Complete Detection of Swings ...

Classes/x-saherelm.x-poi.class.mq5

@@ -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,
+            symbol,
-            mPeriod,
+            period,
             zIndex //
         );
         if (!isInited)
@@ -259,8 +263,8 @@ class XCPOIDetector : public XCBaseAlert
         //
         XOHCL cBar;
         isInited = cBar.Init(
-            mSymbol,
+            symbol,
-            mPeriod,
+            period,
             cIndex //
         );
         if (!isInited)
@@ -269,39 +273,79 @@ class XCPOIDetector : public XCBaseAlert
         }
 
         //
-        XOHCL pBar;
+        // POI Detecting ...
-        isInited = pBar.Init(
+        bool isDetect = false;
-            mSymbol,
-            mPeriod,
-            pIndex //
-        );
-        if (!isInited)
-        {
-            return result;
-        }
 
         //
-        XOHCL ppBar;
+        // Swings ...
-        isInited = ppBar.Init(
+        int swingRange = SwingRange();
-            mSymbol,
+        if (swingRange > 0)
-            mPeriod,
-            ppIndex //
-        );
-        if (!isInited)
         {
-            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;
+                    Add(
-        isInited = zDayBar.Init(
+                        event,
-            mSymbol,
+                        state //
-            PERIOD_D1,
+                    );
-            zIndex //
+                }
-        );
+
-        if (!isInited)
+                //
-        {
+                // Swing Low ...
-            return result;
+                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 from = 0;
-        // int requiredPOIs = MaxNumberOfRequiredPOIs();
+        int requiredPOIs = MaxNumberOfRequiredPOIs();
-        // int count = maxAllowed - requiredPOIs;
+        int count = maxAllowed - requiredPOIs;
-        // int to = count - 1;
+        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 ...
+    CArrayObj mDrawnObjects;   // Drawn Objects ...
-    XBarTracker mBarTracker; // Market Bar Tracker ...
+    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;
+        DetectSwingHigh(bar);
-        for (int i = 1; i <= range; i++)
+
+        //
+        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)
         {
-            //
+            return 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;
-            }
         }
 
         //
-        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;
+                XCSwingLowObject *iObj;
-                bool isCreated = mDrawer.CreateSwingHigh(
+                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;
+        DetectSwingLow(bar);
-        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);
-                }
-            }
-        }
 
         //
         result = ArraySize(mSwingHighs);

Classes/x-saherelm.x-poi.drawer.class.mq5

@@ -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);

Libraries/x-saherelm.x-poi.lib.mq5

@@ -2555,4 +2555,9 @@ string ToString(ENUM_XPOI_EVENTS value)
     return result;
 }
 
+//
+typedef void (*TOnPOIEvent)(ENUM_XPOI_EVENTS event,
+                            XCBasePOI *param //
+);
+
 //