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This commit is contained in:
saherelm
2025-04-20 05:58:24 +03:30
parent cdaefcf4a4
commit 98713a8b78
4 changed files with 754 additions and 286 deletions
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XCAEA/Libraries/xcaea.signaller.lib.mq5
+358 -271
View File
@@ -422,6 +422,7 @@ int AddGuard(
bool DetectXCAEAConditions(
XBoxZone &boxes[],
XCAEAConditions &conditions,
XBoxZone &pivotBox,
XBoxZone &box,
ENUM_X_DIRECTION &dir,
XCXCAEAHelper *helper,
@@ -474,6 +475,112 @@ bool DetectXCAEAConditions(
int p3IDX = p2IDX + 1;
int p4IDX = p3IDX + 1;
//
// Reading Parameters ...
//
// KI ...
//
double cKI = conditions.kiBuffer[cIDX];
double pKI = conditions.kiBuffer[pIDX];
double p2KI = conditions.kiBuffer[p2IDX];
//
double cKIState = conditions.kiStateBuffer[cIDX];
double pKIState = conditions.kiStateBuffer[pIDX];
double p2KIState = conditions.kiStateBuffer[p2IDX];
//
// TKI ...
//
double cTKI = conditions.tkiBuffer[cIDX];
double pTKI = conditions.tkiBuffer[pIDX];
double p2TKI = conditions.tkiBuffer[p2IDX];
//
double cTKIState = conditions.tkiStateBuffer[cIDX];
double pTKIState = conditions.tkiStateBuffer[pIDX];
double p2TKIState = conditions.tkiStateBuffer[p2IDX];
//
// TREND ...
//
double cTrend = conditions.trendBuffer[cIDX];
double pTrend = conditions.trendBuffer[pIDX];
double p2Trend = conditions.trendBuffer[p2IDX];
//
double ctrendState = conditions.trendStateBuffer[cIDX];
double ptrendState = conditions.trendStateBuffer[pIDX];
double p2trendState = conditions.trendStateBuffer[p2IDX];
//
// SWING Low ...
double cSWL = conditions.swingLowBuffer[cIDX];
double pSWL = conditions.swingLowBuffer[pIDX];
double p2SWL = conditions.swingLowBuffer[p2IDX];
//
// SWING High ...
double cSWH = conditions.swingHighBuffer[cIDX];
double pSWH = conditions.swingHighBuffer[pIDX];
double p2SWH = conditions.swingHighBuffer[p2IDX];
//
// PEAK ...
double zPeak = conditions.peakBuffer[zIDX];
double cPeak = conditions.peakBuffer[cIDX];
double pPeak = conditions.peakBuffer[pIDX];
double p2Peak = conditions.peakBuffer[p2IDX];
double p3Peak = conditions.peakBuffer[p3IDX];
//
// VALE ...
double zVale = conditions.valeBuffer[zIDX];
double cVale = conditions.valeBuffer[cIDX];
double pVale = conditions.valeBuffer[pIDX];
double p2Vale = conditions.valeBuffer[p2IDX];
double p3Vale = conditions.valeBuffer[p3IDX];
//
// RSI ...
double zRSI = conditions.rsiBuffer[zIDX];
double cRSI = conditions.rsiBuffer[cIDX];
double pRSI = conditions.rsiBuffer[pIDX];
double p2RSI = conditions.rsiBuffer[p2IDX];
double p3RSI = conditions.rsiBuffer[p3IDX];
//
// CCI ...
double zCCI = conditions.cciBuffer[zIDX];
double cCCI = conditions.cciBuffer[cIDX];
double pCCI = conditions.cciBuffer[pIDX];
double p2CCI = conditions.cciBuffer[p2IDX];
double p3CCI = conditions.cciBuffer[p3IDX];
//
// RVI ...
//
double zRVI = conditions.rviBuffer[zIDX];
double cRVI = conditions.rviBuffer[cIDX];
double pRVI = conditions.rviBuffer[pIDX];
double p2RVI = conditions.rviBuffer[p2IDX];
double p3RVI = conditions.rviBuffer[p3IDX];
//
double zRVISignal = conditions.rviSignalBuffer[zIDX];
double cRVISignal = conditions.rviSignalBuffer[cIDX];
double pRVISignal = conditions.rviSignalBuffer[pIDX];
double p2RVISignal = conditions.rviSignalBuffer[p2IDX];
double p3RVISignal = conditions.rviSignalBuffer[p3IDX];
//
// Reading Bars ...
//
XOHCL zBar;
XOHCL cBar;
@@ -519,146 +626,6 @@ bool DetectXCAEAConditions(
return result;
}
//
bool isBarBullishVPattern =
pBar.IsBullish() &&
cBar.low > pBar.low &&
p2Bar.low > pBar.low;
//
bool isBarBearishVPattern =
pBar.IsBearish() &&
cBar.high < pBar.high &&
p2Bar.high < pBar.high;
//
// Detect Selected Box ...
XBoxZone selectedBox;
bool hasBoxes = HasChild(boxes);
if (hasBoxes)
{
//
// Detect Selected Boxes ...
XBoxZone tmp[];
Copy(
boxes,
tmp //
);
while (HasChild(tmp))
{
//
idx = GetYoungest(tmp);
has = IsValidIndex(idx);
if (!has)
{
break;
}
//
XBoxZone iBox;
iBox = tmp[idx];
ArrayRemove(
tmp,
idx,
1 //
);
//
// Check Selected Box not RSI or CCI ...
has = iBox.type == ToString(XCA_PEAKSWHRES) ||
iBox.type == ToString(XCA_VALESWLSUP);
if (!has)
{
continue;
}
//
bool isBullish = iBox.IsBullish();
bool isBearish = iBox.IsBearish();
//
double rejectedCheckPrice =
isBullish
? iBox.upper
: iBox.lower;
//
// Check Box Selecting Senarios ...
//
// Selecting Rejected Boxes ...
bool isRejected = cBar.IsRejected(
rejectedCheckPrice,
iBox.dir,
false,
false //
);
//
// Selecting Activation Boxes ...
//
bool isBullishActivated =
isBullish &&
isBarBullishVPattern &&
cBar.GetUp() > rejectedCheckPrice &&
cBar.GetDown() < rejectedCheckPrice;
//
bool isBearishActivated =
isBearish &&
isBarBearishVPattern &&
cBar.GetUp() > rejectedCheckPrice &&
cBar.GetDown() < rejectedCheckPrice;
//
bool isActivated = isBullishActivated ||
isBearishActivated;
//
has = // isRejected ||
isActivated;
if (has)
{
//
selectedBox = iBox;
//
iBox.Clean();
break;
}
//
iBox.Clean();
}
//
Clean(tmp);
}
//
// Force Conditions to Have Selected Box ...
result = hasBoxes &&
selectedBox.IsValid();
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
p2Bar.Clean();
p3Bar.Clean();
p4Bar.Clean();
//
box.Clean();
conditions.Clean();
selectedBox.Clean();
//
return result;
}
//
// Bars Conditions ...
@@ -745,6 +712,30 @@ bool DetectXCAEAConditions(
isCBarBearishMomentum ||
isCBarBearishEngulfed);
//
double pBarLowShadow = pBar.GetLowShadow();
double pBarHighShadow = pBar.GetHighShadow();
//
bool isPBarSwingLow =
pBarLowShadow > 0 &&
pBar.low < p2Bar.low &&
pBar.low < cBar.low &&
p2Bar.GetUp() >= pBar.low &&
p2Bar.GetDown() <= pBar.high &&
cBar.GetUp() >= pBar.low &&
cBar.GetDown() <= pBar.high;
//
bool isPBarSwingHigh =
pBarHighShadow > 0 &&
pBar.high > p2Bar.high &&
pBar.high > cBar.high &&
p2Bar.GetUp() >= pBar.low &&
p2Bar.GetDown() <= pBar.high &&
cBar.GetUp() >= pBar.low &&
cBar.GetDown() <= pBar.high;
//
// Score ...
@@ -769,174 +760,262 @@ bool DetectXCAEAConditions(
conditions
.GenerateSummary();
//
// Detect Selected Box ...
double providedSL = 0;
bool isBoxRejected = false;
bool isBoxActivated = false;
bool hasBoxes = HasChild(boxes);
if (hasBoxes)
{
//
// Detect Selected Boxes ...
XBoxZone tmp[];
Copy(
boxes,
tmp //
);
while (HasChild(tmp))
{
//
idx = GetYoungest(tmp);
has = IsValidIndex(idx);
if (!has)
{
break;
}
//
XBoxZone iBox;
iBox = tmp[idx];
ArrayRemove(
tmp,
idx,
1 //
);
//
// Check Selected Box not RSI or CCI ...
has = iBox.type == ToString(XCA_PEAKSWHRES) ||
iBox.type == ToString(XCA_VALESWLSUP);
if (!has)
{
continue;
}
//
bool isBullish = iBox.IsBullish();
bool isBearish = iBox.IsBearish();
//
double rejectedCheckPrice =
isBullish
? iBox.upper
: iBox.lower;
//
// Check Box Selecting Senarios ...
//
// Selecting Rejected Boxes ...
isBoxRejected = cBar.IsRejected(
rejectedCheckPrice,
iBox.dir,
false,
false //
);
//
// Selecting Activation Boxes ...
//
bool isBullishActivated =
isBullish &&
isPBarSwingLow &&
cBar.IsBullish() &&
cBar.GetUp() > rejectedCheckPrice &&
cBar.GetDown() < rejectedCheckPrice;
//
bool isBearishActivated =
isBearish &&
isPBarSwingHigh &&
cBar.IsBearish() &&
cBar.GetUp() > rejectedCheckPrice &&
cBar.GetDown() < rejectedCheckPrice;
//
isBoxActivated = isBullishActivated ||
isBearishActivated;
//
// Detect Box is Selected or not ...
has =
isBoxRejected ||
isBoxActivated;
if (has)
{
//
pivotBox = iBox;
//
iBox.Clean();
break;
}
//
iBox.Clean();
}
//
Clean(tmp);
}
//
// Force Conditions to Have Selected Box ...
result = hasBoxes &&
pivotBox.IsValid();
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
p2Bar.Clean();
p3Bar.Clean();
p4Bar.Clean();
//
box.Clean();
pivotBox.Clean();
conditions.Clean();
//
return result;
}
//
// Conditions ...
//
// Reading Values ...
bool isRSIBullish =
zRSI >= cRSI &&
cRSI > pRSI;
bool isRSIBearish =
zRSI <= cRSI &&
cRSI < pRSI;
//
// KI ...
bool isCCIBullish =
zCCI >= cCCI &&
cCCI > pCCI &&
(zCCI > conditions.cciOSLevel ||
cCCI > conditions.cciOSLevel);
bool isCCIBearish =
zCCI >= cCCI &&
cCCI > pCCI &&
(zCCI < conditions.cciOBLevel ||
cCCI < conditions.cciOBLevel);
//
double cKI = conditions.kiBuffer[cIDX];
double pKI = conditions.kiBuffer[pIDX];
double p2KI = conditions.kiBuffer[p2IDX];
bool isRVIBullish = false;
bool isRVIBearish = false;
//
double cKIState = conditions.kiStateBuffer[cIDX];
double pKIState = conditions.kiStateBuffer[pIDX];
double p2KIState = conditions.kiStateBuffer[p2IDX];
// Signaller Summarization ...
//
// TKI ...
//
double cTKI = conditions.tkiBuffer[cIDX];
double pTKI = conditions.tkiBuffer[pIDX];
double p2TKI = conditions.tkiBuffer[p2IDX];
//
double cTKIState = conditions.tkiStateBuffer[cIDX];
double pTKIState = conditions.tkiStateBuffer[pIDX];
double p2TKIState = conditions.tkiStateBuffer[p2IDX];
//
// TREND ...
//
double cTrend = conditions.trendBuffer[cIDX];
double pTrend = conditions.trendBuffer[pIDX];
double p2Trend = conditions.trendBuffer[p2IDX];
//
double ctrendState = conditions.trendStateBuffer[cIDX];
double ptrendState = conditions.trendStateBuffer[pIDX];
double p2trendState = conditions.trendStateBuffer[p2IDX];
//
// SWING Low ...
//
double cSWL = conditions.swingLowBuffer[cIDX];
double pSWL = conditions.swingLowBuffer[pIDX];
double p2SWL = conditions.swingLowBuffer[p2IDX];
//
// SWING High ...
//
double cSWH = conditions.swingHighBuffer[cIDX];
double pSWH = conditions.swingHighBuffer[pIDX];
double p2SWH = conditions.swingHighBuffer[p2IDX];
//
// PEAK ...
//
double cPeak = conditions.peakBuffer[cIDX];
double pPeak = conditions.peakBuffer[pIDX];
double p2Peak = conditions.peakBuffer[p2IDX];
//
// VALE ...
//
double cVale = conditions.valeBuffer[cIDX];
double pVale = conditions.valeBuffer[pIDX];
double p2Vale = conditions.valeBuffer[p2IDX];
//
// COMPLEX ...
//
double iKTIRNDs[] = {
cKI,
cTKI,
cTrend //
};
//
double iKTIRNDMax = GetMax(iKTIRNDs);
double iKTIRNDMin = GetMin(iKTIRNDs);
//
// Conditions Preparing ...
//
bool isTKITRNDBullish =
cKIState > 0 &&
cTKIState > 0 &&
ctrendState > 0;
//
bool isTKITRNDBullishPrev =
pKIState > 0 &&
pTKIState > 0 &&
ptrendState > 0;
//
bool isTKITRNDBearish =
cKIState < 0 &&
cTKIState < 0 &&
ctrendState < 0;
//
bool isTKITRNDBearishPrev =
pKIState < 0 &&
pTKIState < 0 &&
ptrendState < 0;
//
bool isTKITRNDSwitchedToBullish =
isTKITRNDBullish &&
!isTKITRNDBullishPrev;
//
bool isTKITRNDSwitchedToBearish =
isTKITRNDBearish &&
!isTKITRNDBearishPrev;
// Cond1 Act Using Box Activation ...
//
bool isCond1Bullish =
// conditions.isRSIOS &&
// conditions.isValeIsPivot &&
// isTKITRNDSwitchedToBullish
conditions.isKISwitchedToBullish
//
false &&
isCCIBullish &&
isBoxActivated &&
pivotBox.IsValid() &&
pivotBox.IsBullish()
//
;
//
bool isCond1Bearish =
// conditions.isRSIOB &&
// conditions.isPeakIsPivot &&
// isTKITRNDSwitchedToBearish
conditions.isKISwitchedToBearish
//
false &&
isCCIBearish &&
isBoxActivated &&
pivotBox.IsValid() &&
pivotBox.IsBearish()
//
;
//
if (isCond1Bullish ||
isCond1Bearish)
bool isCond1 = isCond1Bullish ||
isCond1Bearish;
if (isCond1)
{
//
providedSL =
isCond1Bullish
? MathMin(pBar.low, pivotBox.lower)
: MathMax(pBar.high, pivotBox.upper);
//
Print("Cond1");
}
//
// Cond2 Act Using Box Rejection ...
//
bool isCond2Bullish =
//
isBoxRejected &&
pivotBox.IsValid() &&
pivotBox.IsBullish()
//
;
//
bool isCond2Bearish =
//
isBoxRejected &&
pivotBox.IsValid() &&
pivotBox.IsBearish()
//
;
//
bool isCond2 = isCond2Bullish ||
isCond2Bearish;
if (isCond2)
{
//
providedSL =
isCond1Bullish
? MathMin(pBar.low, pivotBox.lower)
: MathMax(pBar.high, pivotBox.upper);
//
Print("Cond2");
}
//
// Summarise Conditions ...
//
bool isBullish =
//
false
//
;
isCond1Bullish ||
isCond2Bullish;
//
;
//
bool isBearish =
//
false
isCond1Bearish ||
isCond2Bearish
//
;
@@ -956,7 +1035,14 @@ bool DetectXCAEAConditions(
conditions.symbol,
dir //
);
double sl = 0; // conditions.kijunSenBuffer[cIDX];
//
double sl =
providedSL > 0
? providedSL
: isBullish
? pivotBox.lower
: pivotBox.upper;
//
box.dir = dir;
@@ -980,7 +1066,7 @@ bool DetectXCAEAConditions(
box.from = p4Bar.time;
//
box.type = ToString(dir) + "_Signal_" + conditions.symbol + "_" + ToString(conditions.period);
box.type = "XCASignal";
}
//
@@ -995,6 +1081,7 @@ bool DetectXCAEAConditions(
{
//
box.Clean();
pivotBox.Clean();
conditions.Clean();
}