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saherelm
2025-02-28 00:45:08 +03:30
parent 09069165f0
commit a266ed533b
3 changed files with 1518 additions and 1282 deletions
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Documents/BKP/1.mq5
+1118 -980
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X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5
+228 -299
View File
@@ -381,7 +381,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
for (int i = 0; i < count; i++)
{
//
bool has = CheckOBFVGXWZConditions(
bool has = DetectSelectedZoneConditions(
isSelectedZoneReversal,
workingZone.insideZones[i],
decisionState,
@@ -431,7 +431,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
for (int i = 0; i < count; i++)
{
//
bool has = CheckOBFVGXWZConditions(
bool has = DetectSelectedZoneConditions(
isSelectedZoneReversal,
workingZone.breakedZones[i],
decisionState,
@@ -467,6 +467,29 @@ class XCX121SMCXWZSignalDetector : public XCBase
}
}
//
// Checking Other Senario for Signals ...
// if (!hasWaitingZones &&
// !hasSelectedZone)
// {
// //
// bool has = false;
// ENUM_X_DIRECTION dir;
// //
// has = DetectX121Conditions(
// pivot,
// point,
// sls,
// targets,
// dir,
// analyseState,
// decisionState,
// decisionXConditions,
// drawer //
// );
// }
//
// Double Check and Prepare Signal Conditions ...
// including Targets and SLs ...
@@ -628,12 +651,12 @@ class XCX121SMCXWZSignalDetector : public XCBase
true, // Draw Waiting Zones ..
true, // Draw Inside Zones ..
true, // Draw Breaked Zones ..
false, // Draw Supply Zone ..
false, // Draw Demand Zone ..
false, // Draw Supply Zones ..
false, // Draw Demand Zones ..
false, // Draw Support Zones ..
false // Draw Resistance Zones ..
true, // Draw Supply Zone ..
true, // Draw Demand Zone ..
true, // Draw Supply Zones ..
true, // Draw Demand Zones ..
true, // Draw Support Zones ..
true // Draw Resistance Zones ..
);
}
@@ -915,9 +938,11 @@ class XCX121SMCXWZSignalDetector : public XCBase
;
//
return false;
// Set Provider for Common Guards ...
string provider = ToString(X_121_SMC_PROVIDER_XWZ);
//
// Check Cycle Helpers Validation ...
result = isCycleHelpersValid;
if (!result)
{
@@ -925,6 +950,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
}
//
// Select Own Positions ...
int count = ArraySize(positions);
result = IsValidSize(count);
if (!result)
@@ -932,9 +958,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
return result;
}
//
string provider = ToString(X_121_SMC_PROVIDER_XWZ);
//
XPosition ownPositions[];
XPosition ownLongPositions[];
@@ -980,6 +1003,9 @@ class XCX121SMCXWZSignalDetector : public XCBase
}
}
//
// Check Extracted Positions ...
//
count = ArraySize(ownPositions);
@@ -992,6 +1018,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
bool hasShorts = IsValidSize(shortsCount);
//
// Validate Own Positions ...
result = IsValidSize(count);
if (!result)
{
@@ -1033,7 +1060,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
//
//
// Get Custom Implemented Guards ...
// Implement Custom Implemented Guards ...
//
// Here we Are Sure there is Positions to Guard ...
@@ -1051,76 +1078,12 @@ class XCX121SMCXWZSignalDetector : public XCBase
//
int loopback = 10;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
//
result = HasChild(guards);
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
//
zBar.Clean();
result = HasChild(guards);
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
result = HasChild(guards);
return result;
}
//
XOHCL ppBar;
result = ppBar.Init(
symbol,
period,
ppIndex //
);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
result = HasChild(guards);
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
//
// Cycles Conditions ...
@@ -1139,10 +1102,13 @@ class XCX121SMCXWZSignalDetector : public XCBase
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ppBar.Clean();
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
result = HasChild(guards);
return result;
}
@@ -1161,44 +1127,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ppBar.Clean();
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
result = HasChild(guards);
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ppBar.Clean();
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
@@ -1219,25 +1147,19 @@ class XCX121SMCXWZSignalDetector : public XCBase
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ppBar.Clean();
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
@@ -1264,69 +1186,107 @@ class XCX121SMCXWZSignalDetector : public XCBase
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
//
analyseConditions.Clean();
//
Clean(consolidationPoiEvents);
Clean(consolidationCycleEvents);
//
consolidationConditions.Clean();
//
Clean(visionPoiEvents);
Clean(visionCycleEvents);
//
visionConditions.Clean();
//
result = HasChild(guards);
return result;
}
//
// Cycles POI States ...
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState consolidationState = consolidationConditions.state;
//
// Cycle X121Conditions ...
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
X121Conditions visionXConditions = visionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
//
//
//
// //
// // Detect Consolidation Zone ...
// //
// // Bullish ...
// XConsolidationZone bullishConsolidationZone;
// bool hasBullishConsolidationZone = decisionCycleHelper
// .GetLastDirectionalConsolidationZone(
// X_DIRECTION_BULLISH,
// bullishConsolidationZone //
// );
// //
// // Bearish ...
// XConsolidationZone bearishConsolidationZone;
// bool hasBearishConsolidationZone = decisionCycleHelper
// .GetLastDirectionalConsolidationZone(
// X_DIRECTION_BEARISH,
// bearishConsolidationZone //
// );
//
// Selected Consolidation Zones ...
//
// Detect High Probability Swings ...
bool isSwingLow =
int idx = -1;
bool has = false;
//
bool hasBullishConsolidationZone = false;
XConsolidationZone bullishConsolidationZone;
has = decisionState.HasBullishConsolidationZones();
if (has)
{
//
cBar.low > pBar.low &&
ppBar.low > pBar.low &&
idx = GetYoungest(decisionState.bullishConsolidationZones);
hasBullishConsolidationZone = IsValidIndex(idx);
if (hasBullishConsolidationZone)
{
bullishConsolidationZone = decisionState.bullishConsolidationZones[idx];
}
}
//
bool hasBearishConsolidationZone = false;
XConsolidationZone bearishConsolidationZone;
has = decisionState.HasBearishConsolidationZones();
if (has)
{
//
zBar.low > pBar.low
//
;
bool isSwingHigh =
//
cBar.high < pBar.high &&
ppBar.high < pBar.high &&
//
zBar.high < pBar.high
//
;
bool isStrongSwingLow =
pBar.IsBullish() &&
pBar.GetLowShadow() >= pBar.GetBody() * 2;
bool isStrongSwingHigh =
pBar.IsBearish() &&
pBar.GetHighShadow() >= pBar.GetBody() * 2;
idx = GetYoungest(decisionState.bearishConsolidationZones);
hasBearishConsolidationZone = IsValidIndex(idx);
if (hasBearishConsolidationZone)
{
bearishConsolidationZone = decisionState.bearishConsolidationZones[idx];
}
}
//
// Here We Have all Requirements for Guarding Positions ...
@@ -1366,6 +1326,7 @@ class XCX121SMCXWZSignalDetector : public XCBase
//
// X_121_SMC_GUARD_ACTION_TRAIL_STOP:
// Trail Stop Specified Position on Specified Conditions ...
bool handleStoptrailingBasedOnConsolidationZones = true;
for (int i = 0; i < count; i++)
{
//
@@ -1379,114 +1340,82 @@ class XCX121SMCXWZSignalDetector : public XCBase
double sl = iPosition.sl;
double tp = iPosition.tp;
// //
// // Trail Stops Using Consolidation Zones ...
// bool canTraiLonglUsingCZone =
// //
// (isLong &&
// isInProfit &&
// hasBullishConsolidationZone &&
// bullishConsolidationZone.lower > iPosition.sl &&
// bullishConsolidationZone.lower > iPosition.entry)
// //
// ;
// if (canTraiLonglUsingCZone)
// {
// sl = bullishConsolidationZone.lower;
// }
//
// Trail Stops Using Consolidation Zones ...
// //
// bool canTraiShortlUsingCZone =
// //
// (!isLong &&
// isInProfit &&
// hasBearishConsolidationZone &&
// bearishConsolidationZone.upper < iPosition.sl &&
// bearishConsolidationZone.upper < iPosition.entry)
// //
// ;
// if (canTraiShortlUsingCZone)
// {
// sl = bearishConsolidationZone.upper;
// }
//
bool canTraiLonglUsingCZone =
//
handleStoptrailingBasedOnConsolidationZones &&
//
(isLong &&
isInProfit &&
hasBullishConsolidationZone &&
bullishConsolidationZone.lower > iPosition.sl &&
bullishConsolidationZone.lower > iPosition.entry)
//
;
if (canTraiLonglUsingCZone)
{
sl = bullishConsolidationZone.lower;
}
// //
// bool canTrailUsingCZone =
// canTraiLonglUsingCZone ||
// canTraiShortlUsingCZone;
//
bool canTraiShortlUsingCZone =
//
handleStoptrailingBasedOnConsolidationZones &&
//
(!isLong &&
isInProfit &&
hasBearishConsolidationZone &&
bearishConsolidationZone.upper < iPosition.sl &&
bearishConsolidationZone.upper < iPosition.entry)
//
;
if (canTraiShortlUsingCZone)
{
sl = bearishConsolidationZone.upper;
}
// //
// // Trail Stops Using Swings ...
//
bool canTrailUsingCZone =
canTraiLonglUsingCZone ||
canTraiShortlUsingCZone;
// //
// bool canTrailLongUsingSwings =
// //
// isLong &&
// isInProfit &&
// (isSwingLow ||
// isStrongSwingLow) &&
// pBar.low > iPosition.sl &&
// pBar.low > iPosition.entry
// //
// ;
// if (canTrailLongUsingSwings)
// {
// sl = pBar.low;
// }
//
bool isSLPassed =
sl > 0 &&
(isLong
? iPosition.price - sl >= points * 15
: sl - iPosition.price >= points * 15);
// //
// bool canTraiShortlUsingSwings =
// //
// !isLong &&
// isInProfit &&
// (isSwingHigh ||
// isStrongSwingHigh) &&
// pBar.high < iPosition.sl &&
// pBar.high < iPosition.entry
// //
// ;
// if (canTraiShortlUsingSwings)
// {
// sl = pBar.high;
// }
//
bool canTrail =
isSLPassed &&
canTrailUsingCZone;
if (canTrail)
{
//
X121SMCGuard iGuard;
// //
// bool canTrailUsingSwings =
// canTrailLongUsingSwings ||
// canTraiShortlUsingSwings;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
// //
// //
// //
//
iGuard.ticket = iPosition.ticket;
// //
// bool canTrail =
// sl != iPosition.sl &&
// (canTrailUsingCZone ||
// canTrailUsingSwings);
// if (canTrail)
// {
// //
// X121SMCGuard iGuard;
//
iGuard.sl = sl;
// //
// iGuard.time = cTime;
// iGuard.symbol = symbol;
// iGuard.provider = provider;
// iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
// //
// iGuard.ticket = iPosition.ticket;
// //
// iGuard.sl = sl;
// //
// AddGuard(
// iGuard,
// guards //
// );
// }
//
AddGuard(
iGuard,
guards //
);
}
}
//
@@ -1506,34 +1435,34 @@ class XCX121SMCXWZSignalDetector : public XCBase
Clean(ownShortPositions);
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
ppBar.Clean();
visionState.Clean();
analyseState.Clean();
decisionState.Clean();
consolidationState.Clean();
//
visionConditions.Clean();
analyseConditions.Clean();
decisionConditions.Clean();
consolidationConditions.Clean();
//
visionXConditions.Clean();
analyseXConditions.Clean();
decisionXConditions.Clean();
consolidationXConditions.Clean();
//
Clean(visionPoiEvents);
Clean(analysePoiEvents);
Clean(visionCycleEvents);
Clean(decisionPoiEvents);
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
Clean(consolidationPoiEvents);
Clean(consolidationCycleEvents);
//
visionState.Clean();
analyseState.Clean();
decisionState.Clean();
visionConditions.Clean();
analyseConditions.Clean();
visionXConditions.Clean();
decisionConditions.Clean();
consolidationState.Clean();
analyseXConditions.Clean();
decisionXConditions.Clean();
consolidationConditions.Clean();
consolidationXConditions.Clean();
Clean(visionCycleEvents);
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
Clean(consolidationCycleEvents);
//
count = ArraySize(guards);
X121SMCEA/Signals/x-121.smc.xwz.signal.lib.mq5
+172 -3
View File
@@ -386,6 +386,47 @@ struct X121SMCStrategyXWZWorkingZone
stfState //
);
//
// Detect Waiting Zones based on STF and TTF ...
XOBFVG tmpWaitingZones[];
count = ExtractOBFVGs(
tmpWaitingZones,
stfState,
ttfState //
);
has = IsValidSize(count);
if (has)
{
//
for (int i = 0; i < count; i++)
{
//
XOBFVG iOBFVG = tmpWaitingZones[i];
//
idx = FindIndex(
iOBFVG,
waitingZones //
);
has = IsValidIndex(idx);
if (has)
{
//
iOBFVG.Clean();
continue;
}
//
AddRef(
iOBFVG,
waitingZones //
);
//
iOBFVG.Clean();
}
}
//
result = IsValid();
if (!result)
@@ -767,6 +808,47 @@ struct X121SMCStrategyXWZWorkingZone
}
}
//
// Detect Waiting Zones based on STF and TTF ...
Clean(tmpWaitingZones);
count = ExtractOBFVGs(
tmpWaitingZones,
stfState,
ttfState //
);
has = IsValidSize(count);
if (has)
{
//
for (int i = 0; i < count; i++)
{
//
XOBFVG iOBFVG = tmpWaitingZones[i];
//
idx = FindIndex(
iOBFVG,
waitingZones //
);
has = IsValidIndex(idx);
if (has)
{
//
iOBFVG.Clean();
continue;
}
//
AddRef(
iOBFVG,
waitingZones //
);
//
iOBFVG.Clean();
}
}
//
zBar.Clean();
cBar.Clean();
@@ -1846,7 +1928,7 @@ struct X121SMCStrategyXWZSignalConditions
*
* @return ( bool )
*/
bool CheckOBFVGXWZConditions(
bool DetectSelectedZoneConditions(
bool &isReversal,
XOBFVG &zone,
XPOIState &state,
@@ -1882,6 +1964,7 @@ bool CheckOBFVGXWZConditions(
//
double bullishScore = 0;
double bearishScore = 0;
double scoreMultiplier = 1.5;
conditions.GenerateScore(
bullishScore,
bearishScore //
@@ -1890,12 +1973,12 @@ bool CheckOBFVGXWZConditions(
//
bool isBullishScorePassed = bullishScore > 0 &&
bearishScore >= 0 &&
bullishScore > bearishScore;
bullishScore > bearishScore * scoreMultiplier;
//
bool isBearishScorePassed = bearishScore > 0 &&
bullishScore >= 0 &&
bearishScore > bullishScore;
bearishScore > bullishScore * scoreMultiplier;
//
// VWap ...
@@ -3241,4 +3324,90 @@ bool DetectSelectedZoneSLCandidates(
return result;
}
//
//
//
bool DetectX121Conditions(
double &pivot,
double &point,
double &sls[],
double &targets[],
ENUM_X_DIRECTION &dir,
XPOIState &stfState,
XPOIState &ttfState,
X121Conditions &conditions,
XCPOIDrawer *drawer = NULL //
)
{
//
bool result = false;
//
bool canDraw = drawer != NULL;
//
pivot = 0;
point = 0;
Clean(sls);
Clean(targets);
dir = X_DIRECTION_NONE;
//
result =
stfState.IsValid() &&
ttfState.IsValid() &&
stfState.HasChild() &&
ttfState.HasChild();
if (!result)
{
return result;
}
//
int idx = -1;
int count = 0;
bool has = false;
//
// Detect Inside STF Order Blocks Zones ...
//
XOBFVG tmpWaitingZones[];
count = ExtractOBFVGs(
tmpWaitingZones,
stfState,
ttfState //
);
has = IsValidSize(count);
if (has)
{
//
if (canDraw)
{
//
for (int i = 0; i < count; i++)
{
//
XOBFVG iOBFVG = tmpWaitingZones[i];
//
iOBFVG.UpdateTo();
//
XCBaseObject *iOBFVGObjects[];
int iOBFVGObjectsCount = drawer.DrawOBFVG(
iOBFVG,
iOBFVGObjects //
);
}
}
}
//
//
return result;
}
//