saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

مشسف ...

Browse Source
This commit is contained in:
saherelm
2025-02-04 19:31:24 +03:30
parent 1f755d6ca3
commit 114f327efe
2 changed files with 795 additions and 47 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Libraries/x-saherelm.x-poi.lib.mq5
+620 -43
View File
@@ -844,17 +844,20 @@ class XCBarZone : public XCZone
}
/**
* Is Activated Zone or not ...
* Is Zone Activated ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param activatedBar: XOHCL instance Reference ...
* @param activatedDir: ENUM_X_DIRECTION member ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsActivated(
ENUM_X_DIRECTION forDir,
XOHCL &activatedBar,
ENUM_X_DIRECTION &activatedDir //
ENUM_X_DIRECTION &activatedDir,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
@@ -865,7 +868,15 @@ class XCBarZone : public XCZone
activatedDir = X_DIRECTION_NONE;
//
result = IsValid();
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
result = IsValid() &&
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
@@ -877,7 +888,8 @@ class XCBarZone : public XCZone
bool isStarted = IsStarted(
forDir,
startedBar,
startedDir //
startedDir,
forPeriod //
);
result = isStarted;
if (!result)
@@ -899,7 +911,7 @@ class XCBarZone : public XCZone
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
GetPeriod(),
forPeriod,
i //
);
result = isInited;
@@ -971,17 +983,20 @@ class XCBarZone : public XCZone
}
/**
* Is Breaked Zone or not ...
* Is Zone Breaked ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param breakerBar: XOHCL instance Reference ...
* @param breakerDir: ENUM_X_DIRECTION member ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsBreaked(
ENUM_X_DIRECTION forDir,
XOHCL &breakerBar,
ENUM_X_DIRECTION &breakerDir //
ENUM_X_DIRECTION &breakerDir,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
@@ -991,9 +1006,16 @@ class XCBarZone : public XCZone
breakerBar.Clean();
breakerDir = X_DIRECTION_NONE;
//
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
result = IsValid() &&
HasDirection(forDir);
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
@@ -1005,7 +1027,8 @@ class XCBarZone : public XCZone
bool isActivated = IsActivated(
forDir,
activatedBar,
activatedDir //
activatedDir,
forPeriod //
);
result = isActivated;
if (!result)
@@ -1024,7 +1047,7 @@ class XCBarZone : public XCZone
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
GetPeriod(),
forPeriod,
i //
);
result = isInited;
@@ -1085,17 +1108,20 @@ class XCBarZone : public XCZone
}
/**
* Retrieve Order Zone First Breaker Bar ...
* Is Zone Started ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param breakerBar: XOHCL instance Reference ...
* @param breakerDir: ENUM_X_DIRECTION member ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsStarted(
ENUM_X_DIRECTION forDir,
XOHCL &startedBar,
ENUM_X_DIRECTION &startedDir //
ENUM_X_DIRECTION &startedDir,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
@@ -1105,9 +1131,16 @@ class XCBarZone : public XCZone
startedBar.Clean();
startedDir = X_DIRECTION_NONE;
//
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
result = IsValid() &&
HasDirection(forDir);
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
@@ -1121,7 +1154,7 @@ class XCBarZone : public XCZone
// Detect From Bar Index ...
int fromIndex = iBarShift(
GetSymbol(),
GetPeriod(),
forPeriod,
From() //
);
@@ -1132,7 +1165,7 @@ class XCBarZone : public XCZone
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
GetPeriod(),
forPeriod,
i //
);
result = isInited;
@@ -1196,6 +1229,191 @@ class XCBarZone : public XCZone
return result;
}
/**
* Is Zone Rejected/Sweeped ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param rejectedBar: XOHCL instance Reference ...
* @param rejectedDir: ENUM_X_DIRECTION member, Provides Rejection Direction ...
* @param from: datetime start checking optional ...
* @param forceSweep: bool, Specified Force Sweep Rejection ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsRejected(
ENUM_X_DIRECTION forDir,
XOHCL &rejectedBar,
ENUM_X_DIRECTION &rejectedDir,
datetime from = NULL,
bool forceSweep = false,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
bool result = false;
//
rejectedBar.Clean();
rejectedDir = X_DIRECTION_NONE;
//
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
if (!IsSpecifiedValid(from))
{
from = From();
}
//
result = IsValid() &&
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
}
//
bool isBullish = IsBullish(forDir);
bool isBearish = IsBearish(forDir);
//
int fromIndex = iBarShift(
GetSymbol(),
forPeriod,
from //
);
fromIndex--;
//
for (int i = fromIndex; i >= 0; i--)
{
//
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
forPeriod,
i //
);
result = isInited;
if (!result)
{
continue;
}
//
bool isRejectedFromUpper =
//
isBullish &&
//
(
//
(iBar.low <= Upper() &&
iBar.high > Upper() &&
iBar.GetUp() > Upper())
//
)
//
;
//
bool isRejectedFromLower =
//
isBearish &&
//
(
//
(iBar.high >= Lower() &&
iBar.low < Lower() &&
iBar.GetDown() < Lower())
//
)
//
;
//
bool isSweepedFromUpper =
//
isBullish &&
//
(
//
(iBar.low <= Lower() &&
iBar.high > Upper() &&
iBar.GetUp() > Upper())
//
)
//
;
//
bool isSweepedFromLower =
//
isBearish &&
//
(
//
(iBar.high >= Upper() &&
iBar.low < Lower() &&
iBar.GetDown() < Lower())
//
)
//
;
//
bool isRejected = isRejectedFromUpper ||
isRejectedFromLower;
//
bool isSweeped = isSweepedFromUpper ||
isSweepedFromLower;
//
bool fromUpper = isRejectedFromUpper ||
isSweepedFromUpper;
//
bool fromLower = isRejectedFromLower ||
isSweepedFromLower;
//
// Prepare Result ...
bool isPassed =
isSweeped ||
isRejected;
if (forceSweep)
{
isPassed = isSweeped;
}
//
if (isPassed)
{
//
result = isPassed;
rejectedBar = iBar;
rejectedDir =
fromUpper
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
break;
}
}
//
result = rejectedBar.IsValid() &&
HasDirection(rejectedDir);
//
return result;
}
//
// Overrides ...
@@ -1523,16 +1741,20 @@ class XCTwoBarZone : public XCZone
}
/**
* Is Activated Zone or not ...
* Is Zone Activated ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param activatedBar: XOHCL instance Reference ...
* @param activatedDir: ENUM_X_DIRECTION member ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsActivated(
ENUM_X_DIRECTION forDir,
XOHCL &activatedBar,
ENUM_X_DIRECTION &activatedDir //
ENUM_X_DIRECTION &activatedDir,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
@@ -1543,35 +1765,50 @@ class XCTwoBarZone : public XCZone
activatedDir = X_DIRECTION_NONE;
//
result = IsValid();
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
result = IsValid() &&
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
}
//
// Detect From Bar Index ...
int fromIndex = iBarShift(
GetSymbol(),
GetPeriod(),
From() //
XOHCL startedBar;
ENUM_X_DIRECTION startedDir;
bool isStarted = IsStarted(
forDir,
startedBar,
startedDir,
forPeriod //
);
fromIndex--;
result = isStarted;
if (!result)
{
return result;
}
//
for (int i = fromIndex; i >= 0; i--)
{
//
if (i == fromIndex)
{
continue;
}
bool isBullish = IsBullish(forDir);
bool isBearish = IsBearish(forDir);
//
int startIndex = startedBar.Index() - 1;
//
for (int i = startIndex; i >= 0; i--)
{
//
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
GetPeriod(),
forPeriod,
i //
);
result = isInited;
@@ -1582,8 +1819,7 @@ class XCTwoBarZone : public XCZone
//
XOHCL iPBar;
isInited = iBar
.GetPreviousBar(iPBar);
isInited = iBar.GetPreviousBar(iPBar);
result = isInited;
if (!result)
{
@@ -1593,16 +1829,28 @@ class XCTwoBarZone : public XCZone
//
bool isActivedFromUpper =
//
(iPBar.low > Upper() &&
iBar.low <= Upper())
isBullish &&
//
(
//
(iPBar.low > Upper() &&
iBar.low <= Upper())
//
)
//
;
//
bool isActivedFromLower =
//
(iPBar.high < Lower() &&
iBar.high >= Lower())
isBearish &&
//
(
//
(iPBar.high < Lower() &&
iBar.high >= Lower())
//
)
//
;
@@ -1623,21 +1871,29 @@ class XCTwoBarZone : public XCZone
}
}
//
result = activatedBar.IsValid() &&
HasDirection(activatedDir);
//
return result;
}
/**
* Is Breaked Zone or not ...
* Is Zone Breaked ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param breakerBar: XOHCL instance Reference ...
* @param breakerDir: ENUM_X_DIRECTION member ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsBreaked(
ENUM_X_DIRECTION forDir,
XOHCL &breakerBar,
ENUM_X_DIRECTION &breakerDir //
ENUM_X_DIRECTION &breakerDir,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
@@ -1648,7 +1904,15 @@ class XCTwoBarZone : public XCZone
breakerDir = X_DIRECTION_NONE;
//
result = IsValid();
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
result = IsValid() &&
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
@@ -1658,8 +1922,10 @@ class XCTwoBarZone : public XCZone
XOHCL activatedBar;
ENUM_X_DIRECTION activatedDir;
bool isActivated = IsActivated(
forDir,
activatedBar,
activatedDir //
activatedDir,
forPeriod //
);
result = isActivated;
if (!result)
@@ -1678,7 +1944,7 @@ class XCTwoBarZone : public XCZone
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
GetPeriod(),
forPeriod,
i //
);
result = isInited;
@@ -1730,6 +1996,317 @@ class XCTwoBarZone : public XCZone
}
}
//
result = breakerBar.IsValid() &&
HasDirection(breakerDir);
//
return result;
}
/**
* Is Zone Started ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param breakerBar: XOHCL instance Reference ...
* @param breakerDir: ENUM_X_DIRECTION member ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsStarted(
ENUM_X_DIRECTION forDir,
XOHCL &startedBar,
ENUM_X_DIRECTION &startedDir,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
bool result = false;
//
startedBar.Clean();
startedDir = X_DIRECTION_NONE;
//
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
result = IsValid() &&
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
}
//
bool isBullish = IsBullish(forDir);
bool isBearish = IsBearish(forDir);
//
// Detect From Bar Index ...
int fromIndex = iBarShift(
GetSymbol(),
forPeriod,
From() //
);
//
for (int i = fromIndex; i >= 0; i--)
{
//
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
forPeriod,
i //
);
result = isInited;
if (!result)
{
continue;
}
//
bool isBreakedFromUpper =
//
isBullish &&
//
(
//
iBar.low > Upper() ||
(iBar.low <= Upper() &&
iBar.high > Upper())
//
)
//
;
//
bool isBreakedFromLower =
//
isBearish &&
//
(
//
iBar.low < Lower() ||
(iBar.high >= Lower() &&
iBar.low < Lower())
//
)
//
;
//
bool isBreaked =
isBreakedFromUpper ||
isBreakedFromLower;
if (isBreaked)
{
//
result = isBreaked;
startedBar = iBar;
startedDir =
isBreakedFromUpper
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
break;
}
}
//
result = startedBar.IsValid() &&
HasDirection(startedDir);
//
return result;
}
/**
* Is Zone Rejected/Sweeped ...
*
* @param forDir: ENUM_X_DIRECTION member, Specified Action Direction ...
* @param rejectedBar: XOHCL instance Reference ...
* @param rejectedDir: ENUM_X_DIRECTION member, Provides Rejection Direction ...
* @param from: datetime start checking optional ...
* @param forceSweep: bool, Specified Force Sweep Rejection ...
* @param forPeriod: ENUM_TIMEFRAMES member, Specified Rejection Period ...
*
* @return ( bool )
*/
bool IsRejected(
ENUM_X_DIRECTION forDir,
XOHCL &rejectedBar,
ENUM_X_DIRECTION &rejectedDir,
datetime from = NULL,
bool forceSweep = false,
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
bool result = false;
//
rejectedBar.Clean();
rejectedDir = X_DIRECTION_NONE;
//
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = GetPeriod();
}
//
if (!IsSpecifiedValid(from))
{
from = From();
}
//
result = IsValid() &&
HasDirection(forDir) &&
IsSpecifiedValid(forPeriod);
if (!result)
{
return result;
}
//
bool isBullish = IsBullish(forDir);
bool isBearish = IsBearish(forDir);
//
int fromIndex = iBarShift(
GetSymbol(),
forPeriod,
from //
);
fromIndex--;
//
for (int i = fromIndex; i >= 0; i--)
{
//
XOHCL iBar;
bool isInited = iBar.Init(
GetSymbol(),
forPeriod,
i //
);
result = isInited;
if (!result)
{
continue;
}
//
bool isRejectedFromUpper =
//
isBullish &&
//
(
//
(iBar.low <= Upper() &&
iBar.high > Upper() &&
iBar.GetUp() > Upper())
//
)
//
;
//
bool isRejectedFromLower =
//
isBearish &&
//
(
//
(iBar.high >= Lower() &&
iBar.low < Lower() &&
iBar.GetDown() < Lower())
//
)
//
;
//
bool isSweepedFromUpper =
//
isBullish &&
//
(
//
(iBar.low <= Lower() &&
iBar.high > Upper() &&
iBar.GetUp() > Upper())
//
)
//
;
//
bool isSweepedFromLower =
//
isBearish &&
//
(
//
(iBar.high >= Upper() &&
iBar.low < Lower() &&
iBar.GetDown() < Lower())
//
)
//
;
//
bool isRejected = isRejectedFromUpper ||
isRejectedFromLower;
//
bool isSweeped = isSweepedFromUpper ||
isSweepedFromLower;
//
bool fromUpper = isRejectedFromUpper ||
isSweepedFromUpper;
//
bool fromLower = isRejectedFromLower ||
isSweepedFromLower;
//
// Prepare Result ...
bool isPassed =
isSweeped ||
isRejected;
if (forceSweep)
{
isPassed = isSweeped;
}
//
if (isPassed)
{
//
result = isPassed;
rejectedBar = iBar;
rejectedDir =
fromUpper
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
break;
}
}
//
result = rejectedBar.IsValid() &&
HasDirection(rejectedDir);
//
return result;
}
X121SMCEA/Signals/x-121.smc.xobs.signal.lib.mq5
+175 -4
View File
@@ -41,7 +41,7 @@ struct XOBTest
XCFVG *fvgs[];
//
datetime fvgBreakedAt;
datetime fvgActedAt;
datetime rewardedAt;
//
@@ -65,7 +65,7 @@ struct XOBTest
symbol = NULL;
period = NULL;
rewardedAt = NULL;
fvgBreakedAt = NULL;
fvgActedAt = NULL;
//
reward = 0;
@@ -1655,7 +1655,8 @@ bool ReTestMarket(
}
//
// Now we Have to Validate Breaked Order Blocks Count in additions to Youngest OB directions ...
// Now we Have to Validate Breaked Order Blocks Count in additions to
// Youngest OB directions ...
//
bool hasBullishOrderFlow =
@@ -1728,6 +1729,7 @@ bool ReTestMarket(
//
XCFVG *iOBFVGs[];
datetime fvgActedAt = NULL;
for (int j = 0; j < fvgsCount; j++)
{
//
@@ -1751,8 +1753,89 @@ bool ReTestMarket(
continue;
}
//
// Validate FVG Based on Conditions ...
// for Bullish Order Blocks FVGs must Rejected as Liquidity ...
// in ttf ...
//
XOHCL rejectedBar;
ENUM_X_DIRECTION rejectedDir;
bool isRejected = jFVG.IsRejected(
X_DIRECTION_BULLISH,
rejectedBar,
rejectedDir,
NULL, // From ...
true, // Force Sweeped ...
ttfState.period // For Period ...
);
//
XOHCL breakedBar;
ENUM_X_DIRECTION breakedDir;
bool isBreaked = jFVG.IsBreaked(
X_DIRECTION_BULLISH,
breakedBar,
breakedDir //
);
//
bool isFVGActed =
isRejected ||
isBreaked;
if (!isFVGActed)
{
continue;
}
//
datetime iFvgActedAt =
isBreaked &&
!isRejected
? breakedBar.time
: !isBreaked &&
isRejected
? rejectedBar.time
: isBreaked &&
isRejected
? (breakedBar.time < rejectedBar.time)
? breakedBar.time
: rejectedBar.time
: NULL;
if (!IsValid(iFvgActedAt))
{
continue;
}
//
if (!IsValid(fvgActedAt)) {
fvgActedAt = iFvgActedAt;
}
//
XCFVG *lastFVG = NULL;
int fvgsCount = ArraySize(iOBFVGs);
bool hasLastFVG = IsValidSize(fvgsCount);
if (hasLastFVG)
{
lastFVG = iOBFVGs[fvgsCount - 1];
}
bool isLastPassed =
!hasLastFVG
? true
: IsAbove(
jFVG,
lastFVG,
true // Ignore Inside ...
);
if (!isLastPassed)
{
continue;
}
//
jFVG.To(iOB.To());
jFVG.To(iFvgActedAt);
//
Add(
@@ -1775,6 +1858,9 @@ bool ReTestMarket(
iTest.symbol = iOB.GetSymbol();
iTest.period = iOB.GetPeriod();
//
iTest.fvgActedAt = fvgActedAt;
//
Copy(
iOBFVGs,
@@ -1823,6 +1909,7 @@ bool ReTestMarket(
//
XCFVG *iOBFVGs[];
datetime fvgActedAt = NULL;
for (int j = 0; j < fvgsCount; j++)
{
//
@@ -1846,8 +1933,89 @@ bool ReTestMarket(
continue;
}
//
// Validate FVG Based on Conditions ...
// for Bearish Order Blocks FVGs must Rejected as Liquidity ...
// in ttf ...
//
XOHCL rejectedBar;
ENUM_X_DIRECTION rejectedDir;
bool isRejected = jFVG.IsRejected(
X_DIRECTION_BEARISH,
rejectedBar,
rejectedDir,
NULL, // From ...
true, // Force Sweeped ...
ttfState.period // For Period ...
);
//
XOHCL breakedBar;
ENUM_X_DIRECTION breakedDir;
bool isBreaked = jFVG.IsBreaked(
X_DIRECTION_BEARISH,
breakedBar,
breakedDir //
);
//
bool isFVGActed =
isRejected ||
isBreaked;
if (!isFVGActed)
{
continue;
}
//
datetime iFvgActedAt =
isBreaked &&
!isRejected
? breakedBar.time
: !isBreaked &&
isRejected
? rejectedBar.time
: isBreaked &&
isRejected
? (breakedBar.time < rejectedBar.time)
? breakedBar.time
: rejectedBar.time
: NULL;
if (!IsValid(iFvgActedAt))
{
continue;
}
//
if (!IsValid(fvgActedAt)) {
fvgActedAt = iFvgActedAt;
}
//
XCFVG *lastFVG = NULL;
int fvgsCount = ArraySize(iOBFVGs);
bool hasLastFVG = IsValidSize(fvgsCount);
if (hasLastFVG)
{
lastFVG = iOBFVGs[fvgsCount - 1];
}
bool isLastPassed =
!hasLastFVG
? true
: IsBelow(
jFVG,
lastFVG,
true // Ignore Inside ...
);
if (!isLastPassed)
{
continue;
}
//
jFVG.To(iOB.To());
jFVG.To(iFvgActedAt);
//
Add(
@@ -1870,6 +2038,9 @@ bool ReTestMarket(
iTest.symbol = iOB.GetSymbol();
iTest.period = iOB.GetPeriod();
//
iTest.fvgActedAt = fvgActedAt;
//
Copy(
iOBFVGs,
@@ -2054,7 +2225,7 @@ bool ReTestMarket(
{
//
XCFVG *jFVG = iTest.fvgs[j];
jFVG.To(iTest.ob.To());
// jFVG.To(iTest.ob.To());
//
XCBaseObject *fvgObj;