last ...

Classes/x-saherelm.x-chart-objects.class.mq5

@@ -511,10 +511,10 @@ class XCZoneObject : public XCBaseObject
         }
 
         //
-        NormalizeTime(time2);
+        datetime time_2 = NormalizeTime(time2);
 
         //
-        result = time1 < time2;
+        result = time1 < time_2;
         if (!result)
         {
             return result;
@@ -544,7 +544,7 @@ class XCZoneObject : public XCBaseObject
                 window,
                 time1,
                 upperPrice1,
-                time2,
+                time_2,
                 lowerPrice1 //
             );
         }

Classes/z-saherelm.x-bar.analyser.class.mq5

@@ -0,0 +1,713 @@
+///////////////////////////////////////////////////////
+//
+// SaherElm IT Center MQL5 Class Library
+// --------------------------------------
+// Name: XPOI
+// Description: Bar Analysing ...
+//
+// Maintainer:
+// ------------
+// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
+//
+//////////////////////////////////////////////////////
+//
+// Global Properties ...
+#property library
+#property copyright "Copyright 2023, SaherElm IT Center"
+#property link "https://www.saherelm.ir"
+#property version "1.00"
+#property strict
+
+//
+// Imports ...
+#include "../Classes/x-saherelm.base.class.mq5"
+
+//
+// Definitions ...
+
+//
+// Implementations ...
+class XCBarAnalyser : public XSCBase
+{
+    //
+  public:
+    //
+
+    //
+    // Constructor(s) ...
+    void XCBarAnalyser()
+    {
+    }
+
+    //
+    // Deconstructor ...
+    void ~XCBarAnalyser()
+    {
+    }
+
+    //
+    // Getter(s) / Setter(s) ...
+
+    //
+    // Providers ...
+
+    //
+    // Actions ...
+
+    //
+    // Commons ...
+
+    /**
+     * Check Specified Bar's Range is Extended or not ...
+     *
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  loopback: Integer, Loopback Length ...
+     *
+     * @return ( bool )
+     */
+    bool HasExtendedRange(
+        XOHCL &bar,
+        int loopback = 3 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        if (loopback < 3)
+        {
+            loopback = 3;
+        }
+
+        //
+        result = bar.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int index = bar.Index();
+        int start = index + 1;
+        int end = start + loopback;
+        int count = end - start;
+        result = count >= 1;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double sum = 0;
+        XOHCL iBar = bar;
+        for (int i = start; i < end; i++)
+        {
+            //
+            bool isRetrieved = iBar.GetPreviousBar(iBar);
+            if (!isRetrieved)
+            {
+                continue;
+            }
+
+            //
+            sum += iBar.GetRange();
+        }
+
+        //
+        result = sum > 0;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double avg = sum / count;
+
+        //
+        result = bar.GetRange() >= avg;
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Specified Bar's Body is Extended or not ...
+     *
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  loopback: Integer, Loopback Length ...
+     *
+     * @return ( bool )
+     */
+    bool HasExtendedBody(
+        XOHCL &bar,
+        int loopback = 3 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        if (loopback < 3)
+        {
+            loopback = 3;
+        }
+
+        //
+        result = bar.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int index = bar.Index();
+        int start = index + 1;
+        int end = start + loopback;
+        int count = end - start;
+        result = count >= 1;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double sum = 0;
+        XOHCL iBar = bar;
+        for (int i = start; i < end; i++)
+        {
+            //
+            bool isRetrieved = iBar.GetPreviousBar(iBar);
+            if (!isRetrieved)
+            {
+                continue;
+            }
+
+            //
+            sum += iBar.GetBody();
+        }
+
+        //
+        result = sum > 0;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double avg = sum / count;
+
+        //
+        result = bar.GetBody() >= avg;
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Specified Bar's Body and Range is Extended or not ...
+     *
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  loopback: Integer, Loopback Length ...
+     *
+     * @return ( bool )
+     */
+    bool IsExtended(
+        XOHCL &bar,
+        int loopback = 3 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        bool hasExtendedBody = HasExtendedBody(bar, loopback);
+        bool hasExtendedRange = HasExtendedRange(bar, loopback);
+        result = hasExtendedBody &&
+                 hasExtendedRange;
+
+        //
+        return result;
+    }
+
+    //
+    // Rejection Bar ...
+
+    /**
+     * Check Specific Bar is Bullish Rejection Bar or not ...
+     *
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  strength: Double, Specified Shadow Percent Range ...
+     *
+     * @return ( bool )
+     */
+    bool IsBullishRejectionBar(
+        XOHCL &bar,
+        double strength = 40 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        ENUM_X_DIRECTION dir;
+        result = IsRejectionBar(
+            dir,
+            bar,
+            strength //
+        );
+        result =
+            result &&
+            dir == X_DIRECTION_BULLISH;
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Specific Bar is Bearish Rejection Bar or not ...
+     *
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  strength: Double, Specified Shadow Percent Range ...
+     *
+     * @return ( bool )
+     */
+    bool IsBearishRejectionBar(
+        XOHCL &bar,
+        double strength = 40 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        ENUM_X_DIRECTION dir;
+        result = IsRejectionBar(
+            dir,
+            bar,
+            strength //
+        );
+        result =
+            result &&
+            dir == X_DIRECTION_BEARISH;
+
+        //
+        return result;
+    }
+
+    //
+    // Momentum Bar ...
+
+    /**
+     * Check Specific Bar is Bullish Momentum Bar or not ...
+     *
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  strength: Double, Specified Shadow Percent Range ...
+     *
+     * @return ( bool )
+     */
+    bool IsBullishMomentumBar(
+        XOHCL &bar,
+        double strength = 40 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        ENUM_X_DIRECTION dir;
+        result = IsMomentumBar(
+            dir,
+            bar,
+            strength //
+        );
+        result =
+            result &&
+            dir == X_DIRECTION_BULLISH;
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Specific Bar is Bearish Momentum Bar or not ...
+     *
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  strength: Double, Specified Shadow Percent Range ...
+     *
+     * @return ( bool )
+     */
+    bool IsBearishMomentumBar(
+        XOHCL &bar,
+        double strength = 40 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        ENUM_X_DIRECTION dir;
+        result = IsMomentumBar(
+            dir,
+            bar,
+            strength //
+        );
+        result =
+            result &&
+            dir == X_DIRECTION_BEARISH;
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Bar is Bullish Engulfed or not ...
+     *
+     * @param  bar: XOHCL instance, Speciied Bar ...
+     * @param  loopback: Integer, loopback Length ...
+     *
+     * @return ( bool )
+     */
+    bool IsBullishEngulfed(
+        XOHCL &bar,
+        int loopback = 2 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        ENUM_X_DIRECTION dir;
+        result = IsEngulfed(
+            dir,
+            bar,
+            loopback //
+        );
+        result =
+            result &&
+            dir == X_DIRECTION_BULLISH;
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Bar is Bearish Engulfed or not ...
+     *
+     * @param  bar: XOHCL instance, Speciied Bar ...
+     * @param  loopback: Integer, loopback Length ...
+     *
+     * @return ( bool )
+     */
+    bool IsBearishEngulfed(
+        XOHCL &bar,
+        int loopback = 2 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        ENUM_X_DIRECTION dir;
+        result = IsEngulfed(
+            dir,
+            bar,
+            loopback //
+        );
+        result =
+            result &&
+            dir == X_DIRECTION_BEARISH;
+
+        //
+        return result;
+    }
+
+    //
+  protected:
+    //
+
+    //
+  private:
+    //
+
+    //
+    // Props ...
+
+    //
+    // Actions ...
+
+    /**
+     * Calculate Bar Range ...
+     *
+     * @param  bar: XOHCL instance ...
+     *
+     * @return ( double )
+     */
+    double GetBarRangePercent(XOHCL &bar)
+    {
+        //
+        double result = 0;
+
+        //
+        result = bar.GetRange() / 100;
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Specific Bar is Rejection Bar or not ...
+     *
+     * @param  dir: ENUM_X_DIRECTION member, Specified Direction ...
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  strength: Double, Specified Shadow Percent Range ...
+     *
+     * @return ( bool )
+     */
+    bool IsRejectionBar(
+        ENUM_X_DIRECTION &dir,
+        XOHCL &bar,
+        double strength //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        if (strength < 20)
+        {
+            strength = 20;
+        }
+
+        //
+        dir = X_DIRECTION_NONE;
+
+        //
+        result = bar.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double barLowShadow = bar.GetLowShadow();
+        double barHighShadow = bar.GetHighShadow();
+        double barRange = bar.GetRange();
+        double barRangePercent = barRange / 100;
+
+        //
+        bool isBullishRejectionBar =
+            barLowShadow > barHighShadow &&
+            barLowShadow > barRangePercent * 40;
+
+        //
+        bool isBearishRejectionBar =
+            barHighShadow > barLowShadow &&
+            barHighShadow > barRangePercent * 40;
+
+        //
+        result = isBullishRejectionBar ||
+                 isBearishRejectionBar;
+        if (result)
+        {
+            //
+            dir = isBullishRejectionBar
+                      ? X_DIRECTION_BULLISH
+                      : X_DIRECTION_BEARISH;
+        }
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Specific Bar is Momentum Bar or not ...
+     *
+     * @param  dir: ENUM_X_DIRECTION member, Specified Direction ...
+     * @param  bar: XOHCL instance, Specified Bar ...
+     * @param  strength: Double, Specified Shadow Percent Range ...
+     *
+     * @return ( bool )
+     */
+    bool IsMomentumBar(
+        ENUM_X_DIRECTION &dir,
+        XOHCL &bar,
+        double strength //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        if (strength < 50)
+        {
+            strength = 50;
+        }
+
+        //
+        dir = X_DIRECTION_NONE;
+
+        //
+        double rangePercent = GetBarRangePercent(bar);
+        bool isStrong = bar.GetBody() > rangePercent * strength;
+
+        //
+        result = isStrong;
+        if (result)
+        {
+            //
+            dir = bar.IsBullish()
+                      ? X_DIRECTION_BULLISH
+                      : X_DIRECTION_BEARISH;
+        }
+
+        //
+        return result;
+    }
+
+    /**
+     * Retrieve Loopback HH LL Data ...
+     *
+     * @param  hhIDX: Integer, HH Index ...
+     * @param  hh: Double, HH Value ...
+     * @param  llIDX: Integer, LL Index ...
+     * @param  ll: Double, LL Value ...
+     * @param  bar: XOHCL instance ...
+     * @param  loopback: Integer, Loopback Length ...
+     *
+     * @return ( bool )
+     */
+    bool GetLoopbackData(
+        int &hhIDX,
+        double &hh,
+        int &llIDX,
+        double &ll,
+        XOHCL &bar,
+        int loopback //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        if (loopback < 1)
+        {
+            loopback = 1;
+        }
+
+        //
+        int index = bar.Index();
+        int start = index + 1;
+        int end = start + loopback;
+        int count = end - start;
+        result = count >= 1;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        hhIDX = iHighest(
+            bar.symbol,
+            bar.period,
+            MODE_HIGH,
+            start,
+            count //
+        );
+        result = IsValidIndex(hhIDX);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        llIDX = iLowest(
+            bar.symbol,
+            bar.period,
+            MODE_LOW,
+            start,
+            count //
+        );
+        result = IsValidIndex(llIDX);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        hh = iHigh(
+            bar.symbol,
+            bar.period,
+            hhIDX //
+        );
+        ll = iLow(
+            bar.symbol,
+            bar.period,
+            llIDX //
+        );
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Bar is Engulfed or not ...
+     *
+     * @param  dir: ENUM_X_DIRECTION member, Specified Direction ...
+     * @param  bar: XOHCL instance, Speciied Bar ...
+     * @param  loopback: Integer, loopback Length ...
+     *
+     * @return ( bool )
+     */
+    bool IsEngulfed(
+        ENUM_X_DIRECTION &dir,
+        XOHCL &bar,
+        int loopback //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        dir = X_DIRECTION_NONE;
+
+        //
+        int hhIDX = 0;
+        double hh = 0;
+
+        //
+        int llIDX = 0;
+        double ll = 0;
+
+        //
+        result = GetLoopbackData(
+            hhIDX,
+            hh,
+            llIDX,
+            ll,
+            bar,
+            loopback //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result = bar.GetDown() < ll &&
+                 bar.GetUp() > hh;
+        if (result)
+        {
+            //
+            dir = bar.IsBullish()
+                      ? X_DIRECTION_BULLISH
+                      : X_DIRECTION_BEARISH;
+        }
+
+        //
+        return result;
+    }
+
+    //
+};
+
+//

X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5

@@ -26,6 +26,7 @@
 #include "../../Classes/x-saherelm.x-poi.class.mq5"
 #include "../../Classes/x-saherelm.xalert.class.mq5"
 #include "../../Classes/x-saherelm.xtrade.class.mq5"
+#include "../../Classes/z-saherelm.x-bar.analyser.class.mq5"
 #include "../Classes/x-121.smc.chart.objects.class.mq5"
 #include "../Libraries/x-121.smc.lib.mq5"
 
@@ -533,6 +534,7 @@ class XCX121SMCBaseStrategy : public XSCBaseAlert
 
     //
     XBarTracker mBarTracker;               // Strategy Time Tracker ...
+    XCBarAnalyser mBarAnalyser;            // Bar Analyser Instance
     X121SMCStrategyConditions mConditions; // Market Conditions ...
 
     //