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This commit is contained in:
saherelm
2025-03-04 16:18:51 +03:30
parent ec006cd6b7
commit 52856ff815
4 changed files with 753 additions and 881 deletions
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X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5
+168 -47
View File
@@ -329,6 +329,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
//
// Setup Conditions ...
double sls[];
double sl = 0;
double pivot = 0;
double point = 0;
double targets[];
@@ -339,10 +340,16 @@ class XCX121SMCXWZSignalDetector : public XCBase
bool hasSignalBox = false;
bool hasRewardAmount = false;
bool isSignalBoxReversal = false;
bool hasWorkingZoneOveralDirection = false;
ENUM_X_DIRECTION wzOveralDir = X_DIRECTION_NONE;
ENUM_X_DIRECTION signalBoxDir = X_DIRECTION_NONE;
ENUM_X121SMC_XWZ_PRIORITY priority = X121SMC_XWZ_PRIORITY_NONE;
ENUM_X121SMC_XWZ_PROVIDERS provider = X121SMC_XWZ_PROVIDER_NONE;
//
//
//
//
// First We Have to Has Working Zone ...
bool hasWorkingZone = workingZone.IsValid();
@@ -361,21 +368,25 @@ class XCX121SMCXWZSignalDetector : public XCBase
}
//
// Update Working Zone ...
if (hasWorkingZone)
{
//
// Reset POI Detector Required POI(s) ...
visionCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
analyseCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
decisionCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
consolidationCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
//
// Reset POI Detector Allowed Loopback ...
visionCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
analyseCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
decisionCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
consolidationCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
//
// Update Working Zone ...
workingZone.Update(
zIndex,
visionState,
@@ -385,16 +396,63 @@ class XCX121SMCXWZSignalDetector : public XCBase
);
//
bool isDestroyed = workingZone.IsDestroyed(
// Check Working Zone Overal Direction ...
hasWorkingZoneOveralDirection = workingZone
.DetectOveralDirection(wzOveralDir);
//
// Checking Working Zone Destory or not ...
bool isWorkingZoneDestroyed = workingZone.IsDestroyed(
zIndex,
period //
);
if (isDestroyed)
//
// Cleanup WorkingZone and ignore all conditions ...
if (isWorkingZoneDestroyed)
{
//
result = false;
workingZone.Clean();
hasWorkingZone = false;
//
// Cleanup Resources ...
Clean(visionPoiEvents);
Clean(analysePoiEvents);
Clean(decisionPoiEvents);
Clean(consolidationPoiEvents);
//
Clean(visionCycleEvents);
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
Clean(consolidationCycleEvents);
//
visionState.Clean();
analyseState.Clean();
decisionState.Clean();
consolidationState.Clean();
//
visionConditions.Clean();
analyseConditions.Clean();
decisionConditions.Clean();
consolidationConditions.Clean();
//
visionXConditions.Clean();
analyseXConditions.Clean();
decisionXConditions.Clean();
consolidationXConditions.Clean();
//
mConditions.Clean();
consolidationZBar.Clean();
//
return result;
}
}
@@ -513,17 +571,24 @@ class XCX121SMCXWZSignalDetector : public XCBase
//
// Remove Signal Box from Waiting Boxes of
// Working Zone ...
if (hasSignalBox &&
IsValidIndex(idx))
if (hasSignalBox)
{
//
ArrayRemove(
workingZone.waitingBoxes,
idx,
1 //
);
if (IsValidIndex(idx))
{
//
ArrayRemove(
workingZone.waitingBoxes,
idx,
1 //
);
}
}
//
// Ignore Zone's Signals ...
hasSignalBox = false;
//
// Cleanup Resources ...
@@ -555,8 +620,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
{
//
// Senari A ...
//
hasSignalBox = hasWorkingZone &&
workingZone.DetectSenarioASignalBox(
signalBox,
@@ -574,6 +637,55 @@ class XCX121SMCXWZSignalDetector : public XCBase
isSignalBoxReversal = false;
provider = X121SMC_XWZ_PROVIDER_PV_ZONE;
}
//
// Validating Signal Box if Exists ...
if (hasSignalBox)
{
//
// Validate Signal Boxes using Inside Box ...
if (hasInsideBoxes)
{
//
int idx = -1;
bool has = false;
//
idx =
IsBullish(signalBoxDir)
? GetLowest(workingZone.insideBoxes)
: GetHighest(workingZone.insideBoxes);
has = IsValidIndex(idx);
if (has)
{
//
hasSignalBox =
signalBoxDir == workingZone.insideBoxes[idx].dir;
}
}
//
// Validate Signal Box Using Overal Trend ...
if (hasWorkingZoneOveralDirection)
{
//
hasSignalBox =
signalBoxDir == wzOveralDir;
}
}
}
//
//
//
//
// Cleanup Signal if UnApproved ...
if (!hasSignalBox)
{
//
signalBox.Clean();
signalBoxDir = X_DIRECTION_NONE;
}
//
@@ -646,15 +758,54 @@ class XCX121SMCXWZSignalDetector : public XCBase
iSL = signalBox.lower + (signalBox.upper - signalBox.lower) / 2;
}
//
if (provider == X121SMC_XWZ_PROVIDER_PV_ZONE)
{
}
//
Add(
iSL,
sls //
);
//
// Select Condition SL ...
//
double entry = GetEntry(
signalBox.symbol,
signalBoxDir //
);
//
double slsMin = GetMin(sls);
double slsMax = GetMax(sls);
//
double longSL = slsMin;
double shortSL = slsMax;
//
sl = isBullish
? longSL
: shortSL;
//
// Targets ...
//
// Force Add TP 2 as Target ...
double risk = MathAbs(entry - sl);
double reward2 = 2 * risk;
double iTP2 = isBullish
? entry + reward2
: entry - reward2;
Add(
iTP2,
targets //
);
//
// Based On Priority ...
has = priority != X121SMC_XWZ_PRIORITY_NONE;
@@ -979,6 +1130,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
}
//
// Summarize Results ...
result = hasPriority &&
hasSignalBox &&
hasRewardAmount;
@@ -997,6 +1149,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
);
//
mConditions.sl = sl;
mConditions.pivot = pivot;
mConditions.point = point;
mConditions.reward = reward;
@@ -1032,6 +1185,10 @@ class XCX121SMCXWZSignalDetector : public XCBase
);
}
//
//
//
//
// Cleanup Resources ...
@@ -1222,42 +1379,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
if (result)
{
//
// Retrieve Entry Price ...
double entry = GetEntry(
conditions.symbol,
setupDir //
);
//
// Select and Apply SL ...
//
double slsMin = GetMin(conditions.sls);
double slsMax = GetMax(conditions.sls);
//
double longSL = slsMin;
double shortSL = slsMax;
//
double sl = isBullish
? longSL
: shortSL;
//
// Add TP 2 as Target ...
double risk = MathAbs(entry - sl);
double reward2 = 2 * risk;
double iTP2 = isBullish
? entry + reward2
: entry - reward2;
Add(
iTP2,
conditions.targets //
);
//
conditions.sl = sl;
conditions.triggerTime = cTime;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
X121SMCEA/Signals/x-121.smc.xwz.signal.lib.mq5
+429 -3
View File
@@ -47,6 +47,9 @@ enum ENUM_X121SMC_XWZ_PRIORITY
X121SMC_XWZ_PRIORITY_STRONG_HIGH,
};
//
// Definitions ...
//
struct X121SMCStrategyXWZWorkingZone
{
@@ -78,6 +81,7 @@ struct X121SMCStrategyXWZWorkingZone
XBoxZone insideBoxes[];
XBoxZone breakedBoxes[];
XBoxZone waitingBoxes[];
XBoxZone breakedInsideBoxes[];
XConsolidationZone consolidationZones[];
//
@@ -85,8 +89,10 @@ struct X121SMCStrategyXWZWorkingZone
CArrayObj mBreakedZoneObjects;
CArrayObj mWaitingZoneObjects;
CArrayObj mWorkingZoneObjects;
CArrayObj mBreakedInsideZoneObjects;
//
bool mUseSupDems;
bool mUseOrderBlocks;
bool mUseFairValueGaps;
@@ -134,10 +140,12 @@ struct X121SMCStrategyXWZWorkingZone
mBreakedZoneObjects.Clear();
mWaitingZoneObjects.Clear();
mWorkingZoneObjects.Clear();
mBreakedInsideZoneObjects.Clear();
//
mUseSupDems = false;
mUseOrderBlocks = true;
mUseFairValueGaps = false;
mUseFairValueGaps = true;
}
//
@@ -271,6 +279,10 @@ struct X121SMCStrategyXWZWorkingZone
}
}
//
//
//
//
// Supply Zones ...
has = HasSupplyZones();
@@ -581,6 +593,102 @@ struct X121SMCStrategyXWZWorkingZone
//
// Update Exists Zones ...
// //
// // Supply Zones ...
// has = mtfState.HasSupplyZones();
// if (has)
// {
// //
// XCSupplyZone *tmpZones[];
// count = mtfState.FilterSupplyZones(
// tmpZones,
// period,
// XZONE_STATE_PASSED,
// false,
// XZONE_STATE_FAILED,
// false,
// XZONE_STATE_FAILED,
// false,
// XZONE_STATE_IGNORED,
// false //
// );
// has = IsValidSize(count);
// if (has)
// {
// //
// for (int i = 0; i < count; i++)
// {
// //
// // Try to Validate Indexes ...
// //
// XCSupplyZone *iZone = tmpZones[i];
// has = IsSupplyExists(iZone);
// if (!has)
// {
// //
// Add(
// iZone,
// supplyZones //
// );
// }
// }
// }
// //
// Clean(tmpZones);
// }
// //
// // Demand Zones ...
// has = mtfState.HasDemandZones();
// if (has)
// {
// //
// XCDemandZone *tmpZones[];
// count = mtfState.FilterDemandZones(
// tmpZones,
// period,
// XZONE_STATE_PASSED,
// false,
// XZONE_STATE_FAILED,
// false,
// XZONE_STATE_FAILED,
// false,
// XZONE_STATE_IGNORED,
// false //
// );
// has = IsValidSize(count);
// if (has)
// {
// //
// for (int i = 0; i < count; i++)
// {
// //
// // Try to Validate Indexes ...
// //
// XCDemandZone *iZone = tmpZones[i];
// has = IsDemandExists(iZone);
// if (!has)
// {
// //
// Add(
// iZone,
// demandZones //
// );
// }
// }
// }
// //
// Clean(tmpZones);
// }
//
//
//
//
// Supply Zones ...
has = HasSupplyZones();
@@ -1647,7 +1755,7 @@ struct X121SMCStrategyXWZWorkingZone
{
//
XCBoxObject *iObj;
bool isCreated= drawer.DrawBox(
bool isCreated = drawer.DrawBox(
signalBox,
iObj //
);
@@ -1763,6 +1871,120 @@ struct X121SMCStrategyXWZWorkingZone
return result;
}
//
bool DetectOveralDirection(
ENUM_X_DIRECTION &dir //
)
{
//
bool result = false;
//
dir = X_DIRECTION_NONE;
//
result = IsValid() &&
HasSupplyZone() &&
HasDemandZone();
if (!result)
{
return result;
}
//
XBoxZone demBox;
XBoxZone supBox;
result = ToBox(
demBox,
demandZone //
);
if (!result)
{
//
supBox.Clean();
demBox.Clean();
//
return result;
}
result = ToBox(
supBox,
supplyZone //
);
if (!result)
{
//
supBox.Clean();
demBox.Clean();
//
return result;
}
//
XOHCL supPriceOutBar;
XOHCL demPriceOutBar;
result = DetectBoxNearestPriceOut(
supBox,
supPriceOutBar,
period //
);
if (!result)
{
//
demBox.Clean();
supBox.Clean();
supPriceOutBar.Clean();
demPriceOutBar.Clean();
//
return result;
}
result = DetectBoxNearestPriceOut(
demBox,
demPriceOutBar,
period //
);
if (!result)
{
//
demBox.Clean();
supBox.Clean();
supPriceOutBar.Clean();
demPriceOutBar.Clean();
//
return result;
}
//
// Specified Direction ...
dir =
(supPriceOutBar.IsValid() &&
demPriceOutBar.IsValid())
? supPriceOutBar.time > demPriceOutBar.time
? X_DIRECTION_BEARISH
: demPriceOutBar.time > supPriceOutBar.time
? X_DIRECTION_BULLISH
: X_DIRECTION_NONE
: X_DIRECTION_NONE;
//
result = HasDirection(dir);
//
// Clean Up Resources ...
//
demBox.Clean();
supBox.Clean();
supPriceOutBar.Clean();
demPriceOutBar.Clean();
//
return result;
}
//
bool HasInsideBox(
XBoxZone &box //
@@ -1868,6 +2090,199 @@ struct X121SMCStrategyXWZWorkingZone
return result;
}
//
bool IsExists(XBoxZone &box)
{
//
bool result = false;
//
result = box.IsValid();
if (!result)
{
return result;
}
//
int idx = -1;
bool has = false;
//
// Checking Index Waiting Box ...
has = HasWaitingBoxes();
if (has)
{
//
idx = FindIndex(
box,
waitingBoxes //
);
result = !IsValidIndex(idx);
if (!result)
{
return result;
}
}
//
// Checking Index Inside Boxes ...
has = HasInsideBoxes();
if (has)
{
//
idx = FindIndex(
box,
insideBoxes //
);
result = !IsValidIndex(idx);
if (!result)
{
return result;
}
}
//
// Checking Index Breaked Boxes ...
has = HasBreakedBoxes();
if (has)
{
//
idx = FindIndex(
box,
breakedBoxes //
);
result = !IsValidIndex(idx);
if (!result)
{
return result;
}
}
//
// Checking Index BreakedInside Boxes ...
has = HasBreakedInsideBoxes();
if (has)
{
//
idx = FindIndex(
box,
breakedInsideBoxes //
);
result = !IsValidIndex(idx);
if (!result)
{
return result;
}
}
//
return result;
}
//
bool IsSupplyExists(XCSupplyZone *zone)
{
//
bool result = false;
//
result = zone != NULL &&
zone.IsValid();
if (!result)
{
return result;
}
//
// Converts Zone to Box ...
XBoxZone box;
result = ToBox(
box,
zone //
);
if (!result)
{
//
box.Clean();
return result;
}
//
// Checking Index in SupplyZones ...
int idx = FindIndex(
zone,
supplyZones //
);
result = !IsValidIndex(idx);
if (!result)
{
//
box.Clean();
return result;
}
//
result = IsExists(box);
//
box.Clean();
//
return result;
}
//
bool IsDemandExists(XCDemandZone *zone)
{
//
bool result = false;
//
result = zone != NULL &&
zone.IsValid();
if (!result)
{
return result;
}
//
// Converts Zone to Box ...
XBoxZone box;
result = ToBox(
box,
zone //
);
if (!result)
{
//
box.Clean();
return result;
}
//
// Checking Index in SupplyZones ...
int idx = FindIndex(
zone,
demandZones //
);
result = !IsValidIndex(idx);
if (!result)
{
//
box.Clean();
return result;
}
//
result = IsExists(box);
//
box.Clean();
//
return result;
}
//
void UpdateTo(datetime value = NULL)
{
@@ -2486,11 +2901,22 @@ struct X121SMCStrategyXWZWorkingZone
return ArraySize(breakedBoxes);
}
//
bool HasBreakedInsideBoxes()
{
return HasChild(breakedInsideBoxes);
}
//
int CountBreakedInsideBoxes()
{
return ArraySize(breakedInsideBoxes);
}
//
};
//
// Definitions ...
struct X121SMCStrategyXWZSignalConditions
{
//