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saherelm
2025-10-30 00:07:23 +03:30
parent 90988de7bf
commit 574c79afcc
6 changed files with 2209 additions and 961 deletions
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Classes/x-saherelm.x-market.pattern.class.mq5
-422
View File
@@ -1660,428 +1660,6 @@ class XCMarketPatternDetector : public XCBase
return result;
}
/**
* Leg Pattern Detection ...
*
* @param bar: XOHCL, reference to Specified Bar ...
* @param zone: XBoxZone, reference to Holds Detection Zone ...
* @param validationLength: int, leg minimum Validation Length ...
* @param loopback: int, Max Allowed Loopback Length ...
*
* @return ( bool )
*/
bool IsLegPattern(
XOHCL &bar,
XLeg &leg,
int validationLength = 3,
int loopback = 10 //
)
{
//
bool result = false;
//
// Prepare ...
leg.Clean();
//
// Normalize ...
loopback = NormalizeInt(loopback, 5);
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
// Prepare Patterns Analysis Config ...
XPatternAnalysisConfig iPatternsConfig;
iPatternsConfig.Default();
iPatternsConfig.CleanPatterns();
iPatternsConfig.AddPattern(X_BAR_PATTERN_LOW);
iPatternsConfig.AddPattern(X_BAR_PATTERN_HIGH);
iPatternsConfig.AddPattern(X_BAR_PATTERN_FLAG);
iPatternsConfig.AddPattern(X_BAR_PATTERN_STAR);
iPatternsConfig.AddPattern(X_BAR_PATTERN_RISING);
iPatternsConfig.AddPattern(X_BAR_PATTERN_PIERCING);
iPatternsConfig.AddPattern(X_BAR_PATTERN_ENGULFED);
iPatternsConfig.AddPattern(X_BAR_PATTERN_MOMENTUM);
iPatternsConfig.AddPattern(X_BAR_PATTERN_SIGNALKEY);
iPatternsConfig.AddPattern(X_BAR_PATTERN_TRUE_GAPED);
//
XOHCL iBar;
XOHCL pBar;
XOHCL iZBar;
XBoxZone zone;
XBoxZone iZone;
XBoxZone jZone;
bool has = false;
XBoxZone supports[];
XOHCL bullishBars[];
XOHCL bearishBars[];
XBoxZone bullishFVGs[];
XBoxZone bearishFVGs[];
bool isBullish = false;
bool isBearish = false;
XBoxZone resistances[];
double bullishPower = 0;
double bearishPower = 0;
int bullishBarsCount = 0;
int bearishBarsCount = 0;
int barIndex = bar.Index();
int start = barIndex + 1;
XPatternAnalysis iPattern;
int end = start + loopback;
XPatternAnalysis patterns[];
int bullishPatternsCount = 0;
int bearishPatternsCount = 0;
int sequentialsBullishBarsCount = 0;
int sequentialsBearishBarsCount = 0;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
for (int i = end; i >= start; i--)
{
//
// Initialize Indexed Bar ...
iBar.Clean();
pBar.Clean();
result = bar.BarAt(i, iBar);
result = result &&
iBar.GetPreviousBar(pBar);
if (!result)
{
break;
}
//
// Fill Bar Direction ...
isBullish = iBar.IsBullish();
isBearish = iBar.IsBearish();
//
// Directional ...
//
if (isBullish)
{
//
bullishBarsCount++;
//
bullishPower += iBar.GetBody();
bullishPower += iBar.GetLowShadow();
bullishPower -= iBar.GetHighShadow();
//
AddIfNotExists(iBar, bullishBars);
}
//
if (isBearish)
{
//
bearishBarsCount++;
//
bearishPower += iBar.GetBody();
bearishPower -= iBar.GetLowShadow();
bearishPower += iBar.GetHighShadow();
//
AddIfNotExists(iBar, bearishBars);
}
//
// Sequentail ....
//
// Bullish ...
if (isBullish)
{
//
if (pBar.IsBullish())
{
sequentialsBullishBarsCount++;
}
else if (pBar.IsBearish())
{
sequentialsBullishBarsCount = 0;
}
}
//
// Bearish ...
if (isBearish)
{
//
if (pBar.IsBearish())
{
sequentialsBearishBarsCount++;
}
else if (pBar.IsBullish())
{
sequentialsBearishBarsCount = 0;
}
}
//
// Detect Patterns ...
iPattern.Clean();
has = AnalyseBarPatterns(iBar, iPattern, iPatternsConfig);
if (has)
{
//
AddRef(iPattern, patterns);
//
bullishPatternsCount += iPattern.Count(X_DIRECTION_BULLISH);
bearishPatternsCount += iPattern.Count(X_DIRECTION_BEARISH);
}
//
// FVG Detection ...
CleanDirection(iDir);
has = HasFVG(iBar, iDir, iZone);
if (has)
{
//
if (iZone.IsBullish())
{
AddIfNotExists(iZone, bullishFVGs);
}
else
{
AddIfNotExists(iZone, bearishFVGs);
}
}
//
// Support / Resistance Detection ...
has = HasSupportResistance(
iBar,
iZone,
jZone,
5 //
);
if (has)
{
//
if (iZone.IsValid())
{
AddIfNotExists(iZone, supports);
}
//
if (jZone.IsValid())
{
AddIfNotExists(jZone, resistances);
}
}
}
//
// Summarizing ...
//
// Detect Direction ...
zone.Clean();
isBullish = false;
isBearish = false;
CleanDirection(iDir);
//
isBullish =
//
bullishPower > 0 &&
bullishBarsCount > 0 &&
bullishPatternsCount > 0 &&
sequentialsBullishBarsCount > 0 &&
//
bullishPower > bearishPower &&
bullishBarsCount > bearishBarsCount &&
bullishPatternsCount > bearishPatternsCount &&
sequentialsBullishBarsCount > sequentialsBearishBarsCount
//
;
//
isBearish =
//
bearishPower > 0 &&
bearishBarsCount > 0 &&
bearishPatternsCount > 0 &&
sequentialsBearishBarsCount > 0 &&
//
bearishPower > bullishPower &&
bearishBarsCount > bullishBarsCount &&
bearishPatternsCount > bullishPatternsCount &&
sequentialsBearishBarsCount > sequentialsBullishBarsCount
//
;
//
// Validate ...
result =
(isBullish && !isBearish) ||
(isBearish && !isBullish);
//
// PRICE Types ...
ENUM_X_PRICE lowerPriceType = X_PRICE_LOW;
ENUM_X_PRICE upperPriceType = X_PRICE_HIGH;
//
// Prepare Zone ...
if (result)
{
//
zone.at = bar.time;
zone.to = bar.time;
zone.period = bar.period;
zone.symbol = bar.symbol;
//
zone.type = ToXString(X_BAR_PATTERN_LEG);
zone.dir = isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
int idx = -1;
if (isBullish)
{
idx = GetOldest(bullishBars);
}
else
{
idx = GetOldest(bearishBars);
}
//
result = IsValidIndex(idx);
if (result)
{
//
iZBar.Clean();
if (isBullish)
{
iZBar = bullishBars[idx];
}
else
{
iZBar = bearishBars[idx];
}
//
zone.from = iZBar.time;
//
iZBar.Clean();
}
//
if (isBullish)
{
//
// Prepare Upper and Lower ...
//
// Upper ...
idx = GetHighestBarPrice(bullishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.upper = bullishBars[idx].GetPrice(upperPriceType);
}
//
// Lower ...
idx = GetLowestBarPrice(bullishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.lower = bullishBars[idx].GetPrice(lowerPriceType);
}
}
else
{
//
// Prepare Upper and Lower ...
//
// Upper ...
idx = GetHighestBarPrice(bearishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.upper = bearishBars[idx].GetPrice(upperPriceType);
}
//
// Lower ...
idx = GetLowestBarPrice(bearishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.lower = bearishBars[idx].GetPrice(lowerPriceType);
}
}
//
result = zone.IsValid();
}
//
// Prepare XLeg ...
if (result)
{
//
leg.dir = zone.dir;
leg.time = zone.from;
leg.upper = zone.upper;
leg.lower = zone.lower;
leg.symbol = zone.symbol;
leg.period = zone.period;
Copy(patterns, leg.patterns);
Copy(supports, leg.supports);
Copy(bullishBars, leg.bullishBars);
Copy(bearishBars, leg.bearishBars);
Copy(resistances, leg.resistances);
Copy(bullishFVGs, leg.bullishFVGs);
Copy(bearishFVGs, leg.bearishFVGs);
leg.sequentialBullishBars = sequentialsBullishBarsCount;
leg.sequentialBearishBars = sequentialsBearishBarsCount;
//
result = leg.IsValid();
}
//
// Cleanup ...
if (!result)
{
zone.Clean();
}
iBar.Clean();
pBar.Clean();
zone.Clean();
iZBar.Clean();
iZone.Clean();
jZone.Clean();
iPattern.Clean();
XClean(supports);
XClean(patterns);
XClean(bullishBars);
XClean(bearishBars);
XClean(bullishFVGs);
XClean(bearishFVGs);
XClean(resistances);
//
return result;
}
/**
* Detect Order Flow ...
*
Documents/BKP/xfima.tmp.codes.poi.mq5
+916
View File
@@ -0,0 +1,916 @@
/**
* Leg Pattern Detection ...
*
* @param bar: XOHCL, reference to Specified Bar ...
* @param zone: XBoxZone, reference to Holds Detection Zone ...
* @param validationLength: int, leg minimum Validation Length ...
* @param loopback: int, Max Allowed Loopback Length ...
*
* @return ( bool )
*/
bool IsLegPattern(
XOHCL &bar,
XLeg &leg,
int validationLength = 3,
int loopback = 10 //
)
{
//
bool result = false;
//
// Prepare ...
leg.Clean();
//
// Normalize ...
loopback = NormalizeInt(loopback, 5);
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
// Prepare Patterns Analysis Config ...
XPatternAnalysisConfig iPatternsConfig;
iPatternsConfig.Default();
iPatternsConfig.CleanPatterns();
iPatternsConfig.AddPattern(X_BAR_PATTERN_LOW);
iPatternsConfig.AddPattern(X_BAR_PATTERN_HIGH);
iPatternsConfig.AddPattern(X_BAR_PATTERN_FLAG);
iPatternsConfig.AddPattern(X_BAR_PATTERN_STAR);
iPatternsConfig.AddPattern(X_BAR_PATTERN_RISING);
iPatternsConfig.AddPattern(X_BAR_PATTERN_PIERCING);
iPatternsConfig.AddPattern(X_BAR_PATTERN_ENGULFED);
iPatternsConfig.AddPattern(X_BAR_PATTERN_MOMENTUM);
iPatternsConfig.AddPattern(X_BAR_PATTERN_SIGNALKEY);
iPatternsConfig.AddPattern(X_BAR_PATTERN_TRUE_GAPED);
//
XOHCL iBar;
XOHCL pBar;
XOHCL iZBar;
XBoxZone zone;
XBoxZone iZone;
XBoxZone jZone;
bool has = false;
XBoxZone supports[];
XOHCL bullishBars[];
XOHCL bearishBars[];
XBoxZone bullishFVGs[];
XBoxZone bearishFVGs[];
bool isBullish = false;
bool isBearish = false;
XBoxZone resistances[];
double bullishPower = 0;
double bearishPower = 0;
int bullishBarsCount = 0;
int bearishBarsCount = 0;
int barIndex = bar.Index();
int start = barIndex + 1;
XPatternAnalysis iPattern;
int end = start + loopback;
XPatternAnalysis patterns[];
int bullishPatternsCount = 0;
int bearishPatternsCount = 0;
int sequentialsBullishBarsCount = 0;
int sequentialsBearishBarsCount = 0;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
for (int i = end; i >= start; i--)
{
//
// Initialize Indexed Bar ...
iBar.Clean();
pBar.Clean();
result = bar.BarAt(i, iBar);
result = result &&
iBar.GetPreviousBar(pBar);
if (!result)
{
break;
}
//
// Fill Bar Direction ...
isBullish = iBar.IsBullish();
isBearish = iBar.IsBearish();
//
// Directional ...
//
if (isBullish)
{
//
bullishBarsCount++;
//
bullishPower += iBar.GetBody();
bullishPower += iBar.GetLowShadow();
bullishPower -= iBar.GetHighShadow();
//
AddIfNotExists(iBar, bullishBars);
}
//
if (isBearish)
{
//
bearishBarsCount++;
//
bearishPower += iBar.GetBody();
bearishPower -= iBar.GetLowShadow();
bearishPower += iBar.GetHighShadow();
//
AddIfNotExists(iBar, bearishBars);
}
//
// Sequentail ....
//
// Bullish ...
if (isBullish)
{
//
if (pBar.IsBullish())
{
sequentialsBullishBarsCount++;
}
else if (pBar.IsBearish())
{
sequentialsBullishBarsCount = 0;
}
}
//
// Bearish ...
if (isBearish)
{
//
if (pBar.IsBearish())
{
sequentialsBearishBarsCount++;
}
else if (pBar.IsBullish())
{
sequentialsBearishBarsCount = 0;
}
}
//
// Detect Patterns ...
iPattern.Clean();
has = AnalyseBarPatterns(iBar, iPattern, iPatternsConfig);
if (has)
{
//
AddRef(iPattern, patterns);
//
bullishPatternsCount += iPattern.Count(X_DIRECTION_BULLISH);
bearishPatternsCount += iPattern.Count(X_DIRECTION_BEARISH);
}
//
// FVG Detection ...
CleanDirection(iDir);
has = HasFVG(iBar, iDir, iZone);
if (has)
{
//
if (iZone.IsBullish())
{
AddIfNotExists(iZone, bullishFVGs);
}
else
{
AddIfNotExists(iZone, bearishFVGs);
}
}
//
// Support / Resistance Detection ...
has = HasSupportResistance(
iBar,
iZone,
jZone,
5 //
);
if (has)
{
//
if (iZone.IsValid())
{
AddIfNotExists(iZone, supports);
}
//
if (jZone.IsValid())
{
AddIfNotExists(jZone, resistances);
}
}
}
//
// Summarizing ...
//
// Detect Direction ...
zone.Clean();
isBullish = false;
isBearish = false;
CleanDirection(iDir);
//
isBullish =
//
bullishPower > 0 &&
bullishBarsCount > 0 &&
bullishPatternsCount > 0 &&
sequentialsBullishBarsCount > 0 &&
//
bullishPower > bearishPower &&
bullishBarsCount > bearishBarsCount &&
bullishPatternsCount > bearishPatternsCount &&
sequentialsBullishBarsCount > sequentialsBearishBarsCount
//
;
//
isBearish =
//
bearishPower > 0 &&
bearishBarsCount > 0 &&
bearishPatternsCount > 0 &&
sequentialsBearishBarsCount > 0 &&
//
bearishPower > bullishPower &&
bearishBarsCount > bullishBarsCount &&
bearishPatternsCount > bullishPatternsCount &&
sequentialsBearishBarsCount > sequentialsBullishBarsCount
//
;
//
// Validate ...
result =
(isBullish && !isBearish) ||
(isBearish && !isBullish);
//
// PRICE Types ...
ENUM_X_PRICE lowerPriceType = X_PRICE_LOW;
ENUM_X_PRICE upperPriceType = X_PRICE_HIGH;
//
// Prepare Zone ...
if (result)
{
//
zone.at = bar.time;
zone.to = bar.time;
zone.period = bar.period;
zone.symbol = bar.symbol;
//
zone.type = ToXString(X_BAR_PATTERN_LEG);
zone.dir = isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
int idx = -1;
if (isBullish)
{
idx = GetOldest(bullishBars);
}
else
{
idx = GetOldest(bearishBars);
}
//
result = IsValidIndex(idx);
if (result)
{
//
iZBar.Clean();
if (isBullish)
{
iZBar = bullishBars[idx];
}
else
{
iZBar = bearishBars[idx];
}
//
zone.from = iZBar.time;
//
iZBar.Clean();
}
//
if (isBullish)
{
//
// Prepare Upper and Lower ...
//
// Upper ...
idx = GetHighestBarPrice(bullishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.upper = bullishBars[idx].GetPrice(upperPriceType);
}
//
// Lower ...
idx = GetLowestBarPrice(bullishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.lower = bullishBars[idx].GetPrice(lowerPriceType);
}
}
else
{
//
// Prepare Upper and Lower ...
//
// Upper ...
idx = GetHighestBarPrice(bearishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.upper = bearishBars[idx].GetPrice(upperPriceType);
}
//
// Lower ...
idx = GetLowestBarPrice(bearishBars, upperPriceType);
if (IsValidIndex(idx))
{
zone.lower = bearishBars[idx].GetPrice(lowerPriceType);
}
}
//
result = zone.IsValid();
}
//
// Prepare XLeg ...
if (result)
{
//
leg.dir = zone.dir;
leg.time = zone.from;
leg.upper = zone.upper;
leg.lower = zone.lower;
leg.symbol = zone.symbol;
leg.period = zone.period;
Copy(patterns, leg.patterns);
Copy(supports, leg.supports);
Copy(bullishBars, leg.bullishBars);
Copy(bearishBars, leg.bearishBars);
Copy(resistances, leg.resistances);
Copy(bullishFVGs, leg.bullishFVGs);
Copy(bearishFVGs, leg.bearishFVGs);
leg.sequentialBullishBars = sequentialsBullishBarsCount;
leg.sequentialBearishBars = sequentialsBearishBarsCount;
//
result = leg.IsValid();
}
//
// Cleanup ...
if (!result)
{
zone.Clean();
}
iBar.Clean();
pBar.Clean();
zone.Clean();
iZBar.Clean();
iZone.Clean();
jZone.Clean();
iPattern.Clean();
XClean(supports);
XClean(patterns);
XClean(bullishBars);
XClean(bearishBars);
XClean(bullishFVGs);
XClean(bearishFVGs);
XClean(resistances);
//
return result;
}
bool IsLegPattern1(
XOHCL &bar,
XLeg &leg,
int validationLength = 5,
int loopback = 500 //
)
{
//
bool result = false;
//
// Prepare ...
leg.Clean();
//
// Normalize ...
loopback = NormalizeInt(loopback, 50);
validationLength = NormalizeInt(validationLength, 3);
//
// Validate ...
result = bar.IsValid() &&
fimaParser.IsValid();
if (!result)
{
return result;
}
//
int idx = bar.Index();
while (idx < bar.Index() + loopback)
{
//
}
//
return result;
}
//////////////////////////////////////////////////
//
// Leg ...
XLeg leg; // Exists Leg ...
bool drawLeg; // Draw Leg ...
bool manageLegs;
//
bool HasLeg()
{
return leg.IsValid();
}
//
bool ValidateLeg(XOHCL &bar)
{
//
bool result = false;
//
result = HasLeg() &&
bar.IsValid();
if (!result)
{
return result;
}
//
result =
leg.IsBullish()
? bar.low > leg.lower
: leg.IsBearish()
? bar.high < leg.upper
: false;
//
return result;
}
//
void DrawLeg()
{
//
if (!drawLeg)
{
return;
}
//
if (!HasLeg())
{
return;
}
//
// Update to Times ...
leg.UpdateTimes();
//
// Draw Leg Box ...
XBoxZone legZone;
leg.ToBox(legZone);
if (legZone.IsValid())
{
//
legZone.to = TimeCurrent();
poiDrawer.DrawZone(legZone, structureDrawConfig.drawConfig);
}
//
// Draw Legs Other Stufs ...
return;
//
// FVGs ...
poiDrawer.DrawZones(leg.bullishFVGs, structureDrawConfig.drawConfig);
poiDrawer.DrawZones(leg.bearishFVGs, structureDrawConfig.drawConfig);
//
// Support and Resistances ...
poiDrawer.DrawZones(leg.supports, structureDrawConfig.drawConfig);
poiDrawer.DrawZones(leg.resistances, structureDrawConfig.drawConfig);
//
// Patterns ...
poiDrawer.DrawPatternAnalysises(leg.patterns, structureDrawConfig.barAnalysisDrawConfig);
}
//
void ManageLeg(XOHCL &bar)
{
//
// Validate Exists ...
if (HasLeg())
{
//
if (!ValidateLeg(bar))
{
//
// Invalidate XLeg ...
leg.Clean();
}
}
//
// Detect New ...
if (!HasLeg())
{
poiDetector.IsLegPattern(bar, leg);
}
//
// Update Exists ...
if (HasLeg())
{
//
// Update to Times ...
leg.UpdateTimes();
//
DrawLeg();
}
}
//
//
//
ManageLeg(bar);
//
// Checking For Leg Pattern ...
bool hasLeg = poiDetector.IsLegPattern(
pBar,
_leg,
3,
10 //
);
if (hasLeg)
{
hasLeg = _leg.ToBox(legZone);
}
bool hasBullishLeg = hasLeg && _leg.IsBullish();
bool hasBearishLeg = hasLeg && _leg.IsBearish();
//
//
//
int CollectPivots(
XPivot &pivots[],
int barIndex = 0,
int loopback = 500 //
)
{
//
int result = 0;
//
// Prepare ...
XClean(pivots);
//
// Normalize ...
loopback = NormalizeInt(loopback, 50);
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
bool has = IsValid();
if (!has)
{
return result;
}
//
has = false;
XOHCL tmpBar;
XPivot tmpPivot;
double tmpValue;
datetime tmpTime;
bool isBullish = false;
bool isBearish = false;
string tmpSymbol = symbol;
ENUM_TIMEFRAMES tmpPeriod = period;
ENUM_X_DIRECTION tmpDir = X_DIRECTION_NONE;
for (int i = barIndex; i < barIndex + loopback; i++)
{
//
tmpBar.Clean();
tmpPivot.Clean();
//
has = tmpBar.Init(tmpSymbol, tmpPeriod, i);
if (!has)
{
continue;
}
//
// XSAR ...
isBullish = IsSARSwitchedToBullish(i);
isBearish = IsSARSwitchedToBearish(i);
has = isBullish || isBearish;
if (has)
{
}
//
// XMA Fast / Slow ...
//
// States ...
isBullish = IsMASlowSwitchedToBullish(i);
isBearish = IsMASlowSwitchedToBearish(i);
has = isBullish || isBearish;
if (has)
{
}
//
// Crossed Fast Slow ...
isBullish = IsMAFastCrossedOverSlow(i);
isBearish = IsMAFastCrossedUnderSlow(i);
has = isBullish || isBearish;
if (has)
{
}
//
// Crossed Last ...
isBullish = IsMASlowCrossedOverLast(i);
isBearish = IsMASlowCrossedUnderLast(i);
has = isBullish || isBearish;
if (has)
{
}
//
// XHK ...
isBullish = IsHKSwitchedToBullish(i);
isBearish = IsHKSwitchedToBearish(i);
has = isBullish || isBearish;
if (has)
{
}
}
//
result = ArraySize(pivots);
//
return result;
}
//
//
//
/**
* an strucutre to Model Specified Leg Pattern ...
**/
struct XLeg
{
//
// Props ...
//
datetime time;
string symbol;
ENUM_X_DIRECTION dir;
ENUM_TIMEFRAMES period;
//
double upper;
double lower;
//
XOHCL bullishBars[];
XOHCL bearishBars[];
//
XBoxZone supports[];
XBoxZone resistances[];
//
XBoxZone bullishFVGs[];
XBoxZone bearishFVGs[];
//
XPatternAnalysis patterns[];
//
int sequentialBullishBars;
int sequentialBearishBars;
//
// Constructor ...
//
// Tools ...
/**
* Cleanup ...
*/
void Clean()
{
//
time = NULL;
symbol = NULL;
period = NULL;
dir = X_DIRECTION_NONE;
//
upper = 0;
lower = 0;
sequentialBullishBars = 0;
sequentialBearishBars = 0;
//
XClean(patterns);
XClean(supports);
XClean(bullishBars);
XClean(bearishBars);
XClean(resistances);
XClean(bullishFVGs);
XClean(bearishFVGs);
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
IsXValid(time) &&
IsXValid(symbol) &&
IsXValid(period) &&
HasDirection(dir) &&
NotEmptyZero(upper) &&
NotEmptyZero(lower) &&
upper > lower;
//
return result;
}
/**
* Check is Bullish ...
*
* @return ( bool )
*/
bool IsBullish()
{
return IsValid() &&
IsXBullish(dir);
}
/**
* Check is Bearish ...
*
* @return ( bool )
*/
bool IsBearish()
{
return IsValid() &&
IsXBearish(dir);
}
/**
* Converts a Leg to XBoxZone ...
*
* @param zone: XBoxZone, reference to holds Converted ...
*
* @return ( bool )
*/
bool ToBox(XBoxZone &zone)
{
//
bool result = false;
//
// Prepare ...
zone.Clean();
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
zone.at = time;
zone.dir = dir;
zone.from = time;
zone.upper = upper;
zone.lower = lower;
zone.symbol = symbol;
zone.period = period;
zone.to = TimeCurrent();
zone.type = ToXString(X_BAR_PATTERN_LEG);
//
result = zone.IsValid();
//
// Cleanup ...
if (!result)
{
zone.Clean();
}
//
return result;
}
/**
* Update Times of Collections ...
*
* @param value: datetime, Specified Time ...
*/
void UpdateTimes(datetime value = NULL)
{
//
// Normalize ...
value = NormalizeTime(value);
//
// Validate ...
if (!IsValid())
{
return;
}
//
UpdateToTime(supports, value);
UpdateToTime(resistances, value);
UpdateToTime(bullishFVGs, value);
UpdateToTime(bearishFVGs, value);
}
//
};
Libraries/x-saherelm.x-pivot.analysis.lib.mq5
-193
View File
@@ -2916,199 +2916,6 @@ struct XPatternAnalysisDrawConfig
}
};
/**
* an strucutre to Model Specified Leg Pattern ...
**/
struct XLeg
{
//
// Props ...
//
datetime time;
string symbol;
ENUM_X_DIRECTION dir;
ENUM_TIMEFRAMES period;
//
double upper;
double lower;
//
XOHCL bullishBars[];
XOHCL bearishBars[];
//
XBoxZone supports[];
XBoxZone resistances[];
//
XBoxZone bullishFVGs[];
XBoxZone bearishFVGs[];
//
XPatternAnalysis patterns[];
//
int sequentialBullishBars;
int sequentialBearishBars;
//
// Constructor ...
//
// Tools ...
/**
* Cleanup ...
*/
void Clean()
{
//
time = NULL;
symbol = NULL;
period = NULL;
dir = X_DIRECTION_NONE;
//
upper = 0;
lower = 0;
sequentialBullishBars = 0;
sequentialBearishBars = 0;
//
XClean(patterns);
XClean(supports);
XClean(bullishBars);
XClean(bearishBars);
XClean(resistances);
XClean(bullishFVGs);
XClean(bearishFVGs);
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
IsXValid(time) &&
IsXValid(symbol) &&
IsXValid(period) &&
HasDirection(dir) &&
NotEmptyZero(upper) &&
NotEmptyZero(lower) &&
upper > lower;
//
return result;
}
/**
* Check is Bullish ...
*
* @return ( bool )
*/
bool IsBullish()
{
return IsValid() &&
IsXBullish(dir);
}
/**
* Check is Bearish ...
*
* @return ( bool )
*/
bool IsBearish()
{
return IsValid() &&
IsXBearish(dir);
}
/**
* Converts a Leg to XBoxZone ...
*
* @param zone: XBoxZone, reference to holds Converted ...
*
* @return ( bool )
*/
bool ToBox(XBoxZone &zone)
{
//
bool result = false;
//
// Prepare ...
zone.Clean();
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
zone.at = time;
zone.dir = dir;
zone.from = time;
zone.upper = upper;
zone.lower = lower;
zone.symbol = symbol;
zone.period = period;
zone.to = TimeCurrent();
zone.type = ToXString(X_BAR_PATTERN_LEG);
//
result = zone.IsValid();
//
// Cleanup ...
if (!result)
{
zone.Clean();
}
//
return result;
}
/**
* Update Times of Collections ...
*
* @param value: datetime, Specified Time ...
*/
void UpdateTimes(datetime value = NULL)
{
//
// Normalize ...
value = NormalizeTime(value);
//
// Validate ...
if (!IsValid())
{
return;
}
//
UpdateToTime(supports, value);
UpdateToTime(resistances, value);
UpdateToTime(bullishFVGs, value);
UpdateToTime(bearishFVGs, value);
}
//
};
//
// Extensions ...
XFIMAEA/Classes/x-saherelm.xfima.parser.class.mq5
+668 -114
View File
@@ -3335,6 +3335,82 @@ class XCXFIMAHelperParser : XCBase
//
// XATR ...
bool GetATRBox(
XBoxZone &zone,
int barIndex = 0,
int loopback = 3 //
)
{
//
bool result = false;
//
// Prepare ...
zone.Clean();
//
// Normalize ...
loopback = NormalizeInt(loopback, 1);
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double lowers[];
double uppers[];
double iUpper = EMPTY_VALUE;
double iLower = EMPTY_VALUE;
double upper = helper.GetATRRawBandUpper(barIndex);
double lower = helper.GetATRRawBandLower(barIndex);
int idx = barIndex;
while (idx <= barIndex + loopback)
{
//
idx++;
iUpper = helper.GetATRRawBandUpper(idx);
iLower = helper.GetATRRawBandLower(idx);
Add(iUpper, uppers);
Add(iLower, lowers);
}
//
zone.symbol = symbol;
zone.period = period;
zone.upper = GetMax(uppers);
zone.lower = GetMin(lowers);
zone.dir =
(upper > zone.upper ||
lower > zone.lower)
? X_DIRECTION_BULLISH
: (upper < zone.upper ||
lower < zone.lower)
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
zone.type = ToXString(XFIMA_PIVOT_ATR);
zone.to = GetBarTime(symbol, period, barIndex);
zone.at = zone.to;
zone.from = GetBarTime(symbol, period, barIndex + loopback);
//
result = zone.IsValid();
//
// Cleanup ...
if (!result)
{
zone.Clean();
}
//
return result;
}
/**
* Check Price is Over ATR Band Lower ...
*
@@ -3533,10 +3609,10 @@ class XCXFIMAHelperParser : XCBase
/**
* Check Price is Crossed Over ATR Band Lower ...
*
*
* @param barIndex: int, Specified Bar Index ...
* @param priceType: ENUM_X_PRICE, Specified Price Type ...
*
*
* @return ( bool )
*/
bool IsCrossedOverATRBandLower(
@@ -3572,10 +3648,10 @@ class XCXFIMAHelperParser : XCBase
/**
* Check Price is Crossed Under ATR Band Lower ...
*
*
* @param barIndex: int, Specified Bar Index ...
* @param priceType: ENUM_X_PRICE, Specified Price Type ...
*
*
* @return ( bool )
*/
bool IsCrossedUnderATRBandLower(
@@ -3611,10 +3687,10 @@ class XCXFIMAHelperParser : XCBase
/**
* Check Price is Crossed Over ATR Band Upper ...
*
*
* @param barIndex: int, Specified Bar Index ...
* @param priceType: ENUM_X_PRICE, Specified Price Type ...
*
*
* @return ( bool )
*/
bool IsCrossedOverATRBandUpper(
@@ -3650,10 +3726,10 @@ class XCXFIMAHelperParser : XCBase
/**
* Check Price is Crossed Under ATR Band Upper ...
*
*
* @param barIndex: int, Specified Bar Index ...
* @param priceType: ENUM_X_PRICE, Specified Price Type ...
*
*
* @return ( bool )
*/
bool IsCrossedUnderATRBandUpper(
@@ -4047,6 +4123,152 @@ class XCXFIMAHelperParser : XCBase
return result;
}
/**
* Check Cycle MA Happens Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsSCMAOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetSCMA(barIndex);
double pValue = helper.GetSCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue > pValue;
//
return result;
}
/**
* Check Cycle MA Happens Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsSCMAUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetSCMA(barIndex);
double pValue = helper.GetSCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue < pValue;
//
return result;
}
/**
* Check Cycle MA Crossed Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsSCMACrossedOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsSCMAOverLast(barIndex);
bool isP = IsSCMAOverLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle MA Crossed Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsSCMACrossedUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsSCMAUnderLast(barIndex);
bool isP = IsSCMAUnderLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle Lows is Same ...
*
@@ -5166,6 +5388,152 @@ class XCXFIMAHelperParser : XCBase
return result;
}
/**
* Check Cycle MA Happens Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsMCMAOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetMCMA(barIndex);
double pValue = helper.GetMCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue > pValue;
//
return result;
}
/**
* Check Cycle MA Happens Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsMCMAUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetMCMA(barIndex);
double pValue = helper.GetMCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue < pValue;
//
return result;
}
/**
* Check Cycle MA Crossed Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsMCMACrossedOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsMCMAOverLast(barIndex);
bool isP = IsMCMAOverLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle MA Crossed Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsMCMACrossedUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsMCMAUnderLast(barIndex);
bool isP = IsMCMAUnderLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle Lows is Same ...
*
@@ -6285,6 +6653,152 @@ class XCXFIMAHelperParser : XCBase
return result;
}
/**
* Check Cycle MA Happens Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsLCMAOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetLCMA(barIndex);
double pValue = helper.GetLCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue > pValue;
//
return result;
}
/**
* Check Cycle MA Happens Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsLCMAUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetLCMA(barIndex);
double pValue = helper.GetLCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue < pValue;
//
return result;
}
/**
* Check Cycle MA Crossed Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsLCMACrossedOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsLCMAOverLast(barIndex);
bool isP = IsLCMAOverLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle MA Crossed Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsLCMACrossedUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsLCMAUnderLast(barIndex);
bool isP = IsLCMAUnderLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle Lows is Same ...
*
@@ -7404,6 +7918,152 @@ class XCXFIMAHelperParser : XCBase
return result;
}
/**
* Check Cycle MA Happens Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsHCMAOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetHCMA(barIndex);
double pValue = helper.GetHCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue > pValue;
//
return result;
}
/**
* Check Cycle MA Happens Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsHCMAUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
double cValue = helper.GetHCMA(barIndex);
double pValue = helper.GetHCMA(barIndex + 1);
//
result =
NotEmptyZero(cValue) &&
NotEmptyZero(pValue) &&
cValue < pValue;
//
return result;
}
/**
* Check Cycle MA Crossed Over Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsHCMACrossedOverLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsHCMAOverLast(barIndex);
bool isP = IsHCMAOverLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle MA Crossed Under Last ...
*
* @param barIndex: int, Specified Bar Index ...
*
* @return ( bool )
*/
bool IsHCMACrossedUnderLast(int barIndex = 0)
{
//
bool result = false;
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
result = IsValid();
if (!result)
{
return result;
}
//
bool isC = IsHCMAUnderLast(barIndex);
bool isP = IsHCMAUnderLast(barIndex + 1);
//
result = isC && !isP;
//
return result;
}
/**
* Check Cycle Lows is Same ...
*
@@ -9209,112 +9869,6 @@ class XCXFIMAHelperParser : XCBase
//
// Other Tools ...
int CollectPivots(
XPivot &pivots[],
int barIndex = 0,
int loopback = 500 //
)
{
//
int result = 0;
//
// Prepare ...
XClean(pivots);
//
// Normalize ...
loopback = NormalizeInt(loopback, 50);
barIndex = NormalizeBarIndex(barIndex);
//
// Validate ...
bool has = IsValid();
if (!has)
{
return result;
}
//
has = false;
XOHCL tmpBar;
XPivot tmpPivot;
double tmpValue;
datetime tmpTime;
bool isBullish = false;
bool isBearish = false;
string tmpSymbol = symbol;
ENUM_TIMEFRAMES tmpPeriod = period;
ENUM_X_DIRECTION tmpDir = X_DIRECTION_NONE;
for (int i = barIndex; i < barIndex + loopback; i++)
{
//
tmpBar.Clean();
tmpPivot.Clean();
//
has = tmpBar.Init(tmpSymbol, tmpPeriod, i);
if (!has)
{
continue;
}
//
// XSAR ...
isBullish = IsSARSwitchedToBullish(i);
isBearish = IsSARSwitchedToBearish(i);
has = isBullish || isBearish;
if (has)
{
}
//
// XMA Fast / Slow ...
//
// States ...
isBullish = IsMASlowSwitchedToBullish(i);
isBearish = IsMASlowSwitchedToBearish(i);
has = isBullish || isBearish;
if (has)
{
}
//
// Crossed Fast Slow ...
isBullish = IsMAFastCrossedOverSlow(i);
isBearish = IsMAFastCrossedUnderSlow(i);
has = isBullish || isBearish;
if (has)
{
}
//
// Crossed Last ...
isBullish = IsMASlowCrossedOverLast(i);
isBearish = IsMASlowCrossedUnderLast(i);
has = isBullish || isBearish;
if (has)
{
}
//
// XHK ...
isBullish = IsHKSwitchedToBullish(i);
isBearish = IsHKSwitchedToBearish(i);
has = isBullish || isBearish;
if (has)
{
}
}
//
result = ArraySize(pivots);
//
return result;
}
//
// Protected ...
protected:
XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5
+334 -227
View File
@@ -284,7 +284,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
{
//
// Configure ...
drawLeg = false;
drawZones = false;
drawIZones = false;
drawTrends = false;
@@ -299,7 +298,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
drawIResistance = false;
//
manageLegs = true;
manageZones = true;
manageIZones = true;
manageTrends = false;
@@ -615,7 +613,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
}
//
ManageLeg(bar);
ManageTrends(bar);
ManageZones(p2Bar);
ManageIZones(p2Bar);
@@ -634,130 +631,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
//
// Props ...
//
// Leg ...
XLeg leg; // Exists Leg ...
bool drawLeg; // Draw Leg ...
bool manageLegs;
//
bool HasLeg()
{
return leg.IsValid();
}
//
bool ValidateLeg(XOHCL &bar)
{
//
bool result = false;
//
result = HasLeg() &&
bar.IsValid();
if (!result)
{
return result;
}
//
result =
leg.IsBullish()
? bar.low > leg.lower
: leg.IsBearish()
? bar.high < leg.upper
: false;
//
return result;
}
//
void DrawLeg()
{
//
if (!drawLeg)
{
return;
}
//
if (!HasLeg())
{
return;
}
//
// Update to Times ...
leg.UpdateTimes();
//
// Draw Leg Box ...
XBoxZone legZone;
leg.ToBox(legZone);
if (legZone.IsValid())
{
//
legZone.to = TimeCurrent();
poiDrawer.DrawZone(legZone, structureDrawConfig.drawConfig);
}
//
// Draw Legs Other Stufs ...
return;
//
// FVGs ...
poiDrawer.DrawZones(leg.bullishFVGs, structureDrawConfig.drawConfig);
poiDrawer.DrawZones(leg.bearishFVGs, structureDrawConfig.drawConfig);
//
// Support and Resistances ...
poiDrawer.DrawZones(leg.supports, structureDrawConfig.drawConfig);
poiDrawer.DrawZones(leg.resistances, structureDrawConfig.drawConfig);
//
// Patterns ...
poiDrawer.DrawPatternAnalysises(leg.patterns, structureDrawConfig.barAnalysisDrawConfig);
}
//
void ManageLeg(XOHCL &bar)
{
//
// Validate Exists ...
if (HasLeg())
{
//
if (!ValidateLeg(bar))
{
//
// Invalidate XLeg ...
leg.Clean();
}
}
//
// Detect New ...
if (!HasLeg())
{
poiDetector.IsLegPattern(bar, leg);
}
//
// Update Exists ...
if (HasLeg())
{
//
// Update to Times ...
leg.UpdateTimes();
//
DrawLeg();
}
}
//
// Order Flow ...
@@ -1564,10 +1437,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
//
// Signaller Flags ...
bool useSignaller1 = false;
bool useSignaller2 = true;
bool useSignaller3 = true;
bool useSignaller4 = true;
bool useSignaller1 = true;
bool useSignaller2 = false;
bool useSignaller3 = false;
bool useSignaller4 = false;
//
XBoxZone tmpZone;
@@ -1601,7 +1474,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
XPOIDrawConfig iDrawConfig;
//
drawLeg = false;
drawZones = false;
drawIZones = false;
drawTrends = false;
@@ -2050,11 +1922,29 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
XOHCL pBar;
XOHCL p2Bar;
XOHCL p3Bar;
XOHCL tmpBar;
XPivot tmpPivot;
XBoxZone atrBox;
XBoxZone tmpZone;
XBoxZone scPVZone;
XBoxZone mcPVZone;
XBoxZone lcPVZone;
XBoxZone hcPVZone;
XBoxZone pinBarZone;
XBoxZone supports[];
XBoxZone resistances[];
XBoxZone affectedZone;
XTrend pinBarZoneTrend;
bool isBullish = false;
bool isBearish = false;
ENUM_X_DIRECTION tmpDir;
XPatternAnalysis pBarPatterns;
XPatternAnalysis p2BarPatterns;
XPatternAnalysis p3BarPatterns;
XPatternAnalysisConfig iPatternsConfig;
//
// Read PBar ...
// Reading Bars ...
result = bar.GetPreviousBar(pBar);
result = result &&
pBar.GetPreviousBar(p2Bar);
@@ -2072,22 +1962,47 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
}
//
// Reading pBar Patterns ...
XPatternAnalysis pBarPatterns;
poiDetector.AnalyseBarPatterns(
pBar,
pBarPatterns,
structureConfig.barsAnalysisConfig //
);
bool hasSupport = pBarPatterns.IsSupport();
bool hasResistance = pBarPatterns.IsResistance();
// Reading Bar Patterns ...
iPatternsConfig.Default();
iPatternsConfig.FullPattern();
result =
result &&
poiDetector.AnalyseBarPatterns(
pBar,
pBarPatterns,
iPatternsConfig //
);
result =
result &&
poiDetector.AnalyseBarPatterns(
p2Bar,
p2BarPatterns,
iPatternsConfig //
);
result =
result &&
poiDetector.AnalyseBarPatterns(
p3Bar,
p3BarPatterns,
iPatternsConfig //
);
if (!result)
{
//
pBar.Clean();
p2Bar.Clean();
p3Bar.Clean();
pBarPatterns.Clean();
p2BarPatterns.Clean();
p3BarPatterns.Clean();
iPatternsConfig.Clean();
//
return result;
}
//
// Check Boundary Trend ...
XTrend boundaryTrend;
bool hasBoundaryTrend = fimaParser.HasBoundaryTrend(boundaryTrend, pBar.Index());
bool hasBoundaryBullishTrend = hasBoundaryTrend && boundaryTrend.IsBullish();
bool hasBoundaryBearishTrend = hasBoundaryTrend && boundaryTrend.IsBearish();
// Detect Directional Candlestic Patterns ...
//
// Bullish ...
@@ -2103,6 +2018,30 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
pBarPatterns.IsSignalKey(X_DIRECTION_BULLISH)
//
);
bool isP2BarHasBullishPatterns =
(bar.close > p2Bar.low ||
bar.open > p2Bar.low) &&
(
//
p2BarPatterns.IsPinned(X_DIRECTION_BULLISH) ||
p2BarPatterns.IsEngulfed(X_DIRECTION_BULLISH) ||
p2BarPatterns.IsMomentum(X_DIRECTION_BULLISH) ||
p2BarPatterns.IsPiercing(X_DIRECTION_BULLISH) ||
p2BarPatterns.IsSignalKey(X_DIRECTION_BULLISH)
//
);
bool isP3BarHasBullishPatterns =
(bar.close > p3Bar.low ||
bar.open > p3Bar.low) &&
(
//
p3BarPatterns.IsPinned(X_DIRECTION_BULLISH) ||
p3BarPatterns.IsEngulfed(X_DIRECTION_BULLISH) ||
p3BarPatterns.IsMomentum(X_DIRECTION_BULLISH) ||
p3BarPatterns.IsPiercing(X_DIRECTION_BULLISH) ||
p3BarPatterns.IsSignalKey(X_DIRECTION_BULLISH)
//
);
//
// Bearish ...
@@ -2118,80 +2057,211 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
pBarPatterns.IsSignalKey(X_DIRECTION_BEARISH)
//
);
bool isP2BarHasBearishPatterns =
(bar.close < p2Bar.high ||
bar.open < p2Bar.high) &&
(
//
p2BarPatterns.IsPinned(X_DIRECTION_BEARISH) ||
p2BarPatterns.IsEngulfed(X_DIRECTION_BEARISH) ||
p2BarPatterns.IsMomentum(X_DIRECTION_BEARISH) ||
p2BarPatterns.IsPiercing(X_DIRECTION_BEARISH) ||
p2BarPatterns.IsSignalKey(X_DIRECTION_BEARISH)
//
);
bool isP3BarHasBearishPatterns =
(bar.close < p3Bar.high ||
bar.open < p3Bar.high) &&
(
//
p3BarPatterns.IsPinned(X_DIRECTION_BEARISH) ||
p3BarPatterns.IsEngulfed(X_DIRECTION_BEARISH) ||
p3BarPatterns.IsMomentum(X_DIRECTION_BEARISH) ||
p3BarPatterns.IsPiercing(X_DIRECTION_BEARISH) ||
p3BarPatterns.IsSignalKey(X_DIRECTION_BEARISH)
//
);
//
// Check Pull Back Pattern ...
XBoxZone pullbackZone;
ENUM_X_DIRECTION pullbackDir;
bool isPullback = poiDetector.IsPullbackPattern(
pBar,
pullbackZone,
pullbackDir //
);
bool isBullishPullback = isPullback && IsXBullish(pullbackDir);
bool isBearishPullback = isPullback && IsXBearish(pullbackDir);
// Checking Support and Resistances ...
//
// Force P2Bar is Pin Bar ...
ENUM_X_DIRECTION p2Dir;
bool isP2BarPinned = poiDetector.IsPinnedBar(
p2Bar,
p2Dir //
);
bool isP2BarBullishPinned =
isP2BarPinned &&
IsXBullish(p2Dir);
bool isP2BarBearishPinned =
isP2BarPinned &&
IsXBearish(p2Dir);
//
// Checking For Leg Pattern ...
XLeg _leg;
XBoxZone legZone;
bool hasLeg = poiDetector.IsLegPattern(
pBar,
_leg,
3,
100 //
);
if (hasLeg)
// Support ...
bool hasSupport = pBarPatterns.IsSupport();
if (hasSupport)
{
hasLeg = _leg.ToBox(legZone);
//
hasSupport = pBarPatterns.GetSupport(tmpBar, tmpPivot, tmpZone);
if (hasSupport)
{
AddIfNotExists(tmpZone, supports);
}
}
hasSupport = p2BarPatterns.IsSupport();
if (hasSupport)
{
//
hasSupport = p2BarPatterns.GetSupport(tmpBar, tmpPivot, tmpZone);
if (hasSupport)
{
AddIfNotExists(tmpZone, supports);
}
}
hasSupport = p3BarPatterns.IsSupport();
if (hasSupport)
{
//
hasSupport = p3BarPatterns.GetSupport(tmpBar, tmpPivot, tmpZone);
if (hasSupport)
{
AddIfNotExists(tmpZone, supports);
}
}
bool hasBullishLeg = hasLeg && _leg.IsBullish();
bool hasBearishLeg = hasLeg && _leg.IsBearish();
//
// Check Based On LC and HC MA State ...
// Resistance ...
bool hasResistance = pBarPatterns.IsResistance();
if (hasResistance)
{
//
hasResistance = pBarPatterns.GetResistance(tmpBar, tmpPivot, tmpZone);
if (hasResistance)
{
AddIfNotExists(tmpZone, resistances);
}
}
hasResistance = p2BarPatterns.IsResistance();
if (hasResistance)
{
//
hasResistance = p2BarPatterns.GetResistance(tmpBar, tmpPivot, tmpZone);
if (hasResistance)
{
AddIfNotExists(tmpZone, resistances);
}
}
hasResistance = p3BarPatterns.IsResistance();
if (hasResistance)
{
//
hasResistance = p3BarPatterns.GetResistance(tmpBar, tmpPivot, tmpZone);
if (hasResistance)
{
AddIfNotExists(tmpZone, resistances);
}
}
//
bool isLCMABullish = fimaParser.IsLCMABullish(pBar.Index());
bool isHCMABullish = fimaParser.IsHCMABullish(pBar.Index());
bool isCycleMABullish = isLCMABullish && isHCMABullish;
// Reading Cycle PVS ...
bool hasSCPV = poiDetector.GetSCZone(pBar, scPVZone);
bool hasMCPV = poiDetector.GetMCZone(pBar, mcPVZone);
bool hasLCPV = poiDetector.GetLCZone(pBar, lcPVZone);
bool hasHCPV = poiDetector.GetHCZone(pBar, hcPVZone);
bool isCyclePVBullish =
hasMCPV && mcPVZone.IsBullish() &&
hasLCPV && lcPVZone.IsBullish() &&
hasHCPV && hcPVZone.IsBullish();
bool isCyclePVBearish =
hasMCPV && mcPVZone.IsBearish() &&
hasLCPV && lcPVZone.IsBearish() &&
hasHCPV && hcPVZone.IsBearish();
//
bool isLCMABearish = fimaParser.IsLCMABearish(pBar.Index());
bool isHCMABearish = fimaParser.IsHCMABearish(pBar.Index());
bool isCycleMABearish = isLCMABearish && isHCMABearish;
// Validating Market Direction ...
// by Checking HC and LC States ...
//
bool isLCBullish = fimaParser.IsLCMABullish(pBar.Index());
bool isHCBullish = fimaParser.IsHCMABullish(pBar.Index());
bool isLCHigherLow =
(fimaParser.IsLCHigherLow(pBar.Index()) ||
fimaParser.IsLCHigherLow(p2Bar.Index()) ||
fimaParser.IsLCHigherLow(p3Bar.Index()));
bool isCyclesBullish =
isLCBullish &&
isHCBullish &&
isLCHigherLow;
//
bool isLCBearish = fimaParser.IsLCMABearish(pBar.Index());
bool isHCBearish = fimaParser.IsHCMABearish(pBar.Index());
bool isLCLowerHigh =
(fimaParser.IsLCLowerHigh(pBar.Index()) ||
fimaParser.IsLCLowerHigh(p2Bar.Index()) ||
fimaParser.IsLCLowerHigh(p3Bar.Index()));
bool isCyclesBearish =
isLCBearish &&
isHCBearish &&
isLCLowerHigh;
//
// Looking For a Pin Bar in P2Bar ...
bool isP2BarIsPinBar = poiDetector.IsPinnedBar(
p2Bar,
tmpDir,
4, // Shadow Multiplier ...
4, // Minimum Range Multiplier ...
true // Force Pin Bar Direction ...
);
if (isP2BarIsPinBar)
{
//
isP2BarIsPinBar = ToBox(
p2Bar,
pinBarZone,
tmpDir,
X_BAR_PATTERN_PINNED //
);
if (isP2BarIsPinBar)
{
//
pinBarZone.to = bar.time;
isP2BarIsPinBar = poiDetector.HasBoundaryTrend(
pinBarZone,
pinBarZoneTrend,
false //
);
isP2BarIsPinBar =
isP2BarIsPinBar &&
tmpDir == pinBarZoneTrend.dir;
}
}
bool isP2BarPinnedBullish = isP2BarIsPinBar && IsXBullish(tmpDir);
bool isP2BarPinnedBearish = isP2BarIsPinBar && IsXBearish(tmpDir);
//
bool hasATRBox = fimaParser.GetATRBox(
atrBox,
bar.Index() //
);
//
isBullish =
hasBullishLeg &&
isCycleMABullish &&
isBullishPullback &&
isP2BarBullishPinned;
//
hasSupport &&
hasResistance &&
isCyclesBullish &&
isCyclePVBullish &&
isP2BarPinnedBullish &&
isPBarHasBullishPatterns &&
isP2BarHasBullishPatterns &&
true
//
;
//
isBearish =
hasBearishLeg &&
isCycleMABearish &&
isBearishPullback &&
isP2BarBearishPinned;
//
hasSupport &&
hasResistance &&
isCyclesBearish &&
isCyclePVBearish &&
isP2BarPinnedBearish &&
isPBarHasBearishPatterns &&
isP2BarHasBearishPatterns &&
true
//
;
//
// Validate ...
@@ -2215,37 +2285,61 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
{
//
zone.Clean();
zone = pullbackZone;
//
// Draws ...
if (result)
{
//
XPOIDrawConfig iConfig = structureDrawConfig.drawConfig;
iConfig.trendRayLeft = false;
iConfig.trendRayRight = false;
//
poiDrawer.DrawZone(legZone, iConfig);
poiDrawer.DrawZone(pullbackZone, iConfig);
//
// poiDrawer.DrawTrendLine(boundaryTrend, iConfig);
// poiDrawer.DrawZone(zone, structureDrawConfig.drawConfig);
poiDrawer.DrawPatternAnalysis(pBarPatterns, structureDrawConfig.barAnalysisDrawConfig);
//
iConfig.Clean();
//
DebugBreak();
}
zone = pinBarZone;
//
result = zone.IsValid();
}
//
// Draws ...
if (result)
{
//
XPOIDrawConfig iConfig = structureDrawConfig.drawConfig;
XPatternAnalysisDrawConfig iPatternsConfig = structureDrawConfig.barAnalysisDrawConfig;
iConfig.trendRayLeft = false;
iConfig.trendRayRight = false;
//
// poiDrawer.DrawZone(scPVZone, iConfig);
// poiDrawer.DrawZone(mcPVZone, iConfig);
// poiDrawer.DrawZone(lcPVZone, iConfig);
// poiDrawer.DrawZone(hcPVZone, iConfig);
//
poiDrawer.DrawPatternAnalysis(pBarPatterns, iPatternsConfig);
poiDrawer.DrawPatternAnalysis(p2BarPatterns, iPatternsConfig);
poiDrawer.DrawPatternAnalysis(p3BarPatterns, iPatternsConfig);
//
poiDrawer.DrawZone(pinBarZone, iConfig);
poiDrawer.DrawTrendLine(pinBarZoneTrend, iConfig);
//
poiDrawer.DrawZones(supports, iConfig);
poiDrawer.DrawZones(resistances, iConfig);
//
if (hasATRBox)
{
poiDrawer.DrawZone(atrBox, iConfig);
}
//
iConfig.Clean();
iPatternsConfig.Clean();
//
DebugBreak();
// //
// result = false;
// isBullish = false;
// isBearish = false;
// zone.Clean();
}
//
// Prepare Targets ...
if (result)
@@ -2264,9 +2358,22 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
pBar.Clean();
p2Bar.Clean();
p3Bar.Clean();
pullbackZone.Clean();
tmpBar.Clean();
tmpZone.Clean();
XClean(supports);
scPVZone.Clean();
mcPVZone.Clean();
lcPVZone.Clean();
hcPVZone.Clean();
tmpPivot.Clean();
pinBarZone.Clean();
XClean(resistances);
affectedZone.Clean();
pBarPatterns.Clean();
boundaryTrend.Clean();
p2BarPatterns.Clean();
p3BarPatterns.Clean();
pinBarZoneTrend.Clean();
iPatternsConfig.Clean();
//
return result;
XFIMAEA/Classes/x-saherelm.xfima.x-poi.detector.class.mq5
+291 -5
View File
@@ -34,11 +34,12 @@ enum ENUM_XFIMA_PIVOTS
{
XFIMA_PIVOT_NONE = 0,
XFIMA_PIVOT_PV = 1,
XFIMA_PIVOT_ZIGZAG = 2,
XFIMA_PIVOT_MA_CROSS = 3,
XFIMA_PIVOT_HK_SWITCH = 4,
XFIMA_PIVOT_SAR_SWITCH = 5,
XFIMA_PIVOT_BOUNDARY_SWITCH = 6,
XFIMA_PIVOT_ATR = 2,
XFIMA_PIVOT_ZIGZAG = 3,
XFIMA_PIVOT_MA_CROSS = 4,
XFIMA_PIVOT_HK_SWITCH = 5,
XFIMA_PIVOT_SAR_SWITCH = 6,
XFIMA_PIVOT_BOUNDARY_SWITCH = 7,
};
bool IsXValid(ENUM_XFIMA_PIVOTS value)
@@ -77,6 +78,11 @@ string ToXString(ENUM_XFIMA_PIVOTS value)
result = "XPV";
break;
//
case XFIMA_PIVOT_ATR:
result = "XATR";
break;
//
case XFIMA_PIVOT_ZIGZAG:
result = "XZGP";
@@ -127,6 +133,10 @@ ENUM_XFIMA_PIVOTS ToXFIMAPivots(string value)
{
result = XFIMA_PIVOT_PV;
}
else if (value == ToXString(XFIMA_PIVOT_ATR))
{
result = XFIMA_PIVOT_ATR;
}
else if (value == ToXString(XFIMA_PIVOT_ZIGZAG))
{
result = XFIMA_PIVOT_ZIGZAG;
@@ -1785,6 +1795,282 @@ class XCXFIMAPOIDetector : public XCMarketPatternDetector
return result;
}
/**
* Get Cycle Based PV Zone ...
*
* @param bar: XOHCL, reference to Specified Zone ...
* @param zone: XBoxZone, reference to holds PV Zone ...
*
* @return ( bool )
*/
bool GetSCZone(
XOHCL &bar,
XBoxZone &zone //
)
{
//
bool result = false;
//
// Prepare ...
zone.Clean();
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
int barIndex = bar.Index();
//
double upper = fimaHelper.GetSHH(barIndex);
double lower = fimaHelper.GetSLL(barIndex);
double pHH = fimaHelper.GetSHH(barIndex + 1);
double pLL = fimaHelper.GetSLL(barIndex + 1);
int sameLLs = fimaParser.CountSCSameLLs(barIndex);
int sameHHs = fimaParser.CountSCSameHHs(barIndex);
int fromIDX = barIndex + MathMax(sameLLs, sameHHs);
//
zone.to = bar.time;
zone.at = bar.time;
zone.upper = upper;
zone.lower = lower;
zone.symbol = bar.symbol;
zone.period = bar.period;
zone.dir =
(upper > pHH ||
lower > pLL)
? X_DIRECTION_BULLISH
: (upper < pHH ||
lower < pLL)
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
zone.type = ToXString(XFIMA_PIVOT_PV) + "_SC";
zone.from = GetBarTime(bar.symbol, bar.period, fromIDX);
//
result = zone.IsValid();
if (!result)
{
zone.Clean();
}
//
return result;
}
/**
* Get Cycle Based PV Zone ...
*
* @param bar: XOHCL, reference to Specified Zone ...
* @param zone: XBoxZone, reference to holds PV Zone ...
*
* @return ( bool )
*/
bool GetMCZone(
XOHCL &bar,
XBoxZone &zone //
)
{
//
bool result = false;
//
// Prepare ...
zone.Clean();
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
int barIndex = bar.Index();
//
double upper = fimaHelper.GetMHH(barIndex);
double lower = fimaHelper.GetMLL(barIndex);
double pHH = fimaHelper.GetMHH(barIndex + 1);
double pLL = fimaHelper.GetMLL(barIndex + 1);
int sameLLs = fimaParser.CountMCSameLLs(barIndex);
int sameHHs = fimaParser.CountMCSameHHs(barIndex);
int fromIDX = barIndex + MathMax(sameLLs, sameHHs);
//
zone.to = bar.time;
zone.at = bar.time;
zone.upper = upper;
zone.lower = lower;
zone.symbol = bar.symbol;
zone.period = bar.period;
zone.dir =
(upper > pHH ||
lower > pLL)
? X_DIRECTION_BULLISH
: (upper < pHH ||
lower < pLL)
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
zone.type = ToXString(XFIMA_PIVOT_PV) + "_MC";
zone.from = GetBarTime(bar.symbol, bar.period, fromIDX);
//
result = zone.IsValid();
if (!result)
{
zone.Clean();
}
//
return result;
}
/**
* Get Cycle Based PV Zone ...
*
* @param bar: XOHCL, reference to Specified Zone ...
* @param zone: XBoxZone, reference to holds PV Zone ...
*
* @return ( bool )
*/
bool GetLCZone(
XOHCL &bar,
XBoxZone &zone //
)
{
//
bool result = false;
//
// Prepare ...
zone.Clean();
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
int barIndex = bar.Index();
//
double upper = fimaHelper.GetLHH(barIndex);
double lower = fimaHelper.GetLLL(barIndex);
double pHH = fimaHelper.GetLHH(barIndex + 1);
double pLL = fimaHelper.GetLLL(barIndex + 1);
int sameLLs = fimaParser.CountLCSameLLs(barIndex);
int sameHHs = fimaParser.CountLCSameHHs(barIndex);
int fromIDX = barIndex + MathMax(sameLLs, sameHHs);
//
zone.to = bar.time;
zone.at = bar.time;
zone.upper = upper;
zone.lower = lower;
zone.symbol = bar.symbol;
zone.period = bar.period;
zone.dir =
(upper > pHH ||
lower > pLL)
? X_DIRECTION_BULLISH
: (upper < pHH ||
lower < pLL)
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
zone.type = ToXString(XFIMA_PIVOT_PV) + "_LC";
zone.from = GetBarTime(bar.symbol, bar.period, fromIDX);
//
result = zone.IsValid();
if (!result)
{
zone.Clean();
}
//
return result;
}
/**
* Get Cycle Based PV Zone ...
*
* @param bar: XOHCL, reference to Specified Zone ...
* @param zone: XBoxZone, reference to holds PV Zone ...
*
* @return ( bool )
*/
bool GetHCZone(
XOHCL &bar,
XBoxZone &zone //
)
{
//
bool result = false;
//
// Prepare ...
zone.Clean();
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
int barIndex = bar.Index();
//
double upper = fimaHelper.GetHHH(barIndex);
double lower = fimaHelper.GetHLL(barIndex);
double pHH = fimaHelper.GetHHH(barIndex + 1);
double pLL = fimaHelper.GetHLL(barIndex + 1);
int sameLLs = fimaParser.CountHCSameLLs(barIndex);
int sameHHs = fimaParser.CountHCSameHHs(barIndex);
int fromIDX = barIndex + MathMax(sameLLs, sameHHs);
//
zone.to = bar.time;
zone.at = bar.time;
zone.upper = upper;
zone.lower = lower;
zone.symbol = bar.symbol;
zone.period = bar.period;
zone.dir =
(upper > pHH ||
lower > pLL)
? X_DIRECTION_BULLISH
: (upper < pHH ||
lower < pLL)
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
zone.type = ToXString(XFIMA_PIVOT_PV) + "_HC";
zone.from = GetBarTime(bar.symbol, bar.period, fromIDX);
//
result = zone.IsValid();
if (!result)
{
zone.Clean();
}
//
return result;
}
//
// Others ...