last ...
This commit is contained in:
@@ -0,0 +1,770 @@
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// hasTB &&
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// tb.IsBullish() &&
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//
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// isPeakOverLast &&
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// isSarBullishStart
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// &&
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// isTrendBullishStart &&
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// isADXBullishStart &&
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// &&
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// isSBarBullishStart
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// &&
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// isHKSBarBullishStart
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//
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//
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// hasTB &&
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// tb.IsBearish() &&
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//
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// isValeUnderLast &&
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// isSarBearishStart
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// &&
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// isTrendBearishStart &&
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// isADXBearishStart &&
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// &&
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// isSBarBearishStart
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// &&
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// isHKSBarBearishStart
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//
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bool DetectTriggerBlock(
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XCPOIDrawer *drawer,
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XCX121XCatbHelper *helper,
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XCBarAnalyser *barAnalyser,
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X121XCatbConditions &conditions,
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XTriggerBlock &tb,
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int barIndex = 0,
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int loopback = 10 //
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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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// Normalize Args ...
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tb.Clean();
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conditions.Clean();
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barIndex = NormalizeInt(barIndex, 0);
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loopback = NormalizeInt(loopback, 0);
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//
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// Validate Args ...
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result = helper != NULL;
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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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// Reading Market Conditions ...
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result = helper.GetConditions(
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conditions,
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barIndex,
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loopback //
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);
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if (!result)
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{
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//
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tb.Clean();
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conditions.Clean();
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}
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//
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int zIDX = 0;
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int cIDX = zIDX + 1;
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int pIDX = cIDX + 1;
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int p2IDX = pIDX + 1;
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int p3IDX = p2IDX + 1;
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int p4IDX = p3IDX + 1;
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//
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// Checking Conditions ...
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//
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// Detect Bar Verifications ...
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//
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ENUM_X_DIRECTION iDir;
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//
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// Rejected ...
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bool isRejected =
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barAnalyser
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.IsRejected(
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conditions.bars[cIDX],
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iDir //
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);
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bool isBullishRejected =
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isRejected &&
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IsBullish(iDir);
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bool isBearishRejected =
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isRejected &&
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IsBearish(iDir);
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//
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// Engulfed ...
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bool isEngulfed =
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barAnalyser
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.IsEngulfed(
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conditions.bars[cIDX],
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iDir //
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);
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bool isBullishEngulfed =
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isEngulfed &&
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IsBullish(iDir);
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bool isBearishEngulfed =
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isEngulfed &&
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IsBearish(iDir);
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//
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// Momentum ...
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bool isMomentum =
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barAnalyser
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.IsMomentum(
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conditions.bars[cIDX],
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iDir //
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);
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bool isBullishMomentum =
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isMomentum &&
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IsBullish(iDir);
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bool isBearishMomentum =
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isMomentum &&
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IsBearish(iDir);
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//
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bool isBarBullishPressured =
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isBullishRejected ||
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isBullishEngulfed ||
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isBullishMomentum;
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//
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bool isBarBearishPressured =
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isBearishRejected ||
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isBearishEngulfed ||
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isBearishMomentum;
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//
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// Detect Indicator Base Start Directional Movement ...
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//
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// SAR ...
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//
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bool isSarBullishStart =
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//
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(
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//
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// Current SAR is Directional ...
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conditions.isSarBullish &&
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//
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// Previous InDirectional Sar Exists ...
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helper.lastSarBearish.IsValid() &&
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//
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// Current Close is Over previous Sar ...
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conditions.bars[cIDX].close > helper.lastSarBearish.after &&
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//
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// Before Close is not Over previous Sar ...
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conditions.bars[pIDX].close <= helper.lastSarBearish.after
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//
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)
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//
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;
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//
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bool isSarBearishStart =
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//
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(
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//
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// Current SAR is Directional ...
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conditions.isSarBearish &&
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//
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// Previous InDirectional Sar Exists ...
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helper.lastSarBullish.IsValid() &&
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//
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// Current Close is Under previous ...
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conditions.bars[cIDX].close < helper.lastSarBullish.after &&
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//
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// Before Close is not Under previous ...
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conditions.bars[pIDX].close >= helper.lastSarBullish.after
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//
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)
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//
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;
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//
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// TREND ...
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//
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bool isTrendBullishStart =
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//
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(
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//
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// Current Trend is Directional ...
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conditions.isTrendBullish &&
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//
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// Previous InDirectiona; Trend Exists ...
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helper.lastTrendBearish.IsValid() &&
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//
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// Current Close is Over previous ...
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conditions.bars[cIDX].close > helper.lastTrendBearish.after &&
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//
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// Before close is not Over previous ...
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conditions.bars[pIDX].close <= helper.lastTrendBearish.after
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//
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)
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//
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;
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//
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bool isTrendBearishStart =
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//
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(
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//
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// Current Trend is Directional ...
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conditions.isTrendBearish &&
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//
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// Previous InDirectiona; Trend Exists ...
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helper.lastTrendBullish.IsValid() &&
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//
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// Current Close is Under previous ...
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conditions.bars[cIDX].close < helper.lastTrendBullish.after &&
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//
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// Before close is not Under previous ...
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conditions.bars[pIDX].close >= helper.lastTrendBullish.after
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//
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)
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//
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;
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//
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// ADX ...
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//
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bool isADXBullishStart =
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//
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(
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//
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// ADX Value is Switched to Strong ...
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conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
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conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
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//
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// ADX must Up ...
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conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
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//
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// ADX +DI is Bigger than -DI ...
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conditions.adxpBuffer[cIDX] > conditions.adxnBuffer[cIDX] &&
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//
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// ADX +DI is Up ...
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conditions.adxpBuffer[cIDX] > conditions.adxpBuffer[pIDX]
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//
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)
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//
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;
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//
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bool isADXBearishStart =
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//
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(
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//
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// ADX Value is Switched to Strong ...
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conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
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conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
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//
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// ADX must Up ...
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conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
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//
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// ADX -DI is Bigger than +DI ...
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conditions.adxnBuffer[cIDX] > conditions.adxpBuffer[cIDX] &&
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//
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// ADX -DI is Up ...
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conditions.adxnBuffer[cIDX] > conditions.adxnBuffer[pIDX]
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//
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)
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//
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;
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//
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// DELTA ...
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//
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bool isDeltaBullishStart =
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//
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// Check State ...
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(
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//
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// Delta is Up ...
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conditions.deltaBuffer[cIDX] > conditions.deltaBuffer[pIDX] &&
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//
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// Delta Signal is Up ...
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conditions.deltaSignalBuffer[cIDX] > conditions.deltaSignalBuffer[pIDX] &&
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//
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// Delta Crossed Over Delta Signal ...
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conditions.deltaBuffer[cIDX] > conditions.deltaSignalBuffer[cIDX]
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//
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)
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//
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&&
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//
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// Check Last InDirectional Exists ...
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helper.lastDeltaBearish.IsValid() &&
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//
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// Current Close is Over last ...
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conditions.bars[cIDX].close > helper.lastDeltaBearish.after &&
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//
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// Before Close is not Over last ...
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conditions.bars[pIDX].close <= helper.lastDeltaBearish.after
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//
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;
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//
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bool isDeltaBearishStart =
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//
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// Check State ...
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(
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//
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// Delta is Down ...
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conditions.deltaBuffer[cIDX] < conditions.deltaBuffer[pIDX] &&
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//
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// Delta Signal is Down ...
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conditions.deltaSignalBuffer[cIDX] < conditions.deltaSignalBuffer[pIDX] &&
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//
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// Delta Crossed Under Delta Signal ...
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conditions.deltaBuffer[cIDX] < conditions.deltaSignalBuffer[cIDX]
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//
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)
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//
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&&
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//
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// Check Last InDirectional Exists ...
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helper.lastDeltaBullish.IsValid() &&
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//
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// Current Close is Under last ...
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conditions.bars[cIDX].close < helper.lastDeltaBullish.after &&
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//
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// Before Close is not Under last ...
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conditions.bars[pIDX].close >= helper.lastDeltaBullish.after
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//
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;
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//
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// VOLUME ...
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//
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bool isVolumeBullishStart =
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//
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(
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//
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//
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// Volume is Up ...
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conditions.bullishVolumeBuffer[1] > conditions.bullishVolumeBuffer[2] &&
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//
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// Volume Signal is Up ...
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conditions.bullishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[2] &&
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//
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// Volume Signals Crossed Over ...
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conditions.bullishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[1]
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//
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)
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//
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||||
&&
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//
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// Check Last InDirectional Exists ...
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helper.lastVolumeBearish.IsValid() &&
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//
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// Current Close is Over last ...
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conditions.bars[cIDX].close > helper.lastVolumeBearish.after &&
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//
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// Before Close is not Over last ...
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conditions.bars[pIDX].close <= helper.lastVolumeBearish.after
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||||
//
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||||
;
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||||
|
||||
//
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bool isVolumeBearishStart =
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//
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||||
(
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//
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||||
//
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// Volume is Up ...
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conditions.bearishVolumeBuffer[1] > conditions.bearishVolumeBuffer[2] &&
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//
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// Volume Signal is Up ...
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||||
conditions.bearishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[2] &&
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||||
//
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// Volume Signals Crossed Over ...
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||||
conditions.bearishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[1]
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||||
//
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||||
)
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||||
//
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||||
&&
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||||
//
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||||
// Check Last InDirectional Exists ...
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||||
helper.lastVolumeBullish.IsValid() &&
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||||
//
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||||
// Current Close is Over last ...
|
||||
conditions.bars[cIDX].close < helper.lastVolumeBullish.after &&
|
||||
//
|
||||
// Before Close is not Over last ...
|
||||
conditions.bars[pIDX].close >= helper.lastVolumeBullish.after
|
||||
//
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||||
;
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||||
|
||||
//
|
||||
// SIGNAL Bar ...
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||||
|
||||
//
|
||||
bool isSBarBullishStart =
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||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isSBarBullish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastSignalBarBearish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.sBarCloseBuffer[cIDX] > helper.lastSignalBarBearish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.sBarCloseBuffer[pIDX] <= helper.lastSignalBarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isSBarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isSBarBearish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastSignalBarBullish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.sBarCloseBuffer[cIDX] < helper.lastSignalBarBullish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.sBarCloseBuffer[pIDX] >= helper.lastSignalBarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// HKSIGNAL Bar ...
|
||||
|
||||
//
|
||||
bool isHKSBarBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isHKSBarBullish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastHKSignalBarBearish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.hkSBarCloseBuffer[cIDX] > helper.lastHKSignalBarBearish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.hkSBarCloseBuffer[pIDX] <= helper.lastHKSignalBarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isHKSBarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isHKSBarBearish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastHKSignalBarBullish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.hkSBarCloseBuffer[cIDX] < helper.lastHKSignalBarBullish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.hkSBarCloseBuffer[pIDX] >= helper.lastHKSignalBarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Check for Vale and Peak ...
|
||||
|
||||
//
|
||||
bool isPeakOverLast =
|
||||
//
|
||||
(conditions.peakBuffer[cIDX] > conditions.peakBuffer[pIDX] &&
|
||||
conditions.peakBuffer[pIDX] <= conditions.peakBuffer[p2IDX] &&
|
||||
conditions.bars[cIDX].close > conditions.peakBuffer[pIDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.peakBuffer[pIDX] > conditions.peakBuffer[p2IDX] &&
|
||||
conditions.peakBuffer[p2IDX] <= conditions.peakBuffer[p3IDX] &&
|
||||
conditions.bars[pIDX].close > conditions.peakBuffer[p2IDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.peakBuffer[p2IDX] > conditions.peakBuffer[p3IDX] &&
|
||||
conditions.peakBuffer[p3IDX] <= conditions.peakBuffer[p4IDX] &&
|
||||
conditions.bars[p2IDX].close > conditions.peakBuffer[p3IDX])
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isValeUnderLast =
|
||||
//
|
||||
(conditions.valeBuffer[cIDX] < conditions.valeBuffer[pIDX] &&
|
||||
conditions.valeBuffer[pIDX] >= conditions.valeBuffer[p2IDX] &&
|
||||
conditions.bars[cIDX].close < conditions.valeBuffer[pIDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.valeBuffer[pIDX] < conditions.valeBuffer[p2IDX] &&
|
||||
conditions.valeBuffer[p2IDX] >= conditions.valeBuffer[p3IDX] &&
|
||||
conditions.bars[pIDX].close < conditions.valeBuffer[p2IDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.valeBuffer[p2IDX] < conditions.valeBuffer[p3IDX] &&
|
||||
conditions.valeBuffer[p3IDX] >= conditions.valeBuffer[p4IDX] &&
|
||||
conditions.bars[p2IDX].close < conditions.valeBuffer[p3IDX])
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// if (isValeUnderLast)
|
||||
// {
|
||||
// Print("SALAM");
|
||||
// }
|
||||
|
||||
//
|
||||
// Try to Summarize Conditions ...
|
||||
|
||||
//
|
||||
bool isBullishPassed =
|
||||
//
|
||||
(isPeakOverLast &&
|
||||
isDeltaBullishStart &&
|
||||
isVolumeBullishStart &&
|
||||
isBarBullishPressured)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isBearishPassed =
|
||||
(isValeUnderLast &&
|
||||
isDeltaBearishStart &&
|
||||
isVolumeBearishStart &&
|
||||
isBarBearishPressured)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Try to Detect Trigger Block ...
|
||||
bool hasTB = false;
|
||||
int tbLoopback = 100;
|
||||
X121XCatbInputs mInputs = helper.GetInputs();
|
||||
for (int i = barIndex; i < barIndex + tbLoopback; i++)
|
||||
{
|
||||
//
|
||||
// Update Helper ...
|
||||
helper.Update(i);
|
||||
|
||||
//
|
||||
// Check TB ...
|
||||
hasTB = DetectTriggerBlock(
|
||||
//
|
||||
conditions.symbol,
|
||||
conditions.period,
|
||||
//
|
||||
tb,
|
||||
//
|
||||
drawer,
|
||||
barAnalyser,
|
||||
//
|
||||
// Required Buffers ...
|
||||
helper.atrBuffer,
|
||||
helper.rsiBuffer,
|
||||
helper.adxBuffer,
|
||||
helper.adxpBuffer,
|
||||
helper.adxnBuffer,
|
||||
helper.peakBuffer,
|
||||
helper.valeBuffer,
|
||||
helper.deltaBuffer,
|
||||
helper.sarBuffer,
|
||||
helper.sarStateBuffer,
|
||||
helper.trendBuffer,
|
||||
helper.trendStateBuffer,
|
||||
helper.atrUpperBuffer,
|
||||
helper.atrLowerBuffer,
|
||||
helper.sBarOpenBuffer,
|
||||
helper.sBarCloseBuffer,
|
||||
helper.hkSBarOpenBuffer,
|
||||
helper.hkSBarCloseBuffer,
|
||||
helper.peakGoldenBuffer,
|
||||
helper.valeGoldenBuffer,
|
||||
helper.deltaSignalBuffer,
|
||||
helper.bullishVolumeSignalBuffer,
|
||||
helper.bearishVolumeSignalBuffer,
|
||||
//
|
||||
i + 1,
|
||||
//
|
||||
// Signalling ...
|
||||
mInputs.signalR2R,
|
||||
mInputs.slAtrMultiplier,
|
||||
//
|
||||
// Configs ...
|
||||
mInputs.rsiOBLevel,
|
||||
mInputs.rsiOSLevel,
|
||||
mInputs.adxThreshold,
|
||||
//
|
||||
// Validators ...
|
||||
mInputs.forceObBarType,
|
||||
mInputs.forceOBFVGBarType,
|
||||
mInputs.forceHasSwing,
|
||||
mInputs.forceHasFLiquidity,
|
||||
mInputs.forceHasRLiquidity,
|
||||
mInputs.validateGapSequence,
|
||||
mInputs.validateBlockEdgeBreakout,
|
||||
//
|
||||
// Filters ...
|
||||
mInputs.filterBasedOnPV,
|
||||
mInputs.filterBasedOnSar,
|
||||
mInputs.filterBasedOnRSI,
|
||||
mInputs.filterBasedOnADX,
|
||||
mInputs.filterBasedOnATR,
|
||||
mInputs.filterBasedOnTrend,
|
||||
mInputs.filterBasedOnDelta,
|
||||
mInputs.filterBasedOnVolume,
|
||||
mInputs.filterBasedOnSignalBar,
|
||||
mInputs.filterBasedOnHKSignalBar //
|
||||
);
|
||||
|
||||
//
|
||||
// Checking Trigger Block Validation ...
|
||||
hasTB =
|
||||
//
|
||||
hasTB &&
|
||||
//
|
||||
(
|
||||
//
|
||||
(isBullishPassed &&
|
||||
tb.IsBullish())
|
||||
//
|
||||
||
|
||||
//
|
||||
(isBearishPassed &&
|
||||
tb.IsBearish())
|
||||
//
|
||||
);
|
||||
if (hasTB)
|
||||
{
|
||||
//
|
||||
break;
|
||||
}
|
||||
|
||||
//
|
||||
tb.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// isBullishPassed = false;
|
||||
// isBearishPassed = false;
|
||||
|
||||
//
|
||||
// Draw Line for Detect Conditions States on Chart ...
|
||||
if (hasTB && (isBullishPassed ||
|
||||
isBearishPassed))
|
||||
{
|
||||
//
|
||||
color iColor = isBullishPassed
|
||||
? clrAqua
|
||||
: clrMagenta;
|
||||
|
||||
//
|
||||
datetime iTime = conditions.bars[cIDX].time;
|
||||
|
||||
//
|
||||
string iName = "VL_" + ToFormatString(iTime);
|
||||
|
||||
//
|
||||
long chartID = drawer.ChartIdentification();
|
||||
int subWindow = drawer.SubWindowIdentification();
|
||||
|
||||
//
|
||||
CChartObjectVLine *iObj;
|
||||
iObj = new CChartObjectVLine();
|
||||
bool isDrawn = iObj.Create(
|
||||
chartID,
|
||||
iName,
|
||||
subWindow,
|
||||
iTime //
|
||||
);
|
||||
if (isDrawn)
|
||||
{
|
||||
//
|
||||
iObj.Color(iColor);
|
||||
}
|
||||
|
||||
//
|
||||
CArrayObj *tbObjects = new CArrayObj();
|
||||
DrawTriggerBlock(
|
||||
tb,
|
||||
drawer,
|
||||
tbObjects,
|
||||
conditions.bars[0].time //
|
||||
);
|
||||
|
||||
//
|
||||
tb.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// Summarizing result ...
|
||||
|
||||
//
|
||||
result = (isBullishPassed ||
|
||||
isBearishPassed);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
|
||||
//
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
tb.Clean();
|
||||
conditions.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
|
||||
//
|
||||
// has = DetectTriggerBlock(
|
||||
// eaDrawer,
|
||||
// eaHelper,
|
||||
// eaBarAnalyser,
|
||||
// iConditions,
|
||||
// iTB,
|
||||
// barIndex,
|
||||
// 10 //
|
||||
// );
|
||||
Reference in New Issue
Block a user