This commit is contained in:
2025-03-12 13:33:44 +03:30
parent 30e6749e09
commit 935c8405fa
7 changed files with 1954 additions and 469 deletions
@@ -2607,7 +2607,14 @@ struct X121SMCStrategyConditionParser
//
// Validate CBar ...
cBar.IsBullish() &&
cBar.open >= cSMHKBar.open &&
//
(cBar.low >= cXConditions.valesGoldenBuffer[cIDX] ||
(cBar.low < cXConditions.valesGoldenBuffer[cIDX] &&
cXConditions.isSarSwitchedToBullish)) &&
//
(cBar.open == cXConditions.xhkSMOpenBuffer[cIDX] ||
(cBar.low < cXConditions.xhkSMLowBuffer[cIDX] &&
cBar.GetDown() > cXConditions.xhkSMHighBuffer[cIDX])) &&
//
cXConditions.isSarBullish
//
@@ -2625,7 +2632,14 @@ struct X121SMCStrategyConditionParser
//
// Validate CBar ...
cBar.IsBearish() &&
cBar.open <= cSMHKBar.open &&
//
(cBar.high <= cXConditions.peaksGoldenBuffer[cIDX] ||
(cBar.high > cXConditions.peaksGoldenBuffer[cIDX] &&
cXConditions.isSarSwitchedToBearish)) &&
//
(cBar.open == cXConditions.xhkSMOpenBuffer[cIDX] ||
(cBar.high > cXConditions.xhkSMHighBuffer[cIDX] &&
cBar.GetUp() < cXConditions.xhkSMLowBuffer[cIDX])) &&
//
cXConditions.isSarBearish
//
@@ -2920,88 +2934,91 @@ struct X121SMCStrategyConditionParser
double points = GetPoints(box.symbol);
double minPointsDiff = points * 20;
// //
// double prefferSL = 0;
//
double prefferSL = 0;
// //
// // First Check Based on Prev Bar ...
// // double prevDiff =
// // isBullish
// // ? cBar.low < zBar.open
// // ? zBar.open - cBar.low
// // : 0
// // : isBearish
// // ? cBar.high > zBar.open
// // ? cBar.high - zBar.open
// // : 0
// // : 0;
// // if (prevDiff >= minPointsDiff)
// // {
// // //
// // prefferSL =
// // isBullish
// // ? cBar.low
// // : cBar.high;
// // }
//
// Other SL Conditions ...
if (prefferSL <= 0)
{
//
if (isBullish)
{
//
if (zBar.open < cXConditions.valesGoldenBuffer[cIDX])
{
prefferSL = cXConditions.valesBuffer[cIDX];
}
else if (zBar.open > cXConditions.valesGoldenBuffer[cIDX] &&
zBar.open < cXConditions.peaksGoldenBuffer[cIDX])
{
prefferSL = cXConditions.valesGoldenBuffer[cIDX];
}
else if (zBar.open > cXConditions.peaksGoldenBuffer[cIDX])
{
//
if (cXConditions.sarBuffer[cIDX] > cXConditions.peaksGoldenBuffer[cIDX])
{
prefferSL = cXConditions.sarBuffer[cIDX];
}
else
{
prefferSL = zBar.open > cXConditions.peaksGoldenBuffer[cIDX];
}
}
}
else
{
//
if (zBar.open > cXConditions.peaksGoldenBuffer[cIDX])
{
prefferSL = cXConditions.peaksBuffer[cIDX];
}
else if (zBar.open < cXConditions.peaksGoldenBuffer[cIDX] &&
zBar.open > cXConditions.valesGoldenBuffer[cIDX])
{
prefferSL = cXConditions.peaksGoldenBuffer[cIDX];
}
else if (zBar.open < cXConditions.valesGoldenBuffer[cIDX])
{
//
if (cXConditions.sarBuffer[cIDX] < cXConditions.valesGoldenBuffer[cIDX])
{
prefferSL = cXConditions.sarBuffer[cIDX];
}
else
{
prefferSL = cXConditions.valesGoldenBuffer[cIDX];
}
}
}
}
// //
// // Other SL Conditions ...
// if (prefferSL <= 0)
// {
// //
// if (isBullish)
// {
// //
// if (zBar.open < cXConditions.valesGoldenBuffer[cIDX])
// {
// prefferSL = cXConditions.valesBuffer[cIDX];
// }
// else if (zBar.open > cXConditions.valesGoldenBuffer[cIDX])
// {
// prefferSL = cXConditions.valesGoldenBuffer[cIDX];
// }
// }
// else
// {
// //
// if (zBar.open > cXConditions.peaksGoldenBuffer[cIDX])
// {
// prefferSL = cXConditions.peaksBuffer[cIDX];
// }
// else if (zBar.open < cXConditions.peaksGoldenBuffer[cIDX])
// {
// prefferSL = cXConditions.peaksGoldenBuffer[cIDX];
// }
// }
// }
//
if (prefferSL > 0)
{
//
box.upper =
isBullish
? zBar.open
: prefferSL;
// //
// if (prefferSL > 0)
// {
// //
// prefferSL =
// prefferSL <= minPointsDiff
// ? minPointsDiff
// : prefferSL;
// //
// box.upper =
// isBullish
// ? zBar.open
// : prefferSL;
// //
// box.lower =
// isBullish
// ? prefferSL
// : zBar.open;
// }
//
box.lower =
isBullish
? prefferSL
: zBar.open;
}
//
// Validate Conditions to Force Has Holder Box ...
result =
result &&
holderBox.IsValid();
holderBox.IsValid() &&
dir == holderBox.dir;
//
if (!result)
{
//
@@ -3036,6 +3053,368 @@ struct X121SMCStrategyConditionParser
return result;
}
//
bool HasSenario2Conditions(
ENUM_X_CYCLES ttfCycle,
XBoxZone &breakedBoxes[],
XBoxZone &box,
ENUM_X_DIRECTION &dir,
X121SMCStrategySignalProviderData &provider,
int barIndex = 0,
bool forceBarType = false,
bool forceFiboPressure = false //
)
{
//
bool result = false;
//
// Validate Args ...
result =
IsValid(ttfCycle) &&
HasChild(breakedBoxes);
if (!result)
{
return result;
}
//
// TODO: Add support for Extracting Trend ...
ENUM_X_DIRECTION trend = X_DIRECTION_NONE;
bool hasBullishTrend = IsBullish(trend);
bool hasBearishTrend = IsBearish(trend);
//
// TTF Cycle Extract ...
XPOIState ttfState;
X121Conditions ttfXConditions;
XC121SMCCycleHelper *ttfHelper;
X121SMCCycleConditions ttfConditions;
result = provider.SelectCycle(
ttfCycle,
ttfState,
ttfXConditions,
ttfHelper,
ttfConditions //
);
if (!result)
{
//
ttfState.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
//
return result;
}
Parse(ttfXConditions);
//
// Normalize Args ...
//
box.Clean();
dir = X_DIRECTION_NONE;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
// Define Resources ...
//
int idx = -1;
int count = 0;
bool has = false;
//
int zIDX = barIndex;
int cIDX = zIDX + 1;
int pIDX = cIDX + 1;
//
double ask = GetAsk(ttfState.symbol);
double bid = GetBid(ttfState.symbol);
//
bool isBullish = false;
bool isBearish = false;
//
XOHCL zBar;
XOHCL cBar;
XOHCL pBar;
//
// Initial Bars ...
result = zBar.Init(
ttfState.symbol,
ttfState.period,
barIndex //
);
result =
result &&
zBar.GetPreviousBar(cBar);
result =
result &&
cBar.GetPreviousBar(pBar);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ttfState.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
//
return result;
}
//
// Conditions ...
//
// First we Have to Detect Inside Box ...
XBoxZone insideBox;
count = ArraySize(breakedBoxes);
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = breakedBoxes[i];
//
bool isInside =
IsInsideBox(
zBar,
iBox //
);
if (isInside)
{
//
// Since we have to Follow Trend based on Breaked Boxes ...
// we have to use:
// - Breaked Bullish Boxes on Bearish Trend ...
// - Breaked Bearish Boxes on Bullish Trend ...
isInside =
hasBullishTrend
? iBox.IsBearish()
: hasBearishTrend
? iBox.IsBullish()
: false;
//
// Check Inside ...
if (isInside)
{
//
insideBox = iBox;
iBox.Clean();
//
break;
}
}
//
iBox.Clean();
}
//
// Check Inside Box is Valid or not ...
result = insideBox.IsValid();
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ttfState.Clean();
insideBox.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
}
//
// Update Inside Box From and To ...
// Based on Breaked ...
insideBox.from = insideBox.to;
insideBox.to = TimeCurrent();
//
// Detect Breaked Box Direction ...
bool isInsideBoxBullish = insideBox.IsBullish();
bool isInsideBoxBearish = insideBox.IsBearish();
//
// Detect Inside Box Rejection ...
//
bool isUpperBearishReject =
cBar.high >= insideBox.upper &&
cBar.GetUp() < insideBox.upper;
//
bool isUpperBullishReject =
cBar.low <= insideBox.upper &&
cBar.GetDown() > insideBox.upper;
//
bool isLowerBearishReject =
cBar.high >= insideBox.lower &&
cBar.GetUp() < insideBox.lower;
//
bool isLowerBullishReject =
cBar.low <= insideBox.lower &&
cBar.GetDown() > insideBox.lower;
//
// Apply Force Bar Type ...
if (forceBarType)
{
//
isUpperBearishReject =
isUpperBearishReject &&
cBar.IsBearish();
//
isUpperBullishReject =
isUpperBullishReject &&
cBar.IsBullish();
//
isLowerBearishReject =
isLowerBearishReject &&
cBar.IsBearish();
//
isLowerBullishReject =
isLowerBullishReject &&
cBar.IsBullish();
}
//
// Apply Force Fibo Pressure ...
if (forceBarType)
{
//
isUpperBearishReject =
isUpperBearishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BEARISH,
X_FIBO_LEVEL_382 //
);
//
isUpperBullishReject =
isUpperBullishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BULLISH,
X_FIBO_LEVEL_382 //
);
//
isLowerBearishReject =
isLowerBearishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BEARISH,
X_FIBO_LEVEL_382 //
);
//
isLowerBullishReject =
isLowerBullishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BULLISH,
X_FIBO_LEVEL_382 //
);
}
//
// Bullish Conditions ...
isBullish = (
//
hasBullishTrend &&
isInsideBoxBearish &&
isLowerBullishReject
//
);
//
// Bearish Conditions ...
isBearish = (
//
hasBearishTrend &&
isInsideBoxBullish &&
isUpperBearishReject
//
);
//
// Filling Requirements ...
result =
isBullish ||
isBearish;
if (result)
{
//
box = insideBox;
//
dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
}
//
// Check All Conditions ...
result =
box.IsValid() &&
HasDirection(dir) &&
(isBullish ||
isBearish //
);
//
// Cleanup Resource ...
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
//
ttfState.Clean();
insideBox.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
//
return result;
}
//
bool HasSenario4Conditions(
ENUM_X_CYCLES cycle,
@@ -3639,367 +4018,5 @@ struct X121SMCStrategyConditionParser
return result;
}
//
bool HasSenario2Conditions(
ENUM_X_CYCLES ttfCycle,
ENUM_X_DIRECTION trend,
XBoxZone &unavailableBoxes[],
XBoxZone &box,
ENUM_X_DIRECTION &dir,
X121SMCStrategySignalProviderData &provider,
int barIndex = 0,
bool forceBarType = false,
bool forceFiboPressure = false //
)
{
//
bool result = false;
//
// Validate Args ...
result =
IsValid(ttfCycle) &&
HasDirection(trend) &&
HasChild(unavailableBoxes);
if (!result)
{
return result;
}
//
bool hasBullishTrend = IsBullish(trend);
bool hasBearishTrend = IsBearish(trend);
//
// TTF Cycle Extract ...
XPOIState ttfState;
X121Conditions ttfXConditions;
XC121SMCCycleHelper *ttfHelper;
X121SMCCycleConditions ttfConditions;
result = provider.SelectCycle(
ttfCycle,
ttfState,
ttfXConditions,
ttfHelper,
ttfConditions //
);
if (!result)
{
//
ttfState.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
//
return result;
}
Parse(ttfXConditions);
//
// Normalize Args ...
//
box.Clean();
dir = X_DIRECTION_NONE;
//
if (barIndex < 0)
{
barIndex = 0;
}
//
// Define Resources ...
//
int idx = -1;
int count = 0;
bool has = false;
//
int zIDX = barIndex;
int cIDX = zIDX + 1;
int pIDX = cIDX + 1;
//
double ask = GetAsk(ttfState.symbol);
double bid = GetBid(ttfState.symbol);
//
bool isBullish = false;
bool isBearish = false;
//
XOHCL zBar;
XOHCL cBar;
XOHCL pBar;
//
// Initial Bars ...
result = zBar.Init(
ttfState.symbol,
ttfState.period,
barIndex //
);
result =
result &&
zBar.GetPreviousBar(cBar);
result =
result &&
cBar.GetPreviousBar(pBar);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ttfState.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
//
return result;
}
//
// Conditions ...
//
// First we Have to Detect Inside Box ...
XBoxZone insideBox;
count = ArraySize(unavailableBoxes);
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = unavailableBoxes[i];
//
bool isInside =
IsInsideBox(
zBar,
iBox //
);
if (isInside)
{
//
// Since we have to Follow Trend based on Breaked Boxes ...
// we have to use:
// - Breaked Bullish Boxes on Bearish Trend ...
// - Breaked Bearish Boxes on Bullish Trend ...
isInside =
hasBullishTrend
? iBox.IsBearish()
: hasBearishTrend
? iBox.IsBullish()
: false;
//
// Check Inside ...
if (isInside)
{
//
insideBox = iBox;
iBox.Clean();
//
break;
}
}
//
iBox.Clean();
}
//
// Check Inside Box is Valid or not ...
result = insideBox.IsValid();
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ttfState.Clean();
insideBox.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
}
//
// Update Inside Box From and To ...
// Based on Breaked ...
insideBox.from = insideBox.to;
insideBox.to = TimeCurrent();
//
// Detect Breaked Box Direction ...
bool isInsideBoxBullish = insideBox.IsBullish();
bool isInsideBoxBearish = insideBox.IsBearish();
//
// Detect Inside Box Rejection ...
//
bool isUpperBearishReject =
cBar.high >= insideBox.upper &&
cBar.GetUp() < insideBox.upper;
//
bool isUpperBullishReject =
cBar.low <= insideBox.upper &&
cBar.GetDown() > insideBox.upper;
//
bool isLowerBearishReject =
cBar.high >= insideBox.lower &&
cBar.GetUp() < insideBox.lower;
//
bool isLowerBullishReject =
cBar.low <= insideBox.lower &&
cBar.GetDown() > insideBox.lower;
//
// Apply Force Bar Type ...
if (forceBarType)
{
//
isUpperBearishReject =
isUpperBearishReject &&
cBar.IsBearish();
//
isUpperBullishReject =
isUpperBullishReject &&
cBar.IsBullish();
//
isLowerBearishReject =
isLowerBearishReject &&
cBar.IsBearish();
//
isLowerBullishReject =
isLowerBullishReject &&
cBar.IsBullish();
}
//
// Apply Force Fibo Pressure ...
if (forceBarType)
{
//
isUpperBearishReject =
isUpperBearishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BEARISH,
X_FIBO_LEVEL_382 //
);
//
isUpperBullishReject =
isUpperBullishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BULLISH,
X_FIBO_LEVEL_382 //
);
//
isLowerBearishReject =
isLowerBearishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BEARISH,
X_FIBO_LEVEL_382 //
);
//
isLowerBullishReject =
isLowerBullishReject &&
ttfHelper
.mBarAnalyser
.HasFiboPressure(
cBar,
X_DIRECTION_BULLISH,
X_FIBO_LEVEL_382 //
);
}
//
// Bullish Conditions ...
isBullish = (
//
hasBullishTrend &&
isInsideBoxBearish &&
isLowerBullishReject
//
);
//
// Bearish Conditions ...
isBearish = (
//
hasBearishTrend &&
isInsideBoxBullish &&
isUpperBearishReject
//
);
//
// Filling Requirements ...
result =
isBullish ||
isBearish;
if (result)
{
//
box = insideBox;
//
dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
}
//
// Check All Conditions ...
result =
box.IsValid() &&
HasDirection(dir) &&
(isBullish ||
isBearish //
);
//
// Cleanup Resource ...
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
//
ttfState.Clean();
insideBox.Clean();
ZeroMemory(ttfHelper);
ttfConditions.Clean();
ttfXConditions.Clean();
//
return result;
}
//
};