last ...
This commit is contained in:
@@ -572,168 +572,29 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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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 consolidation;
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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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XPVPivotPoint validPeak = mTestConditions.validPeak;
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bool 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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XPVPivotPoint validVale = mTestConditions.validVale;
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bool 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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bool isNewPeak = triggerConditions.x121Conditions.isNewPeak;
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bool isNewVale = triggerConditions.x121Conditions.isNewVale;
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bool isNewPivot = isNewPeak ||
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isNewVale;
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result = isNewPivot;
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if (!result)
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{
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return result;
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@@ -742,108 +603,260 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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//
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mTestConditions.peak = triggerPeak;
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mTestConditions.vale = triggerVale;
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hasConsolidation = Contains(
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CONSOLIDATION_BREAKED_DETECTED,
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mTriggerCycleEvents //
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);
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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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bool 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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bool isZoneBreaked = mTestConditions.zone.IsBreaked();
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result = isZoneBreaked;
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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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result = mTriggerCycleHelper
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.GetLastConsolidationZone(consolidation);
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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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// Validate Breaker Bar ...
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XOHCL breakerBar;
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result = consolidation.breakerBar
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.GetPreviousBar(breakerBar);
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//
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// Find Momentum, Engulf Bar ...
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//
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// Engulfing ...
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ENUM_X_DIRECTION engulfDir;
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bool isEngulf = mTriggerCycleHelper.mBarAnalyser.IsEngulfBar(
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breakerBar,
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engulfDir //
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);
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//
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// Momentum ...
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ENUM_X_DIRECTION momentumDir;
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bool isMomentum = mTriggerCycleHelper.mBarAnalyser.IsMomentumBar(
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breakerBar,
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momentumDir //
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);
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//
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// Rejection ...
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ENUM_X_DIRECTION rejectionDir;
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bool isRejection = mTriggerCycleHelper.mBarAnalyser.IsRejectionBar(
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breakerBar,
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rejectionDir //
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);
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//
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// Fibo Pressure ...
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ENUM_X_DIRECTION fiboPresureDir;
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bool hasFiboPressure = mTriggerCycleHelper.mBarAnalyser.HasFiboPressure(
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breakerBar,
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fiboPresureDir //
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);
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//
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// Check Bar is Bullished ...
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bool isBarBullish =
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//
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// Fibo Pressure ...
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(hasFiboPressure &&
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IsBullish(fiboPresureDir))
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//
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||
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//
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(
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//
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// Engulfing ...
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(isEngulf &&
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IsBullish(engulfDir))
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//
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||
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//
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// Momentum ...
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(isMomentum &&
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IsBullish(momentumDir))
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//
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||
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//
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// Rejection ...
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(isRejection &&
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IsBullish(rejectionDir))
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//
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)
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//
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;
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//
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// Check Bar is Bearish ...
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bool isBarBearish =
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//
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// Fibo Pressure ...
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(hasFiboPressure &&
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IsBearish(fiboPresureDir))
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//
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||
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//
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(
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//
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// Engulfing ...
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(isEngulf &&
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IsBearish(engulfDir))
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//
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||
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//
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// Momentum ...
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(isMomentum &&
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IsBearish(momentumDir))
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//
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||
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//
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// Rejection ...
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(isRejection &&
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IsBearish(rejectionDir))
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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 isBarPassed = isBarBullish ||
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isBarBearish;
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result = isBarPassed;
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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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isBullish =
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//
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isBarBullish &&
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IsBullish(consolidation.breakDirection)
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//
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;
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//
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isBearish =
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//
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isBarBearish &&
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IsBearish(consolidation.breakDirection)
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//
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;
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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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return result;
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}
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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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consolidation //
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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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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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setupDir = consolidation.breakDirection;
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mTestConditions.dir = setupDir;
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}
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//
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// Setup Forms ...
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bool canTrigger = mTestConditions.CanTrigger();
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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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// Check Trigger Consitions ...
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if (cTime - setupTime > 2400)
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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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ClearDraws();
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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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return false;
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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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// canTrigger = true;
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// mTestConditions.triggerTime = cTime;
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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 = consolidation.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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@@ -851,7 +864,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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// conditions.sl = mTestConditions.sl;
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//
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// mTestConditions.Clean();
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mTestConditions.Clean();
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//
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return result;
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