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saherelm
2024-11-30 17:36:39 +03:30
parent eca4870c03
commit 4d472bf7e8
3 changed files with 497 additions and 16 deletions
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Classes/x-saherelm.x-bar.analyser.class.mq5
+202
View File
@@ -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
+216 -6
View File
@@ -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,
bar.period,
mBar.symbol,
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
+76 -7
View File
@@ -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;
@@ -688,6 +749,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
XC121SMCCycleHelper *pivotHelper, // XPV Helper ...
XPVPivot &orderFlow[], // OrderFlows ...
ENUM_X_DIRECTION &orderFlowDirection, // Order Flow Direction ...
//
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 ...
false, // Use Consolidation State ...
false, // Use Verification State ...
false, // Use Analyse State ...
true, // Use Decision State ...
false // Use Trigger 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 ...
);
}
}