saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Last Works on Validating Order Blocks ...

Browse Source
This commit is contained in:
saherelm
2025-01-06 21:53:05 +03:30
parent 9d4b2ee578
commit 65b7a2ca7f
13 changed files with 3490 additions and 751 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Helpers/x-saherelm.x121.helper.mq5
+239 -28
View File
@@ -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;
};
//