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saherelm
2025-05-20 21:48:12 +03:30
parent 587d208823
commit 70876676f5
7 changed files with 5904 additions and 1417 deletions
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Classes/x-saherelm.x-bar.analyser.class.mq5
+347 -494
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@@ -26,6 +26,44 @@
//
// Definitions ...
//
// Extensions ...
void FillLiquidity(
XOHCL &lBar,
ENUM_X_DIRECTION lDir,
XBoxZone &lq,
datetime to //
)
{
//
// Normalize Args ...
lq.Clean();
to = NormalizeTime(to);
//
// Validate Args ...
bool has = lBar.IsValid() &&
HasDirection(lDir);
if (!has)
{
return;
}
//
lq.to = to;
lq.dir = lDir;
lq.type = "XLQ";
lq.from = lBar.time;
lq.symbol = lBar.symbol;
lq.period = lBar.period;
lq.upper = IsBullish(lDir)
? lBar.GetDown()
: lBar.high;
lq.lower = IsBullish(lDir)
? lBar.low
: lBar.GetUp();
}
//
// Implementations ...
class XCBarAnalyser : public XCBase
@@ -2040,20 +2078,45 @@ class XCBarAnalyser : public XCBase
return result;
}
/**
* Check a Bar is a Trigger Box or Not ...
*
* @param bar: XOHCL instance Referernce, Specified Start Bar to Check ...
* @param trigger: XBoxZone instance Reference, Holds Detected Trigger Bar ...
* @param ob: XBoxZone instance Reference, Holds Detected Trigger Bar's OB ...
* @param fvg: XBoxZone instance Reference, Holds Detected Trigger Bar's FVG ...
* @param rLiquidity: XBoxZone instance Reference, Holds Detected Trigger Bar's Reversal Side Liquidity ...
* @param fLiquidity: XBoxZone instance Reference, Holds Detected Trigger Bar's Following Side Liquidity ...
* @param swingBar: XOHCL instance Referernce, Holds Detected Trigger Bar's Swing ...
* @param loopback: int, Loopback Bars Count ...
* @param maxAllowedRange: double, Max Allowed Trigger's OB Range ...
* @param minAllowedBlockEdgeLength: int, Min Allowed Block Edge Validation Length ...
* @param forceOBOppositBar: bool, Force OB to Start by Opposite Bar ...
* @param forceFVGBarType: bool, Force FVG to Has Same Bar Type ...
* @param forceGapBarBreakout: bool, Force Gap Bar Breakout OB Edge ...
* @param forceHasSwingBar: bool, Force Has Swing Bar ...
* @param forceHasLiquidity: bool, Force Has Following Liquidity ...
* @param forceHasReversalLiquidity: bool, Force Has Reversal Liquidity ...
*
* @return ( bool )
*/
bool IsTrigger(
XOHCL &bar,
XBoxZone &box,
XBoxZone &trigger,
XBoxZone &ob,
XBoxZone &fvg,
XBoxZone &liquidity,
XBoxZone &rLiquidity,
XBoxZone &fLiquidity,
XOHCL &swingBar,
int loopback = 10,
bool forceLiquidity = true,
bool forceLiquidityUsed = true,
bool forceEntryBar = true,
bool forceEntryBarPower = true,
bool forceFVGBarType = false,
bool forceOBTwoBar = false //
double maxAllowedRange = 0.0,
int minAllowedBlockEdgeLength = 0,
bool forceOBOppositBar = true,
bool forceFVGBarType = true,
bool forceGapBarBreakout = true,
bool forceHasSwingBar = true,
bool forceHasLiquidity = true,
bool forceHasReversalLiquidity = true //
)
{
//
@@ -2063,9 +2126,10 @@ class XCBarAnalyser : public XCBase
// Normalize Args ...
ob.Clean();
fvg.Clean();
box.Clean();
trigger.Clean();
swingBar.Clean();
liquidity.Clean();
rLiquidity.Clean();
fLiquidity.Clean();
loopback = NormalizeInt(loopback, 5);
//
@@ -2077,429 +2141,171 @@ class XCBarAnalyser : public XCBase
}
//
XOHCL pBar; // Previous of Provided Bar ...
XOHCL iBar;
XOHCL iPBar;
int barIndex;
int pBarIndex;
ENUM_X_DIRECTION iDir;
XOHCL pBar;
XOHCL tmpBar;
XOHCL tmpPBar;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
result = bar.GetPreviousBar(pBar);
if (!result)
//
// Detect Base Order Block ...
result =
result &&
//
// Order Block Detection ...
IsOB(
pBar,
ob,
forceFVGBarType,
forceOBOppositBar //
) &&
//
// Gap Detection ...
IsFVG(
pBar,
fvg,
forceFVGBarType //
);
if (result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
trigger = ob;
trigger.type = "XTRG";
}
//
barIndex = bar.Index();
pBarIndex = pBar.Index();
// Reading Requirements ...
//
// Loopback to Find a Block ...
for (int i = pBarIndex; i < pBarIndex + loopback; i++)
double points = GetPoints(bar.symbol);
//
bool isBullish = ob.IsBullish();
bool isBearish = ob.IsBearish();
//
int toIDX = trigger.ToIndex();
int fromIDX = trigger.FromIndex();
//
// Validate Gaps Bar Breakeout ...
if (result &&
forceGapBarBreakout)
{
//
// Inital IBar ...
result = iBar.Init(
bar.symbol,
bar.period,
i //
);
if (!result)
{
break;
}
// Extract Gap Bar ...
tmpBar.Clean();
tmpPBar.Clean();
result =
//
// Retrieve Bars ...
fvg.ToBar(tmpBar) &&
tmpBar.GetPreviousBar(tmpPBar) &&
//
// Validate Gap Bar is Momentum Bar ...
IsMomentum(
tmpPBar,
iDir,
1 //
) &&
iDir == fvg.dir &&
//
// Validate ...
(isBullish
? tmpPBar.close > ob.upper
: tmpPBar.close < ob.lower);
//
// Detect Block ...
result = IsOB(
iBar,
ob,
forceFVGBarType,
forceOBTwoBar //
);
tmpBar.Clean();
tmpPBar.Clean();
}
//
// Validate Range ...
if (result &&
maxAllowedRange > 0)
{
//
double range = ob.GetRange();
result = range <= (maxAllowedRange * points);
}
//
// Validating Swing Bar ...
if (result &&
forceHasSwingBar)
{
//
int swingIDX = -1;
result = ob.FromBar(tmpBar);
if (result)
{
//
// Validate Block Last Bars ...
XOHCL fromBar;
XOHCL fromBarPrev;
result = ob.FromBar(fromBar);
result =
result &&
fromBar.GetPreviousBar(fromBarPrev);
result =
result &&
(ob.IsBullish()
? fromBarPrev.IsBearish()
: fromBarPrev.IsBullish());
// Detect Swing Bar Index ...
if (isBullish)
{
swingIDX = tmpBar.FindLowestIndex(loopback, MODE_LOW);
}
else if (isBearish)
{
swingIDX = tmpBar.FindHighestIndex(loopback, MODE_HIGH);
}
result = IsValidIndex(swingIDX);
if (result)
{
//
// Detect FVG ...
result = IsFVG(
iBar,
fvg,
forceFVGBarType //
// Initialize Swing Bar ...
result = swingBar.Init(
bar.symbol,
bar.period,
swingIDX //
);
if (result)
{
//
box.Clone(ob);
box.type = "XTRG";
box.from = fromBarPrev.time;
break;
}
}
//
fromBar.Clean();
fromBarPrev.Clean();
}
//
iBar.Clean();
}
iBar.Clean();
//
// Validate Block Detected ...
result = box.IsValid();
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
}
//
int toIDX = box.ToIndex();
int fromIDX = box.FromIndex();
bool isBullish = box.IsBullish();
bool isBearish = box.IsBearish();
//
// Detect Swing Bar ...
int swingBarIDX = -1;
int swingLoopback = fromIDX - pBarIndex;
if (isBullish)
{
//
// Looking for Swing Low ...
swingBarIDX = pBar.FindLowestIndex(swingLoopback, MODE_LOW);
}
else if (isBearish)
{
//
// Looking for Swing High ...
swingBarIDX = pBar.FindHighestIndex(swingLoopback, MODE_LOW);
}
result = IsValidIndex(swingBarIDX);
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
}
//
// Initialize Swing Bar ...
result = swingBar.Init(
bar.symbol,
bar.period,
swingBarIDX //
);
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
}
//
// Update Trigger Box ...
if (isBullish)
{
box.lower = MathMin(box.lower, swingBar.GetDown());
}
else if (isBearish)
{
box.upper = MathMin(box.upper, swingBar.GetUp());
}
//
// Now we Have to Check Spike from Swing Bar Next till Current Bar ...
// To Validate Highs and Lows ...
for (int i = pBarIndex; i < pBarIndex + (swingBarIDX - pBarIndex) - 1; i++)
{
//
// Initialize iBar ...
result = iBar.Init(
bar.symbol,
bar.period,
i //
);
result =
result &&
iBar.GetPreviousBar(iPBar);
if (!result)
{
break;
}
//
// Since we Go Backward Bars from Current Bar ...
// for Bullish: each Bar Low Must over Prev Bar Low ...
// for Bearish: each Bar High Must Under Prev Bar High ...
if (isBullish)
{
result = iBar.low > iPBar.low;
}
else if (isBearish)
{
result = iBar.high < iPBar.high;
}
if (!result)
{
break;
}
//
iBar.Clean();
iPBar.Clean();
}
iBar.Clean();
iPBar.Clean();
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
}
//
// We Have to Make sure Bars until Spikes Closed ...
// for Bullish: bars must Close Above box.upper ...
// for Bearish: bars must Close Below box.lower ...
for (int i = pBarIndex; i < toIDX; i++)
{
//
// Initialize iBar ...
result = iBar.Init(
bar.symbol,
bar.period,
i //
);
result =
result &&
(isBullish
? iBar.close > box.upper
: iBar.close < box.lower);
//
if (!result)
{
break;
}
//
iBar.Clean();
}
iBar.Clean();
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
}
//
// Now we Have to Detect Spike Breake Ruls ...
// for Bullish: bar.low goes Below of pBar.low ...
// for Bearish: bar.high goes Above of pBar.high ...
if (isBullish)
{
result = bar.low < pBar.low;
}
else if (isBearish)
{
result = bar.high > pBar.high;
}
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
}
//
// Update Box ...
if (isBullish)
{
box.upper = MathMax(box.upper, bar.GetDown());
}
else if (isBearish)
{
box.lower = MathMin(box.lower, bar.GetUp());
}
box.to = bar.time;
//
toIDX = box.ToIndex();
fromIDX = box.FromIndex();
//
// Liquidity ...
if (forceLiquidity)
{
//
// Now we Have to Detect Liquidity Zone ...
for (int i = fromIDX; i < fromIDX + loopback; i++)
{
//
// Initialize iBar
result = iBar.Init(
bar.symbol,
bar.period,
i //
);
result =
result &&
IsRejected(
iBar,
iDir,
false, // Force Bar Type ...
true // Force Fibo Pressure ...
) &&
iDir == box.dir &&
(isBullish
? iBar.low < box.lower
: iBar.high > box.upper);
// Update Trigger Block based on Swing Bar ...
result = swingBar.IsValid();
if (result)
{
//
// Filling Liquidity ...
liquidity.dir = iDir;
liquidity.to = box.to;
liquidity.type = "XLQ";
liquidity.from = iBar.time;
liquidity.symbol = iBar.symbol;
liquidity.period = iBar.period;
liquidity.upper = isBullish
? iBar.GetDown()
: iBar.high;
liquidity.lower = isBullish
? iBar.low
: iBar.GetUp();
// Update From ...
trigger.from = ((datetime)MathMin((int)trigger.from, (int)swingBar.time));
//
result = liquidity.IsValid();
if (result)
// Update Edge ...
if (isBullish)
{
break;
trigger.lower = MathMin(trigger.lower, swingBar.GetDown());
}
else if (isBearish)
{
trigger.upper = MathMax(trigger.upper, swingBar.GetUp());
}
}
//
iBar.Clean();
}
iBar.Clean();
result = liquidity.IsValid();
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
//
return result;
}
//
// Check Liquidity Usage ...
if (forceLiquidityUsed)
tmpBar.Clean();
}
//
// Validate Min Block Edge ...
if (result &&
minAllowedBlockEdgeLength > 0)
{
//
fromIDX = trigger.FromIndex();
if (result)
{
//
// now We have to Ensure Detected Liqudity is Used ...
toIDX = box.ToIndex();
fromIDX = liquidity.FromIndex();
for (int i = fromIDX - 1; i >= toIDX; i--)
// Looping Back ...
for (int i = fromIDX; i < fromIDX + minAllowedBlockEdgeLength; i++)
{
//
// Initialize iBar ...
result = iBar.Init(
// Initialize i Bar ...
result = tmpBar.Init(
bar.symbol,
bar.period,
i //
@@ -2507,130 +2313,173 @@ class XCBarAnalyser : public XCBase
result =
result &&
(isBullish
? iBar.low < liquidity.upper
: iBar.high > liquidity.lower);
if (result)
? tmpBar.low > trigger.lower
: tmpBar.high > trigger.upper);
if (!result)
{
break;
}
//
iBar.Clean();
tmpBar.Clean();
}
if (!result)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
result = tmpBar.IsValid();
//
return result;
//
// Update Trigger Block ...
if (result)
{
trigger.from = ((datetime)(MathMin((int)trigger.from, (int)tmpBar.time)));
}
}
//
tmpBar.Clean();
}
//
// Entry Bar ...
if (forceEntryBar)
// Validating Liquidity ...
if (result &&
(forceHasLiquidity ||
forceHasReversalLiquidity))
{
//
// Validate Bar is Not Opposit Powered Bar ...
//
// Momentum ...
bool isMomentum = IsMomentum(
bar,
iDir,
1 //
);
bool isBullishMomentum =
isMomentum &&
IsBullish(iDir);
bool isBearishMomentum =
isMomentum &&
IsBearish(iDir);
//
// Engulfed ...
bool isEngulfed = IsEngulfed(
bar,
iDir //
);
bool isBullishEngulfed =
isEngulfed &&
IsBullish(iDir);
bool isBearishEngulfed =
isEngulfed &&
IsBearish(iDir);
//
// Rejected ...
bool isRejected = IsRejected(
bar,
iDir,
false,
true //
);
bool isBullishRejected =
isRejected &&
IsBullish(iDir);
bool isBearishRejected =
isRejected &&
IsBearish(iDir);
//
bool isBullishPowered =
isBullishMomentum ||
isBullishEngulfed ||
isBullishRejected;
//
bool isBearishPowered =
isBearishMomentum ||
isBearishEngulfed ||
isBearishRejected;
//
// Make Sure Entry Bar is a Valid Bar ...
result =
isBullish
? !isBearishPowered && (!forceEntryBarPower
? true
: isBullishPowered)
: !isBullishPowered && (!forceEntryBarPower
? true
: isBearishPowered);
if (!result)
// Try to Detect Liquidity ...
toIDX = ob.ToIndex();
for (int i = toIDX; i < toIDX + (loopback * 10); i++)
{
//
ob.Clean();
fvg.Clean();
box.Clean();
pBar.Clean();
iBar.Clean();
iPBar.Clean();
swingBar.Clean();
liquidity.Clean();
// Initialize i Bar ...
result = tmpBar.Init(
bar.symbol,
bar.period,
i //
);
if (!result)
{
break;
}
//
return result;
// Detect Liquidity ...
bool isRejected =
result &&
IsRejected(
tmpBar,
iDir,
false, // Force Bar Type ...
true // Force Fibo Pressure ...
);
bool isBullishRejected =
isRejected &&
IsBullish(iDir);
bool isBearishRejected =
isRejected &&
IsBearish(iDir);
//
// Validate Liquidities ...
if (isBullish)
{
//
if (isBullishRejected &&
forceHasLiquidity &&
!fLiquidity.IsValid() &&
tmpBar.low < trigger.lower)
{
//
// Filling Following Liquidity ...
FillLiquidity(
tmpBar,
trigger.dir,
fLiquidity,
trigger.to //
);
}
//
if (isBearishRejected &&
!rLiquidity.IsValid() &&
forceHasReversalLiquidity &&
tmpBar.high > trigger.upper)
{
//
// Filling Revrsal Liquidity ...
FillLiquidity(
tmpBar,
Opposit(trigger.dir),
rLiquidity,
trigger.to //
);
}
}
else if (isBearish)
{
//
if (isBearishRejected &&
forceHasLiquidity &&
!fLiquidity.IsValid() &&
tmpBar.high > trigger.upper)
{
//
// Filling Following Liquidity ...
FillLiquidity(
tmpBar,
trigger.dir,
fLiquidity,
trigger.to //
);
}
//
if (isBullishRejected &&
!rLiquidity.IsValid() &&
forceHasReversalLiquidity &&
tmpBar.low < trigger.lower)
{
//
// Filling Reversal Liquidity ...
FillLiquidity(
tmpBar,
Opposit(trigger.dir),
rLiquidity,
trigger.to //
);
}
}
//
if ((!forceHasLiquidity
? true
: fLiquidity.IsValid()) &&
(!forceHasReversalLiquidity
? true
: rLiquidity.IsValid()))
{
break;
}
//
tmpBar.Clean();
}
tmpBar.Clean();
//
result = (!forceHasLiquidity
? true
: fLiquidity.IsValid()) &&
(!forceHasReversalLiquidity
? true
: rLiquidity.IsValid());
}
//
// Cleanup Resources ...
//
iBar.Clean();
pBar.Clean();
iPBar.Clean();
swingBar.Clean();
tmpBar.Clean();
tmpPBar.Clean();
//
if (!result)
@@ -2638,9 +2487,13 @@ class XCBarAnalyser : public XCBase
//
ob.Clean();
fvg.Clean();
box.Clean();
trigger.Clean();
swingBar.Clean();
liquidity.Clean();
rLiquidity.Clean();
fLiquidity.Clean();
//
return result;
}
//