This commit is contained in:
2024-05-23 07:46:43 +03:30
parent 5142f47de3
commit 25b027d2aa
6 changed files with 1661 additions and 72 deletions
File diff suppressed because it is too large Load Diff
+130 -50
View File
@@ -488,7 +488,9 @@ public:
//
// XSTR ...
bool isTrendBullish;
bool isTrendSwitchedToBullish;
bool isTrendBearish;
bool isTrendSwitchedToBearish;
//
// XCHE ...
@@ -835,6 +837,7 @@ public:
//
// Buffers ...
Clean(bars);
Clean(ichTenkanSens);
Clean(ichKijunSens);
Clean(ichChikouSpans);
@@ -865,10 +868,45 @@ public:
Clean(oscStochSignals);
Clean(oscStddevs);
//
// Buffers ...
ArraySetAsSeries(bars, true);
ArraySetAsSeries(ichTenkanSens, true);
ArraySetAsSeries(ichKijunSens, true);
ArraySetAsSeries(ichChikouSpans, true);
ArraySetAsSeries(ichSenkouSpanAs, true);
ArraySetAsSeries(ichSenkouSpanBs, true);
ArraySetAsSeries(mcFasts, true);
ArraySetAsSeries(mcSlows, true);
ArraySetAsSeries(mcVerifiers, true);
ArraySetAsSeries(strTrends, true);
ArraySetAsSeries(strStates, true);
ArraySetAsSeries(cheLongExit1s, true);
ArraySetAsSeries(cheLongExit2s, true);
ArraySetAsSeries(cheShortExit1s, true);
ArraySetAsSeries(cheShortExit2s, true);
ArraySetAsSeries(oscAtrs, true);
ArraySetAsSeries(oscRviMains, true);
ArraySetAsSeries(oscRviSignals, true);
ArraySetAsSeries(oscBullPs, true);
ArraySetAsSeries(oscBearPs, true);
ArraySetAsSeries(oscVolumes, true);
ArraySetAsSeries(oscRsis, true);
ArraySetAsSeries(oscCcis, true);
ArraySetAsSeries(oscMomentums, true);
ArraySetAsSeries(oscSars, true);
ArraySetAsSeries(oscMacdMains, true);
ArraySetAsSeries(oscMacdSignals, true);
ArraySetAsSeries(oscStochMains, true);
ArraySetAsSeries(oscStochSignals, true);
ArraySetAsSeries(oscStddevs, true);
//
// XTSR ...
isTrendBullish = false;
isTrendBearish = false;
isTrendSwitchedToBullish = false;
isTrendSwitchedToBearish = false;
//
// XCHE ...
@@ -1046,6 +1084,18 @@ public:
{
bearScore++;
}
if (isTrendSwitchedToBullish)
{
//
bullScore++;
bearScore--:
}
if (isTrendSwitchedToBearish)
{
//
bullScore--;
bearScore++:
}
//
// XICH ...
@@ -1505,6 +1555,8 @@ public:
//
ToString("isTrendBullish", isTrendBullish, ignoreFalseConditions) +
ToString("isTrendBearish", isTrendBearish, ignoreFalseConditions) +
ToString("isTrendSwitchedToBullish", isTrendSwitchedToBullish, ignoreFalseConditions) +
ToString("isTrendSwitchedToBearish", isTrendSwitchedToBearish, ignoreFalseConditions) +
""
//
;
@@ -1887,6 +1939,10 @@ public:
barIndex = CountBars() + 2;
}
//
int curr = barIndex + 1;
int prev = curr + 1;
//
// Here i Have to Calculate Market Conditions based on
// Several Indicator/Oscillator(s) ...
@@ -2016,18 +2072,42 @@ public:
//
bool isTrendBullish =
//
str.IsBullish(str.GetState(barIndex))
str.IsBullish(str.GetState(curr))
//
;
bool isTrendBearish =
//
str.IsBearish(str.GetState(barIndex))
str.IsBearish(str.GetState(curr))
//
;
//
bool isTrendBullishPrev =
//
str.IsBullish(str.GetState(prev))
//
;
bool isTrendBearishPrev =
//
str.IsBearish(str.GetState(prev))
//
;
//
conditions.isTrendBullish = isTrendBullish;
conditions.isTrendBearish = isTrendBearish;
conditions.isTrendSwitchedToBullish =
//
isTrendBullish &&
!isTrendBullishPrev
//
;
conditions.isTrendSwitchedToBearish =
//
isTrendBearish &&
!isTrendBearishPrev
//
;
//
// XCHE ...
@@ -2057,24 +2137,24 @@ public:
//
bool isCHEInLong =
//
NotEmpty(che.GetLongExit1(barIndex))
NotEmpty(che.GetLongExit1(curr))
//
;
bool isCHEInStrongLong =
//
isCHEInLong &&
NotEmpty(che.GetLongExit2(barIndex))
NotEmpty(che.GetLongExit2(curr))
//
;
bool isCHEInShort =
//
NotEmpty(che.GetShortExit1(barIndex))
NotEmpty(che.GetShortExit1(curr))
//
;
bool isCHEInStrongShort =
//
isCHEInShort &&
NotEmpty(che.GetShortExit2(barIndex))
NotEmpty(che.GetShortExit2(curr))
//
;
@@ -2107,68 +2187,68 @@ public:
//
bool isFastOverSlow =
//
conditions.mcFasts[0] > conditions.mcSlows[0] &&
conditions.mcFasts[1] > conditions.mcSlows[1]
conditions.mcFasts[curr] > conditions.mcSlows[curr] &&
conditions.mcFasts[prev] > conditions.mcSlows[prev]
//
;
bool isFastUnderSlow =
//
conditions.mcFasts[0] < conditions.mcSlows[0] &&
conditions.mcFasts[1] < conditions.mcSlows[1]
conditions.mcFasts[curr] < conditions.mcSlows[curr] &&
conditions.mcFasts[prev] < conditions.mcSlows[prev]
//
;
bool isFastOverVerifier =
//
conditions.mcFasts[0] > conditions.mcVerifiers[0] &&
conditions.mcFasts[1] > conditions.mcVerifiers[1]
conditions.mcFasts[curr] > conditions.mcVerifiers[curr] &&
conditions.mcFasts[prev] > conditions.mcVerifiers[prev]
//
;
bool isFastUnderVerifier =
//
conditions.mcFasts[0] < conditions.mcVerifiers[0] &&
conditions.mcFasts[1] < conditions.mcVerifiers[1]
conditions.mcFasts[curr] < conditions.mcVerifiers[curr] &&
conditions.mcFasts[prev] < conditions.mcVerifiers[prev]
//
;
bool isSlowOverVerifier =
//
conditions.mcSlows[0] > conditions.mcVerifiers[0] &&
conditions.mcSlows[1] > conditions.mcVerifiers[1]
conditions.mcSlows[curr] > conditions.mcVerifiers[curr] &&
conditions.mcSlows[prev] > conditions.mcVerifiers[prev]
//
;
bool isSlowUnderVerifier =
//
conditions.mcSlows[0] < conditions.mcVerifiers[0] &&
conditions.mcSlows[1] < conditions.mcVerifiers[1]
conditions.mcSlows[curr] < conditions.mcVerifiers[curr] &&
conditions.mcSlows[prev] < conditions.mcVerifiers[prev]
//
;
bool isCloseOverFast =
//
pBar.close > conditions.mcFasts[1]
pBar.close > conditions.mcFasts[prev]
//
;
bool isCloseUnderFast =
//
pBar.close < conditions.mcFasts[1]
pBar.close < conditions.mcFasts[prev]
//
;
bool isCloseOverSlow =
//
pBar.close > conditions.mcSlows[1]
pBar.close > conditions.mcSlows[prev]
//
;
bool isCloseUnderSlow =
//
pBar.close < conditions.mcSlows[1]
pBar.close < conditions.mcSlows[prev]
//
;
bool isCloseOverVerifier =
//
pBar.close > conditions.mcVerifiers[1]
pBar.close > conditions.mcVerifiers[prev]
//
;
bool isCloseUnderVerifier =
//
pBar.close < conditions.mcVerifiers[1]
pBar.close < conditions.mcVerifiers[prev]
//
;
@@ -2217,28 +2297,28 @@ public:
);
//
double tenkanSen = ich.GetTenkanSen(barIndex);
double tenkanSenPrev = ich.GetTenkanSen(barIndex + 1);
double tenkanSen = ich.GetTenkanSen(curr);
double tenkanSenPrev = ich.GetTenkanSen(prev);
//
double kijunSen = ich.GetKijunSen(barIndex);
double kijunSenPrev = ich.GetKijunSen(barIndex + 1);
double kijunSen = ich.GetKijunSen(curr);
double kijunSenPrev = ich.GetKijunSen(prev);
//
double senkouSpanA = ich.GetSenkouSpanA(barIndex);
double senkouSpanAPrev = ich.GetSenkouSpanA(barIndex + 1);
double senkouSpanA = ich.GetSenkouSpanA(curr);
double senkouSpanAPrev = ich.GetSenkouSpanA(prev);
//
double senkouSpanB = ich.GetSenkouSpanB(barIndex);
double senkouSpanBPrev = ich.GetSenkouSpanB(barIndex + 1);
double senkouSpanB = ich.GetSenkouSpanB(curr);
double senkouSpanBPrev = ich.GetSenkouSpanB(prev);
//
double futureSenkouSpanA = ich.GetFutureSenkouSpanA(barIndex);
double futureSenkouSpanAPrev = ich.GetFutureSenkouSpanA(barIndex + 1);
double futureSenkouSpanA = ich.GetFutureSenkouSpanA(curr);
double futureSenkouSpanAPrev = ich.GetFutureSenkouSpanA(prev);
//
double futureSenkouSpanB = ich.GetFutureSenkouSpanB(barIndex);
double futureSenkouSpanBPrev = ich.GetFutureSenkouSpanB(barIndex + 1);
double futureSenkouSpanB = ich.GetFutureSenkouSpanB(curr);
double futureSenkouSpanBPrev = ich.GetFutureSenkouSpanB(prev);
//
bool isSenkouSpanAOverB = senkouSpanA > senkouSpanB;
@@ -2335,8 +2415,8 @@ public:
);
//
double rvi = osc.GetRVI(barIndex);
double rviSignal = osc.GetRVISignal(barIndex);
double rvi = osc.GetRVI(curr);
double rviSignal = osc.GetRVISignal(curr);
//
bool isRVILongStart =
@@ -2385,7 +2465,7 @@ public:
);
//
double rsi = osc.GetRSI(barIndex);
double rsi = osc.GetRSI(curr);
//
bool isRSIUnder50 =
@@ -2426,8 +2506,8 @@ public:
);
//
double bullp = osc.GetBullPower(barIndex);
double bullpLast = osc.GetBullPower(barIndex + 1);
double bullp = osc.GetBullPower(curr);
double bullpLast = osc.GetBullPower(prev);
//
bool isBullPowerOverLast =
@@ -2468,8 +2548,8 @@ public:
);
//
double bearp = osc.GetBearPower(barIndex);
double bearpLast = osc.GetBearPower(barIndex + 1);
double bearp = osc.GetBearPower(curr);
double bearpLast = osc.GetBearPower(prev);
//
bool isBearPowerOverLast =
@@ -2510,7 +2590,7 @@ public:
);
//
double cci = osc.GetCCI(barIndex);
double cci = osc.GetCCI(curr);
//
bool isCCIPositive =
@@ -2556,8 +2636,8 @@ public:
);
//
double macd = osc.GetMACD(barIndex);
double macdSignal = osc.GetMACDSignal(barIndex);
double macd = osc.GetMACD(curr);
double macdSignal = osc.GetMACDSignal(curr);
//
bool isMACDPositiove =
@@ -2603,8 +2683,8 @@ public:
);
//
double stoch = osc.GetSTOCH(barIndex);
double stochSignal = osc.GetSTOCHSignal(barIndex);
double stoch = osc.GetSTOCH(curr);
double stochSignal = osc.GetSTOCHSignal(curr);
//
bool isStochKOverD =
@@ -2670,8 +2750,8 @@ public:
double stdDevAVG = GetAverage(stdDevs);
//
double stdDev = osc.GetSTDDEV(barIndex);
double stdDevLast = osc.GetSTDDEV(barIndex + 1);
double stdDev = osc.GetSTDDEV(curr);
double stdDevLast = osc.GetSTDDEV(prev);
//
bool isSTDDEVOverAVG =
+28 -1
View File
@@ -554,6 +554,7 @@ public:
void Clear()
{
//
Clean(bars);
Clean(tsCurrents);
Clean(tsNearests);
Clean(tsMediests);
@@ -585,6 +586,7 @@ public:
Clean(chlhHotStates);
//
ArraySetAsSeries(bars, true);
ArraySetAsSeries(tsCurrents, true);
ArraySetAsSeries(tsNearests, true);
ArraySetAsSeries(tsMediests, true);
@@ -2507,7 +2509,7 @@ public:
}
//
virtual void GetMarketConditions(
void GetMarketConditions(
X5MarketConditions &mConditions, // Market Conditions Result
int barIndex = 0 // Specified Bar Index
)
@@ -2515,6 +2517,31 @@ public:
//
mConditions.Clear();
//
if (barIndex < 0)
{
barIndex = 0;
}
//
if (barIndex >= CountBars())
{
barIndex = CountBars() + 2;
}
//
int curr = barIndex + 1;
int prev = curr + 1;
//
GetBars(
mConditions.bars,
mConditions.symbol,
mConditions.period,
barIndex,
mNumberOfItems //
);
//
// XTM ...
tmHelper.CopyMain(
+286
View File
@@ -0,0 +1,286 @@
//
bool result = false;
//
double bullishScore = 0;
double bearishScore = 0;
//
mConditions.GenerateScore(
bullishScore,
bearishScore //
);
//
bool scorePassed = bearishScore > 2 * bullishScore;
//
// Candlestick ...
bool cMCandlestickPassed =
//
mConditions.cMarketConditions.isLastBullish ||
mConditions.cMarketConditions.isCurrentBullish ||
mConditions.cMarketConditions.isCurrentMidLineOverLastMidLine
//
;
bool sMCandlestickPassed =
//
mConditions.sMarketConditions.isLastBullish ||
mConditions.sMarketConditions.isCurrentBullish ||
mConditions.sMarketConditions.isCurrentMidLineOverLastMidLine
//
;
bool mMCandlestickPassed =
//
mConditions.mMarketConditions.isLastBullish ||
mConditions.mMarketConditions.isCurrentBullish ||
mConditions.mMarketConditions.isCurrentMidLineOverLastMidLine
//
;
bool lMCandlestickPassed =
//
mConditions.lMarketConditions.isLastBullish ||
mConditions.lMarketConditions.isCurrentBullish ||
mConditions.lMarketConditions.isCurrentMidLineOverLastMidLine
//
;
bool hMCandlestickPassed =
//
mConditions.hMarketConditions.isLastBullish ||
mConditions.hMarketConditions.isCurrentBullish ||
mConditions.hMarketConditions.isCurrentMidLineOverLastMidLine
//
;
bool marketsCandlesticPassed =
//
cMCandlestickPassed &&
sMCandlestickPassed &&
mMCandlestickPassed &&
lMCandlestickPassed &&
hMCandlestickPassed
//
;
//
// //
// isSenkouSpanAOverB
// isSenkouSpanAOverLast
// isFutureSenkouSpanAOverB
// isFutureSenkouSpanAOverLast
// //
// isCloseOverKijunSen
// //
// isTenkanSenOverKijunSen
// isTenkanSenCrossedOverKijunSen
// //
// isFastOverSlow
// isFastOverVerifier
// isSlowOverVerifier
// isCloseOverFast
// isCloseOverSlow
// isCloseOverVerifier
// //
// isTrendBullish
// //
// isCHEInLong
// isCHEInStrongLong
// //
// isRVILongStart
// //
// isBullPowerOverLast
// isBullPowerOverZero
// //
// isBearPoswerUnderLast
// isBearPoswerUnderZero
// //
// isCCIPositive
// isCCIOverPositiveHundred
// //
// isSTDDEVOverAVG
// isSTDDEVOverLast
// //
// isMACDPositiove
// isMACDOverSignal
//
// isDONAttachedMinLower
// isDONCrossedOverMaxLower
//
// isPVFiboIncreased
// isPVNewPeakUnderLast
// //
// isPVSCBullish
// isPVMCBullish
// isPVLCBullish
// isPVHCBullish
// //
// isPVSCLLBullish
// isPVMCLLBullish
// isPVLCLLBullish
// isPVHCLLBullish
// //
// isPVSCSwitchedToBullish
// isPVMCSwitchedToBullish
// isPVLCSwitchedToBullish
// isPVHCSwitchedToBullish
//
result =
//
scorePassed &&
mConditions.lMarketConditions.isCurrentMidLineOverLastMidLine
//
;
//
return result;
/////////////////////////////////////////////
//
isPriceCrossedOverLastLowOfHMarket
//
// //
// (bullishScore > bearishScore &&
// MathAbs(bullishScore - bearishScore) > threshold)
// //
// &&
// //
// ((isPriceCrossedOverLastMidLineOfHMarket ||
// isPriceCrossedOverCurrentMidLineOfHMarket) &&
// mConditions.hMarketConditions.isCurrentMidLineOverLastMidLine)
// //
//
double entry = GetEntry(mConditions.symbol);
XOHCL cHBar = hMarket.GetBar(0);
XOHCL pHBar = hMarket.GetBar(1);
double lastHBarMid = pHBar.GetMid();
double currentHBarMid = cHBar.GetMid();
bool isPriceCrossedOverLastMidLineOfHMarket =
//
(mConditions.bars[1].high < lastHBarMid ||
mConditions.bars[1].open < lastHBarMid)
//
&&
//
(mConditions.bars[0].low > lastHBarMid ||
mConditions.bars[0].close > lastHBarMid)
//
;
bool isPriceCrossedOverCurrentMidLineOfHMarket =
//
(mConditions.bars[1].high < currentHBarMid ||
mConditions.bars[1].open < currentHBarMid)
//
&&
//
(mConditions.bars[0].low > currentHBarMid ||
mConditions.bars[0].close > currentHBarMid)
//
;
bool isPriceCrossedOverLastLowOfHMarket =
//
mConditions.bars[2].close < pHBar.low &&
mConditions.bars[1].close > pHBar.low
//
;
// //
// isSenkouSpanAOverB
// isSenkouSpanAOverLast
// isFutureSenkouSpanAOverB
// isFutureSenkouSpanAOverLast
// //
// isCloseOverKijunSen
// //
// isTenkanSenOverKijunSen
// isTenkanSenCrossedOverKijunSen
// //
// isFastOverSlow
// isFastOverVerifier
// isSlowOverVerifier
// isCloseOverFast
// isCloseOverSlow
// isCloseOverVerifier
// //
// isTrendBullish
// //
// isCHEInLong
// isCHEInStrongLong
// //
// isRVILongStart
// //
// isBullPowerOverLast
// isBullPowerOverZero
// //
// isBearPoswerUnderLast
// isBearPoswerUnderZero
// //
// isCCIPositive
// isCCIOverPositiveHundred
// //
// isSTDDEVOverAVG
// isSTDDEVOverLast
// //
// isMACDPositiove
// isMACDOverSignal
//
// isDONAttachedMinLower
// isDONCrossedOverMaxLower
//
// isPVFiboIncreased
// isPVNewPeakUnderLast
// //
// isPVSCBullish
// isPVMCBullish
// isPVLCBullish
// isPVHCBullish
// //
// isPVSCLLBullish
// isPVMCLLBullish
// isPVLCLLBullish
// isPVHCLLBullish
// //
// isPVSCSwitchedToBullish
// isPVMCSwitchedToBullish
// isPVLCSwitchedToBullish
// isPVHCSwitchedToBullish
+27 -4
View File
@@ -32,12 +32,12 @@
// Inputs ...
long x121EAMagicNumber = 78692110; // Magic Number
int x121EASlippage = 10; // Slippgae
string x121EASymbols = "EURUSDb,USDCHFb"; // Symbols
string x121EASymbols = "EURUSDb"; // Symbols
//
bool x121EAAllowLong = true; // Allow Long Trades
bool x121EAAllowShort = true; // Allow Short Trades
int x121EAManageInterval = 5; // Manager Check Intervals Seconds
int x121EAMaxAllowedPositions = 15; // Max Allowed Positions
int x121EAMaxAllowedPositions = 0; // Max Allowed Positions
double x121EAMaxAllowedSpread = 0; // Max Allowed Spred for Opening Trades
double x121EAMinProfitPerTrade = 0; // Min Profit Per Trade based On Volume Factor (Hedge)
double x121EAMinProfitPerVolumeFactor = 0; // Min Volume Factor for Calculating Profit (Hedge)
@@ -260,9 +260,32 @@ bool InitialEA()
iDescriptor.inputs.cheInputs.showLongExit2Line = false;
iDescriptor.inputs.cheInputs.showShortExit2Line = false;
//
// XPV ...
iDescriptor.inputs.pvInputs.showPeaksAndVales = true;
iDescriptor.inputs.pvInputs.showLevels = false;
iDescriptor.inputs.pvInputs.showConsolidations = false;
iDescriptor.inputs.pvInputs.showFibo1Levels = false;
iDescriptor.inputs.pvInputs.showFibo2Levels = false;
iDescriptor.inputs.pvInputs.showFibo3Levels = true;
iDescriptor.inputs.pvInputs.showFibo4Levels = false;
iDescriptor.inputs.pvInputs.showFibo5Levels = false;
//
// XZG ...
iDescriptor.inputs.zgInputs.showZigZag = false;
iDescriptor.inputs.zgInputs.showPeaksAndVales = false;
//
// XDON ...
iDescriptor.inputs.donInputs.showOpen = true;
iDescriptor.inputs.donInputs.showHigh = true;
iDescriptor.inputs.donInputs.showClose = true;
iDescriptor.inputs.donInputs.showLow = true;
//
// XSTR ...
iDescriptor.inputs.strInputs.showTrends = false;
iDescriptor.inputs.strInputs.showTrends = true;
iDescriptor.inputs.strInputs.fillTrends = false;
//
@@ -294,7 +317,7 @@ bool InitialEA()
// Hind Market ...
iDescriptor.inputs.hMarketPeriod = NULL;
iDescriptor.inputs.hMarketMethod = X_PERIOD_AUTO;
iDescriptor.inputs.hMarketInputs.drawLabels = true;
iDescriptor.inputs.hMarketInputs.drawLabels = false;
iDescriptor.inputs.hMarketInputs.drawCBar = true;
iDescriptor.inputs.hMarketInputs.drawPBar = true;
iDescriptor.inputs.hMarketInputs.drawCBarMid = true;
+2 -2
View File
@@ -301,7 +301,7 @@ public:
}
//
double GetPeaksAndValues(
double GetPeaksAndVales(
int barIndex // Bar Index
)
{
@@ -327,7 +327,7 @@ public:
//
// Copy Required Items ...
int CopyPeaksAndValues(
int CopyPeaksAndVales(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer