last ...

Libraries/x-saherelm.x-poi.state.lib.mq5

@@ -122,8 +122,52 @@ struct XOBFVG
     //
     bool IsValid()
     {
-        return HasOB() &&
+        //
-               HasFVGs();
+        bool result = false;
+
+        //
+        result = HasOB() &&
+                 HasFVGs();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL passedBar;
+        bool isBodyOut;
+        bool isOBStarted = ob.IsStarted(
+            ob.GetDirection(),
+            passedBar,
+            isBodyOut //
+        );
+
+        //
+        int idx = GetOldest(fvgs);
+        result = IsValidIndex(idx);
+        if (!result)
+        {
+            //
+            passedBar.Clean();
+            return result;
+        }
+
+        //
+        bool isFVGStarted = fvgs[idx].IsStarted(
+            ob.GetDirection(),
+            passedBar,
+            isBodyOut //
+        );
+
+        //
+        result = isOBStarted &&
+                 isFVGStarted;
+
+        //
+        passedBar.Clean();
+
+        //
+        return result;
     }
 
     //
@@ -305,6 +349,59 @@ struct XOBFVG
         return result;
     }
 
+    //
+    bool GetMainFVG(
+        XCFVG *&fvg //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        fvg = NULL;
+
+        //
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int idx = GetOldest(fvgs);
+        result = IsValidIndex(idx);
+        if (!result)
+        {
+            //
+            ZeroMemory(fvg);
+            return result;
+        }
+
+        //
+        fvg = fvgs[idx];
+        result = fvg != NULL &&
+                 fvg.IsValid();
+
+        //
+        return result;
+    }
+
+    //
+    bool ToZone(XBoxZone &box)
+    {
+        //
+        bool result = false;
+
+        //
+        result = ToZoneBox(
+            box,
+            this //
+        );
+
+        //
+        return result;
+    }
+
     //
     void AddFVG(XCFVG *fvg)
     {
@@ -313,8 +410,11 @@ struct XOBFVG
         bool has = false;
 
         //
-        has = fvg != NULL &&
+        has =
-              fvg.IsValid();
+            HasOB() &&
+            fvg != NULL &&
+            fvg.IsValid() &&
+            ob.GetDirection() == fvg.GetDirection();
         if (!has)
         {
             return;
@@ -3714,6 +3814,108 @@ void SpecifiedUpdateTo(
     }
 }
 
+/**
+ * Extract Box Zone's of Specified OBFVG ...
+ *
+ * @param  box: XBoxZone instance, represent result ...
+ * @param  obfvg: XOBFVG instance, specified Model ...
+ *
+ * @return ( bool )
+ */
+bool ToZoneBox(
+    XBoxZone &box,
+    XOBFVG &obfvg //
+)
+{
+    //
+    bool result = false;
+
+    //
+    box.Clean();
+
+    //
+    // Check Model Validation ...
+    result = obfvg.IsValid();
+    if (!result)
+    {
+        return result;
+    }
+
+    //
+    // Retrieve Model Main Fair Value Gap ...
+    XCFVG *fvg;
+    result = obfvg.GetMainFVG(fvg);
+    if (!result)
+    {
+        //
+        box.Clean();
+        ZeroMemory(fvg);
+
+        //
+        return result;
+    }
+
+    //
+    // Retrieve Main Fair Value Gap's Started Bar ...
+    XOHCL startedBar;
+    bool isBodyOut = false;
+    bool isStarted = fvg.IsStarted(
+        fvg.GetDirection(),
+        startedBar,
+        isBodyOut //
+    );
+    result = isStarted;
+    if (!result)
+    {
+        //
+        box.Clean();
+        ZeroMemory(fvg);
+        startedBar.Clean();
+
+        //
+        return result;
+    }
+
+    //
+    // Converts Main Fair Value Gaps to Box ...
+    result = ToBox(
+        box,
+        fvg //
+    );
+    if (!result)
+    {
+        //
+        box.Clean();
+        ZeroMemory(fvg);
+        startedBar.Clean();
+
+        //
+        return result;
+    }
+
+    //
+    // Update Box using Started Bar ...
+    box.lower = startedBar.low;
+    box.upper = startedBar.high;
+    box.from = startedBar.NextAt();
+
+    //
+    // Check Box Validation ...
+    result = box.IsValid();
+    if (!result)
+    {
+        box.Clean();
+    }
+
+    //
+    // Cleanup Resources ...
+    ZeroMemory(fvg);
+    startedBar.Clean();
+
+    //
+    return result;
+}
+
 /**
  * Converts to XBoxZone ...
  *

X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5

@@ -339,6 +339,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
         double targets[];
         double reward = 0;
         XBoxZone signalBox;
+        XOBFVG activatedZone;
         double amountPercent = 0;
         bool hasPriority = false;
         bool hasSignalBox = false;
@@ -420,6 +421,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
                 //
                 result = false;
                 workingZone.Clean();
+                activatedZone.Clean();
                 hasWorkingZone = false;
 
                 //
@@ -462,6 +464,50 @@ class XCX121SMCXWZSignalDetector : public XCBase
             }
         }
 
+        //
+        // Detect Signal Box ...
+        hasSignalBox = hasWorkingZone &&
+                       hasWaitingZones &&
+                       workingZone.IsZoneRejected(
+                           activatedZone,
+                           zIndex //
+                       );
+        if (hasSignalBox)
+        {
+            //
+            signalBox.Clean();
+            hasSignalBox = activatedZone.ToZone(signalBox);
+            if (hasSignalBox)
+            {
+                //
+                signalBox.to = cTime;
+                signalBoxDir = signalBox.dir;
+                provider = X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE;
+
+                //
+                int idx = FindIndex(
+                    activatedZone,
+                    workingZone.waitingZones //
+                );
+                bool has = IsValidIndex(idx);
+                if (has)
+                {
+                    //
+                    ArrayRemove(
+                        workingZone.waitingZones,
+                        idx,
+                        1 //
+                    );
+
+                    //
+                    AddRef(
+                        activatedZone,
+                        workingZone.unavailableZones //
+                    );
+                }
+            }
+        }
+
         //
         //
         //
@@ -517,6 +563,9 @@ class XCX121SMCXWZSignalDetector : public XCBase
                 iObj.BoxWidth(1);
                 iObj.BoxColor(clrYellow);
                 iObj.BoxStyle(STYLE_SOLID);
+
+                //
+                workingZone.mDrawnObjects.Add(iObj);
             }
 
             //
@@ -535,20 +584,24 @@ class XCX121SMCXWZSignalDetector : public XCBase
 
             //
             double iSL = 0;
-            double signalBoxRange = (signalBox.upper - signalBox.lower);
+
-            if (signalBoxRange < points * 100)
+            // double signalBoxRange = (signalBox.upper - signalBox.lower);
-            {
+            // if (signalBoxRange < points * 100)
-                iSL = pivot;
+            // {
-            }
+            //     iSL = pivot;
-            else
+            // }
-            {
+            // else
-                iSL = signalBox.lower + (signalBox.upper - signalBox.lower) / 2;
+            // {
-            }
+            //     iSL = signalBox.lower + (signalBox.upper - signalBox.lower) / 2;
+            // }
+
+            // //
+            // if (provider == X121SMC_XWZ_PROVIDER_PV_ZONE)
+            // {
+            // }
 
             //
-            if (provider == X121SMC_XWZ_PROVIDER_PV_ZONE)
+            iSL = pivot;
-            {
-            }
 
             //
             Add(
@@ -904,15 +957,10 @@ class XCX121SMCXWZSignalDetector : public XCBase
                 //
                 true, // Draw Supply Zone ...
                 true, // Draw Demand Zone ...
-                true  // Draw Waiting Zones ...
+                true, // Draw Waiting Zones ...
+                true  // Draw Waiting Zones Box Area ...
                       //
             );
-
-            //
-            if (hasWaitingZones)
-            {
-                Print("Has Waiting Zones ...");
-            }
         }
 
         //
@@ -922,6 +970,10 @@ class XCX121SMCXWZSignalDetector : public XCBase
         //
         // Cleanup Resources ...
 
+        //
+        Clean(sls);
+        Clean(targets);
+
         //
         Clean(visionPoiEvents);
         Clean(analysePoiEvents);
@@ -953,6 +1005,8 @@ class XCX121SMCXWZSignalDetector : public XCBase
         consolidationXConditions.Clean();
 
         //
+        signalBox.Clean();
+        activatedZone.Clean();
         consolidationZBar.Clean();
 
         //

X121SMCEA/Signals/x-121.smc.xwz.signal.lib.mq5

@@ -71,6 +71,7 @@ struct X121SMCStrategyXWZWorkingZone
 
     //
     XOBFVG waitingZones[];
+    XOBFVG unavailableZones[];
 
     //
     CArrayObj mDrawnObjects;
@@ -449,7 +450,8 @@ struct X121SMCStrategyXWZWorkingZone
         // Detect OB FVG ...
         result =
             hasNewOrderBlock &&
-            hasNewFairValueGap;
+            hasNewFairValueGap &&
+            ob.GetDirection() == fvg.GetDirection();
         if (result)
         {
             //
@@ -461,13 +463,8 @@ struct X121SMCStrategyXWZWorkingZone
             if (has)
             {
                 //
-                // Check Item Is not Exists ...
+                has = IsExists(obFVG);
-                idx = FindIndex(
+                if (!has)
-                    obFVG,
-                    waitingZones //
-                );
-                has = !IsValidIndex(idx);
-                if (has)
                 {
                     //
                     // New Waiting Zone ...
@@ -479,8 +476,18 @@ struct X121SMCStrategyXWZWorkingZone
                 else
                 {
                     //
-                    // Update Exists Waiting Zone ...
+                    // Check Item Is not Exists ...
-                    waitingZones[idx].AddFVG(fvg);
+                    idx = FindIndex(
+                        obFVG,
+                        waitingZones //
+                    );
+                    has = !IsValidIndex(idx);
+                    if (!has)
+                    {
+                        //
+                        // Update Exists Waiting Zone ...
+                        waitingZones[idx].AddFVG(fvg);
+                    }
                 }
             }
         }
@@ -591,8 +598,177 @@ struct X121SMCStrategyXWZWorkingZone
         //
         ZeroMemory(ob);
         ZeroMemory(fvg);
-        ZeroMemory(supplyZone);
+        ZeroMemory(supply);
-        ZeroMemory(demandZone);
+        ZeroMemory(demand);
+
+        //
+        return result;
+    }
+
+    //
+    bool IsZoneRejected(
+        XOBFVG &zone,
+        int barIndex = 0 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        // Cleanup Result ...
+        zone.Clean();
+
+        //
+        // Normalize Bar Index ...
+        if (barIndex < 0)
+        {
+            barIndex = 0;
+        }
+
+        //
+        // Validate ...
+        result = IsValid() &&
+                 HasWaitingZones();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Detecting Rejected Waiting Zone ...
+        int count = CountWaitingZones();
+        for (int i = 0; i < count; i++)
+        {
+            //
+            // Detecting XBoxZone Area of Waiting Zone ...
+            XBoxZone iBox;
+            bool hasBox = waitingZones[i]
+                              .ToZone(iBox);
+            if (hasBox)
+            {
+                //
+                // Check Zone Rejection ...
+                int fromIDX = iBarShift(
+                    iBox.symbol,
+                    period,
+                    iBox.from //
+                );
+                bool has = IsValidIndex(fromIDX);
+                if (has)
+                {
+                    //
+                    // Looking for Rejection ...
+                    bool isBullish = iBox.IsBullish();
+                    for (int j = barIndex; j < fromIDX; j++)
+                    {
+                        //
+                        XOHCL iBar;
+                        has = iBar.Init(
+                            iBox.symbol,
+                            period,
+                            j //
+                        );
+                        if (has)
+                        {
+                            //
+                            // Checking Box Rejected ...
+
+                            //
+                            bool isLowerReject =
+                                //
+                                isBullish &&
+                                (iBar.low < iBox.upper &&
+                                 iBar.GetDown() > iBox.upper)
+                                //
+                                ;
+
+                            //
+                            bool isUpperReject =
+                                //
+                                !isBullish &&
+                                (iBar.high > iBox.lower &&
+                                 iBar.GetUp() < iBox.lower)
+                                //
+                                ;
+
+                            //
+                            bool isRejected =
+                                isLowerReject ||
+                                isUpperReject;
+                            result = isRejected;
+                            if (result)
+                            {
+                                //
+                                iBar.Clean();
+                                break;
+                            }
+                        }
+
+                        //
+                        iBar.Clean();
+                    }
+                }
+            }
+
+            //
+            // Validate Result ...
+            if (result)
+            {
+                //
+                iBox.Clean();
+                zone = waitingZones[i];
+                break;
+            }
+
+            //
+            iBox.Clean();
+        }
+
+        //
+        return result;
+    }
+
+    //
+    bool IsExists(XOBFVG &zone)
+    {
+        //
+        bool result = false;
+
+        //
+        // Check Validation ...
+        result = HasWaitingZones() ||
+                 HasUnavailableZones();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int idx = -1;
+
+        //
+        // Check Index in Waiting Zones ...
+        idx = FindIndex(
+            zone,
+            waitingZones //
+        );
+        result = !IsValidIndex(idx);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Check Index in Unavailable Zones ...
+        idx = FindIndex(
+            zone,
+            unavailableZones //
+        );
+        result = !IsValidIndex(idx);
+        if (!result)
+        {
+            return result;
+        }
 
         //
         return result;
@@ -957,7 +1133,8 @@ struct X121SMCStrategyXWZWorkingZone
         XCPOIDrawer *drawer,
         bool drawSupplyZone = false,
         bool drawDemandZone = false,
-        bool drawWaitingZones = false //
+        bool drawWaitingZones = false,
+        bool drawWaitingZonesBoxArea = false //
     )
     {
         //
@@ -1220,6 +1397,32 @@ struct X121SMCStrategyXWZWorkingZone
                             mDrawnObjects.Add(iObjects[j]);
                         }
                     }
+
+                    //
+                    if (drawWaitingZonesBoxArea)
+                    {
+                        //
+                        XBoxZone iBox;
+                        has = waitingZones[i].ToZone(
+                            iBox //
+                        );
+                        if (has)
+                        {
+                            //
+                            XCBoxObject *iBoxObj;
+                            has = drawer.DrawBox(
+                                iBox,
+                                iBoxObj //
+                            );
+                            if (has)
+                            {
+                                mDrawnObjects.Add(iBoxObj);
+                            }
+                        }
+
+                        //
+                        iBox.Clean();
+                    }
                 }
             }
         }
@@ -1257,6 +1460,18 @@ struct X121SMCStrategyXWZWorkingZone
         return ArraySize(waitingZones);
     }
 
+    //
+    bool HasUnavailableZones()
+    {
+        return HasChild(unavailableZones);
+    }
+
+    //
+    int CounUnavailableZones()
+    {
+        return ArraySize(unavailableZones);
+    }
+
     //
 };