last ...

Helpers/x-saherelm.x121.helper.mq5

@@ -22,6 +22,7 @@
 
 //
 // Imports ...
+#include "../Helpers/x-saherelm.x121.x3ma.helper.mq5"
 #include "../Helpers/x-saherelm.x121.xatr.helper.mq5"
 #include "../Helpers/x-saherelm.x121.xche.helper.mq5"
 #include "../Helpers/x-saherelm.x121.xdon.helper.mq5"
@@ -44,6 +45,7 @@ struct X121Inputs
     X121XSTRInputs xstrInputs;
     X121XCHEInputs xcheInputs;
     X121XDONInputs xdonInputs;
+    X121X3MAInputs x3maInputs;
     X121XVWAPInputs xvwapInputs;
     X121XTRENDInputs xtrendInputs;
 
@@ -197,6 +199,7 @@ struct X121Conditions
     double strDownBuffer[];
     double vwapMidBuffer[];
     double upTrendBuffer[];
+    double x3maMidBuffer[];
     double le1StartBuffer[];
     double se1StartBuffer[];
     double le2StartBuffer[];
@@ -208,6 +211,8 @@ struct X121Conditions
     double vwapFastBuffer[];
     double vwapSlowBuffer[];
     double xhkSMLowBuffer[];
+    double x3maFastBuffer[];
+    double x3maSlowBuffer[];
     double downTrendBuffer[];
     double vwapPriceBuffer[];
     double xhkRawLowBuffer[];
@@ -227,10 +232,13 @@ struct X121Conditions
     double donOpenLowerBuffer[];
     double donHighUpperBuffer[];
     double donHighLowerBuffer[];
+    double x3maMidStateBuffer[];
     double vwapFastStateBuffer[];
     double vwapSlowStateBuffer[];
     double donCloseUpperBuffer[];
     double donCloseLowerBuffer[];
+    double x3maFastStateBuffer[];
+    double x3maSlowStateBuffer[];
 
     //
     double rsiSlope;
@@ -394,6 +402,31 @@ struct X121Conditions
     bool isVWapSwitchedToBullishOrdered;
     bool isVWapSwitchedToBearishOrdered;
 
+    //
+    bool isX3MaMidBullish;
+    bool isX3MaMidBearish;
+    bool isX3MaFastBullish;
+    bool isX3MaFastBearish;
+    bool isX3MaMidNeutural;
+    bool isX3MaSlowBullish;
+    bool isX3MaSlowBearish;
+    bool isX3MaFastOverMid;
+    bool isX3MaMidOverSlow;
+    bool isX3MaFastNeutural;
+    bool isX3MaSlowNeutural;
+    bool isX3MaFastUnderMid;
+    bool isX3MaMidUnderSlow;
+    bool isX3MaBullishState;
+    bool isX3MaBearishState;
+    bool isX3MaNeuturalState;
+    bool isX3MaBullishOrdered;
+    bool isX3MaBearishOrdered;
+    bool isX3MaSwitchedToBullishState;
+    bool isX3MaSwitchedToBearishState;
+    bool isX3MaSwitchedToNeuturalState;
+    bool isX3MaSwitchedToBullishOrdered;
+    bool isX3MaSwitchedToBearishOrdered;
+
     //
     bool isSMHKBullish;
     bool isRawHKBullish;
@@ -643,6 +676,7 @@ struct X121Conditions
         Clean(strDownBuffer);
         Clean(vwapMidBuffer);
         Clean(upTrendBuffer);
+        Clean(x3maMidBuffer);
         Clean(le1StartBuffer);
         Clean(se1StartBuffer);
         Clean(le2StartBuffer);
@@ -654,6 +688,8 @@ struct X121Conditions
         Clean(vwapFastBuffer);
         Clean(vwapSlowBuffer);
         Clean(xhkSMLowBuffer);
+        Clean(x3maFastBuffer);
+        Clean(x3maSlowBuffer);
         Clean(downTrendBuffer);
         Clean(vwapPriceBuffer);
         Clean(xhkRawLowBuffer);
@@ -673,10 +709,13 @@ struct X121Conditions
         Clean(donOpenLowerBuffer);
         Clean(donHighUpperBuffer);
         Clean(donHighLowerBuffer);
+        Clean(x3maMidStateBuffer);
         Clean(vwapFastStateBuffer);
         Clean(vwapSlowStateBuffer);
         Clean(donCloseUpperBuffer);
         Clean(donCloseLowerBuffer);
+        Clean(x3maFastStateBuffer);
+        Clean(x3maSlowStateBuffer);
 
         //
         ArraySetAsSeries(maBuffer, true);
@@ -710,6 +749,7 @@ struct X121Conditions
         ArraySetAsSeries(strDownBuffer, true);
         ArraySetAsSeries(vwapMidBuffer, true);
         ArraySetAsSeries(upTrendBuffer, true);
+        ArraySetAsSeries(x3maMidBuffer, true);
         ArraySetAsSeries(le1StartBuffer, true);
         ArraySetAsSeries(se1StartBuffer, true);
         ArraySetAsSeries(le2StartBuffer, true);
@@ -721,6 +761,8 @@ struct X121Conditions
         ArraySetAsSeries(vwapFastBuffer, true);
         ArraySetAsSeries(vwapSlowBuffer, true);
         ArraySetAsSeries(xhkSMLowBuffer, true);
+        ArraySetAsSeries(x3maFastBuffer, true);
+        ArraySetAsSeries(x3maSlowBuffer, true);
         ArraySetAsSeries(downTrendBuffer, true);
         ArraySetAsSeries(vwapPriceBuffer, true);
         ArraySetAsSeries(xhkRawLowBuffer, true);
@@ -740,10 +782,13 @@ struct X121Conditions
         ArraySetAsSeries(donOpenLowerBuffer, true);
         ArraySetAsSeries(donHighUpperBuffer, true);
         ArraySetAsSeries(donHighLowerBuffer, true);
+        ArraySetAsSeries(x3maMidStateBuffer, true);
         ArraySetAsSeries(vwapFastStateBuffer, true);
         ArraySetAsSeries(vwapSlowStateBuffer, true);
         ArraySetAsSeries(donCloseUpperBuffer, true);
         ArraySetAsSeries(donCloseLowerBuffer, true);
+        ArraySetAsSeries(x3maFastStateBuffer, true);
+        ArraySetAsSeries(x3maSlowStateBuffer, true);
 
         //
         cheMin = 0;
@@ -891,48 +936,56 @@ struct X121Conditions
 
         //
         // VWAP ...
-
-        //
-        isVWapFastBullish = false;
-        isVWapFastBearish = false;
-        isVWapFastNeutural = false;
-
-        //
         isVWapMidBullish = false;
         isVWapMidBearish = false;
         isVWapMidNeutural = false;
-
-        //
         isVWapSlowBullish = false;
         isVWapSlowBearish = false;
-        isVWapSlowNeutural = false;
-
-        //
+        isVWapFastBullish = false;
+        isVWapFastBearish = false;
         isVWapFastOverMid = false;
         isVWapMidOverSlow = false;
-
-        //
+        isVWapFastNeutural = false;
+        isVWapSlowNeutural = false;
         isVWapFastUnderMid = false;
         isVWapMidUnderSlow = false;
-
-        //
         isVWapBullishState = false;
         isVWapBearishState = false;
         isVWapNeuturalState = false;
-
-        //
         isVWapBullishOrdered = false;
         isVWapBearishOrdered = false;
-
-        //
         isVWapSwitchedToBullishState = false;
         isVWapSwitchedToBearishState = false;
-
-        //
         isVWapSwitchedToNeuturalState = false;
         isVWapSwitchedToBullishOrdered = false;
         isVWapSwitchedToBearishOrdered = false;
 
+        //
+        // X3MA ...
+        isX3MaMidBullish = false;
+        isX3MaMidBearish = false;
+        isX3MaFastBullish = false;
+        isX3MaFastBearish = false;
+        isX3MaMidNeutural = false;
+        isX3MaSlowBullish = false;
+        isX3MaSlowBearish = false;
+        isX3MaFastOverMid = false;
+        isX3MaMidOverSlow = false;
+        isX3MaFastNeutural = false;
+        isX3MaSlowNeutural = false;
+        isX3MaFastUnderMid = false;
+        isX3MaMidUnderSlow = false;
+        isX3MaBullishState = false;
+        isX3MaBearishState = false;
+        isX3MaNeuturalState = false;
+        isX3MaBullishOrdered = false;
+        isX3MaBearishOrdered = false;
+        isX3MaSwitchedToBullishState = false;
+        isX3MaSwitchedToBearishState = false;
+        isX3MaSwitchedToNeuturalState = false;
+        isX3MaSwitchedToBullishOrdered = false;
+        isX3MaSwitchedToBearishOrdered = false;        
+
         //
         // CHE ...
 
@@ -1474,6 +1527,97 @@ struct X121Conditions
             }
         }
 
+        //
+        // X3MA ...
+
+        //
+        if (isX3MaBullishState)
+        {
+            bullishScore += score;
+        }
+        if (isX3MaBullishOrdered)
+        {
+            bullishScore += score;
+        }
+        if (isX3MaSwitchedToBullishState)
+        {
+            bullishScore += highScore;
+        }
+        if (isX3MaSwitchedToBullishOrdered)
+        {
+            bullishScore += highScore;
+        }
+        if (!isX3MaBullishState &&
+            !isX3MaSwitchedToBullishState)
+        {
+            //
+            if (isX3MaFastBullish)
+            {
+                bullishScore += minScore;
+            }
+            if (isX3MaSlowBullish)
+            {
+                bullishScore += minScore;
+            }
+        }
+        if (!isX3MaBullishOrdered &&
+            !isX3MaSwitchedToBullishOrdered)
+        {
+            //
+            if (isX3MaFastOverMid)
+            {
+                bullishScore += minScore;
+            }
+            if (isX3MaMidOverSlow)
+            {
+                bullishScore += minScore;
+            }
+        }
+
+        //
+        if (isX3MaBearishState)
+        {
+            bearishScore += score;
+        }
+        if (isX3MaBearishOrdered)
+        {
+            bearishScore += score;
+        }
+        if (isX3MaSwitchedToBearishState)
+        {
+            bearishScore += highScore;
+        }
+        if (isX3MaSwitchedToBearishOrdered)
+        {
+            bearishScore += highScore;
+        }
+        if (!isX3MaBearishState &&
+            !isX3MaSwitchedToBearishState)
+        {
+            //
+            if (isX3MaFastBearish)
+            {
+                bearishScore += minScore;
+            }
+            if (isX3MaSlowBearish)
+            {
+                bearishScore += minScore;
+            }
+        }
+        if (!isX3MaBearishOrdered &&
+            !isX3MaSwitchedToBearishOrdered)
+        {
+            //
+            if (isX3MaFastUnderMid)
+            {
+                bearishScore += minScore;
+            }
+            if (isX3MaMidUnderSlow)
+            {
+                bearishScore += minScore;
+            }
+        }
+
         //
         // XSMHK ...
 
@@ -1705,6 +1849,33 @@ struct X121Conditions
             ToString("isVWapSwitchedToNeuturalState", isVWapSwitchedToNeuturalState, ignoreFalseConditions, separator) +
             //
             "-----------------------" + separator +
+            "X3MA ..." + separator +
+            "-----------------------" + separator +
+            ToString("isX3MaMidBullish", isX3MaMidBullish, ignoreFalseConditions, separator) +
+            ToString("isX3MaMidBearish", isX3MaMidBearish, ignoreFalseConditions, separator) +
+            ToString("isX3MaFastBullish", isX3MaFastBullish, ignoreFalseConditions, separator) +
+            ToString("isX3MaFastBearish", isX3MaFastBearish, ignoreFalseConditions, separator) +
+            ToString("isX3MaMidNeutural", isX3MaMidNeutural, ignoreFalseConditions, separator) +
+            ToString("isX3MaSlowBullish", isX3MaSlowBullish, ignoreFalseConditions, separator) +
+            ToString("isX3MaSlowBearish", isX3MaSlowBearish, ignoreFalseConditions, separator) +
+            ToString("isX3MaFastOverMid", isX3MaFastOverMid, ignoreFalseConditions, separator) +
+            ToString("isX3MaMidOverSlow", isX3MaMidOverSlow, ignoreFalseConditions, separator) +
+            ToString("isX3MaFastNeutural", isX3MaFastNeutural, ignoreFalseConditions, separator) +
+            ToString("isX3MaSlowNeutural", isX3MaSlowNeutural, ignoreFalseConditions, separator) +
+            ToString("isX3MaFastUnderMid", isX3MaFastUnderMid, ignoreFalseConditions, separator) +
+            ToString("isX3MaMidUnderSlow", isX3MaMidUnderSlow, ignoreFalseConditions, separator) +
+            ToString("isX3MaBullishState", isX3MaBullishState, ignoreFalseConditions, separator) +
+            ToString("isX3MaBearishState", isX3MaBearishState, ignoreFalseConditions, separator) +
+            ToString("isX3MaNeuturalState", isX3MaNeuturalState, ignoreFalseConditions, separator) +
+            ToString("isX3MaBullishOrdered", isX3MaBullishOrdered, ignoreFalseConditions, separator) +
+            ToString("isX3MaBearishOrdered", isX3MaBearishOrdered, ignoreFalseConditions, separator) +
+            ToString("isX3MaSwitchedToBullishState", isX3MaSwitchedToBullishState, ignoreFalseConditions, separator) +
+            ToString("isX3MaSwitchedToBearishState", isX3MaSwitchedToBearishState, ignoreFalseConditions, separator) +
+            ToString("isX3MaSwitchedToNeuturalState", isX3MaSwitchedToNeuturalState, ignoreFalseConditions, separator) +
+            ToString("isX3MaSwitchedToBullishOrdered", isX3MaSwitchedToBullishOrdered, ignoreFalseConditions, separator) +
+            ToString("isX3MaSwitchedToBearishOrdered", isX3MaSwitchedToBearishOrdered, ignoreFalseConditions, separator) +
+            //
+            "-----------------------" + separator +
             "CHE ..." + separator +
             "-----------------------" + separator +
             ToString("isChe1Bullish", isChe1Bullish, ignoreFalseConditions, separator) +
@@ -1913,6 +2084,7 @@ class XCX121Helper : public XCBase
     XCX121XSTRHelper *xstrHelper;
     XCX121XCHEHelper *xcheHelper;
     XCX121XDONHelper *xdonHelper;
+    XCX121X3MAHelper *x3maHelper;
     XCX121XVWAPHelper *xvwapHelper;
     XCX121XTRENDHelper *xtrendHelper;
 
@@ -1933,6 +2105,7 @@ class XCX121Helper : public XCBase
         delete xstrHelper;
         delete xcheHelper;
         delete xdonHelper;
+        delete x3maHelper;
         delete xvwapHelper;
         delete xtrendHelper;
 
@@ -1943,6 +2116,7 @@ class XCX121Helper : public XCBase
         ZeroMemory(xstrHelper);
         ZeroMemory(xcheHelper);
         ZeroMemory(xdonHelper);
+        ZeroMemory(x3maHelper);
         ZeroMemory(xvwapHelper);
         ZeroMemory(xtrendHelper);
     }
@@ -2005,6 +2179,7 @@ class XCX121Helper : public XCBase
         xstrInputs = inputs.xstrInputs;
         xcheInputs = inputs.xcheInputs;
         xdonInputs = inputs.xdonInputs;
+        x3maInputs = inputs.x3maInputs;
         xvwapInputs = inputs.xvwapInputs;
         xtrendInputs = inputs.xtrendInputs;
 
@@ -2089,6 +2264,19 @@ class XCX121Helper : public XCBase
             return result;
         }
 
+        //
+        // X3MA ...
+        x3maHelper = new XCX121X3MAHelper();
+        result = x3maHelper.Init(
+            symbol,
+            period,
+            x3maInputs //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
         //
         // XVWAP ...
         xvwapHelper = new XCX121XVWAPHelper();
@@ -2273,6 +2461,28 @@ class XCX121Helper : public XCBase
         return result;
     }
 
+    //
+    // X3MA ...
+    bool Get3MAConditions(
+        X121X3MAConditions &conditions, //
+        int barIndex = 0,                //
+        int loopback = 5                 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result = x3maHelper.GetConditions(
+            conditions,
+            barIndex,
+            loopback //
+        );
+
+        //
+        return result;
+    }
+
     //
     // XVWAP ...
     bool GetVWAPConditions(
@@ -2475,6 +2685,19 @@ class XCX121Helper : public XCBase
             return result;
         }
 
+        //
+        // X3MA ...
+        X121X3MAConditions x3maConditions;
+        result = Get3MAConditions(
+            x3maConditions,
+            barIndex,
+            loopback //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
         //
         // XVWAP ...
         X121XVWAPConditions xvwapConditions;
@@ -3031,6 +3254,76 @@ class XCX121Helper : public XCBase
         conditions.isRejectedDonCloseUpper = xdonConditions.isRejectedDonCloseUpper;
         conditions.isRejectedDonCloseLower = xdonConditions.isRejectedDonCloseLower;
 
+        //
+        // X3MA ...
+
+        //
+        // Buffers ...
+
+        //
+        Copy(
+            x3maConditions.x3maFastBuffer,
+            conditions.x3maFastBuffer //
+        );
+
+        //
+        Copy(
+            x3maConditions.x3maMidBuffer,
+            conditions.x3maMidBuffer //
+        );
+
+        //
+        Copy(
+            x3maConditions.x3maSlowBuffer,
+            conditions.x3maSlowBuffer //
+        );
+
+        //
+        Copy(
+            x3maConditions.x3maFastStateBuffer,
+            conditions.x3maFastStateBuffer //
+        );
+
+        //
+        Copy(
+            x3maConditions.x3maMidStateBuffer,
+            conditions.x3maMidStateBuffer //
+        );
+
+        //
+        Copy(
+            x3maConditions.x3maSlowStateBuffer,
+            conditions.x3maSlowStateBuffer //
+        );
+
+        //
+        // Conditions ...
+
+        //
+        conditions.isX3MaMidBullish = x3maConditions.isX3MaMidBullish;
+        conditions.isX3MaMidBearish = x3maConditions.isX3MaMidBearish;
+        conditions.isX3MaFastBullish = x3maConditions.isX3MaFastBullish;
+        conditions.isX3MaFastBearish = x3maConditions.isX3MaFastBearish;
+        conditions.isX3MaMidNeutural = x3maConditions.isX3MaMidNeutural;
+        conditions.isX3MaSlowBullish = x3maConditions.isX3MaSlowBullish;
+        conditions.isX3MaSlowBearish = x3maConditions.isX3MaSlowBearish;
+        conditions.isX3MaFastOverMid = x3maConditions.isX3MaFastOverMid;
+        conditions.isX3MaMidOverSlow = x3maConditions.isX3MaMidOverSlow;
+        conditions.isX3MaFastNeutural = x3maConditions.isX3MaFastNeutural;
+        conditions.isX3MaSlowNeutural = x3maConditions.isX3MaSlowNeutural;
+        conditions.isX3MaFastUnderMid = x3maConditions.isX3MaFastUnderMid;
+        conditions.isX3MaMidUnderSlow = x3maConditions.isX3MaMidUnderSlow;
+        conditions.isX3MaBullishState = x3maConditions.isX3MaBullishState;
+        conditions.isX3MaBearishState = x3maConditions.isX3MaBearishState;
+        conditions.isX3MaNeuturalState = x3maConditions.isX3MaNeuturalState;
+        conditions.isX3MaBullishOrdered = x3maConditions.isX3MaBullishOrdered;
+        conditions.isX3MaBearishOrdered = x3maConditions.isX3MaBearishOrdered;
+        conditions.isX3MaSwitchedToBullishState = x3maConditions.isX3MaSwitchedToBullishState;
+        conditions.isX3MaSwitchedToBearishState = x3maConditions.isX3MaSwitchedToBearishState;
+        conditions.isX3MaSwitchedToNeuturalState = x3maConditions.isX3MaSwitchedToNeuturalState;
+        conditions.isX3MaSwitchedToBullishOrdered = x3maConditions.isX3MaSwitchedToBullishOrdered;
+        conditions.isX3MaSwitchedToBearishOrdered = x3maConditions.isX3MaSwitchedToBearishOrdered;
+
         //
         // XVWAP ...
 
@@ -3740,6 +4033,7 @@ class XCX121Helper : public XCBase
     X121XDONInputs xdonInputs;
     X121XSTRInputs xstrInputs;
     X121XCHEInputs xcheInputs;
+    X121X3MAInputs x3maInputs;
     X121XVWAPInputs xvwapInputs;
     X121XTRENDInputs xtrendInputs;