last ...
This commit is contained in:
@@ -8726,3 +8726,678 @@ struct XSMCStrategySetupConditions
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//////////////////////////////////////////////////////////////////////////////////
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//
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// TODO: Remove this ...
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XSMCStrategySetupConditions mTestConditions;
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bool DetectTestSignal(
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X121SMCStrategyConditions &conditions //
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)
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{
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//
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bool result = false;
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//
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_SMPV;
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string providerStr = ToString(provider);
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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XOHCL zBar;
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result = zBar.Init(
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symbol,
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period,
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zIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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XOHCL cBar;
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result = cBar.Init(
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symbol,
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period,
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cIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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bool isBullish = false;
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bool isBearish = false;
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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//
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double ll = cBar.FindLowest(9, MODE_LOW);
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double hh = cBar.FindHighest(9, MODE_HIGH);
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//
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double selectedSL = 0;
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//
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X121SMCCycleConditions triggerConditions = conditions.triggerConditions;
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X121SMCCycleConditions decisionConditions = conditions.decisionConditions;
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X121SMCCycleConditions analyseConditions = conditions.analyseConditions;
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X121SMCCycleConditions verificationConditions = conditions.verificationConditions;
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X121SMCCycleConditions consolidationConditions = conditions.consolidationConditions;
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X121SMCCycleConditions visionConditions = conditions.visionConditions;
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//
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XPOIState triggerState = triggerConditions.state;
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XPOIState decisionState = decisionConditions.state;
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XPOIState analyseState = analyseConditions.state;
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XPOIState verificationState = verificationConditions.state;
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XPOIState consolidationState = consolidationConditions.state;
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XPOIState visionState = visionConditions.state;
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//
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// Retrieve Peak and Vale ...
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double triggerPeak = triggerConditions.x121Conditions.peaksBuffer[0];
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double triggerVale = triggerConditions.x121Conditions.valesBuffer[0];
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//
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int zoneValidationDivider = 10;
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int validPivotRepetition = mTriggerCycleHelper.mX121Helper
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.GetDonChainLength();
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//
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bool hasZone = false;
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XPVPivotPoint validPeak;
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XPVPivotPoint validVale;
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bool canTrigger = false;
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bool hasValidPeak = false;
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bool hasValidVale = false;
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datetime setupTime = NULL;
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bool isZoneBreaked = false;
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bool hasConsolidation = false;
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XConsolidationZone lastConsolidation;
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//
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setupTime = mTestConditions.setupTime;
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bool isSetuped = mTestConditions.IsSetuped();
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ENUM_X_DIRECTION setupDir = mTestConditions.dir;
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if (!isSetuped)
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{
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//
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// Detect Valid Peaks and Vales ...
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//
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// Peaks ...
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validPeak = mTestConditions.validPeak;
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hasValidPeak = validPeak.IsValid();
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if (!hasValidPeak)
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{
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//
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// Detecte Valid Peaks ...
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//
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XPVPivotPoint triggerValidPeaks[];
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int triggerValidPeaksCount = mTriggerCycleHelper
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.FillPeakPivotPoints(triggerValidPeaks);
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//
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bool isValid =
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IsValidSize(triggerValidPeaksCount);
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if (isValid)
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{
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//
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// Try to Find ...
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for (int i = triggerValidPeaksCount - 1; i >= 0; i--)
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{
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//
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XPVPivotPoint iPivot = triggerValidPeaks[i];
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double iValue = iPivot.value;
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//
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bool isValid = // iValue == triggerConditions.x121Conditions.peaksBuffer[0] &&
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iValue == decisionConditions.x121Conditions.peaksBuffer[0] &&
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iValue == analyseConditions.x121Conditions.peaksBuffer[0] &&
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iValue == verificationConditions.x121Conditions.peaksBuffer[0];
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if (isValid)
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{
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//
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validPeak = iPivot;
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break;
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}
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}
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//
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hasValidPeak = validPeak.IsValid();
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if (hasValidPeak)
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{
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//
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mTestConditions.validPeak = validPeak;
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//
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if (!mTestConditions.validVale.IsValid())
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{
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//
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XValueChange valesChanges[];
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int valeChangesCount = mTriggerCycleHelper.FillValesChanges(valesChanges);
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if (IsValidSize(valeChangesCount))
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{
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//
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XValueChange lastChange = valesChanges[valeChangesCount - 1];
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if (lastChange.IsValid())
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{
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//
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XPVPivotPoint iPivot;
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iPivot.repetition = 1;
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iPivot.type = XPV_VALE;
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iPivot.time = lastChange.time;
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iPivot.value = lastChange.after;
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if (iPivot.IsValid())
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{
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mTestConditions.validVale = iPivot;
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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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//
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// Vales ...
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validVale = mTestConditions.validVale;
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hasValidVale = validVale.IsValid();
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if (!hasValidVale)
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{
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//
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// Detecte Valid Vale ...
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//
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XPVPivotPoint triggerValidVales[];
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int triggerValidValesCount = mTriggerCycleHelper
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.FillValePivotPoints(triggerValidVales);
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//
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bool isValid =
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IsValidSize(triggerValidValesCount);
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if (isValid)
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{
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//
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// Try to Find ...
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for (int i = triggerValidValesCount - 1; i >= 0; i--)
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{
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//
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XPVPivotPoint iPivot = triggerValidVales[i];
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double iValue = iPivot.value;
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//
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bool isValid = // iValue == triggerConditions.x121Conditions.valesBuffer[0] &&
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iValue == decisionConditions.x121Conditions.valesBuffer[0] &&
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iValue == analyseConditions.x121Conditions.valesBuffer[0] &&
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iValue == verificationConditions.x121Conditions.valesBuffer[0];
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if (isValid)
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{
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//
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validVale = iPivot;
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break;
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}
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}
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//
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hasValidVale = validVale.IsValid();
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if (hasValidVale)
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{
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//
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mTestConditions.validVale = validVale;
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//
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if (!mTestConditions.validPeak.IsValid())
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{
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//
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XValueChange valesChanges[];
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int valeChangesCount = mTriggerCycleHelper.FillPeaksChanges(valesChanges);
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if (IsValidSize(valeChangesCount))
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{
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//
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XValueChange lastChange = valesChanges[valeChangesCount - 1];
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if (lastChange.IsValid())
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{
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//
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XPVPivotPoint iPivot;
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iPivot.repetition = 1;
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iPivot.type = XPV_PEAK;
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iPivot.time = lastChange.time;
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iPivot.value = lastChange.after;
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if (iPivot.IsValid())
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{
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mTestConditions.validPeak = iPivot;
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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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bool hasValidPivot = hasValidPeak &&
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hasValidVale;
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result = hasValidPivot;
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if (!result)
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{
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return result;
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}
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//
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mTestConditions.peak = triggerPeak;
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mTestConditions.vale = triggerVale;
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//
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// We Sure we Have Valid Peak and Valid Vale ...
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// Create a Zone ...
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hasZone = mTestConditions.zone.IsValid();
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if (!hasZone)
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{
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//
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double pvZoneUpper = validPeak.value;
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double pvZoneLower = validVale.value;
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datetime pvZoneFrom =
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validPeak.time < validVale.time
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? validPeak.time
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: validVale.time;
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int pvZoneLoopback = iBarShift(
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symbol,
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period,
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pvZoneFrom //
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);
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//
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XConsolidationZone pvZone;
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result = pvZone.Init(
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symbol,
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period,
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pvZoneUpper,
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pvZoneLower,
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pvZoneLoopback //
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);
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if (!result)
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{
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return result;
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}
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//
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mTestConditions.zone = pvZone;
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hasZone = mTestConditions.zone.IsValid();
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}
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if (hasZone)
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{
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//
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// Update Zone ...
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mTestConditions.UpdateZone();
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//
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XCConsolidationZoneObject *iPVZoneObj;
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iPVZoneObj = new XCConsolidationZoneObject();
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bool isCreated = iPVZoneObj.Create(
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mPOIDrawer.ChartIdentification(),
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mPOIDrawer.SubWindowIdentification(),
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mTestConditions.zone //
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);
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if (isCreated)
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{
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//
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iPVZoneObj.ZoneWidth(4);
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iPVZoneObj.ZoneColor(clrGold);
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//
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AddObjectIfNotExists(iPVZoneObj);
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}
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}
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//
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// Here we Have to Check Price Go into Zone ...
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isZoneBreaked = mTestConditions.zone.IsBreaked();
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result = isZoneBreaked;
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if (!result)
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{
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return result;
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}
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//
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isSetuped = true;
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setupTime = cTime;
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mTestConditions.setupTime = setupTime;
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setupDir = mTestConditions.zone.breakDirection;
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mTestConditions.dir = setupDir;
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}
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//
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// Detect Trigger Conditions ...
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canTrigger = mTestConditions.CanTrigger();
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datetime triggerTime = mTestConditions.triggerTime;
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if (!canTrigger)
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{
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//
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// Detect Consolidations ...
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lastConsolidation = mTestConditions.consolidation;
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hasConsolidation = lastConsolidation.IsValid();
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if (!hasConsolidation)
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{
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//
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XConsolidationZone consolidations[];
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int consolidationsCount = mTriggerCycleHelper
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.FillConsolidationZones(consolidations);
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if (IsValidSize(consolidationsCount))
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{
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lastConsolidation = consolidations[consolidationsCount - 1];
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}
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result = lastConsolidation.IsValid();
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if (!result)
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{
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return result;
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}
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XCConsolidationZoneObject *iConsolidationObj;
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iConsolidationObj = new XCConsolidationZoneObject();
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bool isCreated = iConsolidationObj.Create(
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mPOIDrawer.ChartIdentification(),
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mPOIDrawer.SubWindowIdentification(),
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lastConsolidation //
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);
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if (isCreated)
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{
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//
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iConsolidationObj.ZoneWidth(2);
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iConsolidationObj.ZoneColor(clrLightBlue);
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//
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AddObjectIfNotExists(iConsolidationObj);
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}
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//
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mTestConditions.consolidation = lastConsolidation;
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hasConsolidation = mTestConditions.consolidation.IsValid();
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result = hasConsolidation;
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if (!result)
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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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result =
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//
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hasConsolidation &&
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lastConsolidation.IsBreaked() &&
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lastConsolidation.breakDirection == setupDir;
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if (!result)
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{
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//
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ClearDraws();
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mTestConditions.consolidation.Clean();
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//
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return result;
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}
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//
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result =
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setupDir == mTestConditions.zone.breakDirection &&
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setupDir == mTestConditions.consolidation.breakDirection;
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if (!result)
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{
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//
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// Check Trigger Consitions ...
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if (cTime - setupTime > 2400)
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{
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//
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ClearDraws();
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//
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mTestConditions.Clean();
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}
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return result;
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}
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//
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isBullish = IsBullish(setupDir);
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isBearish = IsBearish(setupDir);
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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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// Check Trigger Consitions ...
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if (cTime - setupTime > 2400)
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{
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//
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ClearDraws();
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//
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mTestConditions.Clean();
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}
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return result;
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}
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//
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mTestConditions.symbol = symbol;
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mTestConditions.period = period;
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mTestConditions.triggerTime = cTime;
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mTestConditions.sl = lastConsolidation.upper;
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mTestConditions.type = isBullish
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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canTrigger = mTestConditions.CanTrigger();
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triggerTime = mTestConditions.triggerTime;
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result = canTrigger;
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if (!result)
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{
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//
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// Check Trigger Consitions ...
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if (cTime - setupTime > 2400)
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{
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//
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ClearDraws();
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//
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mTestConditions.Clean();
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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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if (cTime - setupTime > 2400)
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{
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//
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ClearDraws();
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//
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mTestConditions.Clean();
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}
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//
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Print("Trigger Time ...");
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//
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// Issues Signal on Conditions ...
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// conditions.signalDir = mTestConditions.dir;
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// conditions.provider = providerStr;
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// conditions.sl = mTestConditions.sl;
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//
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// mTestConditions.Clean();
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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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|
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|
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//
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// Custom Providers Conditions ...
|
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struct XSMCStrategySetupConditions
|
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{
|
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//
|
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// Props ...
|
||||
|
||||
//
|
||||
string symbol;
|
||||
ENUM_TIMEFRAMES period;
|
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|
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//
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double sl;
|
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ENUM_X_DIRECTION dir;
|
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ENUM_X_POSITION_TYPES type;
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|
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//
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// Setup Props ...
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|
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//
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datetime setupTime;
|
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datetime triggerTime;
|
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XConsolidationZone zone;
|
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XConsolidationZone consolidation;
|
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|
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//
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double peak;
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double vale;
|
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XPVPivotPoint validPeak;
|
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XPVPivotPoint validVale;
|
||||
|
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//
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// Trigger Props ...
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|
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//
|
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// Constructor ...
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||||
XSMCStrategySetupConditions()
|
||||
{
|
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Clean();
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}
|
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|
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//
|
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// Tools ...
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||||
|
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/**
|
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* Cleaning Up ...
|
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*/
|
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void Clean()
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||||
{
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||||
//
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sl = 0;
|
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|
||||
//
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zone.Clean();
|
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consolidation.Clean();
|
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dir = X_DIRECTION_NONE;
|
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type = X_POSITION_TYPE_NONE;
|
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|
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//
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symbol = NULL;
|
||||
period = NULL;
|
||||
setupTime = NULL;
|
||||
triggerTime = NULL;
|
||||
|
||||
//
|
||||
peak = 0;
|
||||
vale = 0;
|
||||
validPeak.Clean();
|
||||
validVale.Clean();
|
||||
}
|
||||
|
||||
/**
|
||||
* Check Condition is Setting Up ...
|
||||
*
|
||||
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool IsSetuped()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = IsValid(setupTime) &&
|
||||
HasDirection(dir);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Detect How we Can Trigger Signal ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool CanTrigger()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
sl > 0 &&
|
||||
IsValid(symbol) &&
|
||||
IsValid(period) &&
|
||||
IsValid(triggerTime) &&
|
||||
type != X_POSITION_TYPE_ALL &&
|
||||
type != X_POSITION_TYPE_NONE
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Helpers ...
|
||||
|
||||
void UpdateZone()
|
||||
{
|
||||
//
|
||||
if (!zone.IsValid() ||
|
||||
!validPeak.IsValid() ||
|
||||
!validVale.IsValid())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
zone.upper = validPeak.value;
|
||||
zone.lower = validVale.value;
|
||||
|
||||
//
|
||||
zone.Update();
|
||||
|
||||
//
|
||||
if (consolidation.IsValid())
|
||||
{
|
||||
consolidation.Update();
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
|
||||
///////////////////////////////////////////////////////////////////////////////////
|
||||
|
||||
|
||||
Reference in New Issue
Block a user