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Complete Detection of Swings ...

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This commit is contained in:
saherelm
2024-11-12 09:08:40 +03:30
parent d239d9c580
commit 40f97468fd
5 changed files with 1764 additions and 1088 deletions
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Classes/x-saherelm.x-bar.analyser.class.mq5
+97 -871
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File diff suppressed because it is too large Load Diff
Classes/x-saherelm.x-poi.class.mq5
+298 -213
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@@ -25,6 +25,7 @@
//
#include "../Classes/x-saherelm.x-alert.class.mq5"
#include "../Classes/x-saherelm.x-bar.analyser.class.mq5"
#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
#include "../Libraries/x-saherelm.x-poi.lib.mq5"
@@ -239,7 +240,10 @@ class XCPOIDetector : public XCBaseAlert
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
datetime cTime = TimeCurrent();
@@ -247,8 +251,8 @@ class XCPOIDetector : public XCBaseAlert
//
XOHCL zBar;
bool isInited = zBar.Init(
mSymbol,
mPeriod,
symbol,
period,
zIndex //
);
if (!isInited)
@@ -259,8 +263,8 @@ class XCPOIDetector : public XCBaseAlert
//
XOHCL cBar;
isInited = cBar.Init(
mSymbol,
mPeriod,
symbol,
period,
cIndex //
);
if (!isInited)
@@ -269,39 +273,79 @@ class XCPOIDetector : public XCBaseAlert
}
//
XOHCL pBar;
isInited = pBar.Init(
mSymbol,
mPeriod,
pIndex //
);
if (!isInited)
{
return result;
}
// POI Detecting ...
bool isDetect = false;
//
XOHCL ppBar;
isInited = ppBar.Init(
mSymbol,
mPeriod,
ppIndex //
);
if (!isInited)
// Swings ...
int swingRange = SwingRange();
if (swingRange > 0)
{
return result;
}
//
XOHCL swingBar;
isInited = swingBar.Init(
symbol,
period,
zIndex + swingRange //
);
if (isInited)
{
//
// Swing High ...
isDetect = DetectSwingHigh(swingBar);
if (isDetect)
{
//
ENUM_XPOI_EVENTS event = X_SWING_HIGH_DETECTED;
XCSwing *param;
bool hasItem = GetLastItem(
param,
mSwingHighs //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
XOHCL zDayBar;
isInited = zDayBar.Init(
mSymbol,
PERIOD_D1,
zIndex //
);
if (!isInited)
{
return result;
//
Add(
event,
state //
);
}
//
// Swing Low ...
isDetect = DetectSwingLow(swingBar);
if (isDetect)
{
//
ENUM_XPOI_EVENTS event = X_SWING_LOW_DETECTED;
XCSwing *param;
bool hasItem = GetLastItem(
param,
mSwingLows //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
}
}
//
@@ -355,6 +399,20 @@ class XCPOIDetector : public XCBaseAlert
//
// Event Listeners ...
/**
* Add Event Listener ...
*
* @param listener: TOnPOIEvent instance ...
*/
void AddEventListener(TOnPOIEvent listener)
{
//
Add(
listener,
mEventListeners //
);
}
//
// Destroy ...
@@ -363,6 +421,9 @@ class XCPOIDetector : public XCBaseAlert
*/
void DestroyPOIs()
{
//
Clean(mSwingHighs);
Clean(mSwingLows);
}
/**
@@ -377,6 +438,7 @@ class XCPOIDetector : public XCBaseAlert
*/
void DestroyEventListeners()
{
Clean(mEventListeners);
}
//
@@ -463,10 +525,18 @@ class XCPOIDetector : public XCBaseAlert
//
// Swing Highs ...
swingHighsCount = DetectRequiredSwingHighs(barIndex);
if (swingHighsCount == requiredPOIs)
{
ArrayReverse(mSwingHighs);
}
//
// Swing Lows ...
swingLowsCount = DetectRequiredSwingLows(barIndex);
if (swingHighsCount == requiredPOIs)
{
ArrayReverse(mSwingLows);
}
//
canContinue =
@@ -486,10 +556,6 @@ class XCPOIDetector : public XCBaseAlert
}
}
//
swingHighsCount = ArraySize(mSwingHighs);
swingLowsCount = ArraySize(mSwingLows);
//
// Unlocking Detector ...
Unlock();
@@ -507,11 +573,11 @@ class XCPOIDetector : public XCBaseAlert
return;
}
// //
//
int swingHighsCount = ArraySize(mSwingHighs);
int swingLowsCount = ArraySize(mSwingLows);
// int tradingDaysCount = ArraySize(mTradingDays);
// int marketSessionsCount = ArraySize(mMarketSessions);
// int swingHighsCount = ArraySize(mSwingHighs);
// int swingLowsCount = ArraySize(mSwingLows);
// int momentumBarsCount = ArraySize(mMomentumBars);
// int rejectionBarsCount = ArraySize(mRejectionBars);
// int supportZonesCount = ArraySize(mSupportZones);
@@ -523,11 +589,38 @@ class XCPOIDetector : public XCBaseAlert
// int bullishFVGsCount = ArraySize(mBullishFVGs);
// int bearishFVGsCount = ArraySize(mBearishFVGs);
// //
// int from = 0;
// int requiredPOIs = MaxNumberOfRequiredPOIs();
// int count = maxAllowed - requiredPOIs;
// int to = count - 1;
//
int from = 0;
int requiredPOIs = MaxNumberOfRequiredPOIs();
int count = maxAllowed - requiredPOIs;
int to = count - 1;
//
// Swings ...
//
// Swing Highs ...
if (swingHighsCount >= maxAllowed)
{
//
ArrayRemove(
mSwingHighs,
from,
count //
);
}
//
// Swing Lows ...
if (swingLowsCount >= maxAllowed)
{
//
ArrayRemove(
mSwingLows,
from,
count //
);
}
// //
// // Trading Days ...
@@ -601,45 +694,6 @@ class XCPOIDetector : public XCBaseAlert
// );
// }
// //
// // Swing High and Low (s) ...
// //
// // Swing Highs ...
// if (swingHighsCount >= maxAllowed)
// {
// //
// ArrayRemove(
// mSwingHighs,
// from,
// count //
// );
// //
// mSwingHighObjects.DeleteRange(
// from,
// to //
// );
// }
// //
// // Swing Lows ...
// if (swingLowsCount >= maxAllowed)
// {
// //
// ArrayRemove(
// mSwingLows,
// from,
// count //
// );
// //
// mSwingLowObjects.DeleteRange(
// from,
// to //
// );
// }
// //
// // Support and Resistance Zones ...
@@ -799,6 +853,35 @@ class XCPOIDetector : public XCBaseAlert
//
}
/**
* Notify Event Listeners ...
*
* @param event: ENUM_XPOI_EVENTS member, Specified Occured Event ...
* @param param: XCBasePOI implementation, Specified Event Object ...
*/
void NotifyEventListeners(
ENUM_XPOI_EVENTS event,
XCBasePOI *param //
)
{
//
int count = ArraySize(mEventListeners);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
mEventListeners[i](
event,
param //
);
}
}
void AddObjectIfNotExists(XCBaseObject *object)
{
//
@@ -847,8 +930,12 @@ class XCPOIDetector : public XCBaseAlert
int mMaxNumberOfRequiredPOIs; // Max Allowed Number of POI(s) which Must Find at Initializion Time ...
//
CArrayObj mDrawnObjects; // Drawn Objects ...
XBarTracker mBarTracker; // Market Bar Tracker ...
CArrayObj mDrawnObjects; // Drawn Objects ...
XBarTracker mBarTracker; // Market Bar Tracker ...
XCBarAnalyser mBarAnalyser; // Bar Analyser ...
//
TOnPOIEvent mEventListeners[]; // Event Listeners ...
//
// POI Props ...
@@ -865,8 +952,80 @@ class XCPOIDetector : public XCBaseAlert
//
// Swing High ...
//
XCSwing *mSwingHighs[]; // Holds Founded Swing Highs ...
/**
* Detect Swing High ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectSwingHigh(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid();
if (!result)
{
return result;
}
//
int range = SwingRange();
int barIndex = bar.Index();
result = range > 0 &&
barIndex >= range;
if (!result)
{
return result;
}
//
result = mBarAnalyser.IsSwingHigh(
bar,
range //
);
if (result)
{
//
XCSwing *swing;
swing = new XCSwing();
result = swing.Init(
bar,
X_POI_SWING_HIGH //
);
//
if (result)
{
//
Add(
swing,
mSwingHighs //
);
//
XCSwingHighObject *iObj;
bool isCreated = mDrawer.CreateSwingHigh(
swing,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
}
//
return result;
}
/**
* Detect Required Swing Highs ...
*
@@ -926,61 +1085,67 @@ class XCPOIDetector : public XCBaseAlert
}
//
bool isSwing = true;
for (int i = 1; i <= range; i++)
DetectSwingHigh(bar);
//
result = ArraySize(mSwingHighs);
//
return result;
}
//
// Swing Low ...
//
XCSwing *mSwingLows[]; // Holds Founded Swing Lows ...
/**
* Detect Swing Low ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectSwingLow(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid();
if (!result)
{
//
// Prev Bar ...
XOHCL iPrevBar;
isInited = iPrevBar.Init(
symbol,
period,
barIndex + i //
);
if (!isInited)
{
//
isSwing = false;
break;
}
//
// Next Bar ...
XOHCL iNextBar;
isInited = iNextBar.Init(
symbol,
period,
barIndex - i //
);
if (!isInited)
{
//
isSwing = false;
break;
}
//
isSwing = bar.high >= iPrevBar.high &&
bar.high >= iNextBar.high;
if (!isSwing)
{
break;
}
return result;
}
//
if (isSwing)
int range = SwingRange();
int barIndex = bar.Index();
result = range > 0 &&
barIndex >= range;
if (!result)
{
return result;
}
//
result = mBarAnalyser.IsSwingLow(
bar,
range //
);
if (result)
{
//
XCSwing *swing;
swing = new XCSwing();
isInited = swing.Init(
result = swing.Init(
bar,
X_POI_SWING_HIGH //
X_POI_SWING_LOW //
);
//
if (isInited)
if (result)
{
//
Add(
@@ -989,8 +1154,8 @@ class XCPOIDetector : public XCBaseAlert
);
//
XCSwingHighObject *iObj;
bool isCreated = mDrawer.CreateSwingHigh(
XCSwingLowObject *iObj;
bool isCreated = mDrawer.CreateSwingLow(
swing,
iObj //
);
@@ -1001,17 +1166,10 @@ class XCPOIDetector : public XCBaseAlert
}
}
//
result = ArraySize(mSwingHighs);
//
return result;
}
//
// Swing Low ...
XCSwing *mSwingLows[]; // Holds Founded Swing Lows ...
/**
* Detect Required Swing Lows ...
*
@@ -1071,80 +1229,7 @@ class XCPOIDetector : public XCBaseAlert
}
//
bool isSwing = true;
for (int i = 1; i <= range; i++)
{
//
// Prev Bar ...
XOHCL iPrevBar;
isInited = iPrevBar.Init(
symbol,
period,
barIndex + i //
);
if (!isInited)
{
//
isSwing = false;
break;
}
//
// Next Bar ...
XOHCL iNextBar;
isInited = iNextBar.Init(
symbol,
period,
barIndex - i //
);
if (!isInited)
{
//
isSwing = false;
break;
}
//
isSwing = bar.low <= iPrevBar.low &&
bar.low <= iNextBar.low;
if (!isSwing)
{
break;
}
}
//
if (isSwing)
{
//
XCSwing *swing;
swing = new XCSwing();
isInited = swing.Init(
bar,
X_POI_SWING_LOW //
);
//
if (isInited)
{
//
Add(
swing,
mSwingLows //
);
//
XCSwingLowObject *iObj;
bool isCreated = mDrawer.CreateSwingLow(
swing,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
}
DetectSwingLow(bar);
//
result = ArraySize(mSwingHighs);
Classes/x-saherelm.x-poi.drawer.class.mq5
+4 -4
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@@ -1411,14 +1411,14 @@ class XCPOIDrawer : public XCBase
SubWindowIdentification(0);
//
SwingLowWidth(1);
SwingLowWidth(2);
SwingLowArrow(108);
SwingLowColor(clrLime);
SwingLowColor(clrAqua);
//
SwingHighWidth(1);
SwingHighWidth(2);
SwingHighArrow(108);
SwingHighColor(clrRed);
SwingHighColor(clrMagenta);
//
BullishMomentumBarWidth(1);
Documents/BKP/x-saherelm.x-bar.analyser.class.mq5
+1360
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Libraries/x-saherelm.x-poi.lib.mq5
+5
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@@ -2555,4 +2555,9 @@ string ToString(ENUM_XPOI_EVENTS value)
return result;
}
//
typedef void (*TOnPOIEvent)(ENUM_XPOI_EVENTS event,
XCBasePOI *param //
);
//