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Finish Order Blocks Detection ...

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This commit is contained in:
saherelm
2024-11-14 00:31:40 +03:30
parent a4fb541557
commit 849fc73ee2
4 changed files with 1048 additions and 95 deletions
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Classes/x-saherelm.x-poi.class.mq5
+444
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@@ -377,6 +377,36 @@ class XCPOIDetector : public XCBaseAlert
mSupplyAndDemandRange = value;
}
//
// Order Blocks ...
/**
* Get Order Blocks Detection Bars ...
*
* @return ( int )
*/
int OrderBlocksSameBars()
{
return mOrderBlocksSameBars;
}
/**
* Set Order Blocks Detection Bars ...
*
* @param value: Argument 1
*/
void OrderBlocksSameBars(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mOrderBlocksSameBars = value;
}
//
// Actions ...
@@ -768,6 +798,68 @@ class XCPOIDetector : public XCBaseAlert
}
}
//
// Order Blocks ...
int obSameBars = OrderBlocksSameBars();
if (obSameBars > 0)
{
//
// Bullish Order Block ...
isDetected = DetectBullishOrderBlock(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BULLISH_ORDERBLOCK_DETECTED;
XCOrderBlock *param;
bool hasItem = GetLastItem(
param,
mBullishOrderBlocks //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
//
// Bearish Order Block ...
isDetected = DetectBearishOrderBlock(cBar);
if (isDetected)
{
//
ENUM_XPOI_EVENTS event = X_BEARISH_ORDERBLOCK_DETECTED;
XCOrderBlock *param;
bool hasItem = GetLastItem(
param,
mBearishOrderBlocks //
);
if (hasItem)
{
//
NotifyEventListeners(
event,
param //
);
}
//
Add(
event,
state //
);
}
}
//
ValidatePOIs(cBar);
@@ -863,6 +955,10 @@ class XCPOIDetector : public XCBaseAlert
//
Clean(mSupplyZones);
Clean(mDemandZones);
//
Clean(mBullishOrderBlocks);
Clean(mBearishOrderBlocks);
}
/**
@@ -911,6 +1007,9 @@ class XCPOIDetector : public XCBaseAlert
//
SupplyAndDemandRange(144);
//
OrderBlocksSameBars(3);
}
//
@@ -983,6 +1082,10 @@ class XCPOIDetector : public XCBaseAlert
int supplyZonesCount = 0;
int demandZonesCount = 0;
//
int bullishOrderBlocksCount = 0;
int bearishOrderBlocksCount = 0;
//
bool canContinue = true;
@@ -1067,6 +1170,28 @@ class XCPOIDetector : public XCBaseAlert
ArrayReverse(mDemandZones);
}
//
// Oder Blocks ...
int obSameBars = OrderBlocksSameBars();
if (obSameBars > 0)
{
//
// Bullish Order Blocks ...
bullishOrderBlocksCount = DetectRequiredBullishOrderBlocks(barIndex);
if (bullishOrderBlocksCount == requiredPOIs)
{
ArrayReverse(mBullishOrderBlocks);
}
//
// Bearish Order Blocks ...
bearishOrderBlocksCount = DetectRequiredBearishOrderBlocks(barIndex);
if (bearishOrderBlocksCount == requiredPOIs)
{
ArrayReverse(mBearishOrderBlocks);
}
}
//
canContinue =
//
@@ -1118,6 +1243,16 @@ class XCPOIDetector : public XCBaseAlert
// Demand Zones ...
demandZonesCount < requiredPOIs
//
||
//
// Bullish Order Blocks ...
bullishOrderBlocksCount < requiredPOIs
//
||
//
// Bearish Order Blocks ...
bearishOrderBlocksCount < requiredPOIs
//
;
if (canContinue)
{
@@ -2986,12 +3121,321 @@ class XCPOIDetector : public XCBaseAlert
//
// Order Blocks ...
int mOrderBlocksSameBars; // Order Blocks Detection Bars ...
//
// Bullish OB ...
XCOrderBlock *mBullishOrderBlocks[];
/**
* Detect Bullish Order Block ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBullishOrderBlock(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid();
if (!result)
{
return result;
}
//
int sameBars = OrderBlocksSameBars();
if (sameBars < 0)
{
return result;
}
//
XOHCL obBar;
ENUM_X_DIRECTION dir;
result = mBarAnalyser
.HasOrderBlock(
bar,
obBar,
dir,
sameBars //
);
result =
result &&
dir == X_DIRECTION_BULLISH;
if (!result)
{
return result;
}
//
if (result)
{
//
XCOrderBlock *ob;
ob = new XCOrderBlock();
result = ob.Init(
obBar,
dir //
);
//
if (result)
{
//
datetime cTime = TimeCurrent();
ob.To(cTime);
//
Add(
ob,
mBullishOrderBlocks //
);
// //
// XCBullishOrderBlockObject *iObj;
// bool isCreated = mDrawer.CreateBullishOrderBlock(
// ob,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
//
return result;
}
/**
* Detect Required Bullish Order Blocks ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBullishOrderBlocks(int barIndex)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBullishOrderBlocks);
if (count >= required)
{
//
result = count;
return result;
}
//
int sameBars = OrderBlocksSameBars();
if (sameBars < 0)
{
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBullishOrderBlock(bar);
//
result = ArraySize(mBullishOrderBlocks);
//
return result;
}
//
// Bearish OB ...
XCOrderBlock *mBearishOrderBlocks[];
/**
* Detect Bearish Order Block ...
*
* @param bar: XOHCL instance ...
*
* @return ( bool )
*/
bool DetectBearishOrderBlock(XOHCL &bar)
{
//
bool result = false;
//
result = bar.IsValid();
if (!result)
{
return result;
}
//
int sameBars = OrderBlocksSameBars();
if (sameBars < 0)
{
return result;
}
//
XOHCL obBar;
ENUM_X_DIRECTION dir;
result = mBarAnalyser
.HasOrderBlock(
bar,
obBar,
dir,
sameBars //
);
result =
result &&
dir == X_DIRECTION_BEARISH;
if (!result)
{
return result;
}
//
if (result)
{
//
XCOrderBlock *ob;
ob = new XCOrderBlock();
result = ob.Init(
obBar,
dir //
);
//
if (result)
{
//
datetime cTime = TimeCurrent();
ob.To(cTime);
//
Add(
ob,
mBearishOrderBlocks //
);
// //
// XCBearishOrderBlockObject *iObj;
// bool isCreated = mDrawer.CreateBearishOrderBlock(
// ob,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
}
}
//
return result;
}
/**
* Detect Required Bearish Order Blocks ...
*
* @param barIndex: Integer Start bar index ...
* 0 is Default ...
*
* @return ( int )
*/
int DetectRequiredBearishOrderBlocks(int barIndex)
{
//
int result = 0;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
int required = MaxNumberOfRequiredPOIs();
if (required <= 0)
{
return result;
}
//
int count = ArraySize(mBearishOrderBlocks);
if (count >= required)
{
//
result = count;
return result;
}
//
int sameBars = OrderBlocksSameBars();
if (sameBars < 0)
{
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL bar;
bool isInited = bar.Init(
symbol,
period,
barIndex //
);
if (!isInited)
{
return result;
}
//
DetectBearishOrderBlock(bar);
//
result = ArraySize(mBearishOrderBlocks);
//
return result;
}
//
// Fair Value Gaps ...