Last Works on Validating Order Blocks ...
This commit is contained in:
@@ -0,0 +1,218 @@
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//
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double cPZoneUpper = 0;
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double cPZoneLower = 0;
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datetime cPZoneFrom = NULL;
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datetime cPZoneTo = NULL;
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result = consolidationPriceZone.GetBoxData(
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X_DIRECTION_ALL,
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cPZoneUpper,
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cPZoneLower,
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cPZoneFrom,
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cPZoneTo //
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);
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if (!result)
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{
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return result;
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}
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//
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double aPZoneUpper = 0;
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double aPZoneLower = 0;
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datetime aPZoneFrom = NULL;
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datetime aPZoneTo = NULL;
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result = analysePriceZone.GetBoxData(
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X_DIRECTION_ALL,
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aPZoneUpper,
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aPZoneLower,
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aPZoneFrom,
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aPZoneTo //
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);
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if (!result)
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{
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return result;
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}
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//
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// RSI ...
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double rsi = decisionConditions.x121Conditions.rsiBuffer[1];
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//
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bool isRSIOverBought = decisionConditions.x121Conditions.isRSIOverBought;
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bool isRSICrossedOverOverBought = decisionConditions.x121Conditions.isRSICrossedOverOverBought;
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bool isRSICrossedUnderOverBought = decisionConditions.x121Conditions.isRSICrossedUnderOverBought;
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//
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bool isRSIOverSold = decisionConditions.x121Conditions.isRSIOverSold;
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bool isRSICrossedOverOverSold = decisionConditions.x121Conditions.isRSICrossedOverOverSold;
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bool isRSICrossedUnderOverSold = decisionConditions.x121Conditions.isRSICrossedUnderOverSold;
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//
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// PV ...
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double peak = decisionConditions.x121Conditions.peaksBuffer[1];
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double vale = decisionConditions.x121Conditions.valesBuffer[1];
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//
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bool isNewPeak = decisionConditions.x121Conditions.isNewPeak;
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bool isNewPeakOverLast = decisionConditions.x121Conditions.isNewPeakOverLast;
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bool isNewPeakUnderLast = decisionConditions.x121Conditions.isNewPeakUnderLast;
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//
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bool isNewVale = decisionConditions.x121Conditions.isNewVale;
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bool isNewValeOverLast = decisionConditions.x121Conditions.isNewValeOverLast;
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bool isNewValeUnderLast = decisionConditions.x121Conditions.isNewValeUnderLast;
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//
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// STR ...
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double str = decisionConditions.x121Conditions.strBuffer[1];
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//
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bool isStrBullish = decisionConditions.x121Conditions.isStrBullish;
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bool isStrBearish = decisionConditions.x121Conditions.isStrBearish;
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//
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bool isStrSwitchedToBullish = decisionConditions.x121Conditions.isStrSwitchedToBullish;
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bool isStrSwitchedToBearish = decisionConditions.x121Conditions.isStrSwitchedToBearish;
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//
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// ATR ...
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double atr = decisionConditions.x121Conditions.atrBuffer[1];
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double atrUpper = decisionConditions.x121Conditions.atrUpperBuffer[1];
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double atrLower = decisionConditions.x121Conditions.atrLowerBuffer[1];
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//
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bool isCloseOverATRUpper = decisionConditions.x121Conditions.isCloseOverATRUpper;
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bool isCloseOverATRLower = decisionConditions.x121Conditions.isCloseOverATRLower;
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//
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bool isCloseUnderATRUpper = decisionConditions.x121Conditions.isCloseUnderATRUpper;
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bool isCloseUnderATRLower = decisionConditions.x121Conditions.isCloseUnderATRLower;
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//
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bool isRejectUpATRUpper = decisionConditions.x121Conditions.isRejectUpATRUpper;
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bool isRejectDownATRUpper = decisionConditions.x121Conditions.isRejectDownATRUpper;
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//
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bool isRejectUpATRLower = decisionConditions.x121Conditions.isRejectUpATRLower;
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bool isRejectDownATRLower = decisionConditions.x121Conditions.isRejectDownATRLower;
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//
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bool isBreakUpATRUpper = decisionConditions.x121Conditions.isBreakUpATRUpper;
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bool isBreakDownATRUpper = decisionConditions.x121Conditions.isBreakDownATRUpper;
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//
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bool isBreakUpATRLower = decisionConditions.x121Conditions.isBreakUpATRLower;
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bool isBreakDownATRLower = decisionConditions.x121Conditions.isBreakDownATRLower;
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//
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// SAR ...
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double sar = decisionConditions.x121Conditions.sarBuffer[1];
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//
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bool isSarBullish = decisionConditions.x121Conditions.isSarBullish;
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bool isSarBearish = decisionConditions.x121Conditions.isSarBearish;
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//
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bool isSarSwitchedToBullish = decisionConditions.x121Conditions.isSarSwitchedToBullish;
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bool isSarSwitchedToBearish = decisionConditions.x121Conditions.isSarSwitchedToBearish;
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//
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// DON ...
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//
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double donOpenUpper = decisionConditions.x121Conditions.donOpenUpperBuffer[1];
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double donOpenLower = decisionConditions.x121Conditions.donOpenLowerBuffer[1];
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double donHighUpper = decisionConditions.x121Conditions.donHighUpperBuffer[1];
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double donHighLower = decisionConditions.x121Conditions.donHighLowerBuffer[1];
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double donLowUpper = decisionConditions.x121Conditions.donLowUpperBuffer[1];
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double donLowLower = decisionConditions.x121Conditions.donLowLowerBuffer[1];
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double donCloseUpper = decisionConditions.x121Conditions.donCloseUpperBuffer[1];
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double donCloseLower = decisionConditions.x121Conditions.donCloseLowerBuffer[1];
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//
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bool isRejectDonOpenUpper = decisionConditions.x121Conditions.isRejectDonOpenUpper;
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bool isRejectDonHighUpper = decisionConditions.x121Conditions.isRejectDonHighUpper;
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bool isRejectDonLowUpper = decisionConditions.x121Conditions.isRejectDonLowUpper;
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bool isRejectDonCloseUpper = decisionConditions.x121Conditions.isRejectDonCloseUpper;
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//
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bool isRejectDonOpenLower = decisionConditions.x121Conditions.isRejectDonOpenLower;
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bool isRejectDonHighLower = decisionConditions.x121Conditions.isRejectDonHighLower;
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bool isRejectDonLowLower = decisionConditions.x121Conditions.isRejectDonLowLower;
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bool isRejectDonCloseLower = decisionConditions.x121Conditions.isRejectDonCloseLower;
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//
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bool isBreakDonOpenUpper = decisionConditions.x121Conditions.isBreakDonOpenUpper;
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bool isBreakDonHighUpper = decisionConditions.x121Conditions.isBreakDonHighUpper;
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bool isBreakDonLowUpper = decisionConditions.x121Conditions.isBreakDonLowUpper;
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bool isBreakDonCloseUpper = decisionConditions.x121Conditions.isBreakDonCloseUpper;
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//
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bool isBreakDonOpenLower = decisionConditions.x121Conditions.isBreakDonOpenLower;
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bool isBreakDonHighLower = decisionConditions.x121Conditions.isBreakDonHighLower;
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bool isBreakDonLowLower = decisionConditions.x121Conditions.isBreakDonLowLower;
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bool isBreakDonCloseLower = decisionConditions.x121Conditions.isBreakDonCloseLower;
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//
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// VWAP ...
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//
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// COMPLEX ...
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// Complex Conditions ...
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//
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bool isNewPeakOverATRUpper =
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isNewPeak &&
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peak > atrUpper;
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//
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bool isNewValeUnderATRLower =
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isNewVale &&
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vale < atrLower;
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//
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bool isDonHighUpperEqualsToPeak =
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donHighUpper == peak;
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//
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bool isDonLowLowerEqualsToVale =
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donLowLower == vale;
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//
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bool isBullishSign = (
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//
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triggerConditions.x121Conditions.isBreakUpATRLower ||
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triggerConditions.x121Conditions.isRejectUpATRLower ||
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triggerConditions.x121Conditions.isBreakDonHighLower ||
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triggerConditions.x121Conditions.isRejectDonHighLower ||
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triggerConditions.x121Conditions.isBreakDonCloseLower ||
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triggerConditions.x121Conditions.isRejectDonCloseLower
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//
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);
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bool isBearishSign = (
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//
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triggerConditions.x121Conditions.isBreakDownATRUpper ||
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triggerConditions.x121Conditions.isRejectDownATRUpper ||
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triggerConditions.x121Conditions.isBreakDonLowUpper ||
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triggerConditions.x121Conditions.isRejectDonLowUpper ||
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triggerConditions.x121Conditions.isBreakDonCloseUpper ||
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triggerConditions.x121Conditions.isRejectDonCloseUpper
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//
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);
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//
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// Check RSI in Over Bought or Over Sold ...
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//
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bool isRSICrossedOverOverSold = consolidationConditions.x121Conditions.isRSICrossedOverOverSold;
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bool isRSICrossedUnderOverBought = consolidationConditions.x121Conditions.isRSICrossedUnderOverBought;
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//
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result = isRSICrossedOverOverSold ||
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isRSICrossedUnderOverBought;
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if (!result)
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{
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return result;
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}
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File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,957 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 X121 SMC Signal Class
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// -------------------------------------------------
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// Name:
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// Description: provide all Signalling functions ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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//
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// Definitions ...
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struct X121SMCStrategyXTWPVSignalConditions
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{
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//
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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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double sl;
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double target;
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ENUM_X_DIRECTION dir;
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ENUM_X_POSITION_TYPES type;
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//
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// Setup Props ...
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//
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datetime setupTime;
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datetime triggerTime;
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//
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datetime newPeakOverATRUpperAt;
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datetime newValeUnderATRLowerAt;
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//
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datetime donHighUpperEqualsToPeakAt;
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datetime donLowLowerEqualsToValeAt;
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//
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datetime closeOverATRUpperAt;
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datetime closeUnderATRLowerAt;
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//
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datetime rsiOverSoldAt;
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datetime rsiOverBoughtAt;
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//
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datetime newPeakOverLastAt;
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datetime newValeUnderLastAt;
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//
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datetime bullishBarSignAt;
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datetime bearishBarSignAt;
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//
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XPriceZones priceZone;
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//
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// Constructor ...
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X121SMCStrategyXTWPVSignalConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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sl = 0;
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target = 0;
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//
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dir = X_DIRECTION_NONE;
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type = X_POSITION_TYPE_NONE;
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//
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symbol = NULL;
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period = NULL;
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setupTime = NULL;
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triggerTime = NULL;
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//
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ExtensionClean();
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}
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/**
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* Check Condition is Setting Up ...
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*
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* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
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*
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||||
* @return ( bool )
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*/
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bool IsSetuped()
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{
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//
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bool result = false;
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//
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result = IsValid(setupTime) &&
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HasDirection(dir);
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if (!result)
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{
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return result;
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}
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||||
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//
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return result;
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}
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/**
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||||
* Calculate Setup Age ...
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||||
*
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* @return ( int )
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||||
*/
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int GetSetupAge()
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||||
{
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//
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||||
int result = 0;
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//
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||||
if (!IsSetuped())
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||||
{
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return result;
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}
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||||
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//
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||||
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
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||||
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||||
//
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||||
return result;
|
||||
}
|
||||
|
||||
/**
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||||
* Detect How we Can Trigger Signal ...
|
||||
*
|
||||
* @return ( bool )
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||||
*/
|
||||
bool CanTrigger()
|
||||
{
|
||||
//
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||||
bool result = false;
|
||||
|
||||
//
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||||
result =
|
||||
//
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||||
sl > 0 &&
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||||
IsValid(symbol) &&
|
||||
IsValid(period) &&
|
||||
IsValid(triggerTime) &&
|
||||
type != X_POSITION_TYPE_ALL &&
|
||||
type != X_POSITION_TYPE_NONE
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Extensions ...
|
||||
|
||||
/**
|
||||
* Clean Additional Properties ...
|
||||
*/
|
||||
void ExtensionClean()
|
||||
{
|
||||
//
|
||||
priceZone.Clean();
|
||||
|
||||
//
|
||||
newPeakOverATRUpperAt = NULL;
|
||||
newValeUnderATRLowerAt = NULL;
|
||||
|
||||
//
|
||||
donHighUpperEqualsToPeakAt = NULL;
|
||||
donLowLowerEqualsToValeAt = NULL;
|
||||
|
||||
//
|
||||
closeOverATRUpperAt = NULL;
|
||||
closeUnderATRLowerAt = NULL;
|
||||
|
||||
//
|
||||
rsiOverSoldAt = NULL;
|
||||
rsiOverBoughtAt = NULL;
|
||||
|
||||
//
|
||||
newPeakOverLastAt = NULL;
|
||||
newValeUnderLastAt = NULL;
|
||||
|
||||
//
|
||||
bullishBarSignAt = NULL;
|
||||
bearishBarSignAt = NULL;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check if Conditions Filled ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool IsFilled(ENUM_X_DIRECTION &fillDir)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
fillDir = X_DIRECTION_NONE;
|
||||
|
||||
//
|
||||
bool hasNewPeakOverATRUpper = IsValid(newPeakOverATRUpperAt);
|
||||
bool hasNewValeUnderATRLower = IsValid(newValeUnderATRLowerAt);
|
||||
|
||||
//
|
||||
bool hasDonHighUpperEqualsToPeak = IsValid(donHighUpperEqualsToPeakAt);
|
||||
bool hasDonLowLowerEqualsToVale = IsValid(donLowLowerEqualsToValeAt);
|
||||
|
||||
//
|
||||
bool hasCloseOverATRUpper = IsValid(closeOverATRUpperAt);
|
||||
bool hasCloseUnderATRLower = IsValid(closeUnderATRLowerAt);
|
||||
|
||||
//
|
||||
bool hasRsiOverSold = IsValid(rsiOverSoldAt);
|
||||
bool hasRsiOverBought = IsValid(rsiOverBoughtAt);
|
||||
|
||||
//
|
||||
bool hasNewPeakOverLast = IsValid(newPeakOverLastAt);
|
||||
bool hasNewValeUnderLast = IsValid(newValeUnderLastAt);
|
||||
|
||||
//
|
||||
bool hasBullishBarSign = IsValid(bullishBarSignAt);
|
||||
bool hasBearishBarSign = IsValid(bearishBarSignAt);
|
||||
|
||||
//
|
||||
bool isBullish =
|
||||
(
|
||||
//
|
||||
hasRsiOverSold &&
|
||||
hasBullishBarSign &&
|
||||
hasNewValeUnderLast &&
|
||||
hasCloseUnderATRLower &&
|
||||
hasNewValeUnderATRLower &&
|
||||
hasDonLowLowerEqualsToVale
|
||||
//
|
||||
);
|
||||
|
||||
//
|
||||
bool isBearish =
|
||||
(
|
||||
//
|
||||
hasRsiOverBought &&
|
||||
hasBearishBarSign &&
|
||||
hasNewPeakOverLast &&
|
||||
hasCloseOverATRUpper &&
|
||||
hasNewPeakOverATRUpper &&
|
||||
hasDonHighUpperEqualsToPeak
|
||||
//
|
||||
);
|
||||
|
||||
//
|
||||
result =
|
||||
(isBullish || isBearish) &&
|
||||
!(isBullish && isBearish);
|
||||
if (result)
|
||||
{
|
||||
//
|
||||
fillDir =
|
||||
isBullish
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
bool HasPriceZone()
|
||||
{
|
||||
return priceZone.IsValid();
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
//
|
||||
// Extension Functions ...
|
||||
|
||||
//
|
||||
// Detect Setup Conditions ...
|
||||
bool DetectX121SMCXTWPVSiganlSetup(
|
||||
string _symbol,
|
||||
ENUM_TIMEFRAMES _period,
|
||||
//
|
||||
X121SMCStrategyXTWPVSignalConditions &conditions,
|
||||
//
|
||||
XC121SMCCycleHelper *triggerCycleHelper,
|
||||
XC121SMCCycleHelper *decisionCycleHelper,
|
||||
XC121SMCCycleHelper *analyseCycleHelper,
|
||||
XC121SMCCycleHelper *verificationCycleHelper,
|
||||
XC121SMCCycleHelper *consolidationCycleHelper,
|
||||
XC121SMCCycleHelper *visionCycleHelper
|
||||
//
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
bool isBullish = false;
|
||||
bool isBearish = false;
|
||||
|
||||
//
|
||||
int zIndex = 0;
|
||||
int cIndex = zIndex + 1;
|
||||
int pIndex = cIndex + 1;
|
||||
int ppIndex = pIndex + 1;
|
||||
|
||||
//
|
||||
int loopback = 10;
|
||||
|
||||
//
|
||||
string symbol = _symbol;
|
||||
ENUM_TIMEFRAMES period = _period;
|
||||
|
||||
//
|
||||
conditions.symbol = symbol;
|
||||
conditions.period = period;
|
||||
|
||||
//
|
||||
XOHCL zBar;
|
||||
result = zBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
zIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL cBar;
|
||||
result = cBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
cIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL pBar;
|
||||
result = pBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
pIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double ask = GetAsk(symbol);
|
||||
double bid = GetBid(symbol);
|
||||
datetime cTime = TimeCurrent();
|
||||
double points = GetPoints(symbol);
|
||||
|
||||
//
|
||||
int swingLoopback = 9;
|
||||
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
|
||||
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
|
||||
double llDown = cBar.FindLowesttDown(swingLoopback);
|
||||
double hhUp = cBar.FindHighestUp(swingLoopback);
|
||||
|
||||
//
|
||||
// Cycles Conditions ...
|
||||
|
||||
//
|
||||
// Trigger ...
|
||||
ENUM_XPOI_EVENTS triggerPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
|
||||
X121SMCCycleConditions triggerConditions;
|
||||
result = triggerCycleHelper.GetConditions(
|
||||
triggerCycleEvents,
|
||||
triggerPoiEvents,
|
||||
triggerConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Decision ...
|
||||
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
||||
X121SMCCycleConditions decisionConditions;
|
||||
result = decisionCycleHelper.GetConditions(
|
||||
decisionCycleEvents,
|
||||
decisionPoiEvents,
|
||||
decisionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Analyse ...
|
||||
ENUM_XPOI_EVENTS analysePoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
|
||||
X121SMCCycleConditions analyseConditions;
|
||||
result = analyseCycleHelper.GetConditions(
|
||||
analyseCycleEvents,
|
||||
analysePoiEvents,
|
||||
analyseConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Verification ...
|
||||
ENUM_XPOI_EVENTS verificationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
|
||||
X121SMCCycleConditions verificationConditions;
|
||||
result = verificationCycleHelper.GetConditions(
|
||||
verificationCycleEvents,
|
||||
verificationPoiEvents,
|
||||
verificationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Consolidation ...
|
||||
ENUM_XPOI_EVENTS consolidationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
||||
X121SMCCycleConditions consolidationConditions;
|
||||
result = consolidationCycleHelper.GetConditions(
|
||||
consolidationCycleEvents,
|
||||
consolidationPoiEvents,
|
||||
consolidationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Vision ...
|
||||
ENUM_XPOI_EVENTS visionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
||||
X121SMCCycleConditions visionConditions;
|
||||
result = visionCycleHelper.GetConditions(
|
||||
visionCycleEvents,
|
||||
visionPoiEvents,
|
||||
visionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Cycles POI States ...
|
||||
XPOIState triggerState = triggerConditions.state;
|
||||
XPOIState decisionState = decisionConditions.state;
|
||||
XPOIState analyseState = analyseConditions.state;
|
||||
XPOIState verificationState = verificationConditions.state;
|
||||
XPOIState consolidationState = consolidationConditions.state;
|
||||
XPOIState visionState = visionConditions.state;
|
||||
|
||||
//
|
||||
// Setup Conditions ...
|
||||
|
||||
//
|
||||
result = analyseConditions.x121Conditions.isStrSwitchedToBullish ||
|
||||
analyseConditions.x121Conditions.isStrSwitchedToBearish;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
conditions.setupTime = cTime;
|
||||
conditions.dir =
|
||||
isBullish
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Detect Trigger Conditions ...
|
||||
bool DetectX121SMCXTWPVSiganlTrigger(
|
||||
//
|
||||
X121SMCStrategyXTWPVSignalConditions &conditions,
|
||||
//
|
||||
string _symbol,
|
||||
ENUM_TIMEFRAMES _period,
|
||||
//
|
||||
XC121SMCCycleHelper *triggerCycleHelper,
|
||||
XC121SMCCycleHelper *decisionCycleHelper,
|
||||
XC121SMCCycleHelper *analyseCycleHelper,
|
||||
XC121SMCCycleHelper *verificationCycleHelper,
|
||||
XC121SMCCycleHelper *consolidationCycleHelper,
|
||||
XC121SMCCycleHelper *visionCycleHelper,
|
||||
//
|
||||
int maxAllowedSetupAge = 60 //
|
||||
//
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = conditions.IsSetuped();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
datetime setupTime = conditions.setupTime;
|
||||
ENUM_X_DIRECTION setupDir = conditions.dir;
|
||||
|
||||
//
|
||||
bool isBullish = IsBullish(setupDir);
|
||||
bool isBearish = IsBearish(setupDir);
|
||||
|
||||
//
|
||||
int zIndex = 0;
|
||||
int cIndex = zIndex + 1;
|
||||
int pIndex = cIndex + 1;
|
||||
int ppIndex = pIndex + 1;
|
||||
|
||||
//
|
||||
int loopback = 10;
|
||||
|
||||
//
|
||||
string symbol = _symbol;
|
||||
ENUM_TIMEFRAMES period = _period;
|
||||
|
||||
//
|
||||
XOHCL zBar;
|
||||
result = zBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
zIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL cBar;
|
||||
result = cBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
cIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL pBar;
|
||||
result = pBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
pIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double ask = GetAsk(symbol);
|
||||
double bid = GetBid(symbol);
|
||||
datetime cTime = TimeCurrent();
|
||||
double points = GetPoints(symbol);
|
||||
|
||||
//
|
||||
int swingLoopback = 9;
|
||||
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
|
||||
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
|
||||
double llDown = cBar.FindLowesttDown(swingLoopback);
|
||||
double hhUp = cBar.FindHighestUp(swingLoopback);
|
||||
|
||||
//
|
||||
// Cycles Conditions ...
|
||||
|
||||
//
|
||||
// Trigger ...
|
||||
ENUM_XPOI_EVENTS triggerPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
|
||||
X121SMCCycleConditions triggerConditions;
|
||||
result = triggerCycleHelper.GetConditions(
|
||||
triggerCycleEvents,
|
||||
triggerPoiEvents,
|
||||
triggerConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Decision ...
|
||||
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
||||
X121SMCCycleConditions decisionConditions;
|
||||
result = decisionCycleHelper.GetConditions(
|
||||
decisionCycleEvents,
|
||||
decisionPoiEvents,
|
||||
decisionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Analyse ...
|
||||
ENUM_XPOI_EVENTS analysePoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
|
||||
X121SMCCycleConditions analyseConditions;
|
||||
result = analyseCycleHelper.GetConditions(
|
||||
analyseCycleEvents,
|
||||
analysePoiEvents,
|
||||
analyseConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Verification ...
|
||||
ENUM_XPOI_EVENTS verificationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
|
||||
X121SMCCycleConditions verificationConditions;
|
||||
result = verificationCycleHelper.GetConditions(
|
||||
verificationCycleEvents,
|
||||
verificationPoiEvents,
|
||||
verificationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Consolidation ...
|
||||
ENUM_XPOI_EVENTS consolidationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
||||
X121SMCCycleConditions consolidationConditions;
|
||||
result = consolidationCycleHelper.GetConditions(
|
||||
consolidationCycleEvents,
|
||||
consolidationPoiEvents,
|
||||
consolidationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Vision ...
|
||||
ENUM_XPOI_EVENTS visionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
||||
X121SMCCycleConditions visionConditions;
|
||||
result = visionCycleHelper.GetConditions(
|
||||
visionCycleEvents,
|
||||
visionPoiEvents,
|
||||
visionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Cycles POI States ...
|
||||
XPOIState triggerState = triggerConditions.state;
|
||||
XPOIState decisionState = decisionConditions.state;
|
||||
XPOIState analyseState = analyseConditions.state;
|
||||
XPOIState verificationState = verificationConditions.state;
|
||||
XPOIState consolidationState = consolidationConditions.state;
|
||||
XPOIState visionState = visionConditions.state;
|
||||
|
||||
//
|
||||
// Trigger Conditions ...
|
||||
|
||||
//
|
||||
// Detect Bullish Conditions ...
|
||||
isBullish =
|
||||
isBullish &&
|
||||
cBar.IsBullish();
|
||||
|
||||
//
|
||||
// Detect Bearish Conditions ...
|
||||
isBearish =
|
||||
isBearish &&
|
||||
cBar.IsBearish();
|
||||
|
||||
//
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
// Cleanup Setup Conditions ...
|
||||
int setupAge = conditions.GetSetupAge();
|
||||
if (IsValidSize(setupAge) &&
|
||||
IsValidSize(maxAllowedSetupAge) &&
|
||||
setupAge >= maxAllowedSetupAge)
|
||||
{
|
||||
conditions.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Detect Nearest Pivot Point ...
|
||||
|
||||
//
|
||||
// Detect Target ...
|
||||
double target = CalculateTarget(
|
||||
cBar,
|
||||
analyseState,
|
||||
setupDir //
|
||||
);
|
||||
if (target == 0)
|
||||
{
|
||||
//
|
||||
target = CalculateTarget(
|
||||
cBar,
|
||||
verificationState,
|
||||
setupDir //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
double oppositTarget = CalculateTarget(
|
||||
cBar,
|
||||
analyseState,
|
||||
Opposit(setupDir) //
|
||||
);
|
||||
|
||||
//
|
||||
double entry = GetEntry(
|
||||
conditions.symbol,
|
||||
setupDir //
|
||||
);
|
||||
|
||||
//
|
||||
// Filling SL Candidates ...
|
||||
|
||||
//
|
||||
double sls[];
|
||||
|
||||
//
|
||||
double atr = triggerConditions.x121Conditions.atrBuffer[1];
|
||||
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
|
||||
double vale = triggerConditions.x121Conditions.valesBuffer[1];
|
||||
|
||||
//
|
||||
if (isBullish)
|
||||
{
|
||||
//
|
||||
double lowerVale = triggerCycleHelper.mX121Helper.xpvHelper.GetLowerVale(vale);
|
||||
if (lowerVale > 0)
|
||||
{
|
||||
//
|
||||
Add(
|
||||
lowerVale,
|
||||
sls //
|
||||
);
|
||||
}
|
||||
}
|
||||
else if (isBearish)
|
||||
{
|
||||
//
|
||||
double higherPeak = triggerCycleHelper.mX121Helper.xpvHelper.GetHigherPeak(peak);
|
||||
if (higherPeak > 0)
|
||||
{
|
||||
//
|
||||
Add(
|
||||
higherPeak,
|
||||
sls //
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (ArraySize(sls) == 0)
|
||||
{
|
||||
}
|
||||
|
||||
//
|
||||
double slsMin = GetMin(sls);
|
||||
double slsMax = GetMax(sls);
|
||||
|
||||
//
|
||||
double sl = isBullish
|
||||
? slsMin - atr
|
||||
: slsMax + atr;
|
||||
double risk = MathAbs(entry - sl);
|
||||
double targetDelta = 2 * (risk / 3);
|
||||
if (target == 0)
|
||||
{
|
||||
//
|
||||
int minTargetPint = 50;
|
||||
double minTargetPointValue = minTargetPint * points;
|
||||
if (targetDelta < minTargetPointValue)
|
||||
{
|
||||
targetDelta = minTargetPointValue;
|
||||
}
|
||||
|
||||
//
|
||||
// Force Target On Half Risk ...
|
||||
target =
|
||||
isBullish
|
||||
? entry + targetDelta
|
||||
: entry - targetDelta;
|
||||
|
||||
//
|
||||
target = 0;
|
||||
|
||||
//
|
||||
}
|
||||
|
||||
//
|
||||
// Ignore Target ...
|
||||
target = 0;
|
||||
|
||||
//
|
||||
// Filling Conditions Props ...
|
||||
conditions.sl = sl;
|
||||
conditions.target = target;
|
||||
conditions.triggerTime = cTime;
|
||||
conditions.type = isBullish
|
||||
? X_POSITION_TYPE_LONG
|
||||
: X_POSITION_TYPE_SHORT;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Draw Signal ...
|
||||
int DrawX121SMCXTWPVSiganl(
|
||||
X121SMCStrategyXTWPVSignalConditions &conditions,
|
||||
XCBaseObject *&drawnObjects[],
|
||||
XCPOIDrawer *drawer //
|
||||
)
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
Clean(drawnObjects);
|
||||
|
||||
//
|
||||
if (drawer == NULL)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
bool isSetuped = conditions.IsSetuped();
|
||||
if (!isSetuped)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
bool isBullish = IsBullish(conditions.dir);
|
||||
|
||||
//
|
||||
result = ArraySize(drawnObjects);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
@@ -34,6 +34,7 @@ struct X121Inputs
|
||||
{
|
||||
//
|
||||
// Props ...
|
||||
bool showRSI;
|
||||
X121XPVInputs xpvInputs;
|
||||
X121XATRInputs xatrInputs;
|
||||
X121XSTRInputs xstrInputs;
|
||||
@@ -193,7 +194,7 @@ struct X121Conditions
|
||||
bool isRSICrossedOverOverSold;
|
||||
|
||||
//
|
||||
bool isCloseOverATRUper;
|
||||
bool isCloseOverATRUpper;
|
||||
bool isCloseOverATRLower;
|
||||
bool isCloseUnderATRUpper;
|
||||
bool isCloseUnderATRLower;
|
||||
@@ -285,6 +286,29 @@ struct X121Conditions
|
||||
bool isVWapSwitchedToBearishState;
|
||||
bool isVWapSwitchedToNeuturalState;
|
||||
|
||||
//
|
||||
// Complex Conditions ...
|
||||
|
||||
//
|
||||
bool isSarEqualsToPeak;
|
||||
bool isSarEqualsToVale;
|
||||
|
||||
//
|
||||
bool isNewPeakOverATRUpper;
|
||||
bool isNewValeUnderATRLower;
|
||||
|
||||
//
|
||||
bool isDonHighUpperEqualsToPeak;
|
||||
bool isDonLowLowerEqualsToVale;
|
||||
|
||||
//
|
||||
bool isSTRUpperCrossedOverATRUpper;
|
||||
bool isSTRLowerCrossedUnderATRLower;
|
||||
|
||||
//
|
||||
bool isSTRUpperCrossedOverDonHighUpper;
|
||||
bool isSTRLowerCrossedUnderDonLowLower;
|
||||
|
||||
//
|
||||
// Constructor ...
|
||||
X121Conditions()
|
||||
@@ -396,6 +420,9 @@ struct X121Conditions
|
||||
//
|
||||
// Conditions ...
|
||||
|
||||
//
|
||||
// RSI ...
|
||||
|
||||
//
|
||||
isRSIOverBought = false;
|
||||
isRSICrossedOverOverBought = false;
|
||||
@@ -407,7 +434,10 @@ struct X121Conditions
|
||||
isRSICrossedOverOverSold = false;
|
||||
|
||||
//
|
||||
isCloseOverATRUper = false;
|
||||
// ATR ...
|
||||
|
||||
//
|
||||
isCloseOverATRUpper = false;
|
||||
isCloseOverATRLower = false;
|
||||
|
||||
//
|
||||
@@ -430,6 +460,9 @@ struct X121Conditions
|
||||
isBreakUpATRLower = false;
|
||||
isBreakDownATRLower = false;
|
||||
|
||||
//
|
||||
// DON ...
|
||||
|
||||
//
|
||||
isRejectDonOpenUpper = false;
|
||||
isRejectDonHighUpper = false;
|
||||
@@ -454,6 +487,9 @@ struct X121Conditions
|
||||
isBreakDonLowLower = false;
|
||||
isBreakDonCloseLower = false;
|
||||
|
||||
//
|
||||
// SAR ...
|
||||
|
||||
//
|
||||
isSarBullish = false;
|
||||
isSarBearish = false;
|
||||
@@ -462,6 +498,9 @@ struct X121Conditions
|
||||
isSarSwitchedToBullish = false;
|
||||
isSarSwitchedToBearish = false;
|
||||
|
||||
//
|
||||
// PV ...
|
||||
|
||||
//
|
||||
isNewPeak = false;
|
||||
isNewPeakOverLast = false;
|
||||
@@ -472,6 +511,9 @@ struct X121Conditions
|
||||
isNewValeOverLast = false;
|
||||
isNewValeUnderLast = false;
|
||||
|
||||
//
|
||||
// STR ...
|
||||
|
||||
//
|
||||
isStrBullish = false;
|
||||
isStrBearish = false;
|
||||
@@ -480,30 +522,72 @@ struct X121Conditions
|
||||
isStrSwitchedToBullish = false;
|
||||
isStrSwitchedToBearish = false;
|
||||
|
||||
//
|
||||
// VWAP ...
|
||||
|
||||
//
|
||||
isVWapFastBullish = false;
|
||||
isVWapFastBearish = false;
|
||||
isVWapFastNeutural = false;
|
||||
|
||||
//
|
||||
isVWapMidBullish = false;
|
||||
isVWapMidBearish = false;
|
||||
isVWapMidNeutural = false;
|
||||
|
||||
//
|
||||
isVWapSlowBullish = false;
|
||||
isVWapSlowBearish = false;
|
||||
isVWapSlowNeutural = false;
|
||||
|
||||
//
|
||||
isVWapFastOverMid = false;
|
||||
isVWapMidOverSlow = false;
|
||||
|
||||
//
|
||||
isVWapFastUnderMid = false;
|
||||
isVWapMidUnderSlow = false;
|
||||
|
||||
//
|
||||
isVWapBullishState = false;
|
||||
isVWapBearishState = false;
|
||||
isVWapNeuturalState = false;
|
||||
|
||||
//
|
||||
isVWapBullishOrdered = false;
|
||||
isVWapBearishOrdered = false;
|
||||
isVWapSwitchedToBullishOrdered = false;
|
||||
isVWapSwitchedToBearishOrdered = false;
|
||||
|
||||
//
|
||||
isVWapSwitchedToBullishState = false;
|
||||
isVWapSwitchedToBearishState = false;
|
||||
|
||||
//
|
||||
isVWapSwitchedToNeuturalState = false;
|
||||
isVWapSwitchedToBullishOrdered = false;
|
||||
isVWapSwitchedToBearishOrdered = false;
|
||||
|
||||
//
|
||||
// Complex Conditions ...
|
||||
|
||||
//
|
||||
isSarEqualsToPeak = false;
|
||||
isSarEqualsToVale = false;
|
||||
|
||||
//
|
||||
isNewPeakOverATRUpper = false;
|
||||
isNewValeUnderATRLower = false;
|
||||
|
||||
//
|
||||
isDonHighUpperEqualsToPeak = false;
|
||||
isDonLowLowerEqualsToVale = false;
|
||||
|
||||
//
|
||||
isSTRUpperCrossedOverATRUpper = false;
|
||||
isSTRLowerCrossedUnderATRLower = false;
|
||||
|
||||
//
|
||||
isSTRUpperCrossedOverDonHighUpper = false;
|
||||
isSTRLowerCrossedUnderDonLowLower = false;
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -573,13 +657,41 @@ struct X121Conditions
|
||||
//
|
||||
string conditionsStr =
|
||||
//
|
||||
"SAR ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isSarBullish", isSarBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isSarBearish", isSarBearish, ignoreFalseConditions, separator) +
|
||||
ToString("isSarSwitchedToBullish", isSarSwitchedToBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isSarSwitchedToBearish", isSarSwitchedToBearish, ignoreFalseConditions, separator) +
|
||||
//
|
||||
"STR ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isStrBullish", isStrBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isStrBearish", isStrBearish, ignoreFalseConditions, separator) +
|
||||
ToString("isStrSwitchedToBullish", isStrSwitchedToBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isStrSwitchedToBearish", isStrSwitchedToBearish, ignoreFalseConditions, separator) +
|
||||
//
|
||||
"PV ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isNewPeak", isNewPeak, ignoreFalseConditions, separator) +
|
||||
ToString("isNewPeakOverLast", isNewPeakOverLast, ignoreFalseConditions, separator) +
|
||||
ToString("isNewPeakUnderLast", isNewPeakUnderLast, ignoreFalseConditions, separator) +
|
||||
ToString("isNewVale", isNewVale, ignoreFalseConditions, separator) +
|
||||
ToString("isNewValeOverLast", isNewValeOverLast, ignoreFalseConditions, separator) +
|
||||
ToString("isNewValeUnderLast", isNewValeUnderLast, ignoreFalseConditions, separator) +
|
||||
//
|
||||
"> RSI ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isRSIOverBought", isRSIOverBought, ignoreFalseConditions, separator) +
|
||||
ToString("isRSICrossedOverOverBought", isRSICrossedOverOverBought, ignoreFalseConditions, separator) +
|
||||
ToString("isRSICrossedUnderOverBought", isRSICrossedUnderOverBought, ignoreFalseConditions, separator) +
|
||||
ToString("isRSIOverSold", isRSIOverSold, ignoreFalseConditions, separator) +
|
||||
ToString("isRSICrossedUnderOverSold", isRSICrossedUnderOverSold, ignoreFalseConditions, separator) +
|
||||
ToString("isRSICrossedOverOverSold", isRSICrossedOverOverSold, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseOverATRUper", isCloseOverATRUper, ignoreFalseConditions, separator) +
|
||||
//
|
||||
"ATR ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isCloseOverATRUpper", isCloseOverATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseOverATRLower", isCloseOverATRLower, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseUnderATRUpper", isCloseUnderATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseUnderATRLower", isCloseUnderATRLower, ignoreFalseConditions, separator) +
|
||||
@@ -590,6 +702,9 @@ struct X121Conditions
|
||||
ToString("isBreakUpATRUpper", isBreakUpATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isBreakDownATRUpper", isBreakDownATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isBreakUpATRLower", isBreakUpATRLower, ignoreFalseConditions, separator) +
|
||||
//
|
||||
"DON ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isBreakDownATRLower", isBreakDownATRLower, ignoreFalseConditions, separator) +
|
||||
ToString("isRejectDonOpenUpper", isRejectDonOpenUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isRejectDonHighUpper", isRejectDonHighUpper, ignoreFalseConditions, separator) +
|
||||
@@ -607,20 +722,9 @@ struct X121Conditions
|
||||
ToString("isBreakDonHighLower", isBreakDonHighLower, ignoreFalseConditions, separator) +
|
||||
ToString("isBreakDonLowLower", isBreakDonLowLower, ignoreFalseConditions, separator) +
|
||||
ToString("isBreakDonCloseLower", isBreakDonCloseLower, ignoreFalseConditions, separator) +
|
||||
ToString("isSarBullish", isSarBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isSarBearish", isSarBearish, ignoreFalseConditions, separator) +
|
||||
ToString("isSarSwitchedToBullish", isSarSwitchedToBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isSarSwitchedToBearish", isSarSwitchedToBearish, ignoreFalseConditions, separator) +
|
||||
ToString("isNewPeak", isNewPeak, ignoreFalseConditions, separator) +
|
||||
ToString("isNewPeakOverLast", isNewPeakOverLast, ignoreFalseConditions, separator) +
|
||||
ToString("isNewPeakUnderLast", isNewPeakUnderLast, ignoreFalseConditions, separator) +
|
||||
ToString("isNewVale", isNewVale, ignoreFalseConditions, separator) +
|
||||
ToString("isNewValeOverLast", isNewValeOverLast, ignoreFalseConditions, separator) +
|
||||
ToString("isNewValeUnderLast", isNewValeUnderLast, ignoreFalseConditions, separator) +
|
||||
ToString("isStrBullish", isStrBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isStrBearish", isStrBearish, ignoreFalseConditions, separator) +
|
||||
ToString("isStrSwitchedToBullish", isStrSwitchedToBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isStrSwitchedToBearish", isStrSwitchedToBearish, ignoreFalseConditions, separator) +
|
||||
//
|
||||
"VWAP ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isVWapFastBullish", isVWapFastBullish, ignoreFalseConditions, separator) +
|
||||
ToString("isVWapFastBearish", isVWapFastBearish, ignoreFalseConditions, separator) +
|
||||
ToString("isVWapFastNeutural", isVWapFastNeutural, ignoreFalseConditions, separator) +
|
||||
@@ -645,6 +749,20 @@ struct X121Conditions
|
||||
ToString("isVWapSwitchedToBearishState", isVWapSwitchedToBearishState, ignoreFalseConditions, separator) +
|
||||
ToString("isVWapSwitchedToNeuturalState", isVWapSwitchedToNeuturalState, ignoreFalseConditions, separator) +
|
||||
//
|
||||
"-----------------------" + separator +
|
||||
"Coplex ..." + separator +
|
||||
"-----------------------" + separator +
|
||||
ToString("isSarEqualsToPeak", isSarEqualsToPeak, ignoreFalseConditions, separator) +
|
||||
ToString("isSarEqualsToVale", isSarEqualsToVale, ignoreFalseConditions, separator) +
|
||||
ToString("isNewPeakOverATRUpper", isNewPeakOverATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isNewValeUnderATRLower", isNewValeUnderATRLower, ignoreFalseConditions, separator) +
|
||||
ToString("isDonHighUpperEqualsToPeak", isDonHighUpperEqualsToPeak, ignoreFalseConditions, separator) +
|
||||
ToString("isDonLowLowerEqualsToVale", isDonLowLowerEqualsToVale, ignoreFalseConditions, separator) +
|
||||
ToString("isSTRUpperCrossedOverATRUpper", isSTRUpperCrossedOverATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isSTRLowerCrossedUnderATRLower", isSTRLowerCrossedUnderATRLower, ignoreFalseConditions, separator) +
|
||||
ToString("isSTRUpperCrossedOverDonHighUpper", isSTRUpperCrossedOverDonHighUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isSTRLowerCrossedUnderDonLowLower", isSTRLowerCrossedUnderDonLowLower, ignoreFalseConditions, separator) +
|
||||
//
|
||||
""
|
||||
//
|
||||
;
|
||||
@@ -844,6 +962,25 @@ class XCX121Helper : public XCBase
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
if (inputs.showRSI)
|
||||
{
|
||||
//
|
||||
mRSIHandler = iRSI(
|
||||
symbol,
|
||||
period,
|
||||
xatrInputs.rsiLength,
|
||||
xatrInputs.rsiAppliedTo //
|
||||
);
|
||||
|
||||
//
|
||||
result = mRSIHandler != INVALID_HANDLE;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
@@ -1245,7 +1382,7 @@ class XCX121Helper : public XCBase
|
||||
conditions.isRSIOverBought = xatrConditions.isRSIOverBought;
|
||||
conditions.isBreakUpATRUpper = xatrConditions.isBreakUpATRUpper;
|
||||
conditions.isBreakUpATRLower = xatrConditions.isBreakUpATRLower;
|
||||
conditions.isCloseOverATRUper = xatrConditions.isCloseOverATRUper;
|
||||
conditions.isCloseOverATRUpper = xatrConditions.isCloseOverATRUpper;
|
||||
conditions.isRejectUpATRUpper = xatrConditions.isRejectUpATRUpper;
|
||||
conditions.isRejectUpATRLower = xatrConditions.isRejectUpATRLower;
|
||||
conditions.isCloseOverATRLower = xatrConditions.isCloseOverATRLower;
|
||||
@@ -1389,49 +1526,49 @@ class XCX121Helper : public XCBase
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapFastBuffer,
|
||||
conditions.donOpenUpperBuffer //
|
||||
conditions.vwapFastBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapMidBuffer,
|
||||
conditions.donOpenLowerBuffer //
|
||||
conditions.vwapMidBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapSlowBuffer,
|
||||
conditions.donHighUpperBuffer //
|
||||
conditions.vwapSlowBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapVolumeBuffer,
|
||||
conditions.donHighLowerBuffer //
|
||||
conditions.vwapVolumeBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapPriceBuffer,
|
||||
conditions.donLowUpperBuffer //
|
||||
conditions.vwapPriceBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapFastStateBuffer,
|
||||
conditions.donLowLowerBuffer //
|
||||
conditions.vwapFastStateBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapMidStateBuffer,
|
||||
conditions.donCloseUpperBuffer //
|
||||
conditions.vwapMidStateBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
xvwapConditions.vwapSlowStateBuffer,
|
||||
conditions.donCloseLowerBuffer //
|
||||
conditions.vwapSlowStateBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
@@ -1462,6 +1599,77 @@ class XCX121Helper : public XCBase
|
||||
conditions.isVWapSwitchedToBullishOrdered = xvwapConditions.isVWapSwitchedToBullishOrdered;
|
||||
conditions.isVWapSwitchedToBearishOrdered = xvwapConditions.isVWapSwitchedToBearishOrdered;
|
||||
|
||||
//
|
||||
// Complex Conditions ...
|
||||
|
||||
//
|
||||
int cIDX = 1;
|
||||
int pIDX = cIDX + 1;
|
||||
|
||||
//
|
||||
bool isSarEqualsToPeak =
|
||||
conditions.sarBuffer[cIDX] == conditions.peaksBuffer[cIDX];
|
||||
bool isSarEqualsToVale =
|
||||
conditions.sarBuffer[cIDX] == conditions.valesBuffer[cIDX];
|
||||
|
||||
//
|
||||
bool isNewPeakOverATRUpper =
|
||||
conditions.isNewPeak &&
|
||||
conditions.peaksBuffer[cIDX] > conditions.atrUpperBuffer[cIDX];
|
||||
bool isNewValeUnderATRLower =
|
||||
conditions.isNewVale &&
|
||||
conditions.valesBuffer[cIDX] > conditions.atrLowerBuffer[cIDX];
|
||||
|
||||
//
|
||||
bool isDonHighUpperEqualsToPeak =
|
||||
conditions.donHighUpperBuffer[cIDX] == conditions.peaksBuffer[cIDX];
|
||||
bool isDonLowLowerEqualsToVale =
|
||||
conditions.donLowLowerBuffer[cIDX] == conditions.valesBuffer[cIDX];
|
||||
|
||||
//
|
||||
bool isSTRUpperOverATRUpper =
|
||||
conditions.strUpBuffer[cIDX] > conditions.atrUpperBuffer[cIDX];
|
||||
bool isSTRUpperOverATRUpperPrev =
|
||||
conditions.strUpBuffer[pIDX] > conditions.atrUpperBuffer[pIDX];
|
||||
bool isSTRUpperCrossedOverATRUpper = isSTRUpperOverATRUpper &&
|
||||
!isSTRUpperOverATRUpperPrev;
|
||||
|
||||
//
|
||||
bool isSTRLowerUnderATRLower =
|
||||
conditions.strDownBuffer[cIDX] < conditions.atrLowerBuffer[cIDX];
|
||||
bool isSTRLowerUnderATRLowerPrev =
|
||||
conditions.strDownBuffer[pIDX] < conditions.atrLowerBuffer[pIDX];
|
||||
bool isSTRLowerCrossedUnderATRLower = isSTRLowerUnderATRLower &&
|
||||
!isSTRLowerUnderATRLowerPrev;
|
||||
|
||||
//
|
||||
bool isSTRUpperOverDonHighUpper =
|
||||
conditions.strUpBuffer[cIDX] > conditions.donHighUpperBuffer[cIDX];
|
||||
bool isSTRUpperOverDonHighUpperPrev =
|
||||
conditions.strUpBuffer[pIDX] > conditions.donHighUpperBuffer[pIDX];
|
||||
bool isSTRUpperCrossedOverDonHighUpper = isSTRUpperOverDonHighUpper &&
|
||||
!isSTRUpperOverDonHighUpperPrev;
|
||||
|
||||
//
|
||||
bool isSTRLowerUnderDonLowLower =
|
||||
conditions.strDownBuffer[cIDX] < conditions.donLowLowerBuffer[cIDX];
|
||||
bool isSTRLowerUnderDonLowLowerPrev =
|
||||
conditions.strDownBuffer[pIDX] < conditions.donLowLowerBuffer[pIDX];
|
||||
bool isSTRLowerCrossedUnderDonLowLower = isSTRLowerUnderDonLowLower &&
|
||||
!isSTRLowerUnderDonLowLowerPrev;
|
||||
|
||||
//
|
||||
conditions.isSarEqualsToPeak = isSarEqualsToPeak;
|
||||
conditions.isSarEqualsToVale = isSarEqualsToVale;
|
||||
conditions.isNewPeakOverATRUpper = isNewPeakOverATRUpper;
|
||||
conditions.isNewValeUnderATRLower = isNewValeUnderATRLower;
|
||||
conditions.isDonHighUpperEqualsToPeak = isDonHighUpperEqualsToPeak;
|
||||
conditions.isDonLowLowerEqualsToVale = isDonLowLowerEqualsToVale;
|
||||
conditions.isSTRUpperCrossedOverATRUpper = isSTRUpperCrossedOverATRUpper;
|
||||
conditions.isSTRLowerCrossedUnderATRLower = isSTRLowerCrossedUnderATRLower;
|
||||
conditions.isSTRUpperCrossedOverDonHighUpper = isSTRUpperCrossedOverDonHighUpper;
|
||||
conditions.isSTRLowerCrossedUnderDonLowLower = isSTRLowerCrossedUnderDonLowLower;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
@@ -1486,6 +1694,9 @@ class XCX121Helper : public XCBase
|
||||
X121XDONInputs xdonInputs;
|
||||
X121XSTRInputs xstrInputs;
|
||||
X121XVWAPInputs xvwapInputs;
|
||||
|
||||
//
|
||||
int mRSIHandler;
|
||||
};
|
||||
|
||||
//
|
||||
@@ -210,7 +210,7 @@ struct X121XATRConditions
|
||||
// ATR ...
|
||||
|
||||
//
|
||||
bool isCloseOverATRUper;
|
||||
bool isCloseOverATRUpper;
|
||||
bool isCloseOverATRLower;
|
||||
|
||||
//
|
||||
@@ -296,7 +296,7 @@ struct X121XATRConditions
|
||||
// ATR ...
|
||||
|
||||
//
|
||||
isCloseOverATRUper = false;
|
||||
isCloseOverATRUpper = false;
|
||||
isCloseOverATRLower = false;
|
||||
|
||||
//
|
||||
@@ -402,7 +402,7 @@ struct X121XATRConditions
|
||||
ToString("isRSICrossedOverOverSold", isRSICrossedOverOverSold, ignoreFalseConditions, separator) +
|
||||
//
|
||||
// ATR ...
|
||||
ToString("isCloseOverATRUper", isCloseOverATRUper, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseOverATRUpper", isCloseOverATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseOverATRLower", isCloseOverATRLower, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseUnderATRUpper", isCloseUnderATRUpper, ignoreFalseConditions, separator) +
|
||||
ToString("isCloseUnderATRLower", isCloseUnderATRLower, ignoreFalseConditions, separator) +
|
||||
@@ -1022,7 +1022,7 @@ class XCX121XATRHelper : public XCBaseHelper
|
||||
// ATR ...
|
||||
|
||||
//
|
||||
bool isCloseOverATRUper = cBar.close > conditions.atrUpperBuffer[cIDX];
|
||||
bool isCloseOverATRUpper = cBar.close > conditions.atrUpperBuffer[cIDX];
|
||||
bool isCloseOverATRLower = cBar.close > conditions.atrLowerBuffer[cIDX];
|
||||
|
||||
//
|
||||
@@ -1088,7 +1088,7 @@ class XCX121XATRHelper : public XCBaseHelper
|
||||
conditions.isBreakUpATRLower = isBreakUpATRLower;
|
||||
conditions.isRejectDownATRUpper = isRejectDownATRUpper;
|
||||
conditions.isRejectDownATRLower = isRejectDownATRLower;
|
||||
conditions.isCloseOverATRUper = isCloseOverATRUper;
|
||||
conditions.isCloseOverATRUpper = isCloseOverATRUpper;
|
||||
conditions.isCloseOverATRLower = isCloseOverATRLower;
|
||||
conditions.isBreakDownATRUpper = isBreakDownATRUpper;
|
||||
conditions.isBreakDownATRLower = isBreakDownATRLower;
|
||||
|
||||
@@ -33,10 +33,10 @@ enum ENUM_X121_XSTR_BUFFERS
|
||||
{
|
||||
//
|
||||
X121_XSTR_LINE = 0,
|
||||
X121_XSTR_ATR_LINE = 2,
|
||||
X121_XSTR_PRICE_LINE = 3,
|
||||
X121_XSTR_UP_LINE = 4,
|
||||
X121_XSTR_DOWN_LINE = 5,
|
||||
X121_XSTR_UP_LINE = 2,
|
||||
X121_XSTR_DOWN_LINE = 3,
|
||||
X121_XSTR_ATR_LINE = 4,
|
||||
X121_XSTR_PRICE_LINE = 5,
|
||||
X121_XSTR_STATE_LINE = 6,
|
||||
};
|
||||
|
||||
@@ -52,7 +52,9 @@ struct X121XSTRInputs
|
||||
ENUM_APPLIED_PRICE strAppliedTo; // Applied To
|
||||
|
||||
//
|
||||
bool showStr; // Show Upper Zone
|
||||
bool showStr; // Show Upper Zone
|
||||
bool showStrUpper; // Show Str Upper
|
||||
bool showStrLower; // Show Str Lower
|
||||
|
||||
//
|
||||
// Constructor(s) ...
|
||||
@@ -76,6 +78,8 @@ struct X121XSTRInputs
|
||||
|
||||
//
|
||||
showStr = false;
|
||||
showStrUpper = false;
|
||||
showStrLower = false;
|
||||
}
|
||||
|
||||
//
|
||||
@@ -89,6 +93,8 @@ struct X121XSTRInputs
|
||||
|
||||
//
|
||||
showStr = true;
|
||||
showStrUpper = true;
|
||||
showStrLower = true;
|
||||
}
|
||||
|
||||
//
|
||||
@@ -355,7 +361,7 @@ class XCX121XSTRHelper : public XCBaseHelper
|
||||
bool Init(
|
||||
string symbol, // Trading Symbol
|
||||
ENUM_TIMEFRAMES period, // Trading Period
|
||||
X121XSTRInputs &inputs // Inputs
|
||||
X121XSTRInputs &inputs // Inputs
|
||||
)
|
||||
{
|
||||
//
|
||||
@@ -399,7 +405,9 @@ class XCX121XSTRHelper : public XCBaseHelper
|
||||
//
|
||||
// Presentation ...
|
||||
"",
|
||||
mInputs.showStr
|
||||
mInputs.showStr,
|
||||
mInputs.showStrUpper,
|
||||
mInputs.showStrLower
|
||||
//
|
||||
);
|
||||
result = mHandler != INVALID_HANDLE;
|
||||
@@ -738,8 +746,8 @@ class XCX121XSTRHelper : public XCBaseHelper
|
||||
//
|
||||
bool GetConditions(
|
||||
X121XSTRConditions &conditions, //
|
||||
int barIndex = 0, //
|
||||
int loopback = 5 //
|
||||
int barIndex = 0, //
|
||||
int loopback = 5 //
|
||||
)
|
||||
{
|
||||
//
|
||||
|
||||
@@ -45,7 +45,9 @@ input ENUM_APPLIED_PRICE strAppliedTo = PRICE_MEDIAN; // Applied To
|
||||
input group "Presentation";
|
||||
|
||||
//
|
||||
input bool showStr = true; // Show Str
|
||||
input bool showStr = true; // Show Str
|
||||
input bool showStrUpper = true; // Show Str Upper
|
||||
input bool showStrLower = true; // Show Str Lower
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
@@ -61,7 +63,7 @@ input bool showStr = true; // Show Str
|
||||
|
||||
//
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 1
|
||||
#property indicator_plots 3
|
||||
|
||||
//
|
||||
// STR ...
|
||||
@@ -72,18 +74,44 @@ double strBuffer[];
|
||||
double strColorBuffer[];
|
||||
|
||||
//
|
||||
#define strPlotBufferIndex 1
|
||||
#define strPlotBufferIndex 0
|
||||
#property indicator_label1 "X121 STR"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 CLR_NONE, clrLime, clrRed, clrGray
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
// Up ...
|
||||
#define strUpBufferIndex 2
|
||||
double strUpBuffer[];
|
||||
|
||||
//
|
||||
#define strUpPlotBufferIndex 1
|
||||
#property indicator_label2 "X121 STR U"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 C'255,106,0'
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
|
||||
//
|
||||
// Down ...
|
||||
#define strDownBufferIndex 3
|
||||
double strDownBuffer[];
|
||||
|
||||
//
|
||||
#define strDownPlotBufferIndex 2
|
||||
#property indicator_label3 "X121 STR D"
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_color3 C'255,106,0'
|
||||
#property indicator_style3 STYLE_SOLID
|
||||
#property indicator_width3 1
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
int mLastBufferIndex = 1;
|
||||
int mLastBufferIndex = 3;
|
||||
|
||||
//
|
||||
// STR ...
|
||||
@@ -98,19 +126,9 @@ double atrBuffer[];
|
||||
#define strPriceBufferIndex mLastBufferIndex + 2
|
||||
double strPriceBuffer[];
|
||||
|
||||
//
|
||||
// Up ...
|
||||
#define strUpBufferIndex mLastBufferIndex + 3
|
||||
double strUpBuffer[];
|
||||
|
||||
//
|
||||
// Down ...
|
||||
#define strDownBufferIndex mLastBufferIndex + 4
|
||||
double strDownBuffer[];
|
||||
|
||||
//
|
||||
// Trend ...
|
||||
#define strStateBufferIndex mLastBufferIndex + 5
|
||||
#define strStateBufferIndex mLastBufferIndex + 3
|
||||
double strStateBuffer[];
|
||||
|
||||
//
|
||||
@@ -245,21 +263,6 @@ int OnCalculate(
|
||||
//
|
||||
// Prepare Buffers ...
|
||||
|
||||
//
|
||||
// Fill All Buffers by Zero ...
|
||||
if (prev_calculated == 0)
|
||||
{
|
||||
}
|
||||
|
||||
//
|
||||
int numOfRequiredAtrs = (prev_calculated > rates_total || prev_calculated < 0)
|
||||
? rates_total
|
||||
: rates_total - prev_calculated;
|
||||
if (prev_calculated > 0)
|
||||
{
|
||||
numOfRequiredAtrs++;
|
||||
}
|
||||
|
||||
//
|
||||
// Validate Calculated Bars ...
|
||||
|
||||
@@ -271,7 +274,7 @@ int OnCalculate(
|
||||
bool isPassedRequiredCalculatedBars =
|
||||
//
|
||||
// ATR ...
|
||||
atrCalculatedBars >= numOfRequiredAtrs
|
||||
atrCalculatedBars >= 0
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCalculatedBars)
|
||||
@@ -292,14 +295,14 @@ int OnCalculate(
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
int copiedAtrs = CopyBuffer(atrHandler, 0, 0, numOfRequiredAtrs, atrBuffer);
|
||||
int copiedAtrs = CopyBuffer(atrHandler, 0, 0, rates_total, atrBuffer);
|
||||
|
||||
//
|
||||
// Validate Copied Items ...
|
||||
bool isPassedRequiredCopiedItems =
|
||||
//
|
||||
// ATR ...
|
||||
copiedAtrs >= numOfRequiredAtrs
|
||||
copiedAtrs >= 0
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCopiedItems)
|
||||
@@ -379,6 +382,20 @@ void DefineBuffers()
|
||||
SetIndexBuffer(strBufferIndex, strBuffer, INDICATOR_DATA);
|
||||
SetIndexBuffer(strColorBufferIndex, strColorBuffer, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
ENUM_DRAW_TYPE strUpDrawType = showStrUpper ? DRAW_LINE : DRAW_NONE;
|
||||
SetIndexBuffer(strUpBufferIndex, strUpBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(strUpPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(strUpPlotBufferIndex, PLOT_SHOW_DATA, showStrUpper);
|
||||
PlotIndexSetInteger(strUpPlotBufferIndex, PLOT_DRAW_TYPE, strUpDrawType);
|
||||
|
||||
//
|
||||
ENUM_DRAW_TYPE strDownDrawType = showStrLower ? DRAW_LINE : DRAW_NONE;
|
||||
SetIndexBuffer(strDownBufferIndex, strDownBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(strDownPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(strDownPlotBufferIndex, PLOT_SHOW_DATA, showStrLower);
|
||||
PlotIndexSetInteger(strDownPlotBufferIndex, PLOT_DRAW_TYPE, strDownDrawType);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
@@ -386,8 +403,6 @@ void DefineBuffers()
|
||||
// STR ...
|
||||
|
||||
//
|
||||
SetIndexBuffer(strUpBufferIndex, strUpBuffer, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(strDownBufferIndex, strDownBuffer, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(strPriceBufferIndex, strPriceBuffer, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(strStateBufferIndex, strStateBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
@@ -747,26 +747,6 @@ class XCBarZone : public XCZone
|
||||
return result;
|
||||
}
|
||||
|
||||
ENUM_TIMEFRAMES GetPeriod()
|
||||
{
|
||||
//
|
||||
ENUM_TIMEFRAMES result = NULL;
|
||||
|
||||
//
|
||||
XOHCL bar;
|
||||
bool isFilled = FillBar(bar);
|
||||
if (!isFilled)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
result = bar.period;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Set From Date ...
|
||||
*
|
||||
@@ -817,6 +797,52 @@ class XCBarZone : public XCZone
|
||||
return mBar.time;
|
||||
}
|
||||
|
||||
/**
|
||||
* Get Symbol ...
|
||||
*
|
||||
* @return ( string )
|
||||
*/
|
||||
string GetSymbol()
|
||||
{
|
||||
//
|
||||
string result = NULL;
|
||||
|
||||
//
|
||||
if (!mBar.IsValid())
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
return mBar.symbol;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Get Period ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
ENUM_TIMEFRAMES GetPeriod()
|
||||
{
|
||||
//
|
||||
ENUM_TIMEFRAMES result = NULL;
|
||||
|
||||
//
|
||||
if (!mBar.IsValid())
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
return mBar.period;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Overrides ...
|
||||
|
||||
@@ -1097,21 +1123,47 @@ class XCTwoBarZone : public XCZone
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Get Symbol ...
|
||||
*
|
||||
* @return ( string )
|
||||
*/
|
||||
string GetSymbol()
|
||||
{
|
||||
//
|
||||
string result = NULL;
|
||||
|
||||
//
|
||||
if (!mStartBar.IsValid())
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
return mStartBar.symbol;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Get Period ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
ENUM_TIMEFRAMES GetPeriod()
|
||||
{
|
||||
//
|
||||
ENUM_TIMEFRAMES result = NULL;
|
||||
|
||||
//
|
||||
XOHCL bar;
|
||||
bool isFilled = FillStartBar(bar);
|
||||
if (!isFilled)
|
||||
if (!mStartBar.IsValid())
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
result = bar.period;
|
||||
return mStartBar.period;
|
||||
|
||||
//
|
||||
return result;
|
||||
@@ -2071,6 +2123,163 @@ class XCOrderBlock : public XCBarZone
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Detect Order Blocks Breaker Bar ...
|
||||
*
|
||||
* @param breakerBar: XOHCL instance Reference ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool DetectBreakerBar(XOHCL &breakerBar)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
breakerBar.Clean();
|
||||
|
||||
//
|
||||
result = IsValid();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL fromBar;
|
||||
result = FillBar(fromBar);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
int fromIndex = fromBar.Index();
|
||||
result = fromIndex > 0;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
bool isBullish = IsBullish();
|
||||
ENUM_X_DIRECTION dir =
|
||||
isBullish
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
double value =
|
||||
isBullish
|
||||
? Upper()
|
||||
: Lower();
|
||||
|
||||
//
|
||||
for (int i = fromIndex - 1; i >= 0; i--)
|
||||
{
|
||||
//
|
||||
XOHCL iBar;
|
||||
bool isInited = iBar.Init(
|
||||
fromBar.symbol,
|
||||
fromBar.period,
|
||||
i //
|
||||
);
|
||||
if (!isInited)
|
||||
{
|
||||
continue;
|
||||
}
|
||||
|
||||
//
|
||||
isInited = IsBarBreak(
|
||||
value,
|
||||
dir,
|
||||
iBar //
|
||||
);
|
||||
if (isInited)
|
||||
{
|
||||
//
|
||||
breakerBar = iBar;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
result = breakerBar.IsValid();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check Order Block is Hunted or not ...
|
||||
*
|
||||
* @param huntedBar: XOHCL instance Reference ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool IsHunted(XOHCL &huntedBar)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
huntedBar.Clean();
|
||||
|
||||
//
|
||||
result = IsValid();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL breakerBar;
|
||||
result = DetectBreakerBar(breakerBar);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
bool isBullish = IsBullish();
|
||||
|
||||
//
|
||||
int breakerIndex = breakerBar.Index();
|
||||
for (int i = breakerIndex - 1; i >= 0; i--)
|
||||
{
|
||||
//
|
||||
XOHCL iBar;
|
||||
result = iBar.Init(
|
||||
breakerBar.symbol,
|
||||
breakerBar.period,
|
||||
i //
|
||||
);
|
||||
|
||||
//
|
||||
double price =
|
||||
isBullish
|
||||
? iBar.low
|
||||
: iBar.high;
|
||||
|
||||
//
|
||||
result = IsPriceInsideZone(
|
||||
price,
|
||||
Upper(),
|
||||
Lower() //
|
||||
);
|
||||
if (result)
|
||||
{
|
||||
//
|
||||
huntedBar = iBar;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
result = huntedBar.IsValid();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Overrides ...
|
||||
|
||||
@@ -8208,6 +8417,48 @@ bool IsPriceInsideZone(
|
||||
//
|
||||
return result;
|
||||
}
|
||||
bool IsPriceInsideZone(
|
||||
XOHCL &bar,
|
||||
double upper,
|
||||
double lower //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result =
|
||||
upper > 0 &&
|
||||
lower > 0 &&
|
||||
upper > lower &&
|
||||
bar.IsValid();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double ask = GetAsk(bar.symbol);
|
||||
double bid = GetBid(bar.symbol);
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
ask <= upper &&
|
||||
bid <= upper &&
|
||||
bar.low <= upper
|
||||
//
|
||||
&&
|
||||
//
|
||||
ask >= lower &&
|
||||
bid >= lower &&
|
||||
bar.low >= lower
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check Price Inside Specified Zone ...
|
||||
@@ -8246,6 +8497,40 @@ bool IsPriceInsideZone(
|
||||
//
|
||||
return result;
|
||||
}
|
||||
bool IsPriceInsideZone(
|
||||
double price,
|
||||
double upper,
|
||||
double lower //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result =
|
||||
price > 0 &&
|
||||
upper > 0 &&
|
||||
lower > 0 &&
|
||||
upper > lower;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
price <= upper
|
||||
//
|
||||
&&
|
||||
//
|
||||
price >= lower
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Target for Specified Direction ...
|
||||
|
||||
@@ -520,7 +520,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
|
||||
//
|
||||
XBarTracker mBarTracker; // Strategy Time Tracker ...
|
||||
XCBarAnalyser mBarAnalyser; // Bar Analyser Instance
|
||||
// X121SMCStrategyConditions mConditions; // Market Conditions ...
|
||||
|
||||
//
|
||||
// Actions ...
|
||||
|
||||
@@ -120,12 +120,18 @@ class XC121SMCCycleHelper : public XCBase
|
||||
bool Init(
|
||||
string symbol,
|
||||
ENUM_TIMEFRAMES period,
|
||||
X121Inputs &x121Inputs //
|
||||
X121Inputs &x121Inputs,
|
||||
int requiredPOIS = 50 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
if (requiredPOIS < 10) {
|
||||
requiredPOIS = 10;
|
||||
}
|
||||
|
||||
//
|
||||
result = IsValid(symbol) &&
|
||||
IsValid(period);
|
||||
@@ -152,7 +158,7 @@ class XC121SMCCycleHelper : public XCBase
|
||||
symbol,
|
||||
period //
|
||||
);
|
||||
mPOIDetector.MaxNumberOfRequiredPOIs(10);
|
||||
mPOIDetector.MaxNumberOfRequiredPOIs(requiredPOIS);
|
||||
mPOIDetector.Init();
|
||||
|
||||
//
|
||||
|
||||
@@ -257,9 +257,10 @@ struct X121SMCStrategyConditions
|
||||
ENUM_X_DIRECTION signalDir;
|
||||
|
||||
//
|
||||
XPriceZones priceZones;
|
||||
XPriceZones decisionZones;
|
||||
XMarketStructure marketStructure;
|
||||
X121Conditions conditions;
|
||||
// XPriceZones priceZones;
|
||||
// XPriceZones decisionZones;
|
||||
// XMarketStructure marketStructure;
|
||||
|
||||
//
|
||||
void X121SMCStrategyConditions()
|
||||
@@ -287,9 +288,10 @@ struct X121SMCStrategyConditions
|
||||
signalDir = X_DIRECTION_NONE;
|
||||
|
||||
//
|
||||
priceZones.Clean();
|
||||
decisionZones.Clean();
|
||||
marketStructure.Clean();
|
||||
conditions.Clean();
|
||||
// priceZones.Clean();
|
||||
// decisionZones.Clean();
|
||||
// marketStructure.Clean();
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -537,75 +539,75 @@ int DrawX121SMCStrategyConditions(
|
||||
//
|
||||
bool isBullish = IsBullish(conditions.signalDir);
|
||||
|
||||
//
|
||||
bool hasPriceZones = conditions.priceZones.IsValid();
|
||||
if (hasPriceZones &&
|
||||
drawPriceZones)
|
||||
{
|
||||
//
|
||||
XCBaseObject *objects[];
|
||||
int objectsCount = drawer.DrawPriceZone(
|
||||
conditions.priceZones,
|
||||
objects,
|
||||
conditions.signalDir,
|
||||
drawOnlyPriceZonesBoundary //
|
||||
);
|
||||
if (IsValidSize(objectsCount))
|
||||
{
|
||||
//
|
||||
Copy(
|
||||
objects,
|
||||
drawnObjects,
|
||||
false //
|
||||
);
|
||||
}
|
||||
}
|
||||
// //
|
||||
// bool hasPriceZones = conditions.priceZones.IsValid();
|
||||
// if (hasPriceZones &&
|
||||
// drawPriceZones)
|
||||
// {
|
||||
// //
|
||||
// XCBaseObject *objects[];
|
||||
// int objectsCount = drawer.DrawPriceZone(
|
||||
// conditions.priceZones,
|
||||
// objects,
|
||||
// conditions.signalDir,
|
||||
// drawOnlyPriceZonesBoundary //
|
||||
// );
|
||||
// if (IsValidSize(objectsCount))
|
||||
// {
|
||||
// //
|
||||
// Copy(
|
||||
// objects,
|
||||
// drawnObjects,
|
||||
// false //
|
||||
// );
|
||||
// }
|
||||
// }
|
||||
|
||||
//
|
||||
bool hasDecisionZones = conditions.decisionZones.IsValid();
|
||||
if (hasDecisionZones &&
|
||||
drawDecisionZones)
|
||||
{
|
||||
//
|
||||
XCBaseObject *objects[];
|
||||
int objectsCount = drawer.DrawPriceZone(
|
||||
conditions.decisionZones,
|
||||
objects,
|
||||
conditions.signalDir,
|
||||
drawOnlyPriceZonesBoundary //
|
||||
);
|
||||
if (IsValidSize(objectsCount))
|
||||
{
|
||||
//
|
||||
Copy(
|
||||
objects,
|
||||
drawnObjects,
|
||||
false //
|
||||
);
|
||||
}
|
||||
}
|
||||
// //
|
||||
// bool hasDecisionZones = conditions.decisionZones.IsValid();
|
||||
// if (hasDecisionZones &&
|
||||
// drawDecisionZones)
|
||||
// {
|
||||
// //
|
||||
// XCBaseObject *objects[];
|
||||
// int objectsCount = drawer.DrawPriceZone(
|
||||
// conditions.decisionZones,
|
||||
// objects,
|
||||
// conditions.signalDir,
|
||||
// drawOnlyPriceZonesBoundary //
|
||||
// );
|
||||
// if (IsValidSize(objectsCount))
|
||||
// {
|
||||
// //
|
||||
// Copy(
|
||||
// objects,
|
||||
// drawnObjects,
|
||||
// false //
|
||||
// );
|
||||
// }
|
||||
// }
|
||||
|
||||
//
|
||||
bool hasMarketStructure = conditions.marketStructure.IsValid();
|
||||
if (hasMarketStructure &&
|
||||
drawMarketStructure)
|
||||
{
|
||||
//
|
||||
XCBaseObject *objects[];
|
||||
int objectsCount = drawer.DrawMarketStructure(
|
||||
conditions.marketStructure,
|
||||
objects //
|
||||
);
|
||||
if (IsValidSize(objectsCount))
|
||||
{
|
||||
//
|
||||
Copy(
|
||||
objects,
|
||||
drawnObjects,
|
||||
false //
|
||||
);
|
||||
}
|
||||
}
|
||||
// //
|
||||
// bool hasMarketStructure = conditions.marketStructure.IsValid();
|
||||
// if (hasMarketStructure &&
|
||||
// drawMarketStructure)
|
||||
// {
|
||||
// //
|
||||
// XCBaseObject *objects[];
|
||||
// int objectsCount = drawer.DrawMarketStructure(
|
||||
// conditions.marketStructure,
|
||||
// objects //
|
||||
// );
|
||||
// if (IsValidSize(objectsCount))
|
||||
// {
|
||||
// //
|
||||
// Copy(
|
||||
// objects,
|
||||
// drawnObjects,
|
||||
// false //
|
||||
// );
|
||||
// }
|
||||
// }
|
||||
|
||||
//
|
||||
result = ArraySize(drawnObjects);
|
||||
@@ -713,4 +715,142 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
|
||||
//
|
||||
bool TestPOIState(
|
||||
XCPOIDrawer *drawer,
|
||||
ENUM_X_DIRECTION forDir, // Test For Specified Direction ...
|
||||
XPOIState &biggerState, // Bigger TF POI(s) ...
|
||||
XPOIState &midState, // Mid TF POI(s) ...
|
||||
XPOIState &triggerState, // Trigger TF POI(s) ...
|
||||
int barIndex = 0 // Bar Index ...
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
if (barIndex < 0)
|
||||
{
|
||||
barIndex = 0;
|
||||
}
|
||||
|
||||
//
|
||||
// Validate Args ...
|
||||
result =
|
||||
drawer != NULL &&
|
||||
HasDirection(forDir) &&
|
||||
biggerState.HasChild() &&
|
||||
midState.HasChild() &&
|
||||
triggerState.HasChild();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
string symbol = biggerState.symbol;
|
||||
ENUM_TIMEFRAMES period = biggerState.period;
|
||||
|
||||
//
|
||||
// Retrieve Bars ...
|
||||
XOHCL triggerCBar;
|
||||
result = triggerCBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
barIndex //
|
||||
);
|
||||
|
||||
//
|
||||
// Select Order Blocks Which Has Big Changes ...
|
||||
int count = 0;
|
||||
datetime cTime = TimeCurrent();
|
||||
|
||||
//
|
||||
// Bullish ...
|
||||
XCOrderBlock *bullishOrderBlocks[];
|
||||
int bullishOrderBlocksCount = biggerState.CountBullishOrderBlocks();
|
||||
count = bullishOrderBlocksCount;
|
||||
if (IsValidSize(count))
|
||||
{
|
||||
//
|
||||
for (int i = count - 1; i >= 0; i--)
|
||||
{
|
||||
//
|
||||
XCOrderBlock *iOb = biggerState.bullishOrderBlocks[i];
|
||||
iOb.To(cTime);
|
||||
|
||||
//
|
||||
// Find Exit Bar of Bullish OrderBlock Upper ...
|
||||
XOHCL breakerBar;
|
||||
bool hasBreakerBar = iOb.DetectBreakerBar(breakerBar);
|
||||
if (!hasBreakerBar)
|
||||
{
|
||||
continue;
|
||||
}
|
||||
|
||||
//
|
||||
// Detect Order Block is Hunted Or Not ...
|
||||
XOHCL huntedBar;
|
||||
bool isHunted = iOb.IsHunted(huntedBar);
|
||||
if (isHunted) {
|
||||
continue;
|
||||
}
|
||||
|
||||
//
|
||||
XCBullishOrderBlockObject *iOBObject;
|
||||
bool isInited = drawer.CreateBullishOrderBlock(
|
||||
iOb,
|
||||
iOBObject //
|
||||
);
|
||||
if (isInited)
|
||||
{
|
||||
}
|
||||
|
||||
//
|
||||
XCOHCLObject *iBarObj;
|
||||
isInited = drawer.CreateBar(
|
||||
breakerBar,
|
||||
iBarObj,
|
||||
cTime //
|
||||
);
|
||||
if (isInited)
|
||||
{
|
||||
Print("");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
XCOrderBlock *bearishOrderBlocks[];
|
||||
int bearishOrderBlocksCount = biggerState.CountBearishOrderBlocks();
|
||||
count = bearishOrderBlocksCount;
|
||||
if (IsValidSize(count))
|
||||
{
|
||||
//
|
||||
for (int i = count - 1; i >= 0; i--)
|
||||
{
|
||||
//
|
||||
XCOrderBlock *iOb = biggerState.bearishOrderBlocks[i];
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
IsValidSize(bullishOrderBlocksCount) ||
|
||||
IsValidSize(bearishOrderBlocksCount)
|
||||
//
|
||||
;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
@@ -48,23 +48,6 @@ struct X121SMCStrategyXTWPVSignalConditions
|
||||
datetime setupTime;
|
||||
datetime triggerTime;
|
||||
|
||||
//
|
||||
XMarketStructure consolidationMarketStructure;
|
||||
XMarketStructure analyseMarketStructure;
|
||||
|
||||
//
|
||||
datetime newPeakAboveAtrUpperAt;
|
||||
datetime newValeBelowAtrLowerAt;
|
||||
datetime sarSiwtchedToBullishAt;
|
||||
datetime sarSiwtchedToBearishAt;
|
||||
datetime rsiCrossedOverOverSoldAt;
|
||||
datetime rsiCrossedUnderOverBoughtAt;
|
||||
|
||||
//
|
||||
XPriceZones decisionZone;
|
||||
XPriceZones peakPriceZone;
|
||||
XPriceZones valePriceZone;
|
||||
|
||||
//
|
||||
// Constructor ...
|
||||
X121SMCStrategyXTWPVSignalConditions()
|
||||
@@ -180,127 +163,6 @@ struct X121SMCStrategyXTWPVSignalConditions
|
||||
void ExtensionClean()
|
||||
{
|
||||
//
|
||||
decisionZone.Clean();
|
||||
peakPriceZone.Clean();
|
||||
valePriceZone.Clean();
|
||||
|
||||
//
|
||||
analyseMarketStructure.Clean();
|
||||
consolidationMarketStructure.Clean();
|
||||
|
||||
//
|
||||
newPeakAboveAtrUpperAt = NULL;
|
||||
newValeBelowAtrLowerAt = NULL;
|
||||
sarSiwtchedToBullishAt = NULL;
|
||||
sarSiwtchedToBearishAt = NULL;
|
||||
rsiCrossedOverOverSoldAt = NULL;
|
||||
rsiCrossedUnderOverBoughtAt = NULL;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check Required Market Strucutre Exists or not ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool HasMarketStrucutre()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
analyseMarketStructure.IsValid() &&
|
||||
consolidationMarketStructure.IsValid()
|
||||
//
|
||||
&&
|
||||
//
|
||||
analyseMarketStructure.HasTrend() &&
|
||||
consolidationMarketStructure.HasTrend()
|
||||
//
|
||||
&&
|
||||
//
|
||||
analyseMarketStructure.bias == consolidationMarketStructure.bias
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check if Conditions Filled ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool IsFilled()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = HasMarketStrucutre();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
bool isBullish = IsBullish(analyseMarketStructure.bias);
|
||||
|
||||
//
|
||||
result =
|
||||
isBullish
|
||||
? IsValid(newValeBelowAtrLowerAt) &&
|
||||
IsValid(sarSiwtchedToBullishAt) &&
|
||||
IsValid(rsiCrossedOverOverSoldAt)
|
||||
: IsValid(newPeakAboveAtrUpperAt) &&
|
||||
IsValid(sarSiwtchedToBearishAt) &&
|
||||
IsValid(rsiCrossedUnderOverBoughtAt);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check if Has Price Zones ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool HasPriceZone()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = HasMarketStrucutre();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
bool isBullish = IsBullish(analyseMarketStructure.bias);
|
||||
|
||||
//
|
||||
result =
|
||||
isBullish
|
||||
? valePriceZone.IsValid()
|
||||
: peakPriceZone.IsValid();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Check if Has Decision Zones ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool HasDecisionZone()
|
||||
{
|
||||
return HasPriceZone() &&
|
||||
decisionZone.IsValid();
|
||||
}
|
||||
|
||||
//
|
||||
@@ -322,7 +184,9 @@ bool DetectX121SMCXTWPVSiganlSetup(
|
||||
XC121SMCCycleHelper *analyseCycleHelper,
|
||||
XC121SMCCycleHelper *verificationCycleHelper,
|
||||
XC121SMCCycleHelper *consolidationCycleHelper,
|
||||
XC121SMCCycleHelper *visionCycleHelper
|
||||
XC121SMCCycleHelper *visionCycleHelper,
|
||||
//
|
||||
XCPOIDrawer *drawer //
|
||||
//
|
||||
)
|
||||
{
|
||||
@@ -517,348 +381,13 @@ bool DetectX121SMCXTWPVSiganlSetup(
|
||||
// Setup Conditions ...
|
||||
|
||||
//
|
||||
bool hasMarketStructure = conditions.HasMarketStrucutre();
|
||||
if (!hasMarketStructure)
|
||||
{
|
||||
//
|
||||
bool hasConsolidationMarketStructure =
|
||||
consolidationCycleHelper
|
||||
.DetectMarketStructure(conditions.consolidationMarketStructure);
|
||||
|
||||
//
|
||||
bool hasAnalyseMarketStructure =
|
||||
analyseCycleHelper
|
||||
.DetectMarketStructure(conditions.analyseMarketStructure);
|
||||
|
||||
//
|
||||
hasMarketStructure = conditions.HasMarketStrucutre();
|
||||
result = hasMarketStructure;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// We Are Sure we Have Direct Structure Bias ...
|
||||
isBullish = IsBullish(conditions.analyseMarketStructure.bias);
|
||||
isBearish = IsBearish(conditions.analyseMarketStructure.bias);
|
||||
|
||||
//
|
||||
// RSI ...
|
||||
double rsi = triggerConditions.x121Conditions.rsiBuffer[1];
|
||||
|
||||
//
|
||||
bool isRSICrossedOverOverBought = triggerConditions.x121Conditions.isRSICrossedOverOverBought;
|
||||
bool isRSICrossedUnderOverBought = triggerConditions.x121Conditions.isRSICrossedUnderOverBought;
|
||||
|
||||
//
|
||||
bool isRSICrossedOverOverSold = triggerConditions.x121Conditions.isRSICrossedOverOverSold;
|
||||
bool isRSICrossedUnderOverSold = triggerConditions.x121Conditions.isRSICrossedUnderOverSold;
|
||||
|
||||
//
|
||||
// PV ...
|
||||
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
|
||||
double vale = triggerConditions.x121Conditions.valesBuffer[1];
|
||||
|
||||
//
|
||||
bool isNewPeak = triggerConditions.x121Conditions.isNewPeak;
|
||||
bool isNewVale = triggerConditions.x121Conditions.isNewVale;
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
double atr = triggerConditions.x121Conditions.atrBuffer[1];
|
||||
double atrUpper = triggerConditions.x121Conditions.atrUpperBuffer[1];
|
||||
double atrLower = triggerConditions.x121Conditions.atrLowerBuffer[1];
|
||||
|
||||
//
|
||||
// SAR ...
|
||||
double sar = triggerConditions.x121Conditions.sarBuffer[1];
|
||||
|
||||
//
|
||||
bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish;
|
||||
bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish;
|
||||
|
||||
//
|
||||
// Complex Conditions ...
|
||||
|
||||
//
|
||||
bool isNewPeakAboveAtrUpper =
|
||||
isNewPeak &&
|
||||
peak > atrUpper;
|
||||
|
||||
//
|
||||
bool isNewValeBelowAtrLower =
|
||||
isNewVale &&
|
||||
vale < atrLower;
|
||||
|
||||
//
|
||||
// Fill Conditions ...
|
||||
bool isConditionsFilled = conditions.IsFilled();
|
||||
if (!isConditionsFilled)
|
||||
{
|
||||
//
|
||||
// Cleanup ...
|
||||
|
||||
//
|
||||
// Sar ...
|
||||
|
||||
//
|
||||
// Bullish ...
|
||||
if (isBullish &&
|
||||
isSarSwitchedToBearish &&
|
||||
IsValid(conditions.sarSiwtchedToBullishAt))
|
||||
{
|
||||
conditions.sarSiwtchedToBullishAt = NULL;
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
if (isBearish &&
|
||||
isSarSwitchedToBullish &&
|
||||
IsValid(conditions.sarSiwtchedToBearishAt))
|
||||
{
|
||||
conditions.sarSiwtchedToBearishAt = NULL;
|
||||
}
|
||||
|
||||
//
|
||||
// Rsi ...
|
||||
|
||||
//
|
||||
// Bullish ...
|
||||
if (isBullish &&
|
||||
isRSICrossedUnderOverSold &&
|
||||
IsValid(conditions.rsiCrossedOverOverSoldAt))
|
||||
{
|
||||
conditions.rsiCrossedOverOverSoldAt = NULL;
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
if (isBearish &&
|
||||
isRSICrossedOverOverBought &&
|
||||
IsValid(conditions.rsiCrossedUnderOverBoughtAt))
|
||||
{
|
||||
conditions.rsiCrossedUnderOverBoughtAt = NULL;
|
||||
}
|
||||
|
||||
//
|
||||
// Atr Change ...
|
||||
|
||||
//
|
||||
// Bullish ...
|
||||
if (isBullish &&
|
||||
isNewPeak &&
|
||||
IsValid(conditions.newValeBelowAtrLowerAt))
|
||||
{
|
||||
conditions.newValeBelowAtrLowerAt = NULL;
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
if (isBearish &&
|
||||
isNewVale &&
|
||||
IsValid(conditions.newPeakAboveAtrUpperAt))
|
||||
{
|
||||
conditions.newPeakAboveAtrUpperAt = NULL;
|
||||
}
|
||||
|
||||
//
|
||||
// Filling Up ...
|
||||
|
||||
//
|
||||
// Sar Change ...
|
||||
|
||||
//
|
||||
// Bullish ...
|
||||
if (isBullish &&
|
||||
isSarSwitchedToBullish &&
|
||||
!IsValid(conditions.sarSiwtchedToBullishAt))
|
||||
{
|
||||
conditions.sarSiwtchedToBullishAt = cTime;
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
if (isBearish &&
|
||||
isSarSwitchedToBearish &&
|
||||
!IsValid(conditions.sarSiwtchedToBearishAt))
|
||||
{
|
||||
conditions.sarSiwtchedToBearishAt = cTime;
|
||||
}
|
||||
|
||||
//
|
||||
// Rsi Change ...
|
||||
|
||||
//
|
||||
// Bullish ...
|
||||
if (isBullish &&
|
||||
isRSICrossedOverOverSold &&
|
||||
!IsValid(conditions.rsiCrossedOverOverSoldAt))
|
||||
{
|
||||
conditions.rsiCrossedOverOverSoldAt = cTime;
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
if (isBearish &&
|
||||
isRSICrossedUnderOverBought &&
|
||||
!IsValid(conditions.rsiCrossedUnderOverBoughtAt))
|
||||
{
|
||||
conditions.rsiCrossedUnderOverBoughtAt = cTime;
|
||||
}
|
||||
|
||||
//
|
||||
// Atr Change ...
|
||||
// New Peaks and Vale ...
|
||||
|
||||
//
|
||||
// Bullish ...
|
||||
if (isBullish &&
|
||||
isNewValeBelowAtrLower &&
|
||||
!IsValid(conditions.newValeBelowAtrLowerAt))
|
||||
{
|
||||
conditions.newValeBelowAtrLowerAt = cTime;
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
if (isBearish &&
|
||||
isNewPeakAboveAtrUpper &&
|
||||
!IsValid(conditions.newPeakAboveAtrUpperAt))
|
||||
{
|
||||
conditions.newPeakAboveAtrUpperAt = cTime;
|
||||
}
|
||||
|
||||
//
|
||||
isConditionsFilled = conditions.IsFilled();
|
||||
result = isConditionsFilled;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Fill Price Zones ...
|
||||
bool hasPriceZone = conditions.HasPriceZone();
|
||||
if (!hasPriceZone)
|
||||
{
|
||||
//
|
||||
if (isBullish)
|
||||
{
|
||||
//
|
||||
XPriceZones vPZone;
|
||||
bool hasValeInsideZone = CalculatePriceInsideZones(
|
||||
vPZone,
|
||||
analyseState,
|
||||
vale //
|
||||
);
|
||||
|
||||
//
|
||||
XPriceZones cbPZone;
|
||||
bool hasPriceInsideZone = CalculatePriceInsideZones(
|
||||
cbPZone,
|
||||
analyseState,
|
||||
cBar //
|
||||
);
|
||||
|
||||
//
|
||||
if (hasValeInsideZone &&
|
||||
hasPriceInsideZone &&
|
||||
vPZone.IsBullish() &&
|
||||
cbPZone.IsBullish())
|
||||
{
|
||||
conditions.valePriceZone = cbPZone;
|
||||
}
|
||||
}
|
||||
else if (isBearish)
|
||||
{
|
||||
//
|
||||
XPriceZones pPZone;
|
||||
bool hasPeakInsideZone = CalculatePriceInsideZones(
|
||||
pPZone,
|
||||
analyseState,
|
||||
peak //
|
||||
);
|
||||
|
||||
//
|
||||
XPriceZones cbPZone;
|
||||
bool hasPriceInsideZone = CalculatePriceInsideZones(
|
||||
cbPZone,
|
||||
analyseState,
|
||||
cBar //
|
||||
);
|
||||
|
||||
//
|
||||
if (
|
||||
hasPeakInsideZone &&
|
||||
hasPriceInsideZone &&
|
||||
pPZone.IsBearish() &&
|
||||
cbPZone.IsBearish())
|
||||
{
|
||||
conditions.peakPriceZone = cbPZone;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
hasPriceZone = conditions.HasPriceZone();
|
||||
result = hasPriceZone;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Check for Decision ...
|
||||
bool hasDecision = conditions.HasDecisionZone();
|
||||
if (!hasDecision)
|
||||
{
|
||||
//
|
||||
if (isBullish)
|
||||
{
|
||||
//
|
||||
XPriceZones pZone;
|
||||
bool hasPZone = CalculatePriceInsideZones(
|
||||
pZone,
|
||||
decisionState,
|
||||
vale //
|
||||
);
|
||||
|
||||
//
|
||||
if (hasPZone &&
|
||||
pZone.IsBullish())
|
||||
{
|
||||
conditions.decisionZone = pZone;
|
||||
}
|
||||
}
|
||||
else if (isBearish)
|
||||
{
|
||||
//
|
||||
XPriceZones pZone;
|
||||
bool hasPZone = CalculatePriceInsideZones(
|
||||
pZone,
|
||||
decisionState,
|
||||
peak //
|
||||
);
|
||||
|
||||
//
|
||||
if (hasPZone &&
|
||||
pZone.IsBearish())
|
||||
{
|
||||
conditions.decisionZone = pZone;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
hasDecision = conditions.HasDecisionZone();
|
||||
result = hasDecision;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
}
|
||||
bool isBullishTested = TestPOIState(
|
||||
drawer,
|
||||
X_DIRECTION_BULLISH,
|
||||
consolidationState,
|
||||
analyseState,
|
||||
decisionState //
|
||||
);
|
||||
|
||||
//
|
||||
result = isBullish ||
|
||||
@@ -1284,79 +813,6 @@ int DrawX121SMCXTWPVSiganl(
|
||||
//
|
||||
bool isBullish = IsBullish(conditions.dir);
|
||||
|
||||
//
|
||||
XCBaseObject *priceZoneObjs[];
|
||||
XCBaseObject *decisionZoneObjs[];
|
||||
XCBaseObject *marketStructureObjs[];
|
||||
|
||||
//
|
||||
bool hasMarketStructure = conditions.HasMarketStrucutre();
|
||||
if (hasMarketStructure)
|
||||
{
|
||||
// //
|
||||
// drawer.DrawMarketStructure(
|
||||
// conditions.analyseMarketStructure,
|
||||
// marketStructureObjs //
|
||||
// );
|
||||
}
|
||||
|
||||
//
|
||||
bool hasPriceZone = conditions.HasPriceZone();
|
||||
if (hasPriceZone)
|
||||
{
|
||||
//
|
||||
XPriceZones pZone;
|
||||
if (isBullish)
|
||||
{
|
||||
pZone = conditions.valePriceZone;
|
||||
}
|
||||
else
|
||||
{
|
||||
pZone = conditions.peakPriceZone;
|
||||
}
|
||||
|
||||
//
|
||||
drawer.DrawPriceZone(
|
||||
pZone,
|
||||
priceZoneObjs,
|
||||
conditions.dir //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
bool hasDecisionZone = conditions.HasDecisionZone();
|
||||
if (hasDecisionZone)
|
||||
{
|
||||
//
|
||||
drawer.DrawPriceZone(
|
||||
conditions.decisionZone,
|
||||
decisionZoneObjs
|
||||
// ,
|
||||
// conditions.dir //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
Copy(
|
||||
priceZoneObjs,
|
||||
drawnObjects,
|
||||
false //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
decisionZoneObjs,
|
||||
drawnObjects,
|
||||
false //
|
||||
);
|
||||
|
||||
//
|
||||
Copy(
|
||||
marketStructureObjs,
|
||||
drawnObjects,
|
||||
false //
|
||||
);
|
||||
|
||||
//
|
||||
result = ArraySize(drawnObjects);
|
||||
|
||||
|
||||
@@ -61,6 +61,36 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
{
|
||||
}
|
||||
|
||||
//
|
||||
// Getter(s) / Setter(s) ...
|
||||
|
||||
/**
|
||||
* Get Max Allowed Required POI(s) to Find ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int MaxAllowedRequiredPOIs()
|
||||
{
|
||||
return mMaxAllowedRequiredPOIs;
|
||||
}
|
||||
|
||||
/**
|
||||
* Set Max Allowed Required POI(s) to Find ...
|
||||
*
|
||||
* @param value: number of Required POIs
|
||||
*/
|
||||
void MaxAllowedRequiredPOIs(int value)
|
||||
{
|
||||
//
|
||||
if (value < 10)
|
||||
{
|
||||
value = 10;
|
||||
}
|
||||
|
||||
//
|
||||
mMaxAllowedRequiredPOIs = value;
|
||||
}
|
||||
|
||||
//
|
||||
// Overrides Actions ...
|
||||
|
||||
@@ -488,13 +518,30 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
mAnalyseCycleHelper,
|
||||
mVerificationCycleHelper,
|
||||
mConsolidationCycleHelper,
|
||||
mVisionCycleHelper //
|
||||
mVisionCycleHelper,
|
||||
mPOIDrawer //
|
||||
);
|
||||
|
||||
//
|
||||
setupDir = mXTWPVConditions.dir;
|
||||
setupTime = mXTWPVConditions.setupTime;
|
||||
}
|
||||
|
||||
//
|
||||
// if (mXTWPVConditions.HasPriceZone())
|
||||
// {
|
||||
// //
|
||||
// XCBaseObject *objects[];
|
||||
// mPOIDrawer.DrawPriceZone(
|
||||
// mXTWPVConditions.priceZone,
|
||||
// objects //
|
||||
// );
|
||||
|
||||
// //
|
||||
// Print("");
|
||||
// }
|
||||
|
||||
//
|
||||
result = isSetuped;
|
||||
if (!result)
|
||||
{
|
||||
@@ -553,16 +600,17 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
conditions.target = mXTWPVConditions.target;
|
||||
|
||||
//
|
||||
conditions.decisionZones = mXTWPVConditions.decisionZone;
|
||||
conditions.marketStructure = mXTWPVConditions.analyseMarketStructure;
|
||||
if (isBullish)
|
||||
{
|
||||
conditions.priceZones = mXTWPVConditions.valePriceZone;
|
||||
}
|
||||
else
|
||||
{
|
||||
conditions.priceZones = mXTWPVConditions.peakPriceZone;
|
||||
}
|
||||
// TODO: Remove ...
|
||||
// conditions.decisionZones = mXTWPVConditions.decisionZone;
|
||||
// conditions.marketStructure = mXTWPVConditions.analyseMarketStructure;
|
||||
// if (isBullish)
|
||||
// {
|
||||
// conditions.priceZones = mXTWPVConditions.valePriceZone;
|
||||
// }
|
||||
// else
|
||||
// {
|
||||
// conditions.priceZones = mXTWPVConditions.peakPriceZone;
|
||||
// }
|
||||
|
||||
//
|
||||
mXTWPVConditions.Clean();
|
||||
@@ -577,6 +625,9 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
//
|
||||
// Props ...
|
||||
|
||||
//
|
||||
int mMaxAllowedRequiredPOIs; // Max Allowed Required POI(s) to Find ...
|
||||
|
||||
/**
|
||||
* Initial Required Indicators Helper ...
|
||||
*/
|
||||
@@ -586,6 +637,12 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
string symbol = GetSymbol();
|
||||
ENUM_TIMEFRAMES period = GetPeriod();
|
||||
|
||||
//
|
||||
if (mMaxAllowedRequiredPOIs <= 0)
|
||||
{
|
||||
mMaxAllowedRequiredPOIs = 50;
|
||||
}
|
||||
|
||||
//
|
||||
// Short ...
|
||||
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
|
||||
@@ -613,6 +670,9 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
//
|
||||
x121Inputs.Default();
|
||||
|
||||
//
|
||||
x121Inputs.showRSI = false;
|
||||
|
||||
//
|
||||
bool isInited = false;
|
||||
|
||||
@@ -629,6 +689,11 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
x121Inputs.xpvInputs.hcMethod = hcMethod;
|
||||
x121Inputs.xpvInputs.hcPeriod = hcPeriod;
|
||||
|
||||
//
|
||||
x121Inputs.xpvInputs.showSar = false;
|
||||
x121Inputs.xpvInputs.showPeaks = false;
|
||||
x121Inputs.xpvInputs.showVales = false;
|
||||
|
||||
//
|
||||
// XATR ...
|
||||
x121Inputs.xatrInputs.showATRUpper = false;
|
||||
@@ -636,29 +701,36 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
|
||||
//
|
||||
// XSTR ...
|
||||
x121Inputs.xstrInputs.showStr = false;
|
||||
x121Inputs.xstrInputs.showStrUpper = false;
|
||||
x121Inputs.xstrInputs.showStrLower = false;
|
||||
|
||||
//
|
||||
// XDON ...
|
||||
x121Inputs.xdonInputs.showOpen = false;
|
||||
x121Inputs.xdonInputs.showClose = true;
|
||||
x121Inputs.xdonInputs.showClose = false;
|
||||
x121Inputs.xdonInputs.showLow = false;
|
||||
x121Inputs.xdonInputs.showHigh = false;
|
||||
|
||||
//
|
||||
// XVWAP ...
|
||||
x121Inputs.xvwapInputs.showVWapFast = true;
|
||||
x121Inputs.xvwapInputs.showVWapFast = true;
|
||||
x121Inputs.xvwapInputs.showVWapFast = false;
|
||||
x121Inputs.xvwapInputs.showVWapFast = false;
|
||||
x121Inputs.xvwapInputs.showVWapSlow = false;
|
||||
|
||||
//
|
||||
// Initialize Cycle Helpers ...
|
||||
|
||||
//
|
||||
int requiredPOIS = MaxAllowedRequiredPOIs();
|
||||
|
||||
//
|
||||
mTriggerCycleHelper = new XC121SMCCycleHelper();
|
||||
isInited = mTriggerCycleHelper.Init(
|
||||
symbol,
|
||||
PERIOD_M1,
|
||||
x121Inputs //
|
||||
x121Inputs,
|
||||
requiredPOIS //
|
||||
);
|
||||
|
||||
//
|
||||
@@ -666,7 +738,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
isInited = mDecisionCycleHelper.Init(
|
||||
symbol,
|
||||
PERIOD_M5,
|
||||
x121Inputs //
|
||||
x121Inputs,
|
||||
requiredPOIS //
|
||||
);
|
||||
|
||||
//
|
||||
@@ -674,7 +747,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
isInited = mAnalyseCycleHelper.Init(
|
||||
symbol,
|
||||
PERIOD_M15,
|
||||
x121Inputs //
|
||||
x121Inputs,
|
||||
requiredPOIS //
|
||||
);
|
||||
|
||||
//
|
||||
@@ -682,7 +756,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
isInited = mVerificationCycleHelper.Init(
|
||||
symbol,
|
||||
PERIOD_M30,
|
||||
x121Inputs //
|
||||
x121Inputs,
|
||||
requiredPOIS //
|
||||
);
|
||||
|
||||
//
|
||||
@@ -690,7 +765,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
isInited = mConsolidationCycleHelper.Init(
|
||||
symbol,
|
||||
PERIOD_H1,
|
||||
x121Inputs //
|
||||
x121Inputs,
|
||||
requiredPOIS //
|
||||
);
|
||||
|
||||
//
|
||||
@@ -698,7 +774,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
isInited = mVisionCycleHelper.Init(
|
||||
symbol,
|
||||
PERIOD_H4,
|
||||
x121Inputs //
|
||||
x121Inputs,
|
||||
requiredPOIS //
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user