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Last Works on Validating Order Blocks ...

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saherelm
2025-01-06 21:53:05 +03:30
parent 9d4b2ee578
commit 65b7a2ca7f
13 changed files with 3490 additions and 751 deletions
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X121SMCEA/Signals/x-121.smc.xtwpv.signal.lib.mq5
+10 -554
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@@ -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);