refactor all requirements for draw and detect pois and also add Fima Helper, Parser Class Implementations for Separation of Concerns ...
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@@ -24,6 +24,7 @@
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// Imports ...
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#include "../../Classes/x-saherelm.x-signaller.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 "../Classes/x-saherelm.xfima.x-poi.detector.class.mq5"
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#include "../Classes/x-saherelm.xfima.x-poi.drawer.class.mq5"
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@@ -45,6 +46,7 @@ class XCXFIMABaseSignaller : public XCBaseSignaller
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XFIMAInputs fimaInputs; // XFIMA Inputs ...
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XCXFIMAHelper *fimaHelper; // XFIMA Indicator Helper ...
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XCXFIMAPOIDrawer *poiDrawer; // XFIMA POI Drawer ...
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XCXFIMAHelperParser *fimaParser; // XFIMA Helper Parser ...
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XCXFIMAPOIDetector *poiDetector; // XFIMA POI Detector ...
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XFIMAMarketStructureConfig structureConfig; // XFIMA Market Structure Detector Config ...
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XFIMAMarketStructureDrawerConfig structureDrawConfig; // XFIMA Market Structure Draw Config ...
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@@ -92,9 +94,13 @@ class XCXFIMABaseSignaller : public XCBaseSignaller
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}
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}
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//
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// Instantiate XFIMA Helper Parser ...
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fimaParser = new XCXFIMAHelperParser(fimaHelper);
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//
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poiDrawer = new XCXFIMAPOIDrawer();
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poiDetector = new XCXFIMAPOIDetector(fimaHelper);
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poiDetector = new XCXFIMAPOIDetector(fimaHelper, fimaParser);
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//
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// Configure ...
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@@ -556,25 +562,17 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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// Draw Flags ...
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bool draw = true;
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bool drawZone = true;
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bool drawOrderFlow = true;
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bool drawMarketStructurePivots = true;
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bool drawMarketStructureAnalysis = true;
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bool drawMarketStructureOrderFlow = true;
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XPOIDrawConfig iDrawConfig;
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//
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// Signal Checking ...
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//
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// Detecting OrderFlow ...
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XBoxZone orderFlow[];
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ENUM_X_DIRECTION orderFlowDir;
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bool hasOrderFlow = poiDetector.HasOrderFlow(
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bar,
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orderFlowDir,
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orderFlow,
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2,
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false, // Contains OB ...
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true, // Contains FVG ...
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false // Contains Support and Resistances ...
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);
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// Analyse Market Strucutre ...
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XFIMAMarketStructure marketStructure;
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//
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// Signaller 1 ...
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@@ -660,14 +658,24 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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if (result && validateByOrderFlow)
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{
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//
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bool isBullish = hasOrderFlow &&
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IsXBullish(dir) &&
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IsXBullish(orderFlowDir);
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// Analyse Market Structure if Required ...
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if (!marketStructure.IsValid())
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{
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//
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poiDetector.AnalyseMarket(
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marketStructure,
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structureConfig,
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bar.Index() //
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);
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}
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//
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bool isBearish = hasOrderFlow &&
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IsXBearish(dir) &&
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IsXBearish(orderFlowDir);
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bool isBullish = IsXBullish(dir) &&
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marketStructure.HasBullishOrderFlow();
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//
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bool isBearish = IsXBearish(dir) &&
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marketStructure.HasBearishOrderFlow();
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//
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// Summarizing result ...
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@@ -749,7 +757,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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//
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// Partial Close on TP 1 ...
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if (hasPartialCloseOnTp1 && tp > tp1)
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if (hasPartialCloseOnTp1)
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{
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//
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iTarget.Clean();
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@@ -814,10 +822,52 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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}
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//
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// Draw Order Flow ...
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if (drawOrderFlow && HasChild(orderFlow))
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// Draw Market Structure ...
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//
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// Analyse Market Structure if Required ...
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if (!marketStructure.IsValid())
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{
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poiDrawer.DrawZones(orderFlow, iDrawConfig);
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//
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poiDetector.AnalyseMarket(
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marketStructure,
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structureConfig,
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bar.Index() //
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);
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}
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if (marketStructure.IsValid())
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{
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//
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// Order Flow ...
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if (drawMarketStructureOrderFlow && marketStructure.HasOrderFlow())
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{
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poiDrawer.DrawZones(marketStructure.orderFlow, iDrawConfig);
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}
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//
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// Pivots ...
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if (drawMarketStructurePivots)
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{
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//
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XPivot pivots[];
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int pivotsCount = marketStructure.CollectPivots(
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pivots,
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true // Contains Patterns ...
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);
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if (IsValidSize(pivotsCount))
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{
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poiDrawer.DrawPivots(pivots, iDrawConfig);
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}
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//
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XClean(pivots);
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}
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//
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// Analysis ...
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if (drawMarketStructureAnalysis)
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{
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//
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}
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}
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//
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@@ -841,6 +891,11 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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DebugBreak();
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}
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//
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// Cleanup ...
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iDrawConfig.Clean();
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marketStructure.Clean();
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//
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return result;
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}
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@@ -918,13 +973,13 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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}
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//
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// Reading HK Bond ...
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// Reading HK Band ...
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//
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double pHKBondUpper = fimaHelper.GetHKBondUpper(pBar.Index());
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double pHKBondLower = fimaHelper.GetHKBondLower(pBar.Index());
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int overHKBondUpperCount = fimaHelper.CountOverHKBondUpper(pullBackStartBar, X_PRICE_LOW);
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int underHKBondLowerCount = fimaHelper.CountUnderHKBondLower(pullBackStartBar, X_PRICE_HIGH);
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double pHKBandUpper = fimaHelper.GetHKBandUpper(pBar.Index());
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double pHKBandLower = fimaHelper.GetHKBandLower(pBar.Index());
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int overHKBandUpperCount = fimaParser.CountOverHKBandUpper(pullBackStartBar, X_PRICE_LOW);
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int underHKBandLowerCount = fimaParser.CountUnderHKBandLower(pullBackStartBar, X_PRICE_HIGH);
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//
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// Reading PV Requirements ...
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@@ -934,10 +989,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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int lastValeUnderLastIDX = -1;
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double pPeak = fimaHelper.GetPeak(pBar.Index());
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double pVale = fimaHelper.GetVale(pBar.Index());
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int samePeaks = fimaHelper.CountSamePeaks(pBar.Index());
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int sameVales = fimaHelper.CountSameVales(pBar.Index());
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fimaHelper.FindLastPeakOverLast(lastPeakOverLastIDX, pBar.Index());
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fimaHelper.FindLastValeUnderLast(lastValeUnderLastIDX, pBar.Index());
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int samePeaks = fimaParser.CountSamePeaks(pBar.Index());
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int sameVales = fimaParser.CountSameVales(pBar.Index());
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fimaParser.FindLastPeakOverLast(lastPeakOverLastIDX, pBar.Index());
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fimaParser.FindLastValeUnderLast(lastValeUnderLastIDX, pBar.Index());
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//
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// Reading pBar Patterns ...
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@@ -1040,7 +1095,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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hasBullishInside &&
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isPullbackBullish &&
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isPBarHasBullishPatterns &&
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fimaHelper.IsSarBullish(pBar.Index()) &&
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fimaParser.IsSARBullish(pBar.Index()) &&
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(pVale >= affectedZonesBullish[insideBullishIDX].lower &&
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pVale <= affectedZonesBullish[insideBullishIDX].upper)
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//
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@@ -1052,7 +1107,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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hasBearishInside &&
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isPullbackBearish &&
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isPBarHasBearishPatterns &&
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fimaHelper.IsSarBearish(pBar.Index()) &&
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fimaParser.IsSARBearish(pBar.Index()) &&
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(pPeak >= affectedZonesBearish[insideBearishIDX].lower &&
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pPeak <= affectedZonesBearish[insideBearishIDX].upper)
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//
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@@ -1064,24 +1119,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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isBearish;
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if (result)
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{
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//
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if (isBullish)
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{
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//
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poiDrawer.DrawZone(
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affectedZonesBullish[insideBullishIDX],
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structureDrawConfig.drawConfig //
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);
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}
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else
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{
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//
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poiDrawer.DrawZone(
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affectedZonesBearish[insideBearishIDX],
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structureDrawConfig.drawConfig //
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);
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}
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//
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dir =
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isBullish
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@@ -1238,10 +1275,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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double pVale = fimaHelper.GetVale(pBar.Index());
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double p2Peak = fimaHelper.GetPeak(p2Bar.Index());
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double p2Vale = fimaHelper.GetVale(p2Bar.Index());
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bool isPPeakOverLast = fimaHelper.IsPeakOverLast(pBar.Index());
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bool isPValeUnderLast = fimaHelper.IsValeUnderLast(pBar.Index());
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bool isP2PeakOverLast = fimaHelper.IsPeakOverLast(p2Bar.Index());
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bool isP2ValeUnderLast = fimaHelper.IsValeUnderLast(p2Bar.Index());
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bool isPPeakOverLast = fimaParser.IsPeakOverLast(pBar.Index());
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bool isPValeUnderLast = fimaParser.IsValeUnderLast(pBar.Index());
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bool isP2PeakOverLast = fimaParser.IsPeakOverLast(p2Bar.Index());
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bool isP2ValeUnderLast = fimaParser.IsValeUnderLast(p2Bar.Index());
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bool isPeakOverLast = isPPeakOverLast ||
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isP2PeakOverLast;
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bool isValeUnderLast = isPValeUnderLast ||
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@@ -1473,7 +1510,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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// XFIMA Consolidation ...
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//
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bool isConsolidation = fimaHelper.HasPVConsolidationZone(
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bool isConsolidation = poiDetector.DetectPVConsolidationZone(
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zone,
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pBar.Index(),
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true, // Force PV Break ...
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@@ -1707,12 +1744,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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//
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result = isBullish ||
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isBearish;
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if (result)
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{
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//
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poiDrawer.DrawZones(orderFlow, structureDrawConfig.drawConfig);
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Print("OrderFlow Detected ...");
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}
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//
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isBullish =
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File diff suppressed because it is too large
Load Diff
@@ -702,79 +702,6 @@ class XCXFIMAPOIDrawer : public XCPOIDrawer
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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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//
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};
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