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saherelm
2024-12-13 19:46:00 +03:30
parent fe54432fa2
commit 940931d78a
9 changed files with 1602 additions and 16 deletions
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X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5
+309
View File
@@ -743,6 +743,315 @@ class XC121SMCCycleHelper : public XCBase
return result;
}
/**
* Detect XPV Based POI(s) ...
*
* @param barIndex: Start Bar Index ...
* @param minRepetition: minimum Repeate of POI for Validation ...
* @param requiredPivots: Number of Min Requirement POI(s) ...
* @param pivotHelper: XC121SMCCycleHelper instance Pointer ...
* @param orderFlow: XPVPivot instance Array Reference ...
* @param orderFlowDirection: ENUM_X_DIRECTION member Reference which represents OrderFlow Direction ...
* @param maxAllowedLoopbackBars: Integer, Max Allowed Loopback Bars ...
*
* @return ( bool )
*/
bool DetectOrderFlow(
int barIndex,
XPVPivot &orderFlow[], // OrderFlows ...
ENUM_X_DIRECTION &orderFlowDirection, // Order Flow Direction ...
int minRepetition = 0,
int requiredPivots = 0,
int maxAllowedLoopbackBars = 576 //
)
{
//
bool result = false;
//
orderFlowDirection = X_DIRECTION_NONE;
//
if (maxAllowedLoopbackBars <= 0)
{
maxAllowedLoopbackBars = 1000;
}
//
if (minRepetition <= 0)
{
minRepetition = mX121Helper.GetDonChainLength();
}
//
if (requiredPivots <= 0)
{
requiredPivots = 3;
}
//
int start = barIndex;
int end = start + maxAllowedLoopbackBars;
//
Clean(orderFlow);
//
result = minRepetition > 0 &&
requiredPivots > 0;
if (!result)
{
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
double peak = 0;
XPVPivot peaks[];
int peakRepeate = 0;
int peakToBarIndex = 0;
int peakFromBarIndex = 0;
//
double vale = 0;
XPVPivot vales[];
int valeRepeate = 0;
int valeToBarIndex = 0;
int valeFromBarIndex = 0;
//
bool canLookupPeak = true;
bool canLookupVale = true;
bool canLookup = true;
while (canLookup)
{
//
// Check Peak ...
double iPeak = mX121Helper.GetPeak(barIndex);
if (iPeak != peak)
{
//
if (peak != 0 &&
peakRepeate >= minRepetition)
{
//
bool isExists = false;
int count = ArraySize(peaks);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XPVPivot iPivot = peaks[i];
//
if (iPivot.upper == iPeak)
{
//
isExists = true;
break;
}
}
}
if (!isExists)
{
//
XPVPivot iPivot;
//
iPivot.lower = 0;
iPivot.upper = peak;
iPivot.symbol = symbol;
iPivot.period = period;
iPivot.type = XPV_PEAK;
iPivot.repetition = peakRepeate;
iPivot.to = iTime(
symbol,
period,
peakToBarIndex //
);
iPivot.from = iTime(
symbol,
period,
peakFromBarIndex //
);
//
iPivot.lower = iPivot.CalculateLower();
//
bool isValid = iPivot.IsValid();
if (isValid)
{
//
AddRef(
iPivot,
peaks //
);
}
}
}
//
peak = iPeak;
peakRepeate = 0;
peakFromBarIndex = 0;
peakToBarIndex = barIndex;
}
else if (iPeak == peak)
{
//
peakRepeate++;
peakFromBarIndex = barIndex;
}
//
// Check Vale ...
double iVale = mX121Helper.GetVale(barIndex);
if (iVale != vale)
{
//
if (vale != 0 &&
valeRepeate >= minRepetition)
{
//
bool isExists = false;
int count = ArraySize(vales);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XPVPivot iPivot = vales[i];
//
if (iPivot.lower == iVale)
{
//
isExists = true;
break;
}
}
}
if (!isExists)
{
//
XPVPivot iPivot;
//
iPivot.upper = 0;
iPivot.lower = vale;
iPivot.symbol = symbol;
iPivot.period = period;
iPivot.type = XPV_VALE;
iPivot.repetition = valeRepeate;
iPivot.to = iTime(
symbol,
period,
valeToBarIndex //
);
iPivot.from = iTime(
symbol,
period,
valeFromBarIndex //
);
//
iPivot.upper = iPivot.CalculateUpper();
//
bool isValid = iPivot.IsValid();
if (isValid)
{
//
AddRef(
iPivot,
vales //
);
}
}
}
//
vale = iVale;
valeRepeate = 0;
valeFromBarIndex = 0;
valeToBarIndex = barIndex;
}
else if (iVale == vale)
{
//
valeRepeate++;
valeFromBarIndex = barIndex;
}
//
canLookupPeak = ArraySize(peaks) < requiredPivots;
canLookupVale = ArraySize(vales) < requiredPivots;
canLookup = barIndex < end &&
(canLookupPeak ||
canLookupVale);
if (canLookup)
{
barIndex++;
}
}
//
result = IsValidSize(ArraySize(peaks)) ||
IsValidSize(ArraySize(vales));
if (!result)
{
return result;
}
//
// Detect Order Flow ...
Copy(
peaks,
orderFlow,
false //
);
Copy(
vales,
orderFlow,
false //
);
int count = ArraySize(orderFlow);
result = IsValidSize(orderFlow);
if (!result)
{
return result;
}
//
// Sort Pivots ...
SortPivots(orderFlow);
//
// Filter Broken Order Flows ...
FilterBrokenPivots(orderFlow);
//
// Detect Order Flow Direction ...
result = DetectPivotDirection(
orderFlow,
orderFlowDirection //
);
if (!result)
{
return result;
}
//
return result;
}
//
// Change Values Actions ...
X121SMCEA/Classes/x-121.smc.x-tradehandler.class.mq5
+100 -1
View File
@@ -2666,6 +2666,29 @@ class XC121SMCTradeHandler : public XCBaseAlert
return result;
}
}
//
if (!youngestPosition.IsValid())
{
//
int symbolIDX = FindLastExecutedSignalItem(signal);
if (IsValidIndex(symbolIDX))
{
//
datetime cTime = TimeCurrent();
int signalPeriodSeconds = PeriodSeconds(signal.period);
datetime lastExecutedTime = mLastExecutedSignals[symbolIDX].time;
datetime passedTime = ((datetime)lastExecutedTime +
((mDelayBarBetweenTwoSignal * signalPeriodSeconds)));
//
result = cTime >= passedTime;
if (!result)
{
return result;
}
}
}
}
//
@@ -2712,6 +2735,9 @@ class XC121SMCTradeHandler : public XCBaseAlert
forceTrail //
);
//
HandleSignalExecuted(signal);
//
string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") +
" Signal Provided by: " + signal.provider +
@@ -3789,7 +3815,8 @@ class XC121SMCTradeHandler : public XCBaseAlert
private:
//
// Props ...
double mAdditionalVolume; // Volume Additional
double mAdditionalVolume; // Volume Additional
XSymbolLastPosition mLastExecutedSignals[]; // Last Executed Signals
//
// Read Only ...
@@ -4131,6 +4158,78 @@ class XC121SMCTradeHandler : public XCBaseAlert
mCollector.SaveSignal(item);
}
//
int FindLastExecutedSignalItem(XSignal &signal)
{
//
int result = -1;
//
if (!signal.IsValid())
{
return result;
}
//
int count = ArraySize(mLastExecutedSignals);
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XSymbolLastPosition iLast = mLastExecutedSignals[i];
if (iLast.symbol == signal.symbol &&
iLast.provider == signal.provider)
{
//
result = i;
break;
}
}
//
return result;
}
//
void HandleSignalExecuted(XSignal &signal)
{
//
if (!signal.IsValid())
{
return;
}
//
datetime cTime = TimeCurrent();
int symbolIDX = FindLastExecutedSignalItem(signal);
bool hasItem = IsValidIndex(symbolIDX);
if (hasItem)
{
mLastExecutedSignals[symbolIDX].time = cTime;
}
else
{
//
XSymbolLastPosition item;
//
item.time = cTime;
item.symbol = signal.symbol;
item.provider = signal.provider;
//
AddRef(
item,
mLastExecutedSignals //
);
}
}
//
};