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Complete Fair Value Gaps Detetion ...

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This commit is contained in:
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-poi.class.mq5
+450
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@@ -407,6 +407,36 @@ class XCPOIDetector : public XCBaseAlert
mOrderBlocksSameBars = value;
}
//
// Fair Value Gaps ...
/**
* Get Fair Value Gaps Detection Same Bars ...
*
* @return ( int )
*/
int FairValueGapsSameBars()
{
return mFairValueGapsSameBars;
}
/**
* Set Fair Value Gaps Detection Same Bars ...
*
* @param value: Integer ...
*/
void FairValueGapsSameBars(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mFairValueGapsSameBars = value;
}
//
// Actions ...
@@ -860,6 +890,68 @@ class XCPOIDetector : public XCBaseAlert
}
}
//
// Fair Value Gaps ...
int fvgSameBars = FairValueGapsSameBars();
if (fvgSameBars > 0)
{
//
// Bullish Fair Value Gap ...
isDetected = DetectBullishFairValueGap(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BULLISH_FVG_DETECTED;
XCFVG *param;
bool hasItem = GetLastItem(
param,
mBullishFairValueGaps //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
//
// Bearish Fair Value Gap ...
isDetected = DetectBearishFairValueGap(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BEARISH_FVG_DETECTED;
XCFVG *param;
bool hasItem = GetLastItem(
param,
mBearishFairValueGaps //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
}
//
ValidatePOIs(cBar);
@@ -959,6 +1051,10 @@ class XCPOIDetector : public XCBaseAlert
//
Clean(mBullishOrderBlocks);
Clean(mBearishOrderBlocks);
//
Clean(mBullishFairValueGaps);
Clean(mBearishFairValueGaps);
}
/**
@@ -1010,6 +1106,9 @@ class XCPOIDetector : public XCBaseAlert
//
OrderBlocksSameBars(3);
//
FairValueGapsSameBars(3);
}
//
@@ -1086,6 +1185,10 @@ class XCPOIDetector : public XCBaseAlert
int bullishOrderBlocksCount = 0;
int bearishOrderBlocksCount = 0;
//
int bullishFairValueGapsCount = 0;
int bearishFairValueGapsCount = 0;
//
bool canContinue = true;
@@ -1192,6 +1295,28 @@ class XCPOIDetector : public XCBaseAlert
}
}
//
// Fair Value Gaps ...
int fvgSameBars = FairValueGapsSameBars();
if (fvgSameBars > 0)
{
//
// Bullish Fair Value Gaps ...
bullishFairValueGapsCount = DetectRequiredBullishFairValueGaps(barIndex);
if (bullishFairValueGapsCount == requiredPOIs)
{
ArrayReverse(mBullishFairValueGaps);
}
//
// Bearish Fair Value Gaps ...
bearishFairValueGapsCount = DetectRequiredBearishFairValueGaps(barIndex);
if (bearishFairValueGapsCount == requiredPOIs)
{
ArrayReverse(mBearishFairValueGaps);
}
}
//
canContinue =
//
@@ -1253,6 +1378,16 @@ class XCPOIDetector : public XCBaseAlert
// Bearish Order Blocks ...
bearishOrderBlocksCount < requiredPOIs
//
||
//
// Bullish Fair Value Gaps ...
bullishFairValueGapsCount < requiredPOIs
//
||
//
// Bearish Fair Value Gaps ...
bearishFairValueGapsCount < requiredPOIs
//
;
if (canContinue)
{
@@ -3439,12 +3574,327 @@ class XCPOIDetector : public XCBaseAlert
//
// Fair Value Gaps ...
int mFairValueGapsSameBars; // Fair Value Gaps Detection Same Bars ...
//
// Bullish FVG ...
XCFVG *mBullishFairValueGaps[];
/**
* Detect Bullish Fair Value Gap ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBullishFairValueGap(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid();
if (!result)
{
return result;
}
//
int sameBars = FairValueGapsSameBars();
if (sameBars < 0)
{
return result;
}
//
XOHCL prevBar;
XOHCL nextBar;
ENUM_X_DIRECTION dir;
result = mBarAnalyser
.HasFairValueGap(
bar,
prevBar,
nextBar,
dir,
sameBars //
);
result =
result &&
dir == X_DIRECTION_BULLISH;
if (!result)
{
return result;
}
//
if (result)
{
//
XCFVG *fvg;
fvg = new XCFVG();
result = fvg.Init(
prevBar,
nextBar,
dir //
);
//
if (result)
{
//
datetime cTime = TimeCurrent();
fvg.To(cTime);
//
Add(
fvg,
mBullishFairValueGaps //
);
// //
// XCBullishFairValueGapObject *iObj;
// bool isCreated = mDrawer.CreateBullishFairValueGap(
// fvg,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
//
return result;
}
/**
* Detect Required Bullish Fair Value Gaps ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBullishFairValueGaps(int barIndex)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBullishFairValueGaps);
if (count >= required)
{
//
result = count;
return result;
}
//
int sameBars = FairValueGapsSameBars();
if (sameBars < 0)
{
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBullishFairValueGap(bar);
//
result = ArraySize(mBullishFairValueGaps);
//
return result;
}
//
// Bearish FVG ...
XCFVG *mBearishFairValueGaps[];
/**
* Detect Bearish Fair Value Gap ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBearishFairValueGap(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid();
if (!result)
{
return result;
}
//
int sameBars = FairValueGapsSameBars();
if (sameBars < 0)
{
return result;
}
//
XOHCL prevBar;
XOHCL nextBar;
ENUM_X_DIRECTION dir;
result = mBarAnalyser
.HasFairValueGap(
bar,
prevBar,
nextBar,
dir,
sameBars //
);
result =
result &&
dir == X_DIRECTION_BEARISH;
if (!result)
{
return result;
}
//
if (result)
{
//
XCFVG *fvg;
fvg = new XCFVG();
result = fvg.Init(
prevBar,
nextBar,
dir //
);
//
if (result)
{
//
datetime cTime = TimeCurrent();
fvg.To(cTime);
//
Add(
fvg,
mBearishFairValueGaps //
);
// //
// XCBearishFairValueGapObject *iObj;
// bool isCreated = mDrawer.CreateBearishFairValueGap(
// fvg,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
//
return result;
}
/**
* Detect Required Bearish Fair Value Gaps ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBearishFairValueGaps(int barIndex)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBearishFairValueGaps);
if (count >= required)
{
//
result = count;
return result;
}
//
int sameBars = FairValueGapsSameBars();
if (sameBars < 0)
{
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBearishFairValueGap(bar);
//
result = ArraySize(mBearishFairValueGaps);
//
return result;
}
//
// Liquidity Zones ...