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Complete Fair Value Gaps Detetion ...

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saherelm
2024-11-14 15:34:51 +03:30
parent 849fc73ee2
commit 53f3f94b75
7 changed files with 14382 additions and 126 deletions
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Classes/x-saherelm.x-bar.analyser.class.mq5
+247 -87
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@@ -223,6 +223,141 @@ class XCBarAnalyser : public XCBase
return result;
}
/**
* Detect Same Bars ...
*
* @param bar: XOHCL instance, Start Bar ...
* @param dir: ENUM_X_DIRECTION member, Holds Result Direction ...
* @param index: Integer, Holds Result Index ...
* @param sameBars: Iteger, Required Same Bar ...
*
* @return ( bool )
*/
bool HasSameBars(
XOHCL &bar,
ENUM_X_DIRECTION &dir,
int &index,
int sameBars = 3 //
)
{
//
bool result = false;
//
dir = X_DIRECTION_NONE;
//
if (sameBars < 1)
{
sameBars = 1;
}
//
result = bar.IsValid();
if (!result)
{
return result;
}
//
index = bar.Index();
bool canContinue = true;
int sameBullishBarsFounded = 0;
int sameBearishBarsFounded = 0;
bool canContinueForBullish = true;
bool canContinueForBearish = true;
while (canContinue)
{
//
XOHCL iBar;
result = iBar.Init(
bar.symbol,
bar.period,
index //
);
if (!result)
{
break;
}
//
bool isBullish = iBar.IsBullish();
bool isBearish = iBar.IsBearish();
result = isBullish ||
isBearish;
if (!result)
{
break;
}
//
if (isBullish)
{
//
sameBullishBarsFounded++;
canContinueForBearish = false;
}
else
{
//
sameBearishBarsFounded++;
canContinueForBullish = false;
}
//
result = canContinueForBullish ||
canContinueForBearish;
if (!result)
{
break;
}
//
canContinueForBullish =
canContinueForBullish &&
sameBullishBarsFounded > 0;
//
canContinueForBearish =
canContinueForBearish &&
sameBearishBarsFounded > 0;
//
canContinue =
canContinueForBullish ||
canContinueForBearish;
if (canContinue)
{
index++;
}
}
//
bool hasBullishSameBars =
sameBullishBarsFounded >= sameBars;
//
bool hasBearishSameBars =
sameBearishBarsFounded >= sameBars;
//
result = hasBullishSameBars ||
hasBearishSameBars;
if (!result)
{
return result;
}
//
dir =
hasBullishSameBars
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
/**
* Detect Consolidation Range ...
*
@@ -1041,89 +1176,13 @@ class XCBarAnalyser : public XCBase
}
//
int index = bar.Index();
bool canContinue = true;
int sameBullishBarsFounded = 0;
int sameBearishBarsFounded = 0;
bool canContinueForBullish = true;
bool canContinueForBearish = true;
while (canContinue)
{
//
XOHCL iBar;
result = iBar.Init(
bar.symbol,
bar.period,
index //
);
if (!result)
{
break;
}
//
bool isBullish = iBar.IsBullish();
bool isBearish = iBar.IsBearish();
result = isBullish ||
isBearish;
if (!result)
{
break;
}
//
if (isBullish)
{
//
sameBullishBarsFounded++;
canContinueForBearish = false;
}
else
{
//
sameBearishBarsFounded++;
canContinueForBullish = false;
}
//
result = canContinueForBullish ||
canContinueForBearish;
if (!result)
{
break;
}
//
canContinueForBullish =
canContinueForBullish &&
sameBullishBarsFounded > 0;
//
canContinueForBearish =
canContinueForBearish &&
sameBearishBarsFounded > 0;
//
canContinue =
canContinueForBullish ||
canContinueForBearish;
if (canContinue)
{
index++;
}
}
//
bool hasBullishOB =
sameBullishBarsFounded >= sameBars;
//
bool hasBearishOB =
sameBearishBarsFounded >= sameBars;
//
result = hasBullishOB ||
hasBearishOB;
int index = 0;
result = HasSameBars(
bar,
dir,
index,
sameBars //
);
if (!result)
{
return result;
@@ -1142,10 +1201,111 @@ class XCBarAnalyser : public XCBase
}
//
dir =
hasBullishOB
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
return result;
}
//
// Fair Value Gaps ...
/**
* Detect a Fair Value Gap Based on Given Bar ...
*
* @param bar: XOHCL instance, Specified Start Bar ...
* @param dir: ENUM_X_DIRECTION member, Specified Founded Order Block Direction ...
* @param sameBars: Integer, Specified Min Same Bars for Detecting Order Block ...
*
* @return ( bool )
*/
bool HasFairValueGap(
XOHCL &bar,
XOHCL &prevBar,
XOHCL &nextBar,
ENUM_X_DIRECTION &dir,
int sameBars = 3 //
)
{
//
bool result = false;
//
prevBar.Clean();
nextBar.Clean();
dir = X_DIRECTION_NONE;
//
if (sameBars < 1)
{
sameBars = 1;
}
//
result = bar.IsValid();
if (!result)
{
return result;
}
//
int index = 0;
result = HasSameBars(
bar,
dir,
index,
sameBars //
);
if (!result)
{
return result;
}
//
bool isBullish = IsBullish(dir);
//
int to = bar.Index() + 1;
int from = index + 1;
for (int i = from; i > to; i--)
{
//
result = prevBar.Init(
bar.symbol,
bar.period,
i //
);
if (!result)
{
break;
}
//
result = nextBar.Init(
bar.symbol,
bar.period,
i - 2 //
);
if (!result)
{
break;
}
//
result = isBullish
? prevBar.high < nextBar.low
: prevBar.low > nextBar.high;
if (result)
{
break;
}
}
//
if (!result)
{
//
prevBar.Clean();
nextBar.Clean();
dir = X_DIRECTION_NONE;
}
//
return result;