, PLOT_SHOW_DATA, showMABand);
|
||||
PlotIndexSetInteger(maBandLowerBufferPlotIndex, PLOT_DRAW_TYPE, maBandDrawType);
|
||||
PlotIndexSetInteger(maBandLowerBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
|
||||
PlotIndexSetDouble(maBandLowerBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
|
||||
|
||||
//
|
||||
// XPB Bond ...
|
||||
// XPB Band ...
|
||||
|
||||
//
|
||||
// Upper Bond ...
|
||||
// Upper Band ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(pbBondUpperBuffer, true);
|
||||
SetIndexBuffer(pbBondUpperBufferIndex, pbBondUpperBuffer, INDICATOR_DATA);
|
||||
ArraySetAsSeries(pbBandUpperBuffer, true);
|
||||
SetIndexBuffer(pbBandUpperBufferIndex, pbBandUpperBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(pbBondUpperBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
|
||||
PlotIndexSetInteger(pbBondUpperBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
|
||||
PlotIndexSetDouble(pbBondUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
PlotIndexSetInteger(pbBandUpperBufferPlotIndex, PLOT_SHOW_DATA, showMABand);
|
||||
PlotIndexSetInteger(pbBandUpperBufferPlotIndex, PLOT_DRAW_TYPE, maBandDrawType);
|
||||
PlotIndexSetDouble(pbBandUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
|
||||
//
|
||||
// Lower Bond ...
|
||||
// Lower Band ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(pbBondLowerBuffer, true);
|
||||
SetIndexBuffer(pbBondLowerBufferIndex, pbBondLowerBuffer, INDICATOR_DATA);
|
||||
ArraySetAsSeries(pbBandLowerBuffer, true);
|
||||
SetIndexBuffer(pbBandLowerBufferIndex, pbBandLowerBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(pbBondLowerBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
|
||||
PlotIndexSetInteger(pbBondLowerBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
|
||||
PlotIndexSetDouble(pbBondLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
PlotIndexSetInteger(pbBandLowerBufferPlotIndex, PLOT_SHOW_DATA, showMABand);
|
||||
PlotIndexSetInteger(pbBandLowerBufferPlotIndex, PLOT_DRAW_TYPE, maBandDrawType);
|
||||
PlotIndexSetDouble(pbBandLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
|
||||
//
|
||||
// XHK ...
|
||||
@@ -1131,29 +1204,54 @@ void DefineBuffers()
|
||||
SetIndexBuffer(hkCloseBufferIndex, hkCloseBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
// XHK Bond ...
|
||||
// XHK Band ...
|
||||
//
|
||||
ENUM_DRAW_TYPE hkBondDrawType = showHKBond ? DRAW_LINE : DRAW_NONE;
|
||||
ENUM_DRAW_TYPE hkBandDrawType = showHKBand ? DRAW_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
// Upper ...
|
||||
ArraySetAsSeries(hkBondUpperBuffer, true);
|
||||
SetIndexBuffer(hkBondUpperBufferIndex, hkBondUpperBuffer, INDICATOR_DATA);
|
||||
ArraySetAsSeries(hkBandUpperBuffer, true);
|
||||
SetIndexBuffer(hkBandUpperBufferIndex, hkBandUpperBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(hkBondUpperBufferPlotIndex, PLOT_SHOW_DATA, showHKBond);
|
||||
PlotIndexSetInteger(hkBondUpperBufferPlotIndex, PLOT_DRAW_TYPE, hkBondDrawType);
|
||||
PlotIndexSetDouble(hkBondUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
PlotIndexSetInteger(hkBandUpperBufferPlotIndex, PLOT_SHOW_DATA, showHKBand);
|
||||
PlotIndexSetInteger(hkBandUpperBufferPlotIndex, PLOT_DRAW_TYPE, hkBandDrawType);
|
||||
PlotIndexSetDouble(hkBandUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
|
||||
//
|
||||
// Lower ...
|
||||
ArraySetAsSeries(hkBondLowerBuffer, true);
|
||||
SetIndexBuffer(hkBondLowerBufferIndex, hkBondLowerBuffer, INDICATOR_DATA);
|
||||
ArraySetAsSeries(hkBandLowerBuffer, true);
|
||||
SetIndexBuffer(hkBandLowerBufferIndex, hkBandLowerBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(hkBondLowerBufferPlotIndex, PLOT_SHOW_DATA, showHKBond);
|
||||
PlotIndexSetInteger(hkBondLowerBufferPlotIndex, PLOT_DRAW_TYPE, hkBondDrawType);
|
||||
PlotIndexSetDouble(hkBondLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
PlotIndexSetInteger(hkBandLowerBufferPlotIndex, PLOT_SHOW_DATA, showHKBand);
|
||||
PlotIndexSetInteger(hkBandLowerBufferPlotIndex, PLOT_DRAW_TYPE, hkBandDrawType);
|
||||
PlotIndexSetDouble(hkBandLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
|
||||
//
|
||||
// XATR Band ...
|
||||
//
|
||||
ENUM_DRAW_TYPE atrBandDrawType = showATRBand ? DRAW_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
// Upper ...
|
||||
ArraySetAsSeries(atrBandUpperBuffer, true);
|
||||
SetIndexBuffer(atrBandUpperBufferIndex, atrBandUpperBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(atrBandUpperBufferPlotIndex, PLOT_SHOW_DATA, showATRBand);
|
||||
PlotIndexSetInteger(atrBandUpperBufferPlotIndex, PLOT_DRAW_TYPE, atrBandDrawType);
|
||||
PlotIndexSetDouble(atrBandUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
|
||||
//
|
||||
// Lower ...
|
||||
ArraySetAsSeries(atrBandLowerBuffer, true);
|
||||
SetIndexBuffer(atrBandLowerBufferIndex, atrBandLowerBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(atrBandLowerBufferPlotIndex, PLOT_SHOW_DATA, showATRBand);
|
||||
PlotIndexSetInteger(atrBandLowerBufferPlotIndex, PLOT_DRAW_TYPE, atrBandDrawType);
|
||||
PlotIndexSetDouble(atrBandLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
@@ -1250,12 +1348,27 @@ void DefineBuffers()
|
||||
// XPB Data ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(pbBondRawUpperBuffer, true);
|
||||
SetIndexBuffer(pbBondRawUpperBufferIndex, pbBondRawUpperBuffer, INDICATOR_CALCULATIONS);
|
||||
ArraySetAsSeries(pbBandRawUpperBuffer, true);
|
||||
SetIndexBuffer(pbBandRawUpperBufferIndex, pbBandRawUpperBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(pbBondRawLowerBuffer, true);
|
||||
SetIndexBuffer(pbBondRawLowerBufferIndex, pbBondRawLowerBuffer, INDICATOR_CALCULATIONS);
|
||||
ArraySetAsSeries(pbBandRawLowerBuffer, true);
|
||||
SetIndexBuffer(pbBandRawLowerBufferIndex, pbBandRawLowerBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
// XATR Data ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(atrBuffer, true);
|
||||
SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(atrBandRawUpperBuffer, true);
|
||||
SetIndexBuffer(atrBandRawUpperBufferIndex, atrBandRawUpperBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(atrBandRawLowerBuffer, true);
|
||||
SetIndexBuffer(atrBandRawLowerBufferIndex, atrBandRawLowerBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
}
|
||||
@@ -1418,11 +1531,11 @@ bool InitRequirements()
|
||||
}
|
||||
|
||||
//
|
||||
// MA Bond Upper ...
|
||||
// MA Band Upper ...
|
||||
maUpperHandler = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
maBondLength,
|
||||
maBandLength,
|
||||
0,
|
||||
maMethod,
|
||||
PRICE_HIGH //
|
||||
@@ -1434,11 +1547,11 @@ bool InitRequirements()
|
||||
}
|
||||
|
||||
//
|
||||
// MA Bond Lower ...
|
||||
// MA Band Lower ...
|
||||
maLowerHandler = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
maBondLength,
|
||||
maBandLength,
|
||||
0,
|
||||
maMethod,
|
||||
PRICE_LOW //
|
||||
@@ -1463,6 +1576,19 @@ bool InitRequirements()
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
atrHandler = iATR(
|
||||
_Symbol,
|
||||
_Period,
|
||||
atrLength //
|
||||
);
|
||||
result = atrHandler != INVALID_HANDLE;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
mDrawer = new XCPOIDrawer();
|
||||
|
||||
@@ -1620,6 +1746,19 @@ void CalculateValues(
|
||||
tickVolume //
|
||||
);
|
||||
|
||||
//
|
||||
// XATR ...
|
||||
CalculateATR(
|
||||
barIndex,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume //
|
||||
);
|
||||
|
||||
//
|
||||
// Fast MA ...
|
||||
double iFastMa = maFastBuffer[barIndex];
|
||||
@@ -1718,15 +1857,15 @@ void CalculateValues(
|
||||
double iPBLower = MathMin(close[barIndex], open[barIndex]);
|
||||
|
||||
//
|
||||
pbBondUpperBuffer[barIndex] = iPBUpper;
|
||||
pbBondRawUpperBuffer[barIndex] = iPBUpper;
|
||||
pbBandUpperBuffer[barIndex] = iPBUpper;
|
||||
pbBandRawUpperBuffer[barIndex] = iPBUpper;
|
||||
|
||||
//
|
||||
pbBondLowerBuffer[barIndex] = iPBLower;
|
||||
pbBondRawLowerBuffer[barIndex] = iPBLower;
|
||||
pbBandLowerBuffer[barIndex] = iPBLower;
|
||||
pbBandRawLowerBuffer[barIndex] = iPBLower;
|
||||
|
||||
//
|
||||
if (IsXValid(iPBMethod) && maBondLength > 0)
|
||||
if (IsXValid(iPBMethod) && maBandLength > 0)
|
||||
{
|
||||
//
|
||||
// XPB Upper ...
|
||||
@@ -1734,9 +1873,9 @@ void CalculateValues(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
barIndex,
|
||||
maBondLength,
|
||||
pbBondRawUpperBuffer,
|
||||
pbBondUpperBuffer,
|
||||
maBandLength,
|
||||
pbBandRawUpperBuffer,
|
||||
pbBandUpperBuffer,
|
||||
iPBMethod //
|
||||
);
|
||||
|
||||
@@ -1746,9 +1885,9 @@ void CalculateValues(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
barIndex,
|
||||
maBondLength,
|
||||
pbBondRawLowerBuffer,
|
||||
pbBondLowerBuffer,
|
||||
maBandLength,
|
||||
pbBandRawLowerBuffer,
|
||||
pbBandLowerBuffer,
|
||||
iPBMethod //
|
||||
);
|
||||
}
|
||||
@@ -2334,8 +2473,8 @@ void CalculateHKBar(
|
||||
}
|
||||
|
||||
//
|
||||
hkBondUpperBuffer[barIndex] = hkHighBuffer[barIndex];
|
||||
hkBondLowerBuffer[barIndex] = hkLowBuffer[barIndex];
|
||||
hkBandUpperBuffer[barIndex] = hkHighBuffer[barIndex];
|
||||
hkBandLowerBuffer[barIndex] = hkLowBuffer[barIndex];
|
||||
|
||||
//
|
||||
// Calculate HK Color ...
|
||||
@@ -2351,6 +2490,93 @@ void CalculateHKBar(
|
||||
: hideColorIDX;
|
||||
}
|
||||
|
||||
//
|
||||
void CalculateATR(
|
||||
int barIndex,
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[],
|
||||
const long &tickVolume[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
int lastBarIndex = barIndex + 1;
|
||||
bool isFirstBar =
|
||||
startCalculationForLastBars > 0
|
||||
? barIndex == startCalculationForLastBars
|
||||
: barIndex == firstBarIndex;
|
||||
|
||||
//
|
||||
double iAtr = atrBuffer[barIndex];
|
||||
double iAppliedAtr = atrMultiplier <= 0
|
||||
? iAtr
|
||||
: atrMultiplier * iAtr;
|
||||
double iUpperPrice = GetAppliedPrice(
|
||||
atrUpperPriceType,
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
barIndex //
|
||||
);
|
||||
double iLowerPrice = GetAppliedPrice(
|
||||
atrLowerPriceType,
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
barIndex //
|
||||
);
|
||||
double iPriceMid = iLowerPrice + ((iUpperPrice - iLowerPrice) / 2);
|
||||
|
||||
//
|
||||
double iUpperAtr = iPriceMid + iAppliedAtr;
|
||||
double iLowerAtr = iPriceMid - iAppliedAtr;
|
||||
|
||||
//
|
||||
atrBandRawUpperBuffer[barIndex] = iUpperAtr;
|
||||
atrBandRawLowerBuffer[barIndex] = iLowerAtr;
|
||||
|
||||
//
|
||||
// Check Can Smooth Atr ...
|
||||
if (IsXValid(atrSmoothingMode) &&
|
||||
atrSmoothingLength > 0)
|
||||
{
|
||||
//
|
||||
// Upper ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
barIndex,
|
||||
atrSmoothingLength,
|
||||
atrBandRawUpperBuffer,
|
||||
atrBandUpperBuffer,
|
||||
atrSmoothingMode //
|
||||
);
|
||||
|
||||
//
|
||||
// Lower ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
barIndex,
|
||||
atrSmoothingLength,
|
||||
atrBandRawLowerBuffer,
|
||||
atrBandLowerBuffer,
|
||||
atrSmoothingMode //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
atrBandUpperBuffer[barIndex] = iUpperAtr;
|
||||
atrBandLowerBuffer[barIndex] = iLowerAtr;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
void CalculateCycleRanges(
|
||||
int barIndex,
|
||||
|
||||
@@ -2452,6 +2452,64 @@ struct XPatternAnalysis
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract All Exists Patterns Pivots ...
|
||||
*
|
||||
* @param dest: XPivot, collection reference to holds Extracted Patterns ...
|
||||
* @param forDir: ENUM_X_DIRECTION, Specified Direction of Extractions ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int GetPatterns(
|
||||
XPivot &dest[],
|
||||
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
||||
)
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
// Prepare ...
|
||||
XClean(dest);
|
||||
|
||||
//
|
||||
// Validate ...
|
||||
bool has = IsValid() &&
|
||||
HasChild(patterns);
|
||||
if (!has)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Do ...
|
||||
XOHCL iBar;
|
||||
XPivot iPivot;
|
||||
XBoxZone iZone;
|
||||
int count = ArraySize(patterns);
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
//
|
||||
has = GetPattern(iBar, iPivot, iZone, patterns[i], forDir);
|
||||
if (has)
|
||||
{
|
||||
AddIfNotExists(iPivot, dest);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
result = ArraySize(dest);
|
||||
|
||||
//
|
||||
// Cleanup ...
|
||||
iBar.Clean();
|
||||
iZone.Clean();
|
||||
iPivot.Clean();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
@@ -2460,12 +2518,6 @@ struct XPatternAnalysisConfig
|
||||
//
|
||||
// Props ...
|
||||
|
||||
//
|
||||
// Quarter ...
|
||||
int quarterZonesRequiredToStart;
|
||||
int quarterZoneDetectionLoopback;
|
||||
int quarterZonesValidationLength;
|
||||
|
||||
//
|
||||
// PV ...
|
||||
int pvValidationLength;
|
||||
@@ -2523,12 +2575,6 @@ struct XPatternAnalysisConfig
|
||||
*/
|
||||
void Clean()
|
||||
{
|
||||
//
|
||||
// Quarter ...
|
||||
quarterZonesRequiredToStart = 0;
|
||||
quarterZoneDetectionLoopback = 0;
|
||||
quarterZonesValidationLength = 0;
|
||||
|
||||
//
|
||||
// PV ...
|
||||
pvValidationLength = 0;
|
||||
@@ -2580,12 +2626,6 @@ struct XPatternAnalysisConfig
|
||||
*/
|
||||
void Default()
|
||||
{
|
||||
//
|
||||
// Quarter ...
|
||||
quarterZonesRequiredToStart = 20;
|
||||
quarterZonesValidationLength = 3;
|
||||
quarterZoneDetectionLoopback = 1500;
|
||||
|
||||
//
|
||||
// PV ...
|
||||
pvValidationLength = 5;
|
||||
@@ -3073,4 +3113,51 @@ struct XPatternAnalysisDrawConfig
|
||||
}
|
||||
};
|
||||
|
||||
//
|
||||
// Extensions ...
|
||||
|
||||
bool FindByTime(
|
||||
int &index,
|
||||
datetime time,
|
||||
XPatternAnalysis &source[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Prepare ...
|
||||
index = -1;
|
||||
|
||||
//
|
||||
// Validate ...
|
||||
result = IsXValid(time) &&
|
||||
HasChild(source);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Do ...
|
||||
int count = ArraySize(source);
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
//
|
||||
result = source[i].bar.time == time;
|
||||
if (result)
|
||||
{
|
||||
//
|
||||
index = i;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
result = IsValidIndex(index);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
@@ -2271,6 +2271,7 @@ void SortBar(
|
||||
//+------------------------------------------------------------------+
|
||||
//| Extraction |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
/**
|
||||
* Extract Specific Types of Pivots From a Collection ...
|
||||
*
|
||||
@@ -2329,6 +2330,61 @@ int ExtractPivots(
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Same Time Pivots ...
|
||||
*
|
||||
* @param item: XPivot, reference to Specified Pivot for Detect Same Times ...
|
||||
* @param dest: XPivot, collection reference to holds Same Times Pivots ...
|
||||
* @param source: XPivot, collection reference to Provide Data Source ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int ExtractSameTimePivots(
|
||||
XPivot &item,
|
||||
XPivot &dest[],
|
||||
XPivot &source[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
// Prepare ...
|
||||
XClean(dest);
|
||||
|
||||
//
|
||||
// Validate ...
|
||||
bool has = HasChild(source) &&
|
||||
item.IsValid();
|
||||
if (!has)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Do ...
|
||||
int count = ArraySize(source);
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
//
|
||||
has = item.time == source[i].time;
|
||||
if (has)
|
||||
{
|
||||
AddIfNotExists(source[i], dest);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Add item as a Child ...
|
||||
AddIfNotExists(item, dest);
|
||||
|
||||
//
|
||||
result = ArraySize(dest);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Pivots Data for Linear Regression Calculations ...
|
||||
*
|
||||
|
||||
@@ -333,9 +333,9 @@ enum ENUM_X_DETECTOR_ZONE_ACTION
|
||||
|
||||
/**
|
||||
* Validate an ENUM member ...
|
||||
*
|
||||
*
|
||||
* @param value: ENUM_X_DETECTOR_ZONE_ACTION ...
|
||||
*
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool IsXValid(ENUM_X_DETECTOR_ZONE_ACTION value)
|
||||
@@ -636,6 +636,15 @@ struct XPivot
|
||||
symbol == item.symbol &&
|
||||
period == item.period;
|
||||
|
||||
//
|
||||
if (result && IsXValid(prefix))
|
||||
{
|
||||
//
|
||||
result =
|
||||
result &&
|
||||
prefix == item.prefix;
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -24,6 +24,7 @@
|
||||
// Imports ...
|
||||
#include "../../Classes/x-saherelm.x-signaller.class.mq5"
|
||||
#include "../../Helpers/x-saherelm.xfima.helper.mq5"
|
||||
#include "../Classes/x-saherelm.xfima.parser.class.mq5"
|
||||
#include "../Classes/x-saherelm.xfima.x-poi.detector.class.mq5"
|
||||
#include "../Classes/x-saherelm.xfima.x-poi.drawer.class.mq5"
|
||||
|
||||
@@ -45,6 +46,7 @@ class XCXFIMABaseSignaller : public XCBaseSignaller
|
||||
XFIMAInputs fimaInputs; // XFIMA Inputs ...
|
||||
XCXFIMAHelper *fimaHelper; // XFIMA Indicator Helper ...
|
||||
XCXFIMAPOIDrawer *poiDrawer; // XFIMA POI Drawer ...
|
||||
XCXFIMAHelperParser *fimaParser; // XFIMA Helper Parser ...
|
||||
XCXFIMAPOIDetector *poiDetector; // XFIMA POI Detector ...
|
||||
XFIMAMarketStructureConfig structureConfig; // XFIMA Market Structure Detector Config ...
|
||||
XFIMAMarketStructureDrawerConfig structureDrawConfig; // XFIMA Market Structure Draw Config ...
|
||||
@@ -92,9 +94,13 @@ class XCXFIMABaseSignaller : public XCBaseSignaller
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Instantiate XFIMA Helper Parser ...
|
||||
fimaParser = new XCXFIMAHelperParser(fimaHelper);
|
||||
|
||||
//
|
||||
poiDrawer = new XCXFIMAPOIDrawer();
|
||||
poiDetector = new XCXFIMAPOIDetector(fimaHelper);
|
||||
poiDetector = new XCXFIMAPOIDetector(fimaHelper, fimaParser);
|
||||
|
||||
//
|
||||
// Configure ...
|
||||
@@ -556,25 +562,17 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
// Draw Flags ...
|
||||
bool draw = true;
|
||||
bool drawZone = true;
|
||||
bool drawOrderFlow = true;
|
||||
bool drawMarketStructurePivots = true;
|
||||
bool drawMarketStructureAnalysis = true;
|
||||
bool drawMarketStructureOrderFlow = true;
|
||||
XPOIDrawConfig iDrawConfig;
|
||||
|
||||
//
|
||||
// Signal Checking ...
|
||||
|
||||
//
|
||||
// Detecting OrderFlow ...
|
||||
XBoxZone orderFlow[];
|
||||
ENUM_X_DIRECTION orderFlowDir;
|
||||
bool hasOrderFlow = poiDetector.HasOrderFlow(
|
||||
bar,
|
||||
orderFlowDir,
|
||||
orderFlow,
|
||||
2,
|
||||
false, // Contains OB ...
|
||||
true, // Contains FVG ...
|
||||
false // Contains Support and Resistances ...
|
||||
);
|
||||
// Analyse Market Strucutre ...
|
||||
XFIMAMarketStructure marketStructure;
|
||||
|
||||
//
|
||||
// Signaller 1 ...
|
||||
@@ -660,14 +658,24 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
if (result && validateByOrderFlow)
|
||||
{
|
||||
//
|
||||
bool isBullish = hasOrderFlow &&
|
||||
IsXBullish(dir) &&
|
||||
IsXBullish(orderFlowDir);
|
||||
// Analyse Market Structure if Required ...
|
||||
if (!marketStructure.IsValid())
|
||||
{
|
||||
//
|
||||
poiDetector.AnalyseMarket(
|
||||
marketStructure,
|
||||
structureConfig,
|
||||
bar.Index() //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
bool isBearish = hasOrderFlow &&
|
||||
IsXBearish(dir) &&
|
||||
IsXBearish(orderFlowDir);
|
||||
bool isBullish = IsXBullish(dir) &&
|
||||
marketStructure.HasBullishOrderFlow();
|
||||
|
||||
//
|
||||
bool isBearish = IsXBearish(dir) &&
|
||||
marketStructure.HasBearishOrderFlow();
|
||||
|
||||
//
|
||||
// Summarizing result ...
|
||||
@@ -749,7 +757,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
|
||||
//
|
||||
// Partial Close on TP 1 ...
|
||||
if (hasPartialCloseOnTp1 && tp > tp1)
|
||||
if (hasPartialCloseOnTp1)
|
||||
{
|
||||
//
|
||||
iTarget.Clean();
|
||||
@@ -814,10 +822,52 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
}
|
||||
|
||||
//
|
||||
// Draw Order Flow ...
|
||||
if (drawOrderFlow && HasChild(orderFlow))
|
||||
// Draw Market Structure ...
|
||||
//
|
||||
// Analyse Market Structure if Required ...
|
||||
if (!marketStructure.IsValid())
|
||||
{
|
||||
poiDrawer.DrawZones(orderFlow, iDrawConfig);
|
||||
//
|
||||
poiDetector.AnalyseMarket(
|
||||
marketStructure,
|
||||
structureConfig,
|
||||
bar.Index() //
|
||||
);
|
||||
}
|
||||
if (marketStructure.IsValid())
|
||||
{
|
||||
//
|
||||
// Order Flow ...
|
||||
if (drawMarketStructureOrderFlow && marketStructure.HasOrderFlow())
|
||||
{
|
||||
poiDrawer.DrawZones(marketStructure.orderFlow, iDrawConfig);
|
||||
}
|
||||
|
||||
//
|
||||
// Pivots ...
|
||||
if (drawMarketStructurePivots)
|
||||
{
|
||||
//
|
||||
XPivot pivots[];
|
||||
int pivotsCount = marketStructure.CollectPivots(
|
||||
pivots,
|
||||
true // Contains Patterns ...
|
||||
);
|
||||
if (IsValidSize(pivotsCount))
|
||||
{
|
||||
poiDrawer.DrawPivots(pivots, iDrawConfig);
|
||||
}
|
||||
|
||||
//
|
||||
XClean(pivots);
|
||||
}
|
||||
|
||||
//
|
||||
// Analysis ...
|
||||
if (drawMarketStructureAnalysis)
|
||||
{
|
||||
//
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
@@ -841,6 +891,11 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
DebugBreak();
|
||||
}
|
||||
|
||||
//
|
||||
// Cleanup ...
|
||||
iDrawConfig.Clean();
|
||||
marketStructure.Clean();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
@@ -918,13 +973,13 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
}
|
||||
|
||||
//
|
||||
// Reading HK Bond ...
|
||||
// Reading HK Band ...
|
||||
|
||||
//
|
||||
double pHKBondUpper = fimaHelper.GetHKBondUpper(pBar.Index());
|
||||
double pHKBondLower = fimaHelper.GetHKBondLower(pBar.Index());
|
||||
int overHKBondUpperCount = fimaHelper.CountOverHKBondUpper(pullBackStartBar, X_PRICE_LOW);
|
||||
int underHKBondLowerCount = fimaHelper.CountUnderHKBondLower(pullBackStartBar, X_PRICE_HIGH);
|
||||
double pHKBandUpper = fimaHelper.GetHKBandUpper(pBar.Index());
|
||||
double pHKBandLower = fimaHelper.GetHKBandLower(pBar.Index());
|
||||
int overHKBandUpperCount = fimaParser.CountOverHKBandUpper(pullBackStartBar, X_PRICE_LOW);
|
||||
int underHKBandLowerCount = fimaParser.CountUnderHKBandLower(pullBackStartBar, X_PRICE_HIGH);
|
||||
|
||||
//
|
||||
// Reading PV Requirements ...
|
||||
@@ -934,10 +989,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
int lastValeUnderLastIDX = -1;
|
||||
double pPeak = fimaHelper.GetPeak(pBar.Index());
|
||||
double pVale = fimaHelper.GetVale(pBar.Index());
|
||||
int samePeaks = fimaHelper.CountSamePeaks(pBar.Index());
|
||||
int sameVales = fimaHelper.CountSameVales(pBar.Index());
|
||||
fimaHelper.FindLastPeakOverLast(lastPeakOverLastIDX, pBar.Index());
|
||||
fimaHelper.FindLastValeUnderLast(lastValeUnderLastIDX, pBar.Index());
|
||||
int samePeaks = fimaParser.CountSamePeaks(pBar.Index());
|
||||
int sameVales = fimaParser.CountSameVales(pBar.Index());
|
||||
fimaParser.FindLastPeakOverLast(lastPeakOverLastIDX, pBar.Index());
|
||||
fimaParser.FindLastValeUnderLast(lastValeUnderLastIDX, pBar.Index());
|
||||
|
||||
//
|
||||
// Reading pBar Patterns ...
|
||||
@@ -1040,7 +1095,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
hasBullishInside &&
|
||||
isPullbackBullish &&
|
||||
isPBarHasBullishPatterns &&
|
||||
fimaHelper.IsSarBullish(pBar.Index()) &&
|
||||
fimaParser.IsSARBullish(pBar.Index()) &&
|
||||
(pVale >= affectedZonesBullish[insideBullishIDX].lower &&
|
||||
pVale <= affectedZonesBullish[insideBullishIDX].upper)
|
||||
//
|
||||
@@ -1052,7 +1107,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
hasBearishInside &&
|
||||
isPullbackBearish &&
|
||||
isPBarHasBearishPatterns &&
|
||||
fimaHelper.IsSarBearish(pBar.Index()) &&
|
||||
fimaParser.IsSARBearish(pBar.Index()) &&
|
||||
(pPeak >= affectedZonesBearish[insideBearishIDX].lower &&
|
||||
pPeak <= affectedZonesBearish[insideBearishIDX].upper)
|
||||
//
|
||||
@@ -1064,24 +1119,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
isBearish;
|
||||
if (result)
|
||||
{
|
||||
//
|
||||
if (isBullish)
|
||||
{
|
||||
//
|
||||
poiDrawer.DrawZone(
|
||||
affectedZonesBullish[insideBullishIDX],
|
||||
structureDrawConfig.drawConfig //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
poiDrawer.DrawZone(
|
||||
affectedZonesBearish[insideBearishIDX],
|
||||
structureDrawConfig.drawConfig //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
dir =
|
||||
isBullish
|
||||
@@ -1238,10 +1275,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
double pVale = fimaHelper.GetVale(pBar.Index());
|
||||
double p2Peak = fimaHelper.GetPeak(p2Bar.Index());
|
||||
double p2Vale = fimaHelper.GetVale(p2Bar.Index());
|
||||
bool isPPeakOverLast = fimaHelper.IsPeakOverLast(pBar.Index());
|
||||
bool isPValeUnderLast = fimaHelper.IsValeUnderLast(pBar.Index());
|
||||
bool isP2PeakOverLast = fimaHelper.IsPeakOverLast(p2Bar.Index());
|
||||
bool isP2ValeUnderLast = fimaHelper.IsValeUnderLast(p2Bar.Index());
|
||||
bool isPPeakOverLast = fimaParser.IsPeakOverLast(pBar.Index());
|
||||
bool isPValeUnderLast = fimaParser.IsValeUnderLast(pBar.Index());
|
||||
bool isP2PeakOverLast = fimaParser.IsPeakOverLast(p2Bar.Index());
|
||||
bool isP2ValeUnderLast = fimaParser.IsValeUnderLast(p2Bar.Index());
|
||||
bool isPeakOverLast = isPPeakOverLast ||
|
||||
isP2PeakOverLast;
|
||||
bool isValeUnderLast = isPValeUnderLast ||
|
||||
@@ -1473,7 +1510,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
// XFIMA Consolidation ...
|
||||
|
||||
//
|
||||
bool isConsolidation = fimaHelper.HasPVConsolidationZone(
|
||||
bool isConsolidation = poiDetector.DetectPVConsolidationZone(
|
||||
zone,
|
||||
pBar.Index(),
|
||||
true, // Force PV Break ...
|
||||
@@ -1707,12 +1744,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
|
||||
//
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (result)
|
||||
{
|
||||
//
|
||||
poiDrawer.DrawZones(orderFlow, structureDrawConfig.drawConfig);
|
||||
Print("OrderFlow Detected ...");
|
||||
}
|
||||
|
||||
//
|
||||
isBullish =
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -702,79 +702,6 @@ class XCXFIMAPOIDrawer : public XCPOIDrawer
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Draw Specified Market Structure Based on Given Configs ...
|
||||
*
|
||||
* @param structure: XFIMAMarketStructure, reference to Provide Specifid Market Structure ...
|
||||
* @param config: XFIMAMarketStructureDrawerConfig, reference to Provide Drawing Configurations ...
|
||||
*/
|
||||
void DrawMarketStructure(
|
||||
XFIMAMarketStructure &structure,
|
||||
XFIMAMarketStructureDrawerConfig &config //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Validate ...
|
||||
bool has = structure.IsValid();
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// PV Analysis ...
|
||||
if (config.drawPVAnalysis)
|
||||
{
|
||||
//
|
||||
has = structure.pvAnalysis.IsValid();
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
DrawPivotAnalysis(
|
||||
structure.pvAnalysis,
|
||||
config.pivotAnalysisDrawConfig //
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// ZG Analysis ...
|
||||
if (config.drawZGAnalysis)
|
||||
{
|
||||
//
|
||||
has = structure.zgAnalysis.IsValid();
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
DrawPivotAnalysis(
|
||||
structure.zgAnalysis,
|
||||
config.pivotAnalysisDrawConfig //
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Bars Analysis ...
|
||||
if (config.drawBarsAnalysis)
|
||||
{
|
||||
//
|
||||
int count = ArraySize(structure.barsAnalysis);
|
||||
has = IsValidSize(count);
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
//
|
||||
DrawPatternAnalysis(
|
||||
structure.barsAnalysis[i],
|
||||
config.barAnalysisDrawConfig //
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
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|
||||
@@ -25,6 +25,7 @@
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||||
#include "../../Classes/x-saherelm.x-cobject.class.mq5"
|
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#include "../../Helpers/x-saherelm.xfima.helper.mq5"
|
||||
#include "../../Libraries/x-saherelm.x-pivot.analysis.lib.mq5"
|
||||
#include "../Classes/x-saherelm.xfima.parser.class.mq5"
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
@@ -40,8 +41,22 @@ struct XFIMAMarketStructure
|
||||
XPatternAnalysis barAnalysis; // Structure Bar Pattern Analysis ...
|
||||
|
||||
//
|
||||
XPivotAnalysis pvAnalysis; // PV Pivot Analysis Result ...
|
||||
XPivotAnalysis zgAnalysis; // ZG Pivot Analysis Result ...
|
||||
XBoxZone orderFlow[]; // Specified Order Flow Zones ...
|
||||
ENUM_X_DIRECTION orderFlowDir; // Specified Order Flow Direction ...
|
||||
|
||||
//
|
||||
XPivot pvPivots[]; // XPV Pivots ...
|
||||
XPivot zgPivots[]; // XZG Pivots ...
|
||||
XPivot maPivots[]; // XMA Pivots ...
|
||||
XPivot hkPivots[]; // XHK Pivots ...
|
||||
XPivot sarPivots[]; // XSAR Pivots ...
|
||||
|
||||
//
|
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XPivotAnalysis pvAnalysis; // XPV Pivot Analysis Result ...
|
||||
XPivotAnalysis zgAnalysis; // XZG Pivot Analysis Result ...
|
||||
XPivotAnalysis maAnalysis; // XMA Pivot Analysis Result ...
|
||||
XPivotAnalysis hkAnalysis; // XHK Pivot Analysis Result ...
|
||||
XPivotAnalysis sarAnalysis; // XSAR Pivot Analysis Result ...
|
||||
|
||||
//
|
||||
XPatternAnalysis barsAnalysis[]; // Anaysed Bars ...
|
||||
@@ -65,11 +80,27 @@ struct XFIMAMarketStructure
|
||||
bar.Clean();
|
||||
barAnalysis.Clean();
|
||||
|
||||
//
|
||||
XClean(pvPivots);
|
||||
XClean(zgPivots);
|
||||
XClean(maPivots);
|
||||
XClean(hkPivots);
|
||||
XClean(sarPivots);
|
||||
|
||||
//
|
||||
pvAnalysis.Clean();
|
||||
zgAnalysis.Clean();
|
||||
maAnalysis.Clean();
|
||||
hkAnalysis.Clean();
|
||||
sarAnalysis.Clean();
|
||||
|
||||
//
|
||||
XClean(barsAnalysis);
|
||||
|
||||
//
|
||||
XClean(orderFlow);
|
||||
orderFlowDir = X_DIRECTION_NONE;
|
||||
|
||||
//
|
||||
ZeroMemory(this);
|
||||
}
|
||||
@@ -85,31 +116,73 @@ struct XFIMAMarketStructure
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = bar.IsValid() &&
|
||||
barAnalysis.IsValid();
|
||||
result = bar.IsValid() &&
|
||||
barAnalysis.IsValid();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Checkers ...
|
||||
|
||||
/**
|
||||
* Check Market Strucutre Has Order Flow or not ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool HasOrderFlow()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = IsValid() &&
|
||||
HasChild(orderFlow) &&
|
||||
HasDirection(orderFlowDir);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check Market Structure Has Bullish Order Flow or not ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool HasBullishOrderFlow()
|
||||
{
|
||||
return HasOrderFlow() &&
|
||||
IsXBullish(orderFlowDir);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check Market Structure Has Bearish Order Flow or not ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool HasBearishOrderFlow()
|
||||
{
|
||||
return HasOrderFlow() &&
|
||||
IsXBearish(orderFlowDir);
|
||||
}
|
||||
|
||||
//
|
||||
// Collectors ...
|
||||
|
||||
/**
|
||||
* Collect Required Zones from Structure ...
|
||||
* Collect all Pivots ...
|
||||
*
|
||||
* @param dest: XBoxZone, reference collection to holds result ...
|
||||
* @param forDir: ENUM_X_DIRECTION, Specified Collectiong ones Direction ...
|
||||
* @param containsOB: bool, Contains OB Zones ...
|
||||
* @param containsFVG: bool, Contains FVG Zones ...
|
||||
* @param dest: XPivot, collection reference to holds result ...
|
||||
* @param containsPatterns: bool, Specified to Add Pivots Bar Directionl Patterns ...
|
||||
* @param forDir: ENUM_X_DIRECTION, Specified Extraction Direction ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int CollectZones(
|
||||
XBoxZone &dest[],
|
||||
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE,
|
||||
bool containsOB = false,
|
||||
bool containsFVG = false //
|
||||
int CollectPivots(
|
||||
XPivot &dest[],
|
||||
bool containsPatterns = false,
|
||||
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
||||
)
|
||||
{
|
||||
//
|
||||
@@ -120,7 +193,7 @@ struct XFIMAMarketStructure
|
||||
XClean(dest);
|
||||
|
||||
//
|
||||
// Validate ...
|
||||
// Normalize ...
|
||||
bool has = IsValid();
|
||||
if (!has)
|
||||
{
|
||||
@@ -128,182 +201,80 @@ struct XFIMAMarketStructure
|
||||
}
|
||||
|
||||
//
|
||||
bool canCollectBullish =
|
||||
IsXBullish(forDir) ||
|
||||
!HasDirection(forDir);
|
||||
// Do ...
|
||||
|
||||
//
|
||||
bool canCollectBearish =
|
||||
IsXBearish(forDir) ||
|
||||
!HasDirection(forDir);
|
||||
Copy(pvPivots, dest, false);
|
||||
Copy(hkPivots, dest, false);
|
||||
Copy(maPivots, dest, false);
|
||||
Copy(zgPivots, dest, false);
|
||||
Copy(sarPivots, dest, false);
|
||||
|
||||
//
|
||||
int count = 0;
|
||||
XBoxZone tmpBox;
|
||||
|
||||
//
|
||||
// Check Analysis ...
|
||||
|
||||
//
|
||||
// XPV ...
|
||||
has = pvAnalysis.IsValid();
|
||||
if (has)
|
||||
// Apply Direction Filtering ...
|
||||
if (HasDirection(forDir))
|
||||
{
|
||||
//
|
||||
// Support ...
|
||||
tmpBox.Clean();
|
||||
has = pvAnalysis.HasSupportBox(tmpBox);
|
||||
if (has && canCollectBullish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Resistance ...
|
||||
tmpBox.Clean();
|
||||
has = pvAnalysis.HasResistanceBox(tmpBox);
|
||||
if (has && canCollectBearish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
XPivot tmps[];
|
||||
ExtractByDirection(
|
||||
tmps,
|
||||
dest,
|
||||
forDir //
|
||||
);
|
||||
XClean(dest);
|
||||
Copy(tmps, dest);
|
||||
XClean(tmps);
|
||||
}
|
||||
|
||||
//
|
||||
// XZG ...
|
||||
has = zgAnalysis.IsValid();
|
||||
if (has)
|
||||
// Contains Pattern Pivots ...
|
||||
if (containsPatterns && HasChild(dest) && HasChild(barsAnalysis))
|
||||
{
|
||||
//
|
||||
// Support ...
|
||||
tmpBox.Clean();
|
||||
has = zgAnalysis.HasSupportBox(tmpBox);
|
||||
if (has && canCollectBullish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
XPivot tmp;
|
||||
int idx = -1;
|
||||
XPivot tmps[];
|
||||
XPivot sames[];
|
||||
XPivot patterns[];
|
||||
Copy(dest, tmps);
|
||||
XClean(dest);
|
||||
|
||||
//
|
||||
// Resistance ...
|
||||
tmpBox.Clean();
|
||||
has = zgAnalysis.HasResistanceBox(tmpBox);
|
||||
if (has && canCollectBearish)
|
||||
while (HasChild(tmps))
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
tmpBox,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Bar Patterns ...
|
||||
has = HasChild(barsAnalysis);
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
count = ArraySize(barsAnalysis);
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
//
|
||||
// Support ...
|
||||
has = barsAnalysis[i].IsSupport();
|
||||
if (has && canCollectBullish)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].support,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
tmp.Clean();
|
||||
tmp = tmps[0];
|
||||
ArrayRemove(tmps, 0, 1);
|
||||
|
||||
//
|
||||
// Resistance ...
|
||||
has = barsAnalysis[i].IsResistance();
|
||||
if (has && canCollectBearish)
|
||||
XClean(sames);
|
||||
ExtractSameTimePivots(tmp, sames, tmps);
|
||||
if (HasChild(sames))
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].resistance,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// OB ...
|
||||
if (containsOB)
|
||||
{
|
||||
//
|
||||
has = barsAnalysis[i].IsOB();
|
||||
has = FindByTime(idx, tmp.time, barsAnalysis);
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
has = (canCollectBullish && barsAnalysis[i].ob.IsBullish()) ||
|
||||
(canCollectBearish && barsAnalysis[i].ob.IsBearish());
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].ob,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
barsAnalysis[idx].GetPatterns(patterns, sames[0].dir);
|
||||
Copy(patterns, dest, false);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// FVG ...
|
||||
if (containsFVG)
|
||||
{
|
||||
has = barsAnalysis[i].IsFVG();
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
has = (canCollectBullish && barsAnalysis[i].fvg.IsBullish()) ||
|
||||
(canCollectBearish && barsAnalysis[i].fvg.IsBearish());
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
AddIfNotExists(
|
||||
barsAnalysis[i].fvg,
|
||||
dest //
|
||||
);
|
||||
}
|
||||
}
|
||||
//
|
||||
Copy(sames, dest, false);
|
||||
Removes(sames, tmps);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
XClean(tmps);
|
||||
XClean(sames);
|
||||
XClean(patterns);
|
||||
}
|
||||
|
||||
//
|
||||
result = ArraySize(dest);
|
||||
has = IsValidSize(result);
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
// Update To Time ...
|
||||
// and also we Can Validate Zones Here ...
|
||||
datetime cTime = TimeCurrent();
|
||||
for (int i = 0; i < result; i++)
|
||||
{
|
||||
dest[i].to = cTime;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Cleanup ...
|
||||
tmpBox.Clean();
|
||||
|
||||
//
|
||||
return result;
|
||||
@@ -312,6 +283,9 @@ struct XFIMAMarketStructure
|
||||
//
|
||||
};
|
||||
|
||||
/**
|
||||
* Configure How to Detect Market Structure ...
|
||||
**/
|
||||
struct XFIMAMarketStructureConfig
|
||||
{
|
||||
//
|
||||
@@ -321,12 +295,18 @@ struct XFIMAMarketStructureConfig
|
||||
// Detector Flags ...
|
||||
|
||||
//
|
||||
bool analysePVPivots; // Analyse PV Pivots ...
|
||||
bool analyseZGPivots; // Analyse ZG Pivots ...
|
||||
bool analysePVPivots; // Analyse PV Pivots ...
|
||||
bool analyseZGPivots; // Analyse ZG Pivots ...
|
||||
bool analyseHKPivots; // Analyse HK Pivots ...
|
||||
bool analyseMAPivots; // Analyse MA Pivots ...
|
||||
bool analyseSARPivots; // Analyse SAR Pivots ...
|
||||
|
||||
//
|
||||
bool analyseBarPatterns; // Analyse Bar Patterns ...
|
||||
|
||||
//
|
||||
bool detectOrderFlow; // Detect Order Flow ...
|
||||
|
||||
//
|
||||
// Detector Configs ...
|
||||
|
||||
@@ -335,8 +315,10 @@ struct XFIMAMarketStructureConfig
|
||||
int requiredPivots; // Required Extracted Pivots for Analysis ...
|
||||
|
||||
//
|
||||
int pvPivotsValidationLength; // PV Pivots Validation Length ...
|
||||
double maCrossValidationDiffMultiplier; // a Point Distance to Validate MA Crosses ...
|
||||
int orderFlowValidation; // Order Flow Sequential Validation ...
|
||||
bool orderFlowUseOB; // Order Flow Use Order Blocks ...
|
||||
bool orderFlowUseFVG; // Order Flow Use Fair Value Gaps ...
|
||||
bool orderFlowUseSupportAndResistance; // Order Flow Use Support and Resistance (s) ...
|
||||
|
||||
//
|
||||
XPatternAnalysisConfig barsAnalysisConfig; // Bars Analyser Config ...
|
||||
@@ -358,16 +340,24 @@ struct XFIMAMarketStructureConfig
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
detectOrderFlow = false;
|
||||
analysePVPivots = false;
|
||||
analyseZGPivots = false;
|
||||
analyseHKPivots = false;
|
||||
analyseMAPivots = false;
|
||||
analyseSARPivots = false;
|
||||
analyseBarPatterns = false;
|
||||
|
||||
//
|
||||
// Configure Detectors ...
|
||||
loopback = 0;
|
||||
requiredPivots = 0;
|
||||
pvPivotsValidationLength = 0;
|
||||
maCrossValidationDiffMultiplier = 0;
|
||||
|
||||
//
|
||||
orderFlowValidation = 0;
|
||||
orderFlowUseOB = false;
|
||||
orderFlowUseFVG = false;
|
||||
orderFlowUseSupportAndResistance = false;
|
||||
|
||||
//
|
||||
barsAnalysisConfig.Clean();
|
||||
@@ -383,20 +373,32 @@ struct XFIMAMarketStructureConfig
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
detectOrderFlow = true;
|
||||
analysePVPivots = true;
|
||||
analyseZGPivots = true;
|
||||
analyseHKPivots = true;
|
||||
analyseMAPivots = true;
|
||||
analyseSARPivots = true;
|
||||
analyseBarPatterns = true;
|
||||
|
||||
//
|
||||
// Configure Detectors ...
|
||||
loopback = 200;
|
||||
requiredPivots = 10;
|
||||
pvPivotsValidationLength = 5;
|
||||
maCrossValidationDiffMultiplier = 4;
|
||||
|
||||
//
|
||||
orderFlowValidation = 2;
|
||||
orderFlowUseOB = false;
|
||||
orderFlowUseFVG = true;
|
||||
orderFlowUseSupportAndResistance = false;
|
||||
|
||||
//
|
||||
barsAnalysisConfig.Default();
|
||||
barsAnalysisConfig.FullPattern();
|
||||
|
||||
//
|
||||
barsAnalysisConfig.supportAndResistanceLoopbackLength = 5;
|
||||
barsAnalysisConfig.supportAndResistanceValidationLength = 11;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -406,8 +408,12 @@ struct XFIMAMarketStructureConfig
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
detectOrderFlow = false;
|
||||
analysePVPivots = false;
|
||||
analyseZGPivots = false;
|
||||
analyseHKPivots = false;
|
||||
analyseMAPivots = false;
|
||||
analyseSARPivots = false;
|
||||
analyseBarPatterns = false;
|
||||
}
|
||||
|
||||
@@ -418,8 +424,12 @@ struct XFIMAMarketStructureConfig
|
||||
{
|
||||
//
|
||||
// Detector Flags ...
|
||||
detectOrderFlow = true;
|
||||
analysePVPivots = true;
|
||||
analyseZGPivots = true;
|
||||
analyseHKPivots = true;
|
||||
analyseMAPivots = true;
|
||||
analyseSARPivots = true;
|
||||
analyseBarPatterns = true;
|
||||
}
|
||||
|
||||
@@ -437,6 +447,9 @@ struct XFIMAMarketStructureDrawerConfig
|
||||
//
|
||||
bool drawPVAnalysis;
|
||||
bool drawZGAnalysis;
|
||||
bool drawMAAnalysis;
|
||||
bool drawHKAnalysis;
|
||||
bool drawSARAnalysis;
|
||||
bool drawBarsAnalysis;
|
||||
|
||||
//
|
||||
@@ -465,6 +478,9 @@ struct XFIMAMarketStructureDrawerConfig
|
||||
//
|
||||
drawPVAnalysis = false;
|
||||
drawZGAnalysis = false;
|
||||
drawMAAnalysis = false;
|
||||
drawHKAnalysis = false;
|
||||
drawSARAnalysis = false;
|
||||
drawBarsAnalysis = false;
|
||||
|
||||
//
|
||||
@@ -488,6 +504,9 @@ struct XFIMAMarketStructureDrawerConfig
|
||||
//
|
||||
drawPVAnalysis = true;
|
||||
drawZGAnalysis = true;
|
||||
drawMAAnalysis = true;
|
||||
drawHKAnalysis = true;
|
||||
drawSARAnalysis = true;
|
||||
drawBarsAnalysis = true;
|
||||
|
||||
//
|
||||
@@ -518,6 +537,9 @@ struct XFIMAMarketStructureDrawerConfig
|
||||
//
|
||||
drawPVAnalysis = false;
|
||||
drawZGAnalysis = false;
|
||||
drawMAAnalysis = false;
|
||||
drawHKAnalysis = false;
|
||||
drawSARAnalysis = false;
|
||||
drawBarsAnalysis = false;
|
||||
|
||||
//
|
||||
@@ -535,9 +557,12 @@ struct XFIMAMarketStructureDrawerConfig
|
||||
// Drawing Flags ...
|
||||
|
||||
//
|
||||
drawPVAnalysis = false;
|
||||
drawZGAnalysis = false;
|
||||
drawBarsAnalysis = false;
|
||||
drawPVAnalysis = true;
|
||||
drawZGAnalysis = true;
|
||||
drawMAAnalysis = true;
|
||||
drawHKAnalysis = true;
|
||||
drawSARAnalysis = true;
|
||||
drawBarsAnalysis = true;
|
||||
|
||||
//
|
||||
// Drawing Configs ...
|
||||
|
||||
Reference in New Issue
Block a user