last ...
This commit is contained in:
+85
-63
@@ -256,6 +256,9 @@ void OnTick()
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return;
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}
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//
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eaHelper.Check(barIndex);
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//
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// Reading Required Bars ...
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XOHCL zBar;
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@@ -288,72 +291,87 @@ void OnTick()
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//
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// Check Trigger Block Detected or Not ...
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XTriggerBlock iTB;
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X121XCatbConditions iConditions;
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//
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// has = DetectTriggerBlock(
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// //
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// _Symbol,
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// _Period,
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// //
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// iTB,
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// //
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// eaBarAnalyser,
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// //
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// // Required Buffers ...
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// eaHelper.atrBuffer,
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// eaHelper.rsiBuffer,
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// eaHelper.adxBuffer,
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// eaHelper.adxpBuffer,
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// eaHelper.adxnBuffer,
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// eaHelper.peakBuffer,
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// eaHelper.valeBuffer,
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// eaHelper.deltaBuffer,
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// eaHelper.sarBuffer,
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// eaHelper.sarStateBuffer,
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// eaHelper.trendBuffer,
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// eaHelper.trendStateBuffer,
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// eaHelper.atrUpperBuffer,
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// eaHelper.atrLowerBuffer,
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// eaHelper.sBarOpenBuffer,
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// eaHelper.sBarCloseBuffer,
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// eaHelper.hkSBarOpenBuffer,
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// eaHelper.hkSBarCloseBuffer,
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// eaHelper.peakGoldenBuffer,
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// eaHelper.valeGoldenBuffer,
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// eaHelper.deltaSignalBuffer,
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// eaHelper.bullishVolumeSignalBuffer,
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// eaHelper.bearishVolumeSignalBuffer,
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// //
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// cBarIndex,
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// //
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// // Signalling ...
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// eaInputs.signalR2R,
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// eaInputs.slAtrMultiplier,
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// //
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// // Configs ...
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// eaInputs.rsiOBLevel,
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// eaInputs.rsiOSLevel,
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// eaInputs.adxThreshold,
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// //
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// // Validators ...
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// eaInputs.forceObBarType,
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// eaInputs.forceOBFVGBarType,
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// eaInputs.forceHasSwing,
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// eaInputs.forceHasFLiquidity,
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// eaInputs.forceHasRLiquidity,
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// eaInputs.validateGapSequence,
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// eaInputs.validateBlockEdgeBreakout,
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// //
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// // Filters ...
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// eaInputs.filterBasedOnPV,
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// eaInputs.filterBasedOnSar,
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// eaInputs.filterBasedOnRSI,
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// eaInputs.filterBasedOnADX,
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// eaInputs.filterBasedOnATR,
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// eaInputs.filterBasedOnTrend,
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// eaInputs.filterBasedOnDelta,
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// eaInputs.filterBasedOnVolume,
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// eaInputs.filterBasedOnSignalBar,
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// eaInputs.filterBasedOnHKSignalBar //
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// );
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//
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has = DetectTriggerBlock(
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//
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_Symbol,
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_Period,
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//
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eaDrawer,
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eaHelper,
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iConditions,
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iTB,
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//
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eaBarAnalyser,
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//
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// Required Buffers ...
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eaHelper.atrBuffer,
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eaHelper.rsiBuffer,
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eaHelper.adxBuffer,
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eaHelper.adxpBuffer,
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eaHelper.adxnBuffer,
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eaHelper.peakBuffer,
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eaHelper.valeBuffer,
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eaHelper.deltaBuffer,
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eaHelper.sarBuffer,
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eaHelper.sarStateBuffer,
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eaHelper.trendBuffer,
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eaHelper.trendStateBuffer,
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eaHelper.atrUpperBuffer,
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eaHelper.atrLowerBuffer,
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eaHelper.sBarOpenBuffer,
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eaHelper.sBarCloseBuffer,
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eaHelper.hkSBarOpenBuffer,
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eaHelper.hkSBarCloseBuffer,
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eaHelper.peakGoldenBuffer,
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eaHelper.valeGoldenBuffer,
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eaHelper.deltaSignalBuffer,
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eaHelper.bullishVolumeSignalBuffer,
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eaHelper.bearishVolumeSignalBuffer,
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//
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cBarIndex,
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//
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// Signalling ...
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eaInputs.signalR2R,
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eaInputs.slAtrMultiplier,
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//
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// Configs ...
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eaInputs.rsiOBLevel,
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eaInputs.rsiOSLevel,
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eaInputs.adxThreshold,
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//
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// Validators ...
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eaInputs.forceObBarType,
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eaInputs.forceOBFVGBarType,
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eaInputs.forceHasSwing,
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eaInputs.forceHasFLiquidity,
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eaInputs.forceHasRLiquidity,
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eaInputs.validateGapSequence,
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eaInputs.validateBlockEdgeBreakout,
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//
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// Filters ...
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eaInputs.filterBasedOnPV,
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eaInputs.filterBasedOnSar,
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eaInputs.filterBasedOnRSI,
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eaInputs.filterBasedOnADX,
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eaInputs.filterBasedOnATR,
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eaInputs.filterBasedOnTrend,
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eaInputs.filterBasedOnDelta,
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eaInputs.filterBasedOnVolume,
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eaInputs.filterBasedOnSignalBar,
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eaInputs.filterBasedOnHKSignalBar //
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barIndex,
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10 //
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);
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//
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if (has)
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{
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//
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@@ -671,8 +689,12 @@ void InitRequirements()
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// we Can make Show all requirements here ...
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//
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eaInputs.showPV = true;
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eaInputs.showSar = true;
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eaInputs.showTrend = true;
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eaInputs.drawSignals = false;
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eaInputs.showATRBand = false;
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eaInputs.showPVGolden = true;
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//
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// Signal ...
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File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,550 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Ocillator
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// -------------------------------------------------
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// Name: X121 XDelta
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// Description: Detect Comulative Volumes Delta ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm X121 XDelta Ocillator"
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#property strict
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//
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// Definitions ...
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//
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#define ShortName "X121_XDELTA"
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//
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// Imports ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Inputs ...
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//
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// Makret ...
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input group "Market";
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input int maLength = 14; // Moving Averge Length
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input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method
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//
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// Presentation ...
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input group "Presentation";
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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input bool showDeltaLine = true; // Show Delta Line
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input bool showDeltaHistogram = true; // Show Delta Histogram
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input bool showDeltaMa = true; // Show Delta Moving Average
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//
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// Buffers Props ...
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//
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#property indicator_separate_window
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//
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#property indicator_buffers 6
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#property indicator_plots 3
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//
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#define hideColorIDX 0
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#define bullishColorIDX 1
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#define bearishColorIDX 2
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//
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// Buffers ...
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//
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#define deltaLineBufferIndex 0
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double deltaLineBuffer[];
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#property indicator_label1 "Delta Line"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrYellow
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//
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#define deltaHistogramBufferIndex 1
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double deltaHistogramBuffer[];
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//
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#define deltaHistogramColorBufferIndex 2
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double deltaHistogramColorBuffer[];
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#property indicator_label2 "Delta Histogram"
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#property indicator_type2 DRAW_COLOR_HISTOGRAM
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#property indicator_color2 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//
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#define deltaMaBufferIndex 3
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double deltaMaBuffer[];
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#property indicator_label3 "Delta MA"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrOrchid
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//
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// Data Buffers ...
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#define mLastBufferIndex 3
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//
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#define rawDeltaBufferIndex mLastBufferIndex + 1
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double rawDeltaBuffer[];
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//
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#define deltaStateBufferIndex mLastBufferIndex + 2
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double deltaStateBuffer[];
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//
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// Variables, Properties and etc ...
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//
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// this counts Available Bars ...
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int limit;
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//
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int maxLength;
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//
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int firstBarIndex;
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//
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// Event Handlers ...
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/**
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* Initialize Indicator ...
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*
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* @return ( int )
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*/
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Indicator Handlers ...
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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maxLength = ExtractMaxLengthOfInputs();
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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/**
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* De Initialize Indicator ...
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*
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* @param reason: Integer, De Initialization Reason ...
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*/
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void OnDeinit(const int reason)
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{
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//
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||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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||||
// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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}
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||||
/**
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||||
* Calculate Bars ...
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||||
*
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||||
* @param rates_total: Integer, Total Bars on Chart ...
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* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
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||||
* @param time: DateTime Array, History of Open Time ...
|
||||
* @param open: Double Array, History of Open Prices ...
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||||
* @param high: Double Array, History of High Prices ...
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* @param low: Double Array, History of Low Prices ...
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||||
* @param close: Double Array, History of Close Prices ...
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||||
* @param tick_volume: Long, History of Tick Volumes on Bar ...
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||||
* @param volume: Long, History of Trade Volumes ...
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||||
* @param spread: Double, History of Spread Price ...
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||||
*
|
||||
* @return ( int )
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||||
*/
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||||
int OnCalculate(
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||||
const int rates_total,
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||||
const int prev_calculated,
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||||
const datetime &time[],
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||||
const double &open[],
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||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
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||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[] //
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||||
)
|
||||
{
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//
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||||
// Prepare Buffers ...
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||||
ArraySetAsSeries(time, true);
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||||
ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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||||
ArraySetAsSeries(low, true);
|
||||
ArraySetAsSeries(close, true);
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||||
ArraySetAsSeries(tick_volume, true);
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||||
ArraySetAsSeries(volume, true);
|
||||
ArraySetAsSeries(spread, true);
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||||
|
||||
//
|
||||
limit = (prev_calculated > rates_total || prev_calculated <= 0)
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||||
? rates_total
|
||||
: (rates_total - prev_calculated) + 1;
|
||||
|
||||
//
|
||||
// Main Loop ...
|
||||
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
|
||||
{
|
||||
//
|
||||
CalculateBuffers(
|
||||
//
|
||||
i,
|
||||
prev_calculated,
|
||||
rates_total,
|
||||
//
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tick_volume //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Functions ...
|
||||
|
||||
/**
|
||||
* Validate Input Args for Initialization ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = maLength > 0 &&
|
||||
IsValid(maMethod);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Max Length of Inputs ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int ExtractMaxLengthOfInputs()
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
result = MathMax(0, maLength);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
*/
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
/**
|
||||
* Define Required Buffers ...
|
||||
*/
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Plot Buffers ...
|
||||
|
||||
//
|
||||
// Delta Line ...
|
||||
ENUM_DRAW_TYPE deltaLineDrawType = showDeltaLine ? DRAW_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaLineBuffer, true);
|
||||
SetIndexBuffer(deltaLineBufferIndex, deltaLineBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(deltaLineBufferIndex, PLOT_EMPTY_VALUE, 0.0);
|
||||
PlotIndexSetInteger(deltaLineBufferIndex, PLOT_SHOW_DATA, showDeltaLine);
|
||||
PlotIndexSetInteger(deltaLineBufferIndex, PLOT_DRAW_TYPE, deltaLineDrawType);
|
||||
|
||||
//
|
||||
// Delta Histogram ...
|
||||
ENUM_DRAW_TYPE deltaHistogramDrawType = showDeltaHistogram ? DRAW_COLOR_HISTOGRAM : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaHistogramBuffer, true);
|
||||
SetIndexBuffer(deltaHistogramBufferIndex, deltaHistogramBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(deltaHistogramBufferIndex, PLOT_EMPTY_VALUE, 0.0);
|
||||
PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_SHOW_DATA, showDeltaHistogram);
|
||||
PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_DRAW_TYPE, deltaHistogramDrawType);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaHistogramColorBuffer, true);
|
||||
SetIndexBuffer(deltaHistogramColorBufferIndex, deltaHistogramColorBuffer, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
// Delta Ma ...
|
||||
ENUM_DRAW_TYPE deltaMaDrawType = showDeltaMa ? DRAW_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaMaBuffer, true);
|
||||
SetIndexBuffer(deltaMaBufferIndex, deltaMaBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(deltaMaBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(deltaMaBufferIndex, PLOT_SHOW_DATA, showDeltaMa);
|
||||
PlotIndexSetInteger(deltaMaBufferIndex, PLOT_DRAW_TYPE, deltaMaDrawType);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(rawDeltaBuffer, true);
|
||||
SetIndexBuffer(rawDeltaBufferIndex, rawDeltaBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaStateBuffer, true);
|
||||
SetIndexBuffer(deltaStateBufferIndex, deltaStateBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Custom Buffers ...
|
||||
*
|
||||
* @param bar_index: Integer, Represent Current Bar ...
|
||||
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
||||
* @param ratesTotal: Integer, Represents All Available Bars ...
|
||||
* @param open: Double Array, History of Open Prices ...
|
||||
* @param high: Double Array, History of High Prices ...
|
||||
* @param close: Double Array, History of Close Prices ...
|
||||
* @param low: Double Array, History of Low Prices ...
|
||||
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
||||
*/
|
||||
void CalculateBuffers(
|
||||
int bar_index, // Selected Bar Index
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[],
|
||||
const long &tickVolume[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
int barsLimit = startCalculationForLastBars > 0
|
||||
? startCalculationForLastBars
|
||||
: 0;
|
||||
if (barsLimit == 0)
|
||||
{
|
||||
//
|
||||
barsLimit = ratesTotal;
|
||||
firstBarIndex = barsLimit - 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
firstBarIndex = startCalculationForLastBars;
|
||||
}
|
||||
|
||||
//
|
||||
// bool canCalculate = true;
|
||||
bool canCalculate =
|
||||
bar_index <= barsLimit;
|
||||
if (canCalculate)
|
||||
{
|
||||
//
|
||||
CalculateValues(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
FillBuffersZero(bar_index);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
||||
*
|
||||
* @param barIndex: Integer ...
|
||||
*/
|
||||
void FillBuffersZero(int barIndex)
|
||||
{
|
||||
//
|
||||
rawDeltaBuffer[barIndex] = 0.0;
|
||||
deltaLineBuffer[barIndex] = 0.0;
|
||||
deltaStateBuffer[barIndex] = 0.0;
|
||||
deltaHistogramBuffer[barIndex] = 0.0;
|
||||
deltaMaBuffer[barIndex] = 0.0;
|
||||
deltaHistogramColorBuffer[barIndex] = hideColorIDX;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Vales ...
|
||||
*
|
||||
* @param bar_index: Integer, Represent Current Bar ...
|
||||
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
||||
* @param ratesTotal: Integer, Represents All Available Bars ...
|
||||
* @param open: Double Array, History of Open Prices ...
|
||||
* @param high: Double Array, History of High Prices ...
|
||||
* @param close: Double Array, History of Close Prices ...
|
||||
* @param low: Double Array, History of Low Prices ...
|
||||
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
||||
*/
|
||||
void CalculateValues(
|
||||
int bar_index, // Selected Bar Index
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[],
|
||||
const long &tickVolume[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Check Prev Bar ...
|
||||
int lastBarIndex = bar_index + 1;
|
||||
bool isFirstBar =
|
||||
startCalculationForLastBars > 0
|
||||
? bar_index == startCalculationForLastBars
|
||||
: bar_index == firstBarIndex;
|
||||
|
||||
//
|
||||
XOHCL bar;
|
||||
bool has = bar.Init(
|
||||
_Symbol,
|
||||
_Period,
|
||||
bar_index //
|
||||
);
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
double iDelta = 0.0;
|
||||
|
||||
//
|
||||
// Detecting Delta Volume ...
|
||||
if (bar.IsBullish())
|
||||
{
|
||||
iDelta = (double)bar.volume;
|
||||
}
|
||||
else if (bar.IsBearish())
|
||||
{
|
||||
iDelta = -(double)bar.volume;
|
||||
}
|
||||
|
||||
//
|
||||
// Setting iDelta Value ...
|
||||
if (isFirstBar)
|
||||
{
|
||||
//
|
||||
rawDeltaBuffer[bar_index] = iDelta;
|
||||
deltaLineBuffer[bar_index] = iDelta;
|
||||
deltaHistogramBuffer[bar_index] = iDelta;
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
iDelta += deltaLineBuffer[bar_index + 1];
|
||||
|
||||
//
|
||||
rawDeltaBuffer[bar_index] = iDelta;
|
||||
deltaLineBuffer[bar_index] = iDelta;
|
||||
deltaHistogramBuffer[bar_index] = iDelta;
|
||||
}
|
||||
|
||||
//
|
||||
// Setting iDelta State ...
|
||||
double iState = iDelta > 0
|
||||
? bullishColorIDX
|
||||
: iDelta < 0
|
||||
? bearishColorIDX
|
||||
: hideColorIDX;
|
||||
//
|
||||
// Setting iDelta Color ...
|
||||
double iDeltaColor = iDelta > 0
|
||||
? bullishColorIDX
|
||||
: iDelta < 0
|
||||
? bearishColorIDX
|
||||
: hideColorIDX;
|
||||
|
||||
//
|
||||
deltaStateBuffer[bar_index] = iState;
|
||||
deltaHistogramColorBuffer[bar_index] = iDeltaColor;
|
||||
|
||||
//
|
||||
// Calculate Moving Averages ...
|
||||
int deltaMAsCount = iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
maLength,
|
||||
rawDeltaBuffer,
|
||||
deltaMaBuffer,
|
||||
maMethod //
|
||||
);
|
||||
|
||||
//
|
||||
bar.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
@@ -5923,3 +5923,97 @@ struct XBoxZone
|
||||
};
|
||||
|
||||
//
|
||||
struct XDirectionShift
|
||||
{
|
||||
//
|
||||
// Props ...
|
||||
string type;
|
||||
datetime at;
|
||||
double after;
|
||||
double before;
|
||||
string symbol;
|
||||
ENUM_TIMEFRAMES period;
|
||||
ENUM_X_DIRECTION shiftTo;
|
||||
|
||||
//
|
||||
// Constructor ...
|
||||
XDirectionShift()
|
||||
{
|
||||
Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// Tools ...
|
||||
|
||||
//
|
||||
// Cleanup ...
|
||||
void Clean()
|
||||
{
|
||||
//
|
||||
at = NULL;
|
||||
after = 0;
|
||||
before = 0;
|
||||
type = NULL;
|
||||
symbol = NULL;
|
||||
period = NULL;
|
||||
shiftTo = X_DIRECTION_NONE;
|
||||
|
||||
//
|
||||
ZeroMemory(this);
|
||||
}
|
||||
|
||||
//
|
||||
// Validate ...
|
||||
bool IsValid()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result =
|
||||
after > 0 &&
|
||||
IsValid(at) &&
|
||||
IsValid(type) &&
|
||||
after != before &&
|
||||
IsValid(symbol) &&
|
||||
IsValid(period) &&
|
||||
HasDirection(shiftTo);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Check Same ...
|
||||
bool IsSameAs(XDirectionShift &item)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = IsValid() &&
|
||||
item.IsValid();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
at == item.at &&
|
||||
type == item.type &&
|
||||
after == item.after &&
|
||||
before == item.before &&
|
||||
symbol == item.symbol &&
|
||||
period == item.period &&
|
||||
shiftTo == item.shiftTo
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
};
|
||||
|
||||
//
|
||||
|
||||
@@ -23,6 +23,7 @@
|
||||
// Imports ...
|
||||
#include "../Classes/x-saherelm.x-bar.analyser.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
|
||||
#include "../Helpers/x-saherelm.x121.xcatb.helper.mq5"
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5";
|
||||
#include "../Libraries/x-saherelm.x-poi.lib.mq5"
|
||||
|
||||
@@ -135,6 +136,501 @@ struct XTriggerBlock
|
||||
//
|
||||
// Extensions ...
|
||||
|
||||
bool DetectTriggerBlock(
|
||||
XCPOIDrawer *drawer,
|
||||
XCX121XCatbHelper *helper,
|
||||
X121XCatbConditions &conditions,
|
||||
XTriggerBlock &tb,
|
||||
int barIndex = 0,
|
||||
int loopback = 10 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Normalize Args ...
|
||||
tb.Clean();
|
||||
conditions.Clean();
|
||||
barIndex = NormalizeInt(barIndex, 0);
|
||||
loopback = NormalizeInt(loopback, 0);
|
||||
|
||||
//
|
||||
// Validate Args ...
|
||||
result = helper != NULL;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Reading Market Conditions ...
|
||||
result = helper.GetConditions(
|
||||
conditions,
|
||||
barIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
tb.Clean();
|
||||
conditions.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
int zIDX = 0;
|
||||
int cIDX = zIDX + 1;
|
||||
int pIDX = cIDX + 1;
|
||||
int p2IDX = pIDX + 1;
|
||||
|
||||
//
|
||||
// Checking Conditions ...
|
||||
|
||||
//
|
||||
// Detect Indicator Base Start Directional Movement ...
|
||||
|
||||
//
|
||||
// SAR ...
|
||||
|
||||
//
|
||||
bool isSarBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current SAR is Directional ...
|
||||
conditions.isSarBullish &&
|
||||
//
|
||||
// Previous InDirectional Sar Exists ...
|
||||
helper.lastSarBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over previous Sar ...
|
||||
conditions.bars[cIDX].close > helper.lastSarBearish.after &&
|
||||
//
|
||||
// Before Close is not Over previous Sar ...
|
||||
conditions.bars[pIDX].close <= helper.lastSarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isSarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current SAR is Directional ...
|
||||
conditions.isSarBearish &&
|
||||
//
|
||||
// Previous InDirectional Sar Exists ...
|
||||
helper.lastSarBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Under previous ...
|
||||
conditions.bars[cIDX].close < helper.lastSarBullish.after &&
|
||||
//
|
||||
// Before Close is not Under previous ...
|
||||
conditions.bars[pIDX].close >= helper.lastSarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// TREND ...
|
||||
|
||||
//
|
||||
bool isTrendBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current Trend is Directional ...
|
||||
conditions.isTrendBullish &&
|
||||
//
|
||||
// Previous InDirectiona; Trend Exists ...
|
||||
helper.lastTrendBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over previous ...
|
||||
conditions.bars[cIDX].close > helper.lastTrendBearish.after &&
|
||||
//
|
||||
// Before close is not Over previous ...
|
||||
conditions.bars[pIDX].close <= helper.lastTrendBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isTrendBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current Trend is Directional ...
|
||||
conditions.isTrendBearish &&
|
||||
//
|
||||
// Previous InDirectiona; Trend Exists ...
|
||||
helper.lastTrendBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Under previous ...
|
||||
conditions.bars[cIDX].close < helper.lastTrendBullish.after &&
|
||||
//
|
||||
// Before close is not Under previous ...
|
||||
conditions.bars[pIDX].close >= helper.lastTrendBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// ADX ...
|
||||
|
||||
//
|
||||
bool isADXBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// ADX Value is Switched to Strong ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
|
||||
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
|
||||
//
|
||||
// ADX must Up ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
|
||||
//
|
||||
// ADX +DI is Bigger than -DI ...
|
||||
conditions.adxpBuffer[cIDX] > conditions.adxnBuffer[cIDX] &&
|
||||
//
|
||||
// ADX +DI is Up ...
|
||||
conditions.adxpBuffer[cIDX] > conditions.adxpBuffer[pIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isADXBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// ADX Value is Switched to Strong ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
|
||||
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
|
||||
//
|
||||
// ADX must Up ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
|
||||
//
|
||||
// ADX -DI is Bigger than +DI ...
|
||||
conditions.adxnBuffer[cIDX] > conditions.adxpBuffer[cIDX] &&
|
||||
//
|
||||
// ADX -DI is Up ...
|
||||
conditions.adxnBuffer[cIDX] > conditions.adxnBuffer[pIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// DELTA ...
|
||||
|
||||
//
|
||||
bool isDeltaBullishStart =
|
||||
//
|
||||
// Check State ...
|
||||
(
|
||||
//
|
||||
// Delta is Up ...
|
||||
conditions.deltaBuffer[cIDX] > conditions.deltaBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Signal is Up ...
|
||||
conditions.deltaSignalBuffer[cIDX] > conditions.deltaSignalBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Crossed Over Delta Signal ...
|
||||
conditions.deltaBuffer[cIDX] > conditions.deltaSignalBuffer[cIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastDeltaBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over last ...
|
||||
conditions.bars[cIDX].close > helper.lastDeltaBearish.after &&
|
||||
//
|
||||
// Before Close is not Over last ...
|
||||
conditions.bars[pIDX].close <= helper.lastDeltaBearish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isDeltaBearishStart =
|
||||
//
|
||||
// Check State ...
|
||||
(
|
||||
//
|
||||
// Delta is Down ...
|
||||
conditions.deltaBuffer[cIDX] < conditions.deltaBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Signal is Down ...
|
||||
conditions.deltaSignalBuffer[cIDX] < conditions.deltaSignalBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Crossed Under Delta Signal ...
|
||||
conditions.deltaBuffer[cIDX] < conditions.deltaSignalBuffer[cIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastDeltaBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Under last ...
|
||||
conditions.bars[cIDX].close < helper.lastDeltaBullish.after &&
|
||||
//
|
||||
// Before Close is not Under last ...
|
||||
conditions.bars[pIDX].close >= helper.lastDeltaBullish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// VOLUME ...
|
||||
|
||||
//
|
||||
bool isVolumeBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
//
|
||||
// Volume is Up ...
|
||||
conditions.bullishVolumeBuffer[1] > conditions.bullishVolumeBuffer[2] &&
|
||||
//
|
||||
// Volume Signal is Up ...
|
||||
conditions.bullishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[2] &&
|
||||
//
|
||||
// Volume Signals Crossed Over ...
|
||||
conditions.bullishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[1]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastVolumeBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over last ...
|
||||
conditions.bars[cIDX].close > helper.lastVolumeBearish.after &&
|
||||
//
|
||||
// Before Close is not Over last ...
|
||||
conditions.bars[pIDX].close <= helper.lastVolumeBearish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isVolumeBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
//
|
||||
// Volume is Up ...
|
||||
conditions.bearishVolumeBuffer[1] > conditions.bearishVolumeBuffer[2] &&
|
||||
//
|
||||
// Volume Signal is Up ...
|
||||
conditions.bearishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[2] &&
|
||||
//
|
||||
// Volume Signals Crossed Over ...
|
||||
conditions.bearishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[1]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastVolumeBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over last ...
|
||||
conditions.bars[cIDX].close < helper.lastVolumeBullish.after &&
|
||||
//
|
||||
// Before Close is not Over last ...
|
||||
conditions.bars[pIDX].close >= helper.lastVolumeBullish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// SIGNAL Bar ...
|
||||
|
||||
//
|
||||
bool isSBarBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isSBarBullish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastSignalBarBearish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.sBarCloseBuffer[cIDX] > helper.lastSignalBarBearish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.sBarCloseBuffer[pIDX] <= helper.lastSignalBarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isSBarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isSBarBearish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastSignalBarBullish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.sBarCloseBuffer[cIDX] < helper.lastSignalBarBullish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.sBarCloseBuffer[pIDX] >= helper.lastSignalBarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// HKSIGNAL Bar ...
|
||||
|
||||
//
|
||||
bool isHKSBarBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isHKSBarBullish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastHKSignalBarBearish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.hkSBarCloseBuffer[cIDX] > helper.lastHKSignalBarBearish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.hkSBarCloseBuffer[pIDX] <= helper.lastHKSignalBarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isHKSBarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isHKSBarBearish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastHKSignalBarBullish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.hkSBarCloseBuffer[cIDX] < helper.lastHKSignalBarBullish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.hkSBarCloseBuffer[pIDX] >= helper.lastHKSignalBarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Try to Summarize Conditions ...
|
||||
|
||||
//
|
||||
bool isBullishPassed =
|
||||
//
|
||||
//isSarBullishStart &&
|
||||
// isTrendBullishStart &&
|
||||
// isADXBullishStart &&
|
||||
isDeltaBullishStart &&
|
||||
isVolumeBullishStart &&
|
||||
isSBarBullishStart
|
||||
// &&
|
||||
// isHKSBarBullishStart
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isBearishPassed =
|
||||
//
|
||||
// isSarBearishStart &&
|
||||
// isTrendBearishStart &&
|
||||
// isADXBearishStart &&
|
||||
isDeltaBearishStart &&
|
||||
isVolumeBearishStart &&
|
||||
isSBarBearishStart
|
||||
// &&
|
||||
// isHKSBarBearishStart
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Draw Line for Detect Conditions States on Chart ...
|
||||
if (isBullishPassed ||
|
||||
isBearishPassed)
|
||||
{
|
||||
//
|
||||
color iColor = isBullishPassed
|
||||
? clrAqua
|
||||
: clrMagenta;
|
||||
|
||||
//
|
||||
datetime iTime = conditions.bars[cIDX].time;
|
||||
|
||||
//
|
||||
string iName = "VL_" + ToFormatString(iTime);
|
||||
|
||||
//
|
||||
long chartID = drawer.ChartIdentification();
|
||||
int subWindow = drawer.SubWindowIdentification();
|
||||
|
||||
//
|
||||
CChartObjectVLine *iObj;
|
||||
iObj = new CChartObjectVLine();
|
||||
bool isDrawn = iObj.Create(
|
||||
chartID,
|
||||
iName,
|
||||
subWindow,
|
||||
iTime //
|
||||
);
|
||||
if (isDrawn)
|
||||
{
|
||||
//
|
||||
iObj.Color(iColor);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Summarizing result ...
|
||||
|
||||
//
|
||||
result = (isBullishPassed ||
|
||||
isBearishPassed);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
|
||||
//
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
tb.Clean();
|
||||
conditions.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Detect Trigger Block ...
|
||||
bool DetectTriggerBlock(
|
||||
|
||||
Reference in New Issue
Block a user