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

Experts/x-test-strategies.ea.mq5

@@ -371,8 +371,8 @@ bool InitialEA()
                 eaIgnoreSL,
                 eaAllowLong,
                 eaAllowShort,
-                eaMaxAllowedLongs, // Max Longs
+                1, // eaMaxAllowedLongs, // Max Longs
-                eaMaxAllowedShorts // Max Shorts
+                1 // eaMaxAllowedShorts // Max Shorts
             );
             eurusdXCHKMStrategy.SetAlertLogAlerts(true);
             eurusdXCHKMStrategy.SetAlertEnableAlerts(true);

Libraries/x-saherelm.common.lib.mq5

@@ -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

@@ -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 &&
+                    false
-                    hasBullishPattern &&
+                    //
-                    chhkDistanceDiffInPoint <= pressureDistance
+                    // 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 &&
+                    false
-                    hasBearishPattern &&
+                    //
-                    chhkDistanceDiffInPoint <= pressureDistance
+                    // 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.scMethod = scMethod;
-        pvInputs.scPeriod = PERIOD_M10;
+        pvInputs.scPeriod = scPeriod;
-        pvInputs.mcMethod = X_PERIOD_MANUALLY;
+        pvInputs.mcMethod = mcMethod;
-        pvInputs.mcPeriod = PERIOD_M15;
+        pvInputs.mcPeriod = mcPeriod;
-        pvInputs.lcMethod = X_PERIOD_MANUALLY;
+        pvInputs.lcMethod = lcMethod;
-        pvInputs.lcPeriod = PERIOD_M20;
+        pvInputs.lcPeriod = lcPeriod;
-        pvInputs.hcMethod = X_PERIOD_MANUALLY;
+        pvInputs.hcMethod = hcMethod;
-        pvInputs.hcPeriod = PERIOD_M30;
+        pvInputs.hcPeriod = hcPeriod;
 
         //
         pvInputs.showPeaksAndVales = true;
@@ -1598,10 +1814,10 @@ private:
         cheInputs.Default();
 
         //
-        cheInputs.showLongExit1Line = false;
+        cheInputs.showLongExit1Line = true;
-        cheInputs.showShortExit1Line = false;
+        cheInputs.showShortExit1Line = true;
-        cheInputs.showLongExit2Line = false;
+        cheInputs.showLongExit2Line = true;
-        cheInputs.showShortExit2Line = false;
+        cheInputs.showShortExit2Line = true;
 
         //
         cheHelper = new XSCXCHEHelper();
@@ -1618,14 +1834,14 @@ private:
         chmInputs.Default();
 
         //
-        chmInputs.scMethod = X_PERIOD_MANUALLY;
+        chmInputs.scMethod = scMethod;
-        chmInputs.scPeriod = PERIOD_M10;
+        chmInputs.scPeriod = scPeriod;
-        chmInputs.mcMethod = X_PERIOD_MANUALLY;
+        chmInputs.mcMethod = mcMethod;
-        chmInputs.mcPeriod = PERIOD_M15;
+        chmInputs.mcPeriod = mcPeriod;
-        chmInputs.lcMethod = X_PERIOD_MANUALLY;
+        chmInputs.lcMethod = lcMethod;
-        chmInputs.lcPeriod = PERIOD_M20;
+        chmInputs.lcPeriod = lcPeriod;
-        chmInputs.hcMethod = X_PERIOD_MANUALLY;
+        chmInputs.hcMethod = hcMethod;
-        chmInputs.hcPeriod = PERIOD_M30;
+        chmInputs.hcPeriod = hcPeriod;
 
         //
         chmInputs.showFast = true;
@@ -1656,21 +1872,21 @@ private:
         chhkInputs.Default();
 
         //
-        chhkInputs.scMethod = X_PERIOD_MANUALLY;
+        chhkInputs.scMethod = scMethod;
-        chhkInputs.scPeriod = PERIOD_M10;
+        chhkInputs.scPeriod = scPeriod;
-        chhkInputs.mcMethod = X_PERIOD_MANUALLY;
+        chhkInputs.mcMethod = mcMethod;
-        chhkInputs.mcPeriod = PERIOD_M15;
+        chhkInputs.mcPeriod = mcPeriod;
-        chhkInputs.lcMethod = X_PERIOD_MANUALLY;
+        chhkInputs.lcMethod = lcMethod;
-        chhkInputs.lcPeriod = PERIOD_M20;
+        chhkInputs.lcPeriod = lcPeriod;
-        chhkInputs.hcMethod = X_PERIOD_MANUALLY;
+        chhkInputs.hcMethod = hcMethod;
-        chhkInputs.hcPeriod = PERIOD_M30;
+        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.scMethod = scMethod;
-        chstrInputs.scPeriod = PERIOD_M10;
+        chstrInputs.scPeriod = scPeriod;
-        chstrInputs.mcMethod = X_PERIOD_MANUALLY;
+        chstrInputs.mcMethod = mcMethod;
-        chstrInputs.mcPeriod = PERIOD_M15;
+        chstrInputs.mcPeriod = mcPeriod;
-        chstrInputs.lcMethod = X_PERIOD_MANUALLY;
+        chstrInputs.lcMethod = lcMethod;
-        chstrInputs.lcPeriod = PERIOD_M20;
+        chstrInputs.lcPeriod = lcPeriod;
-        chstrInputs.hcMethod = X_PERIOD_MANUALLY;
+        chstrInputs.hcMethod = hcMethod;
-        chstrInputs.hcPeriod = PERIOD_M30;
+        chstrInputs.hcPeriod = hcPeriod;
 
         //
-        chstrInputs.showCurrent = true;
+        chstrInputs.showCurrent = false;
-        chstrInputs.showShort = true;
+        chstrInputs.showShort = false;
-        chstrInputs.showMedium = true;
+        chstrInputs.showMedium = false;
-        chstrInputs.showLong = true;
+        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();
+        }
+    }
 };
 
 //