implement senario 1 ...
This commit is contained in:
@@ -453,6 +453,7 @@ class XC121SMCCycleHelper : public XCBase
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return result;
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}
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//
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bool GeneratePVBox(
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XBoxZone &box,
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int barIndex = 0 //
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@@ -487,7 +488,9 @@ class XC121SMCCycleHelper : public XCBase
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datetime valesSameFrom = NULL;
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double vale = mX121Helper.xpvHelper.GetVale(index);
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double prevVale = mX121Helper.xpvHelper.GetVale(index + 1);
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bool startsByVale = vale == prevVale;
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bool startsByVale =
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!startsByPeak &&
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vale == prevVale;
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//
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bool canBreak = false;
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@@ -712,11 +715,33 @@ struct X121SMCStrategyConditionParser
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//
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bool isX3MaInsidePeaksGoldenZone;
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bool isX3MaCrossedInsidePeaksGoldenZone;
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//
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bool isX3MaInsideValesGoldenZone;
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bool isX3MaCrossedInsideValesGoldenZone;
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//
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bool isX3MaBullishStateOverPeaksGoldenZone;
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bool isX3MaBearishStateOverPeaksGoldenZone;
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bool isX3MaSwitchedToBullishStateOverPeaksGoldenZone;
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bool isX3MaSwitchedToBearishStateOverPeaksGoldenZone;
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//
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bool isX3MaBullishOrderedOverPeaksGoldenZone;
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bool isX3MaBearishOrderedOverPeaksGoldenZone;
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bool isX3MaSwitchedToBullishOrderedOverPeaksGoldenZone;
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bool isX3MaSwitchedToBearishOrderedOverPeaksGoldenZone;
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//
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bool isX3MaBullishStateUnderValesGoldenZone;
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bool isX3MaBearishStateUnderValesGoldenZone;
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bool isX3MaSwitchedToBullishStateUnderValesGoldenZone;
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bool isX3MaSwitchedToBearishStateUnderValesGoldenZone;
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//
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bool isX3MaBullishOrderedUnderValesGoldenZone;
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bool isX3MaBearishOrderedUnderValesGoldenZone;
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bool isX3MaSwitchedToBullishOrderedUnderValesGoldenZone;
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bool isX3MaSwitchedToBearishOrderedUnderValesGoldenZone;
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//
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// XVWAP ...
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@@ -726,6 +751,36 @@ struct X121SMCStrategyConditionParser
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bool isVWapFastOverPeaksGoldenZone;
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bool isVWapFastCrossedOverPeaksGoldenZone;
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//
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bool isVWapInsidePeaksGoldenZone;
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bool isVWapCrossedInsidePeaksGoldenZone;
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bool isVWapInsideValesGoldenZone;
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bool isVWapCrossedInsideValesGoldenZone;
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//
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bool isVWapBullishStateOverPeaksGoldenZone;
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bool isVWapBearishStateOverPeaksGoldenZone;
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bool isVWapSwitchedToBullishStateOverPeaksGoldenZone;
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bool isVWapSwitchedToBearishStateOverPeaksGoldenZone;
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//
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bool isVWapBullishOrderedOverPeaksGoldenZone;
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bool isVWapBearishOrderedOverPeaksGoldenZone;
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bool isVWapSwitchedToBullishOrderedOverPeaksGoldenZone;
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bool isVWapSwitchedToBearishOrderedOverPeaksGoldenZone;
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//
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bool isVWapBullishStateUnderValesGoldenZone;
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bool isVWapBearishStateUnderValesGoldenZone;
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bool isVWapSwitchedToBullishStateUnderValesGoldenZone;
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bool isVWapSwitchedToBearishStateUnderValesGoldenZone;
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//
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bool isVWapBullishOrderedUnderValesGoldenZone;
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bool isVWapBearishOrderedUnderValesGoldenZone;
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bool isVWapSwitchedToBullishOrderedUnderValesGoldenZone;
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bool isVWapSwitchedToBearishOrderedUnderValesGoldenZone;
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//
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// XHK ...
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@@ -748,8 +803,49 @@ struct X121SMCStrategyConditionParser
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bool isSMHKSwitchedToBullishUnderValesGoldenZone;
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//
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bool isXVwapMaOverPeaksGoldeZone;
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bool isXVwapMaUnderValesGoldeZone;
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// XATR ...
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//
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bool isAtrUpperOverPeaksGoldenZone;
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bool isAtrLowerOverPeaksGoldenZone;
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bool isAtrOverPeaksGoldenZone;
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bool isAtrCrossedOverPeaksGoldenZone;
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//
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bool isAtrUpperUnderValesGoldenZone;
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bool isAtrLowerUnderValesGoldenZone;
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bool isAtrUnderValesGoldenZone;
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bool isAtrCrossedUnderValesGoldenZone;
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//
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// XSTR ...
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//
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bool isStrBullishOverPeaksGoldenZone;
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bool isStrBearishOverPeaksGoldenZone;
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bool isStrSwitchedToBullishOverPeaksGoldenZone;
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bool isStrSwitchedToBearishOverPeaksGoldenZone;
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//
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bool isStrBullishUnderValesGoldenZone;
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bool isStrBearishUnderValesGoldenZone;
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bool isStrSwitchedToBullishUnderValesGoldenZone;
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bool isStrSwitchedToBearishUnderValesGoldenZone;
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//
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// XCHE ...
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//
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bool isCheBullishOverPeaksGoldenZone;
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bool isCheBearishOverPeaksGoldenZone;
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bool isCheSwitchedBullishOverPeaksGoldenZone;
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bool isCheSwitchedBearishOverPeaksGoldenZone;
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//
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bool isCheBullishUnderValesGoldenZone;
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bool isCheBearishUnderValesGoldenZone;
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bool isCheSwitchedBullishUnderValesGoldenZone;
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bool isCheSwitchedBearishUnderValesGoldenZone;
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//
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// Constructor ...
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@@ -764,6 +860,9 @@ struct X121SMCStrategyConditionParser
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//
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void Clean()
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{
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//
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// XSAR ...
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//
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isSarBullishOverPeaksGoldenZone = false;
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isSarSwitchedToBullishOverPeaksGoldenZone = false;
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@@ -774,6 +873,9 @@ struct X121SMCStrategyConditionParser
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isSarBearishUnderValesGoldenZone = false;
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isSarSwitchedToBearishUnderValesGoldenZone = false;
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//
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// X3MA ...
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//
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isX3MaFastUnderValesGoldenZone = false;
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isX3MaFastCrossedUnderValesGoldenZone = false;
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@@ -783,23 +885,87 @@ struct X121SMCStrategyConditionParser
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//
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isX3MaInsidePeaksGoldenZone = false;
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isX3MaCrossedInsidePeaksGoldenZone = false;
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//
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isX3MaInsideValesGoldenZone = false;
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isX3MaCrossedInsideValesGoldenZone = false;
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//
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isX3MaBullishStateOverPeaksGoldenZone = false;
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isX3MaBearishStateOverPeaksGoldenZone = false;
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isX3MaSwitchedToBullishStateOverPeaksGoldenZone = false;
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isX3MaSwitchedToBearishStateOverPeaksGoldenZone = false;
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//
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isX3MaBullishOrderedOverPeaksGoldenZone = false;
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isX3MaBearishOrderedOverPeaksGoldenZone = false;
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isX3MaSwitchedToBullishOrderedOverPeaksGoldenZone = false;
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isX3MaSwitchedToBearishOrderedOverPeaksGoldenZone = false;
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//
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isX3MaBullishStateUnderValesGoldenZone = false;
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isX3MaBearishStateUnderValesGoldenZone = false;
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isX3MaSwitchedToBullishStateUnderValesGoldenZone = false;
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isX3MaSwitchedToBearishStateUnderValesGoldenZone = false;
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//
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isX3MaBullishOrderedUnderValesGoldenZone = false;
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isX3MaBearishOrderedUnderValesGoldenZone = false;
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isX3MaSwitchedToBullishOrderedUnderValesGoldenZone = false;
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isX3MaSwitchedToBearishOrderedUnderValesGoldenZone = false;
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//
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// XVWAP ...
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//
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isVWapFastUnderValesGoldenZone = false;
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isVWapFastCrossedUnderValesGoldenZone = false;
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isVWapFastOverPeaksGoldenZone = false;
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isVWapFastCrossedOverPeaksGoldenZone = false;
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//
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isVWapInsidePeaksGoldenZone = false;
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isVWapCrossedInsidePeaksGoldenZone = false;
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isVWapInsideValesGoldenZone = false;
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isVWapCrossedInsideValesGoldenZone = false;
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//
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isVWapBullishStateOverPeaksGoldenZone = false;
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isVWapBearishStateOverPeaksGoldenZone = false;
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isVWapSwitchedToBullishStateOverPeaksGoldenZone = false;
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isVWapSwitchedToBearishStateOverPeaksGoldenZone = false;
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//
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isVWapBullishOrderedOverPeaksGoldenZone = false;
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isVWapBearishOrderedOverPeaksGoldenZone = false;
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isVWapSwitchedToBullishOrderedOverPeaksGoldenZone = false;
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isVWapSwitchedToBearishOrderedOverPeaksGoldenZone = false;
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//
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isVWapBullishStateUnderValesGoldenZone = false;
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isVWapBearishStateUnderValesGoldenZone = false;
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isVWapSwitchedToBullishStateUnderValesGoldenZone = false;
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isVWapSwitchedToBearishStateUnderValesGoldenZone = false;
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//
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isVWapBullishOrderedUnderValesGoldenZone = false;
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isVWapBearishOrderedUnderValesGoldenZone = false;
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isVWapSwitchedToBullishOrderedUnderValesGoldenZone = false;
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isVWapSwitchedToBearishOrderedUnderValesGoldenZone = false;
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//
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// XHK ...
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//
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// XRWHK ...
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//
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isRawHKBearishOverPeaksGoldenZone = false;
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isRawHKSwitchedToBearishOverPeaksGoldenZone = false;
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isRawHKBullishUnderValesGoldenZone = false;
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isRawHKSwitchedToBullishUnderValesGoldenZone = false;
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//
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// XSMHK ...
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//
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isSMHKBearishOverPeaksGoldenZone = false;
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isSMHKSwitchedToBearishOverPeaksGoldenZone = false;
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@@ -807,8 +973,49 @@ struct X121SMCStrategyConditionParser
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isSMHKSwitchedToBullishUnderValesGoldenZone = false;
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//
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isXVwapMaOverPeaksGoldeZone = false;
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isXVwapMaUnderValesGoldeZone = false;
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// XATR ...
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//
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isAtrUpperOverPeaksGoldenZone = false;
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isAtrLowerOverPeaksGoldenZone = false;
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isAtrOverPeaksGoldenZone = false;
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isAtrCrossedOverPeaksGoldenZone = false;
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//
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isAtrUpperUnderValesGoldenZone = false;
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isAtrLowerUnderValesGoldenZone = false;
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isAtrUnderValesGoldenZone = false;
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isAtrCrossedUnderValesGoldenZone = false;
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//
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// XSTR ...
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//
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isStrBullishOverPeaksGoldenZone = false;
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isStrBearishOverPeaksGoldenZone = false;
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isStrSwitchedToBullishOverPeaksGoldenZone = false;
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isStrSwitchedToBearishOverPeaksGoldenZone = false;
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//
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isStrBullishUnderValesGoldenZone = false;
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isStrBearishUnderValesGoldenZone = false;
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isStrSwitchedToBullishUnderValesGoldenZone = false;
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isStrSwitchedToBearishUnderValesGoldenZone = false;
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//
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// XCHE ...
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//
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isCheBullishOverPeaksGoldenZone = false;
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isCheBearishOverPeaksGoldenZone = false;
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isCheSwitchedBullishOverPeaksGoldenZone = false;
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isCheSwitchedBearishOverPeaksGoldenZone = false;
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//
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isCheBullishUnderValesGoldenZone = false;
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isCheBearishUnderValesGoldenZone = false;
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isCheSwitchedBullishUnderValesGoldenZone = false;
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isCheSwitchedBearishUnderValesGoldenZone = false;
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//
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ZeroMemory(this);
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@@ -939,6 +1146,86 @@ struct X121SMCStrategyConditionParser
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//
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);
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//
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isX3MaBullishStateOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaBullishState;
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//
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isX3MaBearishStateOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaBearishState;
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//
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isX3MaSwitchedToBullishStateOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaSwitchedToBullishState;
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//
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isX3MaSwitchedToBearishStateOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaSwitchedToBearishState;
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//
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isX3MaBullishOrderedOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaBullishOrdered;
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//
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isX3MaBearishOrderedOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaBearishOrdered;
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//
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isX3MaSwitchedToBullishOrderedOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaSwitchedToBullishOrdered;
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//
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isX3MaSwitchedToBearishOrderedOverPeaksGoldenZone =
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isX3MaInsidePeaksGoldenZone &&
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conditions.isX3MaSwitchedToBearishOrdered;
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//
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isX3MaBullishStateUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaBullishState;
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//
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isX3MaBearishStateUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaBearishState;
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//
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isX3MaSwitchedToBullishStateUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaSwitchedToBullishState;
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//
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isX3MaSwitchedToBearishStateUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaSwitchedToBearishState;
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//
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isX3MaBullishOrderedUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaBullishOrdered;
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//
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isX3MaBearishOrderedUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaBearishOrdered;
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//
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isX3MaSwitchedToBullishOrderedUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaSwitchedToBullishOrdered;
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//
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isX3MaSwitchedToBearishOrderedUnderValesGoldenZone =
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isX3MaInsideValesGoldenZone &&
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conditions.isX3MaSwitchedToBearishOrdered;
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//
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// XVWAP ...
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@@ -960,6 +1247,134 @@ struct X121SMCStrategyConditionParser
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isVWapFastOverPeaksGoldenZone &&
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conditions.vwapFastBuffer[pIDX] <= conditions.peaksGoldenBuffer[pIDX];
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//
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isVWapInsidePeaksGoldenZone =
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//
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conditions.vwapMin < conditions.peaksBuffer[cIDX] &&
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conditions.vwapMin > conditions.peaksGoldenBuffer[cIDX] &&
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//
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conditions.vwapMax < conditions.peaksBuffer[cIDX] &&
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conditions.vwapMax > conditions.peaksGoldenBuffer[cIDX]
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//
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;
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//
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isVWapCrossedInsidePeaksGoldenZone =
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isVWapInsidePeaksGoldenZone &&
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!(
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//
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conditions.vwapMin < conditions.peaksBuffer[pIDX] &&
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conditions.vwapMin > conditions.peaksGoldenBuffer[pIDX] &&
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//
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conditions.vwapMax < conditions.peaksBuffer[pIDX] &&
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conditions.vwapMax > conditions.peaksGoldenBuffer[pIDX]
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//
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);
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//
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isVWapInsideValesGoldenZone =
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//
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conditions.vwapMin > conditions.valesBuffer[cIDX] &&
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conditions.vwapMin < conditions.valesGoldenBuffer[cIDX] &&
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//
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conditions.vwapMax > conditions.valesBuffer[cIDX] &&
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conditions.vwapMax < conditions.valesGoldenBuffer[cIDX]
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//
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;
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//
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isVWapCrossedInsideValesGoldenZone =
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isVWapInsideValesGoldenZone &&
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!(
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//
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conditions.vwapMin > conditions.valesBuffer[pIDX] &&
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conditions.vwapMin < conditions.valesGoldenBuffer[pIDX] &&
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//
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conditions.vwapMax > conditions.valesBuffer[pIDX] &&
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conditions.vwapMax < conditions.valesGoldenBuffer[pIDX]
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//
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);
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//
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isVWapBullishStateOverPeaksGoldenZone =
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isVWapInsidePeaksGoldenZone &&
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conditions.isVWapBullishState;
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||||
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||||
//
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isVWapBearishStateOverPeaksGoldenZone =
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isVWapInsidePeaksGoldenZone &&
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conditions.isVWapBearishState;
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||||
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||||
//
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isVWapSwitchedToBullishStateOverPeaksGoldenZone =
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isVWapInsidePeaksGoldenZone &&
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conditions.isVWapSwitchedToBullishState;
|
||||
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||||
//
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isVWapSwitchedToBearishStateOverPeaksGoldenZone =
|
||||
isVWapInsidePeaksGoldenZone &&
|
||||
conditions.isVWapSwitchedToBearishState;
|
||||
|
||||
//
|
||||
isVWapBullishOrderedOverPeaksGoldenZone =
|
||||
isVWapInsidePeaksGoldenZone &&
|
||||
conditions.isVWapBullishOrdered;
|
||||
|
||||
//
|
||||
isVWapBearishOrderedOverPeaksGoldenZone =
|
||||
isVWapInsidePeaksGoldenZone &&
|
||||
conditions.isVWapBearishOrdered;
|
||||
|
||||
//
|
||||
isVWapSwitchedToBullishOrderedOverPeaksGoldenZone =
|
||||
isVWapInsidePeaksGoldenZone &&
|
||||
conditions.isVWapSwitchedToBullishOrdered;
|
||||
|
||||
//
|
||||
isVWapSwitchedToBearishOrderedOverPeaksGoldenZone =
|
||||
isVWapInsidePeaksGoldenZone &&
|
||||
conditions.isVWapSwitchedToBearishOrdered;
|
||||
|
||||
//
|
||||
isVWapBullishStateUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapBullishState;
|
||||
|
||||
//
|
||||
isVWapBearishStateUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapBearishState;
|
||||
|
||||
//
|
||||
isVWapSwitchedToBullishStateUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapSwitchedToBullishState;
|
||||
|
||||
//
|
||||
isVWapSwitchedToBearishStateUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapSwitchedToBearishState;
|
||||
|
||||
//
|
||||
isVWapBullishOrderedUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapBullishOrdered;
|
||||
|
||||
//
|
||||
isVWapBearishOrderedUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapBearishOrdered;
|
||||
|
||||
//
|
||||
isVWapSwitchedToBullishOrderedUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapSwitchedToBullishOrdered;
|
||||
|
||||
//
|
||||
isVWapSwitchedToBearishOrderedUnderValesGoldenZone =
|
||||
isVWapInsideValesGoldenZone &&
|
||||
conditions.isVWapSwitchedToBearishOrdered;
|
||||
|
||||
//
|
||||
// XHK ...
|
||||
|
||||
@@ -1010,41 +1425,185 @@ struct X121SMCStrategyConditionParser
|
||||
conditions.xhkSMLowBuffer[cIDX] < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
// COMBINED Conditions ...
|
||||
// XATR ...
|
||||
|
||||
//
|
||||
isXVwapMaOverPeaksGoldeZone =
|
||||
//
|
||||
(
|
||||
//
|
||||
(isX3MaFastOverPeaksGoldenZone &&
|
||||
isVWapFastCrossedOverPeaksGoldenZone)
|
||||
//
|
||||
||
|
||||
//
|
||||
(isVWapFastOverPeaksGoldenZone &&
|
||||
isX3MaFastCrossedOverPeaksGoldenZone)
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
isAtrUpperOverPeaksGoldenZone =
|
||||
conditions.atrUpperBuffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.atrUpperBuffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isXVwapMaUnderValesGoldeZone =
|
||||
isAtrLowerOverPeaksGoldenZone =
|
||||
conditions.atrLowerBuffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.atrLowerBuffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
(
|
||||
isAtrOverPeaksGoldenZone =
|
||||
isAtrUpperOverPeaksGoldenZone &&
|
||||
isAtrLowerOverPeaksGoldenZone;
|
||||
|
||||
//
|
||||
(isX3MaFastUnderValesGoldenZone &&
|
||||
isVWapFastCrossedUnderValesGoldenZone)
|
||||
isAtrCrossedOverPeaksGoldenZone =
|
||||
isAtrOverPeaksGoldenZone &&
|
||||
!(
|
||||
//
|
||||
||
|
||||
conditions.atrUpperBuffer[pIDX] < conditions.peaksBuffer[pIDX] &&
|
||||
conditions.atrUpperBuffer[pIDX] > conditions.peaksGoldenBuffer[pIDX]
|
||||
//
|
||||
(isVWapFastUnderValesGoldenZone &&
|
||||
isX3MaFastCrossedUnderValesGoldenZone)
|
||||
&&
|
||||
//
|
||||
)
|
||||
conditions.atrLowerBuffer[pIDX] < conditions.peaksBuffer[pIDX] &&
|
||||
conditions.atrLowerBuffer[pIDX] > conditions.peaksGoldenBuffer[pIDX]
|
||||
//
|
||||
;
|
||||
);
|
||||
|
||||
//
|
||||
isAtrUpperUnderValesGoldenZone =
|
||||
conditions.atrUpperBuffer[cIDX] > conditions.valesBuffer[cIDX] &&
|
||||
conditions.atrUpperBuffer[cIDX] < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isAtrLowerUnderValesGoldenZone =
|
||||
conditions.atrLowerBuffer[cIDX] > conditions.valesBuffer[cIDX] &&
|
||||
conditions.atrLowerBuffer[cIDX] < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isAtrUnderValesGoldenZone =
|
||||
isAtrUpperUnderValesGoldenZone &&
|
||||
isAtrLowerUnderValesGoldenZone;
|
||||
|
||||
//
|
||||
isAtrCrossedUnderValesGoldenZone =
|
||||
isAtrUnderValesGoldenZone &&
|
||||
!(
|
||||
//
|
||||
conditions.atrUpperBuffer[pIDX] > conditions.valesBuffer[pIDX] &&
|
||||
conditions.atrUpperBuffer[pIDX] < conditions.valesGoldenBuffer[pIDX]
|
||||
//
|
||||
&&
|
||||
//
|
||||
conditions.atrLowerBuffer[pIDX] > conditions.valesBuffer[pIDX] &&
|
||||
conditions.atrLowerBuffer[pIDX] < conditions.valesGoldenBuffer[pIDX]
|
||||
//
|
||||
);
|
||||
|
||||
//
|
||||
// XSTR ...
|
||||
|
||||
//
|
||||
isStrBullishOverPeaksGoldenZone =
|
||||
conditions.isStrBullish &&
|
||||
conditions.strBuffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isStrBearishOverPeaksGoldenZone =
|
||||
conditions.isStrBearish &&
|
||||
conditions.strBuffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isStrSwitchedToBullishOverPeaksGoldenZone =
|
||||
conditions.isStrSwitchedToBullish &&
|
||||
conditions.strBuffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isStrSwitchedToBearishOverPeaksGoldenZone =
|
||||
conditions.isStrSwitchedToBearish &&
|
||||
conditions.strBuffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isStrBullishUnderValesGoldenZone =
|
||||
conditions.isStrBullish &&
|
||||
conditions.strBuffer[cIDX] > conditions.valesBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isStrBearishUnderValesGoldenZone =
|
||||
conditions.isStrBearish &&
|
||||
conditions.strBuffer[cIDX] > conditions.valesBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isStrSwitchedToBullishUnderValesGoldenZone =
|
||||
conditions.isStrSwitchedToBullish &&
|
||||
conditions.strBuffer[cIDX] > conditions.valesBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isStrSwitchedToBearishUnderValesGoldenZone =
|
||||
conditions.isStrSwitchedToBearish &&
|
||||
conditions.strBuffer[cIDX] > conditions.valesBuffer[cIDX] &&
|
||||
conditions.strBuffer[cIDX] < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
// XCHE ...
|
||||
|
||||
//
|
||||
isCheBullishOverPeaksGoldenZone =
|
||||
conditions.isCheBullish &&
|
||||
conditions.le1Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.le1Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX] &&
|
||||
conditions.le2Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.le2Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isCheBearishOverPeaksGoldenZone =
|
||||
conditions.isCheSwitchedToBullish &&
|
||||
conditions.se1Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.se1Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX] &&
|
||||
conditions.se2Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.se2Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isCheSwitchedBullishOverPeaksGoldenZone =
|
||||
conditions.isCheSwitchedToBullish &&
|
||||
conditions.le1Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.le1Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX] &&
|
||||
conditions.le2Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.le2Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isCheSwitchedBearishOverPeaksGoldenZone =
|
||||
conditions.isCheSwitchedToBearish &&
|
||||
conditions.se1Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.se1Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX] &&
|
||||
conditions.se2Buffer[cIDX] < conditions.peaksBuffer[cIDX] &&
|
||||
conditions.se2Buffer[cIDX] > conditions.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isCheBullishUnderValesGoldenZone =
|
||||
conditions.isCheBullish &&
|
||||
conditions.cheMin > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMin < conditions.valesGoldenBuffer[cIDX] &&
|
||||
conditions.cheMax > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMax < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isCheBearishUnderValesGoldenZone =
|
||||
conditions.isCheBearish &&
|
||||
conditions.cheMin > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMin < conditions.valesGoldenBuffer[cIDX] &&
|
||||
conditions.cheMax > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMax < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isCheSwitchedBullishUnderValesGoldenZone =
|
||||
conditions.isCheSwitchedToBullish &&
|
||||
conditions.cheMin > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMin < conditions.valesGoldenBuffer[cIDX] &&
|
||||
conditions.cheMax > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMax < conditions.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
isCheSwitchedBearishUnderValesGoldenZone =
|
||||
conditions.isCheSwitchedToBearish &&
|
||||
conditions.cheMin > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMin < conditions.valesGoldenBuffer[cIDX] &&
|
||||
conditions.cheMax > conditions.valesBuffer[cIDX] &&
|
||||
conditions.cheMax < conditions.valesGoldenBuffer[cIDX];
|
||||
}
|
||||
|
||||
//
|
||||
|
||||
@@ -450,51 +450,50 @@ class XCX121SMCXWZSignalDetector : public XCBase
|
||||
signalBoxDir //
|
||||
);
|
||||
|
||||
//
|
||||
// Selecting SL(s) ...
|
||||
|
||||
//
|
||||
double iSL = 0;
|
||||
|
||||
//
|
||||
// Default SL ...
|
||||
iSL = pivot;
|
||||
|
||||
//
|
||||
Add(
|
||||
iSL,
|
||||
sls //
|
||||
);
|
||||
|
||||
//
|
||||
// Select and Provide SL Based on ...
|
||||
if (signalProvider == X121SMC_XWZ_PROVIDER_ACTIVATED_MA)
|
||||
{
|
||||
//
|
||||
// Default SL ...
|
||||
iSL = pivot;
|
||||
|
||||
//
|
||||
Add(
|
||||
iSL,
|
||||
sls //
|
||||
);
|
||||
}
|
||||
else if (signalProvider == X121SMC_XWZ_PROVIDER_ACTIVATED_BOX)
|
||||
{
|
||||
//
|
||||
// Default SL ...
|
||||
iSL = pivot;
|
||||
|
||||
iSL = MathMax(
|
||||
provider.decisionXConditions.se1Buffer[1],
|
||||
provider.decisionXConditions.se2Buffer[1] //
|
||||
);
|
||||
if (iSL > 0)
|
||||
{
|
||||
//
|
||||
Add(
|
||||
iSL,
|
||||
sls //
|
||||
);
|
||||
}
|
||||
}
|
||||
else if (signalProvider == X121SMC_XWZ_PROVIDER_ACTIVATED_AREA)
|
||||
{
|
||||
//
|
||||
// Default SL ...
|
||||
iSL = pivot;
|
||||
|
||||
//
|
||||
Add(
|
||||
iSL,
|
||||
sls //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
double iAtr = provider.decisionXConditions.atrBuffer[1];
|
||||
iAtr *= 1.5;
|
||||
iAtr *= 0;
|
||||
|
||||
//
|
||||
// Select Condition SL ...
|
||||
@@ -504,8 +503,8 @@ class XCX121SMCXWZSignalDetector : public XCBase
|
||||
double slsMax = GetMax(sls);
|
||||
|
||||
//
|
||||
double longSL = slsMin - iAtr;
|
||||
double shortSL = slsMax + iAtr;
|
||||
double longSL = slsMax - iAtr;
|
||||
double shortSL = slsMin + iAtr;
|
||||
|
||||
//
|
||||
sl = isBullish
|
||||
|
||||
@@ -2019,6 +2019,15 @@ struct X121SMCStrategyXWZWorkingZone
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
int zIDX = barIndex;
|
||||
int cIDX = zIDX + 1;
|
||||
int pIDX = cIDX + 1;
|
||||
|
||||
//
|
||||
bool isBullish = false;
|
||||
bool isBearish = false;
|
||||
|
||||
//
|
||||
XOHCL zBar;
|
||||
XOHCL cBar;
|
||||
@@ -2053,23 +2062,294 @@ struct X121SMCStrategyXWZWorkingZone
|
||||
X121SMCStrategyConditionParser decisionParser;
|
||||
decisionParser.Parse(provider.decisionXConditions);
|
||||
|
||||
//
|
||||
bool has =
|
||||
//
|
||||
// false
|
||||
decisionParser.isX3MaCrossedInsideValesGoldenZone
|
||||
//
|
||||
;
|
||||
if (has)
|
||||
{
|
||||
Print("Condition ...");
|
||||
}
|
||||
|
||||
//
|
||||
// Senario 1:
|
||||
// ----------
|
||||
|
||||
//
|
||||
// Senario 1 Bullish Conditions ...
|
||||
bool isSenario1Bullish =
|
||||
//
|
||||
// X3Ma / XVwap Switched To Bulish ...
|
||||
(
|
||||
//
|
||||
// X3Ma Switched To Bulish ...
|
||||
(
|
||||
//
|
||||
(provider.decisionXConditions.isX3MaFastCrossedOverMid &&
|
||||
decisionParser.isX3MaBullishStateUnderValesGoldenZone)
|
||||
//
|
||||
)
|
||||
//
|
||||
||
|
||||
//
|
||||
// XVWap Switched To Bulish ...
|
||||
(
|
||||
//
|
||||
(provider.decisionXConditions.isVWapFastCrossedOverMid &&
|
||||
decisionParser.isVWapBullishStateUnderValesGoldenZone)
|
||||
//
|
||||
)
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Checking other Conditions ...
|
||||
(
|
||||
//
|
||||
// XSTR ...
|
||||
provider.decisionXConditions.isStrBullish &&
|
||||
//
|
||||
// XCHE ...
|
||||
provider.decisionXConditions.isCheBullish &&
|
||||
provider.decisionXConditions.le1Buffer[cIDX] < cBar.low &&
|
||||
provider.decisionXConditions.le2Buffer[cIDX] < cBar.low
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Senario 1 Bearish Conditions ...
|
||||
bool isSenario1Bearish =
|
||||
//
|
||||
// X3Ma / XVwap Switched To Bearish ...
|
||||
(
|
||||
//
|
||||
// X3Ma Switched To Bearish ...
|
||||
(
|
||||
//
|
||||
(provider.decisionXConditions.isX3MaFastCrossedUnderMid &&
|
||||
decisionParser.isX3MaBearishStateOverPeaksGoldenZone)
|
||||
//
|
||||
)
|
||||
//
|
||||
||
|
||||
//
|
||||
// XVWap Switched To Bearish ...
|
||||
(
|
||||
//
|
||||
(provider.decisionXConditions.isVWapFastCrossedUnderMid &&
|
||||
decisionParser.isVWapBearishStateOverPeaksGoldenZone)
|
||||
//
|
||||
)
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Checking other Conditions ...
|
||||
(
|
||||
//
|
||||
// XSTR ...
|
||||
provider.decisionXConditions.isStrBearish &&
|
||||
//
|
||||
// XCHE ...
|
||||
provider.decisionXConditions.isCheBearish &&
|
||||
provider.decisionXConditions.se1Buffer[cIDX] > cBar.high &&
|
||||
provider.decisionXConditions.se2Buffer[cIDX] > cBar.high
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Filling Requirements using Senario 1 ...
|
||||
bool isSenari1Happend =
|
||||
isSenario1Bullish ||
|
||||
isSenario1Bearish;
|
||||
if (isSenari1Happend)
|
||||
{
|
||||
//
|
||||
dir =
|
||||
isSenario1Bullish
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
|
||||
//
|
||||
box.dir = dir;
|
||||
box.to = TimeCurrent();
|
||||
box.symbol = provider
|
||||
.decisionXConditions
|
||||
.symbol;
|
||||
box.period = provider
|
||||
.decisionXConditions
|
||||
.period;
|
||||
|
||||
//
|
||||
int fromIDX = -1;
|
||||
if (isSenario1Bullish)
|
||||
{
|
||||
//
|
||||
double vale = provider
|
||||
.decisionXConditions
|
||||
.valesBuffer[cIDX];
|
||||
|
||||
//
|
||||
box.lower = vale;
|
||||
|
||||
//
|
||||
box.upper = provider
|
||||
.decisionXConditions
|
||||
.valesGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
int lowerValeIDX = -1;
|
||||
double lowerVale = provider
|
||||
.decisionCycleHelper
|
||||
.mX121Helper
|
||||
.xpvHelper
|
||||
.GetLowerVale(
|
||||
lowerValeIDX,
|
||||
vale,
|
||||
cBar.Index() //
|
||||
);
|
||||
|
||||
//
|
||||
int higherValeIDX = -1;
|
||||
double higherVale = provider
|
||||
.decisionCycleHelper
|
||||
.mX121Helper
|
||||
.xpvHelper
|
||||
.GetHigherVale(
|
||||
higherValeIDX,
|
||||
vale,
|
||||
cBar.Index() //
|
||||
);
|
||||
|
||||
//
|
||||
if (IsValidIndex(lowerValeIDX) &&
|
||||
IsValidIndex(higherValeIDX))
|
||||
{
|
||||
//
|
||||
fromIDX =
|
||||
lowerValeIDX < higherValeIDX
|
||||
? lowerValeIDX
|
||||
: higherValeIDX;
|
||||
}
|
||||
else if (IsValidIndex(lowerValeIDX) &&
|
||||
!IsValidIndex(higherValeIDX))
|
||||
{
|
||||
//
|
||||
fromIDX = lowerValeIDX;
|
||||
}
|
||||
else if (!IsValidIndex(lowerValeIDX) &&
|
||||
IsValidIndex(higherValeIDX))
|
||||
{
|
||||
//
|
||||
fromIDX = higherValeIDX;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
double peak = provider
|
||||
.decisionXConditions
|
||||
.peaksBuffer[cIDX];
|
||||
|
||||
//
|
||||
box.upper = peak;
|
||||
|
||||
//
|
||||
box.lower = provider
|
||||
.decisionXConditions
|
||||
.peaksGoldenBuffer[cIDX];
|
||||
|
||||
//
|
||||
int lowerPeakIDX = -1;
|
||||
double lowerPeak = provider
|
||||
.decisionCycleHelper
|
||||
.mX121Helper
|
||||
.xpvHelper
|
||||
.GetLowerPeak(
|
||||
lowerPeakIDX,
|
||||
peak,
|
||||
cBar.Index() //
|
||||
);
|
||||
|
||||
//
|
||||
int higherPeakIDX = -1;
|
||||
double higherPeak = provider
|
||||
.decisionCycleHelper
|
||||
.mX121Helper
|
||||
.xpvHelper
|
||||
.GetHigherPeak(
|
||||
higherPeakIDX,
|
||||
peak,
|
||||
cBar.Index() //
|
||||
);
|
||||
|
||||
//
|
||||
if (IsValidIndex(lowerPeakIDX) &&
|
||||
IsValidIndex(higherPeakIDX))
|
||||
{
|
||||
//
|
||||
fromIDX =
|
||||
lowerPeakIDX < higherPeakIDX
|
||||
? lowerPeakIDX
|
||||
: higherPeakIDX;
|
||||
}
|
||||
else if (IsValidIndex(lowerPeakIDX) &&
|
||||
!IsValidIndex(higherPeakIDX))
|
||||
{
|
||||
//
|
||||
fromIDX = lowerPeakIDX;
|
||||
}
|
||||
else if (!IsValidIndex(lowerPeakIDX) &&
|
||||
IsValidIndex(higherPeakIDX))
|
||||
{
|
||||
//
|
||||
fromIDX = higherPeakIDX;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (IsValidIndex(fromIDX))
|
||||
{
|
||||
//
|
||||
box.from = iTime(
|
||||
zBar.symbol,
|
||||
zBar.period,
|
||||
fromIDX //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
box.from = pBar.time;
|
||||
}
|
||||
|
||||
//
|
||||
signalProvider = X121SMC_XWZ_PROVIDER_ACTIVATED_BOX;
|
||||
}
|
||||
|
||||
//
|
||||
// Summarize All Senario(s) Conditions ...
|
||||
|
||||
//
|
||||
isBullish =
|
||||
//
|
||||
isSenario1Bullish
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
isBearish =
|
||||
//
|
||||
isSenario1Bearish
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Check All Conditions ...
|
||||
result =
|
||||
box.IsValid() &&
|
||||
HasDirection(dir) &&
|
||||
(isBullish ||
|
||||
isBearish);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
|
||||
//
|
||||
zBar.Clean();
|
||||
|
||||
@@ -778,7 +778,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
|
||||
//
|
||||
// XCC ...
|
||||
x121Inputs.xccInputs.showCandles = showAll || false;
|
||||
x121Inputs.xccInputs.showCandles = showAll || true;
|
||||
|
||||
//
|
||||
// XTREND ...
|
||||
@@ -797,8 +797,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
// XHK ...
|
||||
|
||||
//
|
||||
x121Inputs.xhkInputs.drawRawXHKCandles = showAll || false;
|
||||
x121Inputs.xhkInputs.drawSmoothedXHKCandles = showAll || false;
|
||||
x121Inputs.xhkInputs.drawRawXHKCandles = showAll || true;
|
||||
x121Inputs.xhkInputs.drawSmoothedXHKCandles = showAll || true;
|
||||
|
||||
//
|
||||
// XATR ...
|
||||
@@ -813,10 +813,10 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
|
||||
//
|
||||
// XCHE ...
|
||||
x121Inputs.xcheInputs.showLE1 = showAll || false;
|
||||
x121Inputs.xcheInputs.showLE2 = showAll || false;
|
||||
x121Inputs.xcheInputs.showSE1 = showAll || false;
|
||||
x121Inputs.xcheInputs.showSE2 = showAll || false;
|
||||
x121Inputs.xcheInputs.showLE1 = showAll || true;
|
||||
x121Inputs.xcheInputs.showLE2 = showAll || true;
|
||||
x121Inputs.xcheInputs.showSE1 = showAll || true;
|
||||
x121Inputs.xcheInputs.showSE2 = showAll || true;
|
||||
|
||||
//
|
||||
// XDON ...
|
||||
@@ -833,9 +833,9 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
|
||||
//
|
||||
// X3MA ...
|
||||
x121Inputs.x3maInputs.showX3MaFast = showAll || true;
|
||||
x121Inputs.x3maInputs.showX3MaMid = showAll || true;
|
||||
x121Inputs.x3maInputs.showX3MaSlow = showAll || true;
|
||||
x121Inputs.x3maInputs.showX3MaFast = showAll || false;
|
||||
x121Inputs.x3maInputs.showX3MaMid = showAll || false;
|
||||
x121Inputs.x3maInputs.showX3MaSlow = showAll || false;
|
||||
|
||||
//
|
||||
// Initialize Cycle Helpers ...
|
||||
|
||||
Reference in New Issue
Block a user