last ...

Documents/BKP/test.tmp.mq5

@@ -0,0 +1,273 @@
+//
+// Detect SignalBox Trigger ...
+// Cond1:
+// - Close Under Min / Max ...
+// - All Trendings in Direction ...
+// - Consolidating Trendings ...
+// - ...
+bool CanTriggerCond1(
+    XCXCAEAHelper *helper,
+    XBoxZone &box,
+    ENUM_X_DIRECTION &dir,
+    double &sls[],
+    int barIndex = 0,
+    int loopback = 10 //
+)
+{
+    //
+    bool result = false;
+
+    //
+    // Normalize Args ...
+    Clean(sls);
+    dir = X_DIRECTION_NONE;
+    loopback = NormalizeInt(loopback, 5);
+    barIndex = NormalizeInt(barIndex, 0);
+
+    //
+    // Validate Decision Box ...
+    result = box.IsValid();
+    if (!result)
+    {
+        return result;
+    }
+
+    //
+    // Retrieve Market Conditions ...
+    XCAEAConditions conditions;
+    result = helper.GetConditions(
+        conditions,
+        barIndex,
+        loopback //
+    );
+
+    //
+    // Extract CBar ...
+    XOHCL cBar;
+    result = cBar.Init(
+        conditions.symbol,
+        conditions.period,
+        barIndex //
+    );
+    if (!result)
+    {
+        //
+        cBar.Clean();
+        conditions.Clean();
+
+        //
+        return result;
+    }
+
+    //
+    // Bar Conditions ...
+
+    //
+    ENUM_X_DIRECTION barDir;
+
+    //
+    // ENGULF ...
+
+    //
+    bool isCBarEngulfed = helper
+                              .barAnalyser
+                              .IsEngulfed(
+                                  cBar,
+                                  barDir //
+                              );
+
+    //
+    bool isCBarBullishEngulfed =
+        isCBarEngulfed &&
+        IsBullish(barDir);
+
+    //
+    bool isCBarBearishEngulfed =
+        isCBarEngulfed &&
+        IsBearish(barDir);
+
+    //
+    bool isBullish = box.IsBullish();
+    bool isBearish = box.IsBearish();
+
+    //
+    int zIDX = 0;
+    int cIDX = zIDX + 1;
+    int pIDX = cIDX + 1;
+    int p2IDX = pIDX + 1;
+    int p3IDX = p2IDX + 1;
+    int p4IDX = p3IDX + 1;
+
+    //
+    // Reading Values ...
+
+    //
+    // SAR ...
+    double cSAR = conditions.sarBuffer[cIDX];
+
+    //
+    // SWH ...
+    double cSWH = conditions.swingHighBuffer[cIDX];
+
+    //
+    // SWL ...
+    double cSWL = conditions.swingLowBuffer[cIDX];
+
+    //
+    // PEAK ...
+    double cPeak = conditions.peakBuffer[cIDX];
+
+    //
+    // VALE ...
+    double cVale = conditions.valeBuffer[cIDX];
+
+    //
+    // MAH ...
+    double cMAH = conditions.mahBuffer[cIDX];
+
+    //
+    // MAC ...
+    double cMAC = conditions.macBuffer[cIDX];
+
+    //
+    // MAL ...
+    double cMAL = conditions.malBuffer[cIDX];
+
+    //
+    // KI ...
+    double cKI = conditions.kiBuffer[cIDX];
+    double cKIState = conditions.kiStateBuffer[cIDX];
+
+    //
+    // TKI ...
+    double cTKI = conditions.tkiBuffer[cIDX];
+    double cTKIState = conditions.tkiStateBuffer[cIDX];
+
+    //
+    // FAST ...
+    double cFast = conditions.fastBuffer[cIDX];
+    double cFastState = conditions.fastStateBuffer[cIDX];
+
+    //
+    // VIDYA ...
+    double cVidya = conditions.vidyaBuffer[cIDX];
+    double cVidyaState = conditions.vidyaStateBuffer[cIDX];
+
+    //
+    // TREND ...
+    double cTrend = conditions.trendBuffer[cIDX];
+    double cTrendState = conditions.trendStateBuffer[cIDX];
+
+    //
+    // Generating Conditions ...
+
+    //
+    bool isSWLOverBox = cSWL > box.lower;
+    bool isSWHUnderBox = cSWH < box.upper;
+
+    //
+    bool isValeOverBox = cVale > box.lower;
+    bool isPeakUnderBox = cPeak < box.upper;
+
+    //
+    bool hasBullishPress =
+        // isBullish &&
+        (isSWLOverBox ||
+         isValeOverBox);
+
+    //
+    bool hasBearishPress =
+        // isBearish &&
+        (isSWHUnderBox ||
+         isPeakUnderBox);
+
+    //
+    double trends[] = {
+        cMAH,
+        cMAC,
+        cMAL,
+        cKI,
+        cTKI,
+        cFast,
+        cVidya,
+        cTrend //
+    };
+    double trendMax = GetMax(trends);
+    double trendMin = GetMin(trends);
+    Copy(
+        trends,
+        sls //
+    );
+
+    //
+    bool isCloseOverMax = cBar.close > trendMax;
+    bool isCloseUnderMin = cBar.close < trendMin;
+
+    //
+    bool isStateBullish =
+        cKIState > 0 &&
+        cTKIState > 0 &&
+        cFastState > 0 &&
+        cTrendState > 0 &&
+        cVidyaState > 0;
+
+    //
+    bool isStateBearish =
+        cKIState < 0 &&
+        cTKIState < 0 &&
+        cFastState < 0 &&
+        cTrendState < 0 &&
+        cVidyaState < 0;
+
+    //
+    bool hasBullishTrend =
+        // isBullish &&
+        isStateBullish &&
+        isCloseOverMax;
+
+    //
+    bool hasBearishTrend =
+        // isBearish &&
+        isStateBearish &&
+        isCloseUnderMin;
+
+    //
+    // Summarizing ...
+
+    //
+    bool canTriggerLong =
+        // isBullish &&
+        hasBullishPress &&
+        hasBullishTrend;
+
+    //
+    bool canTriggerShort =
+        // isBearish &&
+        hasBearishPress &&
+        hasBearishTrend;
+
+    //
+    result = canTriggerLong ||
+             canTriggerShort;
+    if (result)
+    {
+        //
+        dir = canTriggerLong
+                  ? X_DIRECTION_BULLISH
+                  : X_DIRECTION_BEARISH;
+
+        //
+        Print("Triggered ...");
+    }
+
+    //
+    // Cleanup Resources ...
+
+    //
+    cBar.Clean();
+    Clean(trends);
+    conditions.Clean();
+
+    //
+    return result;
+}

XCAEA/Signals/xcaea.signaller.class.mq5

@@ -454,18 +454,18 @@ class XCXCAEASignaller : XCBase
 
         //
         // Setup Conditions ...
-        XBoxZone signalBox;
+        XBoxZone decisionZone;
-        bool hasSignalBox = false;
+        bool hasDecisionZone = false;
         XCAEAConditions conditions;
-        ENUM_X_DIRECTION signalBoxDir = X_DIRECTION_NONE;
+        ENUM_X_DIRECTION decisionZoneDir = X_DIRECTION_NONE;
 
         //
-        // Checking Test Signal ...
+        // Checking Signal's Decision Zone ...
-        hasSignalBox = TestDetectSignal(
+        hasDecisionZone = DetectDecisionZone(
             helper,
             drawer,
-            signalBox,
+            decisionZone,
-            signalBoxDir,
+            decisionZoneDir,
             conditions,
             zIndex,
             loopback //
@@ -473,22 +473,22 @@ class XCXCAEASignaller : XCBase
 
         //
         // Make Signal Box UnAvailable ...
-        if (hasSignalBox)
+        if (hasDecisionZone)
         {
             //
             AddRef(
-                signalBox,
+                decisionZone,
                 unAvailableBoxes //
             );
         }
 
         //
-        isBullish = hasSignalBox &&
+        isBullish = hasDecisionZone &&
-                    IsBullish(signalBoxDir);
+                    IsBullish(decisionZoneDir);
 
         //
-        isBearish = hasSignalBox &&
+        isBearish = hasDecisionZone &&
-                    IsBearish(signalBoxDir);
+                    IsBearish(decisionZoneDir);
 
         //
         result = isBullish ||
@@ -499,139 +499,17 @@ class XCXCAEASignaller : XCBase
             // Do What we Want ...
             barTraker.Waits();
 
-            //
-            // Draw Signal Box ...
-            XCBoxObject *iObj;
-            bool isCreated = helper.poiDrawer.DrawBox(
-                signalBox,
-                iObj //
-            );
-            if (isCreated)
-            {
-                //
-                mObjects.Add(iObj);
-                ZeroMemory(iObj);
-
-                //
-                // Print("Signal Box ...");
-            }
-
             //
             // Prepare Conditions ...
             mConditions.symbol = symbol;
             mConditions.period = period;
             mConditions.time = zBar.time;
-
-            //
-            double spread = GetSpread(symbol);
-
-            //
-            double entry =
-                isBullish
-                    ? signalBox.upper
-                    : signalBox.lower;
-
-            //
-            double sl =
-                isBullish
-                    ? signalBox.lower
-                    : signalBox.upper;
-
-            //
-            double risk =
-                isBullish
-                    ? entry - sl
-                    : sl - entry;
-            risk += spread;
-            if (risk >= maxAllowedSLDistanceInPoint * points)
-            {
-                //
-                // Fix Risk in Big Distances ...
-                double hh5 = zBar.FindHighest(5, MODE_HIGH);
-                double ll5 = zBar.FindLowest(5, MODE_LOW);
-
-                //
-                double hhll5Delta = hh5 - ll5;
-                double riskDelta = hhll5Delta / 2;
-                risk = riskDelta;
-            }
-
-            //
-            double rewardTP = risk * tpReward;
-
-            //
-            double tp =
-                isBullish
-                    ? entry + rewardTP
-                    : entry - rewardTP;
-
-            //
-            // Filling ...
-            mConditions.sl = sl;
-            mConditions.tp = tp;
             mConditions.reward = tpReward;
-            mConditions.pivot =
-                isBullish
-                    ? sl
-                    : entry;
-            mConditions.point =
-                isBullish
-                    ? entry
-                    : sl;
-            mConditions.dir = signalBoxDir;
             mConditions.provider = "XCAEA";
-            mConditions.signalBox = signalBox;
             mConditions.setupTime = zBar.time;
+            mConditions.dir = decisionZoneDir;
             mConditions.conditions = conditions;
-
+            mConditions.decisionZone = decisionZone;
-            //
-            // Targets Preparing ...
-            if (useTargets)
-            {
-                //
-                // Select RF Rewards ...
-                if (continuesRFTillTarget)
-                {
-                    //
-                    double rfReward = 1;
-                    while (rfReward < tpReward)
-                    {
-                        //
-                        double rewardRF = risk * rfReward;
-                        double rfTP =
-                            isBullish
-                                ? entry + rewardRF
-                                : entry - rewardRF;
-
-                        //
-                        Add(
-                            rfTP,
-                            mConditions.targets //
-                        );
-
-                        //
-                        rfReward++;
-                    }
-                }
-                else
-                {
-                    //
-                    double rfReward = 2;
-
-                    //
-                    double rewardRF = risk * rfReward;
-                    double rfTP =
-                        isBullish
-                            ? entry + rewardRF
-                            : entry - rewardRF;
-
-                    //
-                    Add(
-                        rfTP,
-                        mConditions.targets //
-                    );
-                }
-            }
         }
 
         //
@@ -644,8 +522,8 @@ class XCXCAEASignaller : XCBase
         pPBar.Clean();
 
         //
-        signalBox.Clean();
         conditions.Clean();
+        decisionZone.Clean();
 
         //
         return result;
@@ -682,6 +560,12 @@ class XCXCAEASignaller : XCBase
         datetime setupTime = conditions.setupTime;
         ENUM_X_DIRECTION setupDir = conditions.dir;
 
+        //
+        helper.GetConditions(
+            conditions.conditions,
+            barIndex //
+        );
+
         //
         bool isBullish = IsBullish(setupDir);
         bool isBearish = IsBearish(setupDir);
@@ -716,35 +600,61 @@ class XCXCAEASignaller : XCBase
 
         //
         // Checking Trigger Conditions ...
-        double sls[];
+        double sl = 0;
+        double tp = 0;
         ENUM_X_DIRECTION triggerDir;
+
+        //
+        // Checking Trigger Cond 1 ...
         bool canTriggerCond1 = CanTriggerCond1(
             helper,
-            conditions.signalBox,
+            conditions.decisionZone,
             triggerDir,
-            sls,
+            sl,
+            tp,
+            barIndex //
+        );
+
+        //
+        // Checking Trigger Cond 2 ...
+        bool canTriggerCond2 = CanTriggerCond2(
+            helper,
+            conditions.decisionZone,
+            triggerDir,
+            sl,
+            tp,
             barIndex //
         );
 
         //
         // Update Signal Box To ...
-        conditions.signalBox.to = cTime;
+        conditions.decisionZone.to = cTime;
 
         //
-        isBullish = IsBullish(triggerDir);
-        isBearish = IsBearish(triggerDir);
-
-        //
-        // Try To Draw Signal Box ...
         XCBoxObject *iObj;
-        helper.poiDrawer.DrawBox(
+        bool has = helper.poiDrawer.DrawBox(
-            conditions.signalBox,
+            conditions.decisionZone,
             iObj //
         );
+        if (has)
+        {
+            mObjects.Add(iObj);
+        }
         ZeroMemory(iObj);
 
         //
-        result = canTriggerCond1;
+        // Summarizing Result ...
+        result =
+            canTriggerCond1 ||
+            canTriggerCond2;
+
+        //
+        isBullish = result &&
+                    IsBullish(triggerDir);
+        isBearish = result &&
+                    IsBearish(triggerDir);
+
+        //
         if (result)
         {
             //
@@ -758,18 +668,34 @@ class XCXCAEASignaller : XCBase
             conditions.entry = entry;
 
             //
-            double slsMax = GetMax(sls);
+            if (tp > 0.0)
-            double slsMin = GetMin(sls);
+            {
-            double sl = isBullish
+                //
-                            ? slsMin
+                Add(
-                            : slsMax;
+                    tp,
+                    conditions.targets //
+                );
+            }
 
             //
             double risk = MathAbs(entry - sl);
-            double tp = 
+            double reward = (risk * conditions.reward);
+            tp =
                 isBullish
-                ? entry + (risk * conditions.reward)
+                    ? entry + reward
-                : entry - (risk * conditions.reward);
+                    : entry - reward;
+
+            //
+            // Handling RF ...
+            double rfReward = risk * 1.85;
+            double rfPrice =
+                isBullish
+                    ? entry + rfReward
+                    : entry - rfReward;
+            Add(
+                rfPrice,
+                conditions.targets //
+            );
 
             //
             conditions.sl = sl;
@@ -788,20 +714,30 @@ class XCXCAEASignaller : XCBase
         if (!result)
         {
             //
+            // Check Box Age ...
             int age = conditions.GetSetupAge();
             bool has = age <= maxAllowedSetupAge;
             if (!has)
             {
                 conditions.Clean();
             }
+
+            //
+            // Check Box Price ...
+            has = IsBoxBreaked(
+                helper,
+                conditions.decisionZone,
+                barIndex //
+            );
+            if (has)
+            {
+                conditions.Clean();
+            }
         }
 
         //
         // Cleanup ...
 
-        //
-        Clean(sls);
-
         //
         return result;
     }