last ...

Classes/x-saherelm.x-bar.analyser.class.mq5

@@ -1300,12 +1300,12 @@ class XCBarAnalyser : public XCBase
 
     /**
      * Check Specified Bar is Engulfing Bar or not ...
-     * 
+     *
      * @param  bar: XOHCL instance ...
      * @param  dir: ENUM_X_DIRECTION member ...
      * @param  extend: Integer ...
      * @param  bodyPercent: Double ...
-     * 
+     *
      * @return ( bool )
      */
     bool IsEngulfBar(
@@ -1402,6 +1402,208 @@ class XCBarAnalyser : public XCBase
         return result;
     }
 
+    /**
+     * Check Specified Bar is Pin Bar or not ...
+     *
+     * @param  bar: XOHCL instance ...
+     * @param  dir: ENUM_X_DIRECTION member ...
+     * @param  extend: Integer ...
+     * @param  shadowPercent: Double ...
+     * @param  bodyPercent: Double ...
+     *
+     * @return ( bool )
+     */
+    bool IsPinBar(
+        XOHCL &bar,
+        ENUM_X_DIRECTION &dir,
+        int extend = 1,
+        double shadowPercent = 65,
+        double bodyPercent = 25 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        dir = X_DIRECTION_NONE;
+
+        //
+        result = bar.IsValid() &&
+                 bar.Index() > 0 &&
+                 bodyPercent > 0 &&
+                 shadowPercent > 0 &&
+                 bodyPercent < shadowPercent;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Chack Range Extends ...
+        if (extend > 0)
+        {
+            //
+            result = HasExtendedRange(
+                bar,
+                extend //
+            );
+            if (!result)
+            {
+                return result;
+            }
+        }
+
+        //
+        // Check Body ...
+        double rangePercent = GetBarRangePercent(bar);
+
+        //
+        double body = bar.GetBody();
+        double highShadow = bar.GetHighShadow();
+        double lowShadow = bar.GetLowShadow();
+
+        //
+        // Check Body ...
+        result = body / rangePercent >= bodyPercent;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        bool isPassedHighShadow =
+            highShadow / rangePercent >= shadowPercent;
+        bool isPassedLowShadow =
+            lowShadow / rangePercent >= shadowPercent;
+        result =
+            isPassedLowShadow ||
+            isPassedHighShadow;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        dir = isPassedLowShadow
+                  ? X_DIRECTION_BULLISH
+                  : X_DIRECTION_BEARISH;
+
+        //
+        return result;
+    }
+
+    /**
+     * Decision Bar (Pin, Momentum or Rejection) ...
+     *
+     * @param  bar: XOHCL instance ...
+     * @param  dir: ENUM_X_DIRECTION member ...
+     * @param  extend: Integer ...
+     * @param  shadowForPinAndRejectionBarPercent: Double ...
+     * @param  bodyForPinBarPercent: Double ...
+     * @param  bodyForEngulfBarPercent: Double ...
+     * @param  bodyForMomentumBarPercent: Double ...
+     *
+     * @return ( bool )
+     */
+    bool IsDecisionBar(
+        XOHCL &bar,
+        ENUM_X_DIRECTION &dir,
+        int extend = 1,
+        double shadowForPinAndRejectionBarPercent = 65,
+        double bodyForPinBarPercent = 25,
+        double bodyForEngulfBarPercent = 65,
+        double bodyForMomentumBarPercent = 70 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        dir = X_DIRECTION_NONE;
+
+        //
+        result = bar.IsValid() &&
+                 bar.Index() > 0;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Pin Bar ...
+        ENUM_X_DIRECTION pinDir;
+        bool isPiBar = IsPinBar(
+            bar,
+            pinDir,
+            extend,
+            shadowForPinAndRejectionBarPercent,
+            bodyForPinBarPercent //
+        );
+
+        //
+        // Engulfing Bar ...
+        ENUM_X_DIRECTION engulfDir;
+        bool isEngulfBar = IsEngulfBar(
+            bar,
+            engulfDir,
+            extend,
+            bodyForEngulfBarPercent //
+        );
+
+        //
+        // Momentum Bar ...
+        ENUM_X_DIRECTION momentumDir;
+        bool isMomentumBar = IsMomentumBar(
+            bar,
+            momentumDir,
+            extend,
+            bodyForMomentumBarPercent //
+        );
+
+        //
+        // Rejection Bar ...
+        ENUM_X_DIRECTION rejectionDir;
+        bool isRejectionBar = IsRejectionBar(
+            bar,
+            rejectionDir,
+            extend,
+            shadowForPinAndRejectionBarPercent //
+        );
+
+        //
+        result = isPiBar ||
+                 isEngulfBar ||
+                 isMomentumBar ||
+                 isRejectionBar;
+        if (result)
+        {
+            //
+            if (isPiBar)
+            {
+                dir = pinDir;
+            }
+            else if (isEngulfBar)
+            {
+                dir = engulfDir;
+            }
+            else if (isMomentumBar)
+            {
+                dir = momentumDir;
+            }
+            else
+            {
+                dir = rejectionDir;
+            }
+        }
+
+        //
+        result = IsBullish(dir) ||
+                 IsBearish(dir);
+
+        //
+        return result;
+    }
+
     //
     // Support and Resistance Zones ...
 

X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5

@@ -21,6 +21,7 @@
 
 //
 // Imports ...
+#include "../../Classes/x-saherelm.x-bar.analyser.class.mq5"
 #include "../Libraries/x-121.smc.lib.mq5"
 
 //
@@ -191,6 +192,10 @@ class XC121SMCCycleHelper : public XCBase
             return result;
         }
 
+        //
+        // Initialize Bar Analyser Class Instance ...
+        mBarAnalyser = new XCBarAnalyser();
+
         //
         // Set Chart Style ...
         ApplyChartStyle();
@@ -327,12 +332,23 @@ class XC121SMCCycleHelper : public XCBase
         }
 
         //
-        int barIndex = bar.Index();
+        XOHCL mBar;
+        result = GetBar(
+            bar,
+            mBar //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int barIndex = mBar.Index();
         double sar = mXCHSARHelper.GetC(barIndex);
         bool isBullish = sar > 0 &&
-                         sar < bar.low;
+                         sar < mBar.low;
         bool isBearish = sar > 0 &&
-                         sar > bar.high;
+                         sar > mBar.high;
         result = isBullish ||
                  isBearish;
         if (!result)
@@ -351,8 +367,8 @@ class XC121SMCCycleHelper : public XCBase
             //
             XOHCL iBar;
             canContinue = iBar.Init(
-                bar.symbol,
+                mBar.symbol,
-                bar.period,
+                mBar.period,
                 barIndex //
             );
             if (!canContinue)
@@ -377,7 +393,7 @@ class XC121SMCCycleHelper : public XCBase
             if (isSarChanged)
             {
                 //
-                changeBar = iBar;
+                result = iBar.GetNextBar(changeBar);
                 canContinue = false;
                 break;
             }
@@ -390,6 +406,102 @@ class XC121SMCCycleHelper : public XCBase
         return result;
     }
 
+    /**
+     * Detect Last Decision Bar ( Rejection, Pin, Momentum ) ...
+     *
+     * @param  decisionBar: XOHCL instance, Holds Decision Bar ...
+     * @param  forDir: ENUM_X_DIRECTION member, Specified Bar Direction ...
+     * @param  bar: XOHCL instance, represents Current Bar for Loopback ...
+     *
+     * @return ( bool )
+     */
+    bool DetectNearestDecisionBar(
+        XOHCL &decisionBar,
+        ENUM_X_DIRECTION forDir,
+        XOHCL &bar //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        decisionBar.Clean();
+
+        //
+        result =
+            bar.IsValid() &&
+            forDir != X_DIRECTION_ALL &&
+            forDir != X_DIRECTION_NONE;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL mBar;
+        result = GetBar(
+            bar,
+            mBar //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int barIndex = mBar.Index();
+        bool isBullish = IsBullish(forDir);
+
+        //
+        bool canContinue = true;
+        while (canContinue)
+        {
+            //
+            barIndex++;
+
+            //
+            XOHCL iBar;
+            canContinue = iBar.Init(
+                mBar.symbol,
+                mBar.period,
+                barIndex //
+            );
+            if (!canContinue)
+            {
+                break;
+            }
+
+            //
+            ENUM_X_DIRECTION decisionDir;
+            bool isDecisionBar = mBarAnalyser
+                                     .IsDecisionBar(
+                                         iBar,
+                                         decisionDir //
+                                     );
+            if (isDecisionBar)
+            {
+                //
+                if (decisionDir == forDir)
+                {
+                    //
+                    decisionBar = mBar;
+                    canContinue = false;
+                    break;
+                }
+            }
+
+            //
+            canContinue = !decisionBar.IsValid();
+        }
+
+        //
+        result = decisionBar
+                     .IsValid();
+
+        //
+        return result;
+    }
+
     //
     // Virtuals ...
 
@@ -401,6 +513,7 @@ class XC121SMCCycleHelper : public XCBase
   private:
     //
     // Props ...
+    XCBarAnalyser *mBarAnalyser;
 
     //
     // Actions ...
@@ -410,6 +523,14 @@ class XC121SMCCycleHelper : public XCBase
      */
     void DeInit()
     {
+        //
+        delete mXPVHelper;
+        delete mX3MAHelper;
+        delete mX3VWAPHelper;
+        delete mXCHSARHelper;
+
+        //
+        delete mBarAnalyser;
     }
 
     /**
@@ -465,4 +586,93 @@ class XC121SMCCycleHelper : public XCBase
         ChartSetInteger(chartId, CHART_COLOR_CHART_LINE, mLineColor);
         ChartSetInteger(chartId, CHART_COLOR_VOLUME, mVolumesColor);
     }
+
+    /**
+     * Retrieve Symbol ...
+     *
+     * @return ( string )
+     */
+    string GetSymbol()
+    {
+        //
+        string result = NULL;
+
+        //
+        result = mXPVHelper.GetSymbol();
+
+        //
+        return result;
+    }
+
+    /**
+     * Retrieve TimeFrame (Period) ...
+     *
+     * @return ( ENUM_TIMEFRAMES )
+     */
+    ENUM_TIMEFRAMES GetPeriod()
+    {
+        //
+        ENUM_TIMEFRAMES result = NULL;
+
+        //
+        result = mXPVHelper.GetPeriod();
+
+        //
+        return result;
+    }
+
+    /**
+     * Get Specified Bar ...
+     *
+     * @param  source: XOHCL instance, Source Bar ...
+     * @param  bar: XOHCL instance, Dest Bar ...
+     *
+     * @return ( bool )
+     */
+    bool GetBar(
+        XOHCL &source,
+        XOHCL &bar //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        bar.Clean();
+
+        //
+        string symbol = GetSymbol();
+        ENUM_TIMEFRAMES period = GetPeriod();
+
+        //
+        result =
+            IsValid(symbol) &&
+            IsValid(period) &&
+            source.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int index = iBarShift(
+            symbol,
+            period,
+            source.time //
+        );
+        result = bar.Init(
+            symbol,
+            period,
+            index //
+        );
+        if (!result)
+        {
+            //
+            bar.Clean();
+            return result;
+        }
+
+        //
+        return result;
+    }
 };

X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5

@@ -527,6 +527,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
             int samePivots = 40;
             int requiredPivots = 10;
 
+            //
+            bool useVisionState = false;
+            bool useConsolidationState = false;
+            bool useVerificationState = false;
+            bool useAnalyseState = false;
+            bool useDecisionState = true;
+            bool useTriggerState = false;
+
             //
             DetectOrderFlow(
                 cIndex,
@@ -534,7 +542,15 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
                 requiredPivots,
                 mTriggerCycleHelper,
                 mOrderFlow,
-                mOrderFlowDir //
+                mOrderFlowDir,
+                //
+                // Filling Pivot State ...
+                useVisionState,        // Use Vision State ...
+                useConsolidationState, // Use Consolidation State ...
+                useVerificationState,  // Use Verification State ...
+                useAnalyseState,       // Use Analyse State ...
+                useDecisionState,      // Use Decision State ...
+                useTriggerState        // Use Trigger State ...
             );
 
             //
@@ -567,6 +583,51 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
             return result;
         }
 
+        //
+        // Draw Last Sar Change ...
+        string iVLineName = sarChangeBar.GetTag("XSAR");
+        CChartObjectVLine *iVLineObj;
+        iVLineObj = new CChartObjectVLine();
+        result = iVLineObj.Create(
+            ChartID(),
+            iVLineName,
+            0,
+            sarChangeBar.time //
+        );
+        if (result)
+        {
+            iVLineObj.Color(clrYellow);
+        }
+
+        //
+        // Detect Nearest Momentum or Rejection Bar ...
+        XOHCL decisionBar;
+        result = mDecisionCycleHelper.DetectNearestDecisionBar(
+            decisionBar,
+            marketStructureDir,
+            cBar //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Draw Last Decision Bar ...
+        string iVLineNameDecision = decisionBar.GetTag("XDECISION");
+        CChartObjectVLine *iVLineDecisionObj;
+        iVLineDecisionObj = new CChartObjectVLine();
+        result = iVLineDecisionObj.Create(
+            ChartID(),
+            iVLineNameDecision,
+            0,
+            decisionBar.time //
+        );
+        if (result)
+        {
+            iVLineDecisionObj.Color(clrYellow);
+        }
+
         //
         // TODO: Remove This ...
         bool ignoreSwingHighs = true;
@@ -688,7 +749,15 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
         XC121SMCCycleHelper *pivotHelper,     // XPV Helper ...
         XPVPivot &orderFlow[],                // OrderFlows ...
         ENUM_X_DIRECTION &orderFlowDirection, // Order Flow Direction ...
-        int maxAllowedLoopbackBars = 576      //
+        //
+        bool useVisionState = true,        // Use Vision State ...
+        bool useConsolidationState = true, // Use Consolidation State ...
+        bool useVerificationState = true,  // Use Verification State ...
+        bool useAnalyseState = true,       // Use Analyse State ...
+        bool useDecisionState = true,      // Use Decision State ...
+        bool useTriggerState = true,       // Use Trigger State ...
+                                           //
+        int maxAllowedLoopbackBars = 576   //
     )
     {
         //
@@ -975,12 +1044,12 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
                 //
                 FillPivotSate(
                     i,
-                    false, // Use Vision State ...
+                    useVisionState,        // Use Vision State ...
-                    false, // Use Consolidation State ...
+                    useConsolidationState, // Use Consolidation State ...
-                    false, // Use Verification State ...
+                    useVerificationState,  // Use Verification State ...
-                    false, // Use Analyse State ...
+                    useAnalyseState,       // Use Analyse State ...
-                    true,  // Use Decision State ...
+                    useDecisionState,      // Use Decision State ...
-                    false  // Use Trigger State ...
+                    useTriggerState        // Use Trigger State ...
                 );
             }
         }