saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Complete Rejection Bars ...

Browse Source
This commit is contained in:
saherelm
2024-11-12 12:37:00 +03:30
parent 40f97468fd
commit 43ee49b32f
5 changed files with 1870 additions and 78 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Classes/x-saherelm.x-poi.class.mq5
+856 -28
View File
@@ -71,7 +71,7 @@ class XCPOIDetector : public XCBaseAlert
//
// Apply Default Configurations ...
ApplyDefaultConfig();
Default();
}
//
@@ -203,6 +203,120 @@ class XCPOIDetector : public XCBaseAlert
mSwingRange = value;
}
//
// Momentum Bars ...
/**
* Get Momentum Bars must Extends Range ...
*
* @return ( int )
*/
int MomentumBarExtendRange()
{
return mMomentumBarExtendRange;
}
/**
* Set Momentum Bars must Extends Range ...
*
* @param value: Integer ...
*/
void MomentumBarExtendRange(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMomentumBarExtendRange = value;
}
/**
* Get Momentum Bars Body Percent ...
*
* @return ( double )
*/
double MomentumBarBodyPercent()
{
return mMomentumBarBodyPercent;
}
/**
* Set Momentum Bars Body Percent ...
*
* @param value: Double ...
*/
void MomentumBarBodyPercent(double value)
{
//
if (value < 50)
{
value = 50;
}
//
mMomentumBarBodyPercent = value;
}
//
// Rejection Bars ...
/**
* Get Rejection Bars must Extends Range ...
*
* @return ( int )
*/
int RejectionBarExtendRange()
{
return mRejectionBarExtendRange;
}
/**
* Set Rejection Bars must Extends Range ...
*
* @param value: Integer ...
*/
void RejectionBarExtendRange(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mRejectionBarExtendRange = value;
}
/**
* Get Rejection Bars Shadow Percent ...
*
* @return ( double )
*/
double RejectionBarShadowPercent()
{
return mRejectionBarShadowPercent;
}
/**
* Set Rejection Bars Shadow Percent ...
*
* @param value: Double ...
*/
void RejectionBarShadowPercent(double value)
{
//
if (value < 50)
{
value = 50;
}
//
mRejectionBarShadowPercent = value;
}
//
// Actions ...
@@ -274,7 +388,7 @@ class XCPOIDetector : public XCBaseAlert
//
// POI Detecting ...
bool isDetect = false;
bool isDetected = false;
//
// Swings ...
@@ -292,8 +406,8 @@ class XCPOIDetector : public XCBaseAlert
{
//
// Swing High ...
isDetect = DetectSwingHigh(swingBar);
if (isDetect)
isDetected = DetectSwingHigh(swingBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_SWING_HIGH_DETECTED;
@@ -320,8 +434,8 @@ class XCPOIDetector : public XCBaseAlert
//
// Swing Low ...
isDetect = DetectSwingLow(swingBar);
if (isDetect)
isDetected = DetectSwingLow(swingBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_SWING_LOW_DETECTED;
@@ -348,6 +462,118 @@ class XCPOIDetector : public XCBaseAlert
}
}
//
// Bullish Momentum Bars ...
isDetected = DetectBullishMomentumBar(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BULLISH_MOMENTUM_BAR_DETECTED;
XCMomentumBar *param;
bool hasItem = GetLastItem(
param,
mBullishMomentumBars //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
//
// Bearish Momentum Bars ...
isDetected = DetectBearishMomentumBar(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BEARISH_MOMENTUM_BAR_DETECTED;
XCMomentumBar *param;
bool hasItem = GetLastItem(
param,
mBearishMomentumBars //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
//
// Bullish Rejection Bars ...
isDetected = DetectBullishRejectionBar(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BULLISH_REJECTION_BAR_DETECTED;
XCRejectionBar *param;
bool hasItem = GetLastItem(
param,
mBullishRejectionBars //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
//
// Bearish Rejection Bars ...
isDetected = DetectBearishRejectionBar(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BEARISH_REJECTION_BAR_DETECTED;
XCRejectionBar *param;
bool hasItem = GetLastItem(
param,
mBearishRejectionBars //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
//
CleanupUnusedPOIs();
@@ -424,6 +650,14 @@ class XCPOIDetector : public XCBaseAlert
//
Clean(mSwingHighs);
Clean(mSwingLows);
//
Clean(mBullishMomentumBars);
Clean(mBearishMomentumBars);
//
Clean(mBullishRejectionBars);
Clean(mBearishRejectionBars);
}
/**
@@ -447,7 +681,7 @@ class XCPOIDetector : public XCBaseAlert
/**
* Apply Default Configurations ...
*/
virtual void ApplyDefaultConfig()
virtual void Default()
{
//
// Common ...
@@ -460,6 +694,12 @@ class XCPOIDetector : public XCBaseAlert
SwingRange(2);
//
MomentumBarExtendRange(2);
MomentumBarBodyPercent(70);
//
RejectionBarExtendRange(0);
RejectionBarShadowPercent(55);
}
//
@@ -516,6 +756,14 @@ class XCPOIDetector : public XCBaseAlert
int swingLowsCount = 0;
int swingHighsCount = 0;
//
int bullishMomentumBarsCount = 0;
int bearishMomentumBarsCount = 0;
//
int bullishRejectionBarsCount = 0;
int bearishRejectionBarsCount = 0;
//
bool canContinue = true;
@@ -538,6 +786,38 @@ class XCPOIDetector : public XCBaseAlert
ArrayReverse(mSwingLows);
}
//
// Bullish Momentum Bars ...
bullishMomentumBarsCount = DetectRequiredBullishMomentumBars(barIndex);
if (bullishMomentumBarsCount == requiredPOIs)
{
ArrayReverse(mBullishMomentumBars);
}
//
// Bearish Momentum Bars ...
bearishMomentumBarsCount = DetectRequiredBearishMomentumBars(barIndex);
if (bearishMomentumBarsCount == requiredPOIs)
{
ArrayReverse(mBearishMomentumBars);
}
//
// Bullish Rejection Bars ...
bullishRejectionBarsCount = DetectRequiredBullishRejectionBars(barIndex);
if (bullishRejectionBarsCount == requiredPOIs)
{
ArrayReverse(mBullishRejectionBars);
}
//
// Bearish Rejection Bars ...
bearishRejectionBarsCount = DetectRequiredBearishRejectionBars(barIndex);
if (bearishRejectionBarsCount == requiredPOIs)
{
ArrayReverse(mBearishRejectionBars);
}
//
canContinue =
//
@@ -549,6 +829,26 @@ class XCPOIDetector : public XCBaseAlert
// Swing Lows ...
swingLowsCount < requiredPOIs
//
||
//
// Bullish Momentum Bars ...
bullishMomentumBarsCount < requiredPOIs
//
||
//
// Bearish Momentum Bars ...
bearishMomentumBarsCount < requiredPOIs
//
||
//
// Bullish Rejection Bars ...
bullishRejectionBarsCount < requiredPOIs
//
||
//
// Bearish Rejection Bars ...
bearishRejectionBarsCount < requiredPOIs
//
;
if (canContinue)
{
@@ -930,8 +1230,8 @@ 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 ...
//
@@ -1010,15 +1310,15 @@ class XCPOIDetector : public XCBaseAlert
);
//
XCSwingHighObject *iObj;
bool isCreated = mDrawer.CreateSwingHigh(
swing,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
// XCSwingHighObject *iObj;
// bool isCreated = mDrawer.CreateSwingHigh(
// swing,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
@@ -1153,16 +1453,16 @@ class XCPOIDetector : public XCBaseAlert
mSwingHighs //
);
//
XCSwingLowObject *iObj;
bool isCreated = mDrawer.CreateSwingLow(
swing,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
// //
// XCSwingLowObject *iObj;
// bool isCreated = mDrawer.CreateSwingLow(
// swing,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
@@ -1240,9 +1540,537 @@ class XCPOIDetector : public XCBaseAlert
//
// Momentum Bars ...
int mMomentumBarExtendRange; // Momentum Bars must Extends Range ...
double mMomentumBarBodyPercent; // Momentum Bars Body Percent ...
//
// Bullish ...
XCMomentumBar *mBullishMomentumBars[]; // Holds Founded Bullish Momentum Bars ...
/**
* Detect Bullish Momentum Bar ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBullishMomentumBar(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid() &&
bar.Index() > 0;
if (!result)
{
return result;
}
//
int extendRange = MomentumBarExtendRange();
double bodyPercent = MomentumBarBodyPercent();
ENUM_X_DIRECTION dir;
result = mBarAnalyser.IsMomentumBar(
bar,
dir,
extendRange,
bodyPercent //
);
result =
result &&
dir == X_DIRECTION_BULLISH;
if (result)
{
//
XCMomentumBar *momentumBar;
momentumBar = new XCMomentumBar();
result = momentumBar.Init(bar);
//
if (result)
{
//
Add(
momentumBar,
mBullishMomentumBars //
);
//
// XCBullishMomentumObject *iObj;
// bool isCreated = mDrawer.CreateBullishMomentumBar(
// momentumBar,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
//
return result;
}
/**
* Detect Required Bullish Momentum Bars ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBullishMomentumBars(int barIndex = 0)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBullishMomentumBars);
if (count >= required)
{
//
result = count;
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBullishMomentumBar(bar);
//
result = ArraySize(mBullishMomentumBars);
//
return result;
}
//
// Bearish ...
XCMomentumBar *mBearishMomentumBars[]; // Holds Founded Bearish Momentum Bars ...
/**
* Detect Bearish Momentum Bar ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBearishMomentumBar(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid() &&
bar.Index() > 0;
if (!result)
{
return result;
}
//
int extendRange = MomentumBarExtendRange();
double bodyPercent = MomentumBarBodyPercent();
ENUM_X_DIRECTION dir;
result = mBarAnalyser.IsMomentumBar(
bar,
dir,
extendRange,
bodyPercent //
);
result =
result &&
dir == X_DIRECTION_BEARISH;
if (result)
{
//
XCMomentumBar *momentumBar;
momentumBar = new XCMomentumBar();
result = momentumBar.Init(bar);
//
if (result)
{
//
Add(
momentumBar,
mBearishMomentumBars //
);
//
// XCBearishMomentumObject *iObj;
// bool isCreated = mDrawer.CreateBearishMomentumBar(
// momentumBar,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
//
return result;
}
/**
* Detect Required Bearish Momentum Bars ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBearishMomentumBars(int barIndex = 0)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBearishMomentumBars);
if (count >= required)
{
//
result = count;
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBearishMomentumBar(bar);
//
result = ArraySize(mBearishMomentumBars);
//
return result;
}
//
// Rejection Bars ...
int mRejectionBarExtendRange; // Rejection Bars must Extends Range ...
double mRejectionBarShadowPercent; // Rejection Bars Shadow Percent ...
//
// Bullish ...
XCRejectionBar *mBullishRejectionBars[]; // Holds Founded Bullish Rejection Bars ...
/**
* Detect Bullish Rejection Bar ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBullishRejectionBar(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid() &&
bar.Index() > 0;
if (!result)
{
return result;
}
//
int extendRange = RejectionBarExtendRange();
double shadowPercent = RejectionBarShadowPercent();
ENUM_X_DIRECTION dir;
result = mBarAnalyser.IsRejectionBar(
bar,
dir,
extendRange,
shadowPercent //
);
result =
result &&
dir == X_DIRECTION_BULLISH;
if (result)
{
//
XCRejectionBar *rejectionBar;
rejectionBar = new XCRejectionBar();
result = rejectionBar.Init(bar);
//
if (result)
{
//
Add(
rejectionBar,
mBullishRejectionBars //
);
//
XCBullishRejectionObject *iObj;
bool isCreated = mDrawer.CreateBullishRejectionBar(
rejectionBar,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
}
//
return result;
}
/**
* Detect Required Bullish Rejection Bars ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBullishRejectionBars(int barIndex = 0)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBullishRejectionBars);
if (count >= required)
{
//
result = count;
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBullishRejectionBar(bar);
//
result = ArraySize(mBullishRejectionBars);
//
return result;
}
//
// Bearish ...
XCRejectionBar *mBearishRejectionBars[]; // Holds Founded Bearish Rejection Bars ...
/**
* Detect Bearish Rejection Bar ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBearishRejectionBar(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid() &&
bar.Index() > 0;
if (!result)
{
return result;
}
//
int extendRange = RejectionBarExtendRange();
double shadowPercent = RejectionBarShadowPercent();
ENUM_X_DIRECTION dir;
result = mBarAnalyser.IsRejectionBar(
bar,
dir,
extendRange,
shadowPercent //
);
result =
result &&
dir == X_DIRECTION_BEARISH;
if (result)
{
//
XCRejectionBar *rejectionBar;
rejectionBar = new XCRejectionBar();
result = rejectionBar.Init(bar);
//
if (result)
{
//
Add(
rejectionBar,
mBearishRejectionBars //
);
//
XCBearishRejectionObject *iObj;
bool isCreated = mDrawer.CreateBearishRejectionBar(
rejectionBar,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
}
//
return result;
}
/**
* Detect Required Bearish Rejection Bars ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBearishRejectionBars(int barIndex = 0)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBearishRejectionBars);
if (count >= required)
{
//
result = count;
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBearishRejectionBar(bar);
//
result = ArraySize(mBearishRejectionBars);
//
return result;
}
//
// Support Zone(s) ...