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add support for FVG and Order Blocks in along side Support and Resistance ...

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This commit is contained in:
saherelm
2024-07-25 19:21:49 +03:30
parent cd04299a2a
commit 8525704eb1
3 changed files with 563 additions and 53 deletions
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Experts/x-test-strategies.ea.mq5
+2 -2
View File
@@ -371,8 +371,8 @@ bool InitialEA()
eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
1, // eaMaxAllowedLongs, // Max Longs
1 // eaMaxAllowedShorts // Max Shorts
);
eurusdXCHKMStrategy.SetAlertLogAlerts(true);
eurusdXCHKMStrategy.SetAlertEnableAlerts(true);
Libraries/x-saherelm.common.lib.mq5
+210
View File
@@ -1663,6 +1663,216 @@ struct XOHCL
return result;
}
//
bool HasBullishPressure(
int _loopback = 7 //
)
{
//
bool result = false;
//
if (_loopback < 0)
{
_loopback = 7;
}
//
double bullishPressure = GetBullishPressure(_loopback);
double bearishPressure = GetBearishPressure(_loopback);
//
result =
//
bullishPressure > 0 &&
bearishPressure >= 0 &&
bullishPressure > bearishPressure
//
;
//
return result;
}
//
bool HasBearishPressure(
int _loopback = 7 //
)
{
//
bool result = false;
//
if (_loopback < 0)
{
_loopback = 7;
}
//
double bullishPressure = GetBullishPressure(_loopback);
double bearishPressure = GetBearishPressure(_loopback);
//
result =
//
bearishPressure > 0 &&
bullishPressure >= 0 &&
bearishPressure > bullishPressure
//
;
//
return result;
}
//
// Retrieve Bullish Power ...
double GetBullishPower(
int _loopback = 7 //
)
{
//
double result = 0;
//
if (!IsValid())
{
return result;
}
//
XOHCL bars[];
int barsCount = GetBars(
bars,
symbol,
period,
Index(),
_loopback //
);
if (!IsValidSize(barsCount))
{
return result;
}
//
for (int i = 0; i < barsCount; i++)
{
//
if (bars[i].IsBullish())
{
result += bars[i].GetBody();
}
}
//
return result;
}
//
// Retrieve Bearish Pressure ...
double GetBearishPower(
int _loopback = 7 //
)
{
//
double result = 0;
//
if (!IsValid())
{
return result;
}
//
XOHCL bars[];
int barsCount = GetBars(
bars,
symbol,
period,
Index(),
_loopback //
);
if (!IsValidSize(barsCount))
{
return result;
}
//
for (int i = 0; i < barsCount; i++)
{
//
if (bars[i].IsBearish())
{
result += bars[i].GetBody();
}
}
//
return result;
}
//
bool HasBullishPower(
int _loopback = 7 //
)
{
//
bool result = false;
//
if (_loopback < 0)
{
_loopback = 7;
}
//
double bullishPressure = GetBullishPower(_loopback);
double bearishPressure = GetBearishPower(_loopback);
//
result =
//
bullishPressure > 0 &&
bearishPressure >= 0 &&
bullishPressure > bearishPressure
//
;
//
return result;
}
//
bool HasBearishPower(
int _loopback = 7 //
)
{
//
bool result = false;
//
if (_loopback < 0)
{
_loopback = 7;
}
//
double bullishPressure = GetBullishPower(_loopback);
double bearishPressure = GetBearishPower(_loopback);
//
result =
//
bearishPressure > 0 &&
bullishPressure >= 0 &&
bearishPressure > bullishPressure
//
;
//
return result;
}
//
// Touches ...
Strategies/x-saherelm.xchkm.strategy.mq5
+351 -51
View File
@@ -270,6 +270,9 @@ public:
MODE_LOW //
);
//
// Support nad Resistance ...
//
// Check Support Exists or Find ...
bool hasSupport = support.IsValid();
@@ -322,6 +325,118 @@ public:
}
}
//
// Order Blocks ...
//
bool hasBullishOB = bullishOB.IsValid();
if (!hasBullishOB)
{
//
hasBullishOB =
//
cBar.HasBullishOrderBlock(bullishOB)
//
;
//
if (hasBullishOB)
{
//
DrawBullishOrderBlock(
bullishOB,
ChartID() //
);
//
bullishOBTime = cBar.time;
}
}
//
bool hasBearishOB = bearishOB.IsValid();
if (!hasBearishOB)
{
//
hasBearishOB =
//
cBar.HasBearishOrderBlock(bearishOB)
//
;
//
if (hasBearishOB)
{
//
DrawBearishOrderBlock(
bearishOB,
ChartID() //
);
//
bearishOBTime = cBar.time;
}
}
//
// FVG ...
//
bool hasBullishFVG = bullishFVG.IsValid();
if (!hasBullishFVG)
{
//
hasBullishFVG =
//
cBar.HasBullishFVG(bullishFVGUpper, bullishFVGLower)
//
;
//
if (hasBullishFVG)
{
//
bullishFVG = cBar;
DrawBullishFVG(
bullishFVG,
bullishFVGUpper,
bullishFVGLower,
ChartID() //
);
//
bullishFVGTime = cBar.time;
}
}
//
bool hasBearishFVG = bearishFVG.IsValid();
if (!hasBearishFVG)
{
//
hasBearishFVG =
//
cBar.HasBearishFVG(bearishFVGUpper, bearishFVGLower)
//
;
//
if (hasBearishFVG)
{
//
bearishFVG = cBar;
DrawBearishFVG(
bearishFVG,
bearishFVGUpper,
bearishFVGLower,
ChartID() //
);
//
bearishFVGTime = cBar.time;
}
}
//
// For Trend ...
XOHCL tmpHSW[];
@@ -332,7 +447,9 @@ public:
//
// Bullish ...
bool hasBullishPower = cBar.HasBullishPower();
bool hasBullishPattern = HasBullishPattern(cBar);
bool hasBullishPressure = cBar.HasBullishPressure();
bool isBullishTrend = cBar.HasBullishTrend(
tmpHSW,
tmpLSW,
@@ -341,7 +458,9 @@ public:
//
// Bearish ...
bool hasBearishPower = cBar.HasBearishPower();
bool hasBearishPattern = HasBearishPattern(cBar);
bool hasBearishPressure = cBar.HasBearishPressure();
bool isBearishTrend = cBar.HasBearishTrend(
tmpHSW,
tmpLSW,
@@ -1086,7 +1205,7 @@ public:
// Bullish Conclusion ...
//
bool isCHSTRCBullish =
bool isCHSTRBullish =
//
(
//
@@ -1294,7 +1413,7 @@ public:
//
// Preparing Signals for Execution ...
bool allowCHMSignals = false;
bool allowCHHKSignals = true;
bool allowCHHKSignals = false;
bool allowCHSTRSignals = false;
//
@@ -1362,9 +1481,15 @@ public:
//
hasLong =
//
isCHHKBullish &&
hasBullishPattern &&
chhkDistanceDiffInPoint <= pressureDistance
false
//
// isCHMBullish &&
// isCHHKBullish &&
// isCHSTRBullish &&
// hasBullishPower &&
// hasBullishPressure &&
// hasBullishPattern &&
// chhkDistanceDiffInPoint <= pressureDistance
//
;
@@ -1373,7 +1498,7 @@ public:
{
//
type = POSITION_TYPE_BUY;
sl = chhkLowMax;
sl = chhkLowMin;
}
}
@@ -1383,9 +1508,15 @@ public:
//
hasShort =
//
isCHHKBearish &&
hasBearishPattern &&
chhkDistanceDiffInPoint <= pressureDistance
false
//
// isCHMBearish &&
// isCHHKBearish &&
// isCHSTRBearish &&
// hasBearishPower &&
// hasBearishPressure &&
// hasBearishPattern &&
// chhkDistanceDiffInPoint <= pressureDistance
//
;
@@ -1394,7 +1525,7 @@ public:
{
//
type = POSITION_TYPE_SELL;
sl = chhkHighMin;
sl = chhkHighMax;
}
}
}
@@ -1406,6 +1537,9 @@ public:
{
}
//
// Checking Long Conditions ...
//
// forceCloseLongs = isCHHKBullishBreaked;
// forceCloseShorts = isCHHKBearishBreaked;
@@ -1447,6 +1581,16 @@ public:
//
CheckSupportValidation();
CheckResistanceValidation();
//
CheckBullishOBValidation();
CheckBearishOBValidation();
//
CheckBullishFVGValidation();
CheckBearishFVgValidation();
//
return result;
}
@@ -1470,6 +1614,46 @@ public:
resistance.Clean();
}
//
if (hasBullishOB)
{
//
bullishOBTime = NULL;
RemoveBullishOrderBlock(bullishOB);
bullishOB.Clean();
}
//
if (hasBearishOB)
{
//
bearishOBTime = NULL;
RemoveBearishOrderBlock(bearishOB);
bearishOB.Clean();
}
//
if (hasBullishFVG)
{
//
bullishFVGUpper = 0;
bullishFVGLower = 0;
bullishFVGTime = NULL;
RemoveBullishFVG(bullishFVG);
bullishFVG.Clean();
}
//
if (hasBearishFVG)
{
//
bearishFVGUpper = 0;
bearishFVGLower = 0;
bearishFVGTime = NULL;
RemoveBullishFVG(bearishFVG);
bearishFVG.Clean();
}
//
// Retrieve Entry Price based on Position Type ...
entry = GetEntry(mSymbol, type);
@@ -1512,6 +1696,18 @@ protected:
//
XOHCL support;
XOHCL resistance;
XOHCL bullishOB;
XOHCL bearishOB;
//
double bullishFVGUpper;
double bullishFVGLower;
XOHCL bullishFVG;
//
double bearishFVGUpper;
double bearishFVGLower;
XOHCL bearishFVG;
//
// XPV ...
@@ -1557,6 +1753,26 @@ private:
resistanceTime = NULL;
isResistanceTested = false;
//
// Short ...
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES scPeriod = NULL; // PERIOD_M20; // Time Period
//
// Medium ...
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES mcPeriod = NULL; // PERIOD_M30; // Time Period
//
// Long ...
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES lcPeriod = NULL; // PERIOD_H1; // Time Period
//
// Hind ...
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES hcPeriod = NULL; // PERIOD_H2; // Time Period
//
// XPV ...
@@ -1564,14 +1780,14 @@ private:
pvInputs.Default();
//
pvInputs.scMethod = X_PERIOD_MANUALLY;
pvInputs.scPeriod = PERIOD_M10;
pvInputs.mcMethod = X_PERIOD_MANUALLY;
pvInputs.mcPeriod = PERIOD_M15;
pvInputs.lcMethod = X_PERIOD_MANUALLY;
pvInputs.lcPeriod = PERIOD_M20;
pvInputs.hcMethod = X_PERIOD_MANUALLY;
pvInputs.hcPeriod = PERIOD_M30;
pvInputs.scMethod = scMethod;
pvInputs.scPeriod = scPeriod;
pvInputs.mcMethod = mcMethod;
pvInputs.mcPeriod = mcPeriod;
pvInputs.lcMethod = lcMethod;
pvInputs.lcPeriod = lcPeriod;
pvInputs.hcMethod = hcMethod;
pvInputs.hcPeriod = hcPeriod;
//
pvInputs.showPeaksAndVales = true;
@@ -1598,10 +1814,10 @@ private:
cheInputs.Default();
//
cheInputs.showLongExit1Line = false;
cheInputs.showShortExit1Line = false;
cheInputs.showLongExit2Line = false;
cheInputs.showShortExit2Line = false;
cheInputs.showLongExit1Line = true;
cheInputs.showShortExit1Line = true;
cheInputs.showLongExit2Line = true;
cheInputs.showShortExit2Line = true;
//
cheHelper = new XSCXCHEHelper();
@@ -1618,14 +1834,14 @@ private:
chmInputs.Default();
//
chmInputs.scMethod = X_PERIOD_MANUALLY;
chmInputs.scPeriod = PERIOD_M10;
chmInputs.mcMethod = X_PERIOD_MANUALLY;
chmInputs.mcPeriod = PERIOD_M15;
chmInputs.lcMethod = X_PERIOD_MANUALLY;
chmInputs.lcPeriod = PERIOD_M20;
chmInputs.hcMethod = X_PERIOD_MANUALLY;
chmInputs.hcPeriod = PERIOD_M30;
chmInputs.scMethod = scMethod;
chmInputs.scPeriod = scPeriod;
chmInputs.mcMethod = mcMethod;
chmInputs.mcPeriod = mcPeriod;
chmInputs.lcMethod = lcMethod;
chmInputs.lcPeriod = lcPeriod;
chmInputs.hcMethod = hcMethod;
chmInputs.hcPeriod = hcPeriod;
//
chmInputs.showFast = true;
@@ -1656,21 +1872,21 @@ private:
chhkInputs.Default();
//
chhkInputs.scMethod = X_PERIOD_MANUALLY;
chhkInputs.scPeriod = PERIOD_M10;
chhkInputs.mcMethod = X_PERIOD_MANUALLY;
chhkInputs.mcPeriod = PERIOD_M15;
chhkInputs.lcMethod = X_PERIOD_MANUALLY;
chhkInputs.lcPeriod = PERIOD_M20;
chhkInputs.hcMethod = X_PERIOD_MANUALLY;
chhkInputs.hcPeriod = PERIOD_M30;
chhkInputs.scMethod = scMethod;
chhkInputs.scPeriod = scPeriod;
chhkInputs.mcMethod = mcMethod;
chhkInputs.mcPeriod = mcPeriod;
chhkInputs.lcMethod = lcMethod;
chhkInputs.lcPeriod = lcPeriod;
chhkInputs.hcMethod = hcMethod;
chhkInputs.hcPeriod = hcPeriod;
//
chhkInputs.showCurrent = false;
chhkInputs.showShort = false;
chhkInputs.showMedium = false;
chhkInputs.showLong = false;
chhkInputs.showHind = false;
chhkInputs.showHind = true;
//
chhkHelper = new XSCXCHHKHelper();
@@ -1687,20 +1903,20 @@ private:
chstrInputs.Default();
//
chstrInputs.scMethod = X_PERIOD_MANUALLY;
chstrInputs.scPeriod = PERIOD_M10;
chstrInputs.mcMethod = X_PERIOD_MANUALLY;
chstrInputs.mcPeriod = PERIOD_M15;
chstrInputs.lcMethod = X_PERIOD_MANUALLY;
chstrInputs.lcPeriod = PERIOD_M20;
chstrInputs.hcMethod = X_PERIOD_MANUALLY;
chstrInputs.hcPeriod = PERIOD_M30;
chstrInputs.scMethod = scMethod;
chstrInputs.scPeriod = scPeriod;
chstrInputs.mcMethod = mcMethod;
chstrInputs.mcPeriod = mcPeriod;
chstrInputs.lcMethod = lcMethod;
chstrInputs.lcPeriod = lcPeriod;
chstrInputs.hcMethod = hcMethod;
chstrInputs.hcPeriod = hcPeriod;
//
chstrInputs.showCurrent = true;
chstrInputs.showShort = true;
chstrInputs.showMedium = true;
chstrInputs.showLong = true;
chstrInputs.showCurrent = false;
chstrInputs.showShort = false;
chstrInputs.showMedium = false;
chstrInputs.showLong = false;
chstrInputs.showHind = true;
//
@@ -1829,6 +2045,90 @@ private:
resistanceTime = NULL;
resistance.Clean();
}
//
datetime bullishOBTime;
void CheckBullishOBValidation()
{
//
if (!IsValid(bullishOBTime))
{
return;
}
//
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(bullishOBTime))) / PeriodSeconds(mPeriod));
if (age >= 50)
{
//
bullishOBTime = NULL;
RemoveBullishOrderBlock(bullishOB);
bullishOB.Clean();
}
}
//
datetime bearishOBTime;
void CheckBearishOBValidation()
{
//
if (!IsValid(bearishOBTime))
{
return;
}
//
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(bearishOBTime))) / PeriodSeconds(mPeriod));
if (age >= 50)
{
//
bearishOBTime = NULL;
RemoveBearishOrderBlock(bearishOB);
bearishOB.Clean();
}
}
//
datetime bullishFVGTime;
void CheckBullishFVGValidation()
{
//
if (!IsValid(bullishFVGTime))
{
return;
}
//
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(bullishFVGTime))) / PeriodSeconds(mPeriod));
if (age >= 50)
{
//
bullishFVGTime = NULL;
RemoveBullishFVG(bullishFVG);
bullishFVG.Clean();
}
}
//
datetime bearishFVGTime;
void CheckBearishFVgValidation()
{
//
if (!IsValid(bearishFVGTime))
{
return;
}
//
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(bearishFVGTime))) / PeriodSeconds(mPeriod));
if (age >= 50)
{
//
bearishFVGTime = NULL;
RemoveBearishFVG(bearishFVG);
bearishFVG.Clean();
}
}
};
//