last ...
This commit is contained in:
@@ -271,11 +271,27 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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ENUM_X_DIRECTION mOrderFlowDir;
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//
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ENUM_X_CYCLE_EVENTS mTriggerCycleEvents[];
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XC121SMCCycleHelper *mTriggerCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mDecisionCycleEvents[];
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XC121SMCCycleHelper *mDecisionCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mAnalyseCycleEvents[];
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XC121SMCCycleHelper *mAnalyseCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mVerificationCycleEvents[];
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XC121SMCCycleHelper *mVerificationCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mConsolidationCycleEvents[];
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XC121SMCCycleHelper *mConsolidationCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mVisionCycleEvents[];
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XC121SMCCycleHelper *mVisionCycleHelper;
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//
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@@ -322,6 +338,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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//
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// Trigger ...
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result = mTriggerCycleHelper.GetConditions(
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mTriggerCycleEvents,
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conditions.triggerConditions,
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zIndex,
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conditionsLoopback //
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@@ -337,6 +354,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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//
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// Decision ...
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result = mDecisionCycleHelper.GetConditions(
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mDecisionCycleEvents,
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conditions.decisionConditions,
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zIndex,
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conditionsLoopback //
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@@ -352,6 +370,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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//
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// Analyse ...
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result = mAnalyseCycleHelper.GetConditions(
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mAnalyseCycleEvents,
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conditions.analyseConditions,
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zIndex,
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conditionsLoopback //
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@@ -367,6 +386,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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//
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// Verification ...
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result = mVerificationCycleHelper.GetConditions(
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mVerificationCycleEvents,
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conditions.verificationConditions,
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zIndex,
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conditionsLoopback //
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@@ -382,6 +402,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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//
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// Consolidation ...
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result = mConsolidationCycleHelper.GetConditions(
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mConsolidationCycleEvents,
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conditions.consolidationConditions,
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zIndex,
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conditionsLoopback //
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@@ -397,6 +418,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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//
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// Vision ...
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result = mVisionCycleHelper.GetConditions(
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mVisionCycleEvents,
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conditions.visionConditions,
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zIndex,
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conditionsLoopback //
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@@ -469,118 +491,522 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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datetime cTime = TimeCurrent();
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//
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int consolidationsCount = mTriggerCycleHelper.CountConsolidationZones();
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result = IsValidSize(consolidationsCount);
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// Here We Select Cycles For Conditions Check ...
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ENUM_X_CYCLES cycles[5] = {
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X_CYCLE_TRIGGER,
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X_CYCLE_DECISION,
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X_CYCLE_ANALYSE,
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X_CYCLE_VERIFICATION,
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X_CYCLE_CONSOLIDATION //
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};
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bool hasSamePeaks = DetectSamePeaks(
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cycles,
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conditions //
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);
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bool hasSameVales = DetectSameVales(
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cycles,
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conditions //
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);
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result =
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hasSamePeaks ||
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hasSameVales;
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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XConsolidationZone consolidations[];
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mTriggerCycleHelper.FillConsolidationZones(consolidations);
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//
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// Detect Bid inside Of Zones ...
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bool hasSupply = false;
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bool hasDemand = false;
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XCSupplyZone *supplyZone;
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XCDemandZone *demandZone;
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bool isBidInsideZone = false;
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XConsolidationZone bidContainsConsolidationZone;
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for (int i = consolidationsCount - 1; i >= 0; i--)
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// Check Sar State ...
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ENUM_X_DIRECTION sarDir;
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result = DetectSarState(
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sarDir,
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conditions //
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);
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if (!result)
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{
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//
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XConsolidationZone iZone = consolidations[i];
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conditions.Clean();
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return result;
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}
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//
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// Check VWAP State ...
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ENUM_X_DIRECTION vwapDir;
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result = DetectVWapState(
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vwapDir,
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conditions //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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// Check Candlestic State ...
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ENUM_X_DIRECTION candlesticDir;
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result = DetectCandlestic(
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candlesticDir,
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conditions //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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Print("Has Same Peaks or Vales ...");
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//
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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return result;
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}
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/**
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* Detect Where Cycles has Same Peaks ...
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*
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* @param cycles: ENUM_X_CYCLES members, Array ...
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* @param conditions: X121SMCStrategyConditions instance, Reference ...
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*
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* @return ( bool )
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*/
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bool DetectSamePeaks(
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ENUM_X_CYCLES &cycles[],
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X121SMCStrategyConditions &conditions //
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)
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{
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//
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bool result = false;
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//
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int count = ArraySize(cycles);
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result = IsValidSize(count);
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if (!result)
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{
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return result;
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}
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//
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double value = -1;
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for (int i = 0; i < count; i++)
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{
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//
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ENUM_X_CYCLES iCycle = cycles[i];
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//
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// Check Supply or Demand Zone ...
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hasSupply = iZone.HasSupplyZone(supplyZone);
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hasDemand = iZone.HasDemandZone(demandZone);
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double iValue = -1;
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switch (iCycle)
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{
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//
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case X_CYCLE_TRIGGER:
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iValue = conditions.triggerConditions.x121Conditions.peaksBuffer[0];
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break;
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//
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result = hasSupply ||
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hasDemand;
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if (!result)
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{
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continue;
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}
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case X_CYCLE_DECISION:
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iValue = conditions.decisionConditions.x121Conditions.peaksBuffer[0];
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break;
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//
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// Check Bid inside Zone ...
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if (hasSupply)
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{
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//
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result = bid < supplyZone.Upper() &&
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bid > supplyZone.Lower();
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}
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else
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{
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//
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result = bid < demandZone.Upper() &&
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bid > demandZone.Lower();
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}
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case X_CYCLE_ANALYSE:
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iValue = conditions.analyseConditions.x121Conditions.peaksBuffer[0];
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break;
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//
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if (result)
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{
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case X_CYCLE_VERIFICATION:
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iValue = conditions.verificationConditions.x121Conditions.peaksBuffer[0];
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break;
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//
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case X_CYCLE_CONSOLIDATION:
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iValue = conditions.consolidationConditions.x121Conditions.peaksBuffer[0];
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break;
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//
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case X_CYCLE_VISION:
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iValue = conditions.visionConditions.x121Conditions.peaksBuffer[0];
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break;
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}
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}
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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if (hasSupply)
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{
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//
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supplyZone.To(cTime);
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XCSupplyZoneObject *iSupplyZoneObj;
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result = mPOIDrawer.CreateSupplyZone(
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supplyZone,
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iSupplyZoneObj //
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);
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if (!result)
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if (iValue > 0)
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{
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//
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conditions.Clean();
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return result;
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if (value <= 0)
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{
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value = iValue;
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}
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//
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result = value == iValue;
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if (!result)
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{
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break;
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}
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}
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}
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//
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if (hasDemand)
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return result;
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}
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/**
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* Detect Where Cycles has Same Vales ...
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*
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* @param cycles: ENUM_X_CYCLES members, Array ...
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* @param conditions: X121SMCStrategyConditions instance, Reference ...
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*
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* @return ( bool )
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*/
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bool DetectSameVales(
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ENUM_X_CYCLES &cycles[],
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X121SMCStrategyConditions &conditions //
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)
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{
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//
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bool result = false;
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//
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int count = ArraySize(cycles);
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result = IsValidSize(count);
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if (!result)
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{
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return result;
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}
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//
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double value = -1;
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for (int i = 0; i < count; i++)
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{
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//
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demandZone.To(cTime);
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XCDemandZoneObject *iDemandZoneObj;
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result = mPOIDrawer.CreateDemandZone(
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demandZone,
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iDemandZoneObj //
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);
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if (!result)
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ENUM_X_CYCLES iCycle = cycles[i];
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//
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double iValue = -1;
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switch (iCycle)
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{
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//
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case X_CYCLE_TRIGGER:
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iValue = conditions.triggerConditions.x121Conditions.valesBuffer[0];
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break;
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//
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case X_CYCLE_DECISION:
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iValue = conditions.decisionConditions.x121Conditions.valesBuffer[0];
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break;
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//
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case X_CYCLE_ANALYSE:
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iValue = conditions.analyseConditions.x121Conditions.valesBuffer[0];
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break;
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//
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case X_CYCLE_VERIFICATION:
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iValue = conditions.verificationConditions.x121Conditions.valesBuffer[0];
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break;
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//
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case X_CYCLE_CONSOLIDATION:
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iValue = conditions.consolidationConditions.x121Conditions.valesBuffer[0];
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break;
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//
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case X_CYCLE_VISION:
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iValue = conditions.visionConditions.x121Conditions.valesBuffer[0];
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break;
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}
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//
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if (iValue > 0)
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{
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//
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conditions.Clean();
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return result;
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if (value <= 0)
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{
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value = iValue;
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}
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//
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result = value == iValue;
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if (!result)
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{
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break;
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}
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}
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}
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//
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Print("BID Inside Zone ...");
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return result;
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}
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/**
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* Detect Sar State for Signalling ...
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*
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* @param dir: ENUM_X_DIRECTION member Reference ...
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* @param conditions: X121SMCStrategyConditions instance, Reference ...
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*
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* @return ( bool )
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*/
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bool DetectSarState(
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ENUM_X_DIRECTION &dir,
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X121SMCStrategyConditions &conditions //
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)
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{
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//
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bool result = false;
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//
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dir = X_DIRECTION_NONE;
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//
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bool isBullish =
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//
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// Check One of Verification or Consolidation Cycles Must be Sar Bullish ...
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(conditions.verificationConditions.x121Conditions.isSarBullish ||
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conditions.consolidationConditions.x121Conditions.isSarBullish)
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//
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&&
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//
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// Decision and Analyse Cycles Must be Bullish ...
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(conditions.decisionConditions.x121Conditions.isSarBullish &&
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conditions.analyseConditions.x121Conditions.isSarBullish)
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//
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&&
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//
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// Trigger State Must be Bearish ...
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conditions.triggerConditions.x121Conditions.isSarBearish
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//
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;
|
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|
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//
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bool isBearish =
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//
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// Check One of Verification or Consolidation Cycles Must be Sar Bearish ...
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(conditions.verificationConditions.x121Conditions.isSarBearish ||
|
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conditions.consolidationConditions.x121Conditions.isSarBearish)
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//
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&&
|
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//
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// Decision and Analyse Cycles Must be Bearish ...
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(conditions.decisionConditions.x121Conditions.isSarBearish &&
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conditions.analyseConditions.x121Conditions.isSarBearish)
|
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//
|
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&&
|
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//
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// Trigger State Must be Bullish ...
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conditions.triggerConditions.x121Conditions.isSarBullish
|
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//
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;
|
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|
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//
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result = isBullish ||
|
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isBearish;
|
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if (!result)
|
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{
|
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//
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conditions.Clean();
|
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return result;
|
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}
|
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|
||||
//
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dir =
|
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isBullish
|
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
|
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|
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//
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return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Detect Sar State for Signalling ...
|
||||
*
|
||||
* @param dir: ENUM_X_DIRECTION member Reference ...
|
||||
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool DetectVWapState(
|
||||
ENUM_X_DIRECTION &dir,
|
||||
X121SMCStrategyConditions &conditions //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
dir = X_DIRECTION_NONE;
|
||||
|
||||
//
|
||||
bool isBullish =
|
||||
//
|
||||
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
|
||||
//
|
||||
// Orders ...
|
||||
(conditions.triggerConditions.x121Conditions.isVWapBullishOrdered &&
|
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conditions.decisionConditions.x121Conditions.isVWapBullishOrdered &&
|
||||
conditions.analyseConditions.x121Conditions.isVWapBullishOrdered)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// State ...
|
||||
(conditions.triggerConditions.x121Conditions.isVWapBullishState &&
|
||||
conditions.decisionConditions.x121Conditions.isVWapBullishState &&
|
||||
conditions.analyseConditions.x121Conditions.isVWapBullishState)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// One of Verification and Consolidation must Be in Direction State ...
|
||||
(conditions.verificationConditions.x121Conditions.isVWapBullishState ||
|
||||
conditions.consolidationConditions.x121Conditions.isVWapBullishState)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isBearish =
|
||||
//
|
||||
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
|
||||
//
|
||||
// Orders ...
|
||||
(conditions.triggerConditions.x121Conditions.isVWapBearishOrdered &&
|
||||
conditions.decisionConditions.x121Conditions.isVWapBearishOrdered &&
|
||||
conditions.analyseConditions.x121Conditions.isVWapBearishOrdered)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// State ...
|
||||
(conditions.triggerConditions.x121Conditions.isVWapBearishState &&
|
||||
conditions.decisionConditions.x121Conditions.isVWapBearishState &&
|
||||
conditions.analyseConditions.x121Conditions.isVWapBearishState)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// One of Verification and Consolidation must Be in Direction State ...
|
||||
(conditions.verificationConditions.x121Conditions.isVWapBearishState ||
|
||||
conditions.consolidationConditions.x121Conditions.isVWapBearishState)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
dir =
|
||||
isBullish
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
bool DetectCandlestic(
|
||||
ENUM_X_DIRECTION &dir,
|
||||
X121SMCStrategyConditions &conditions //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
dir = X_DIRECTION_NONE;
|
||||
|
||||
//
|
||||
string symbol = GetSymbol();
|
||||
ENUM_TIMEFRAMES period = GetPeriod();
|
||||
|
||||
//
|
||||
int cIndex = 1;
|
||||
int pIndex = cIndex + 1;
|
||||
|
||||
//
|
||||
XOHCL cBar;
|
||||
result = cBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
cIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL pBar;
|
||||
result = pBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
pIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
ENUM_X_DIRECTION cBarMomentumDir;
|
||||
bool isCBarMomentum = mTriggerCycleHelper.mBarAnalyser.
|
||||
IsMomentumBar(
|
||||
cBar,
|
||||
cBarMomentumDir //
|
||||
);
|
||||
|
||||
//
|
||||
ENUM_X_DIRECTION cBarRejectionDir;
|
||||
bool isCBarRejection = mTriggerCycleHelper.mBarAnalyser.
|
||||
IsRejectionBar(
|
||||
cBar,
|
||||
cBarRejectionDir //
|
||||
);
|
||||
|
||||
//
|
||||
bool isBullish =
|
||||
//
|
||||
// pBar is Rejection and cBar is Momentum ...
|
||||
// pBar is Momentum and cBar is Rejection ...
|
||||
// cBar is Momentum and Rejection ...
|
||||
//
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isBearish =
|
||||
//
|
||||
// pBar is Rejection and cBar is Momentum ...
|
||||
// pBar is Momentum and cBar is Rejection ...
|
||||
// cBar is Momentum and Rejection ...
|
||||
//
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
dir =
|
||||
isBullish
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user