From af6685f5238c843a398948a895e9b978b5d8115b Mon Sep 17 00:00:00 2001
From: Hadi Khazaee Asl <hadi_khazaee_asl@yahoo.com>
Date: Sun, 14 Jul 2024 15:22:31 +0330
Subject: [PATCH] add order block finder and add some other tools and also test
 them ...

---
 Experts/x-simple-test.ea.mq5        | 210 +++++++++-
 Libraries/x-saherelm.common.lib.mq5 | 599 ++++++++++++++++++++++++++++
 2 files changed, 807 insertions(+), 2 deletions(-)

diff --git a/Experts/x-simple-test.ea.mq5 b/Experts/x-simple-test.ea.mq5
index cd98a4aa..4dfce533 100644
--- a/Experts/x-simple-test.ea.mq5
+++ b/Experts/x-simple-test.ea.mq5
@@ -119,11 +119,11 @@ void OnTick()
 
     //
     // Find Morning Star Pattern ...
-    FindMorningStar();
+    // FindMorningStar();
 
     //
     // Find Evening Star Pattern ...
-    FindEveningStar();
+    // FindEveningStar();
 
     //
     // Find Swing High Pattern ...
@@ -156,6 +156,24 @@ void OnTick()
     //
     // Find Bearish Trend ...
     // FindBearishTrend();
+
+    //
+    // Find Bullish Order Block ...
+    // FindBullishOrderBlock();
+
+    //
+    // Find Bearish Order Block ...
+    // FindBearishOrderBlock();
+
+    //
+    // Find Sharp Going Up Price Action ...
+    // FindSharpBullish();
+
+    //
+    // Find Sharp Going Down Price Action ...
+    // FindSharpBearish();
+
+    //
 }
 
 //
@@ -177,6 +195,64 @@ bool ValidateInputs()
 //
 // Custom Testing Functions ...
 
+//
+// Find Sharp Going Up Price Action ...
+void FindSharpBullish()
+{
+    //
+    XOHCL cBar;
+    bool isInited = cBar.Init(
+        _Symbol,
+        _Period,
+        1 //
+    );
+    if (!isInited)
+    {
+        return;
+    }
+
+    //
+    if (!cBar.IsSharpBullish())
+    {
+        return;
+    }
+
+    //
+    eaBarTracker.Waits();
+
+    //
+    Print("Detect Sharp Bullish Price Action ...");
+}
+
+//
+// Find Sharp Going Down Price Action ...
+void FindSharpBearish()
+{
+    //
+    XOHCL cBar;
+    bool isInited = cBar.Init(
+        _Symbol,
+        _Period,
+        1 //
+    );
+    if (!isInited)
+    {
+        return;
+    }
+
+    //
+    if (!cBar.IsSharpBearish())
+    {
+        return;
+    }
+
+    //
+    eaBarTracker.Waits();
+
+    //
+    Print("Detect Sharp Bearish Price Action ...");
+}
+
 //
 // Find Doji Pattern ...
 void FindDoji()
@@ -1072,4 +1148,134 @@ void FindBearishTrend()
     Print("Bearish Trend Detected ...");
 }
 
+//
+// Find Bullish Order Block ...
+void FindBullishOrderBlock() {
+    //
+    XOHCL cBar;
+    bool isInited = cBar.Init(
+        _Symbol,
+        _Period,
+        1 //
+    );
+    if (!isInited)
+    {
+        return;
+    }
+
+    //
+    XOHCL obBar;
+    bool hasOB = cBar.HasBullishOrderBlock(
+        obBar //
+    );
+    if (!hasOB) {
+        return;
+    }
+
+    //
+    eaBarTracker.Waits();
+
+    //
+    DrawTrendLine(
+        ChartID(),
+        "BULLOB-H-" + ToString((int) obBar.time),
+        0,
+        obBar.time,
+        obBar.high,
+        cBar.time,
+        obBar.high,
+        clrAqua,
+        STYLE_SOLID,
+        2,
+        false,
+        false,
+        true //
+    );
+
+    //
+    DrawTrendLine(
+        ChartID(),
+        "BULLOB-L-" + ToString((int) obBar.time),
+        0,
+        obBar.time,
+        obBar.low,
+        cBar.time,
+        obBar.low,
+        clrAqua,
+        STYLE_SOLID,
+        2,
+        false,
+        false,
+        true //
+    );
+
+    //
+    Print("Detect new Bullish Order Block ...");
+}
+
+//
+// Find Bearish Order Block ...
+void FindBearishOrderBlock() {
+    //
+    XOHCL cBar;
+    bool isInited = cBar.Init(
+        _Symbol,
+        _Period,
+        1 //
+    );
+    if (!isInited)
+    {
+        return;
+    }
+
+    //
+    XOHCL obBar;
+    bool hasOB = cBar.HasBearishOrderBlock(
+        obBar //
+    );
+    if (!hasOB) {
+        return;
+    }
+
+    //
+    eaBarTracker.Waits();
+
+    //
+    DrawTrendLine(
+        ChartID(),
+        "BEAROB-H-" + ToString((int) obBar.time),
+        0,
+        obBar.time,
+        obBar.high,
+        cBar.time,
+        obBar.high,
+        clrMagenta,
+        STYLE_SOLID,
+        2,
+        false,
+        false,
+        true //
+    );
+
+    //
+    DrawTrendLine(
+        ChartID(),
+        "BEAROB-L-" + ToString((int) obBar.time),
+        0,
+        obBar.time,
+        obBar.low,
+        cBar.time,
+        obBar.low,
+        clrMagenta,
+        STYLE_SOLID,
+        2,
+        false,
+        false,
+        true //
+    );
+
+    //
+    Print("Detect new Bearish Order Block ...");
+}
+
 //
\ No newline at end of file
diff --git a/Libraries/x-saherelm.common.lib.mq5 b/Libraries/x-saherelm.common.lib.mq5
index 58af67d8..fac6f623 100644
--- a/Libraries/x-saherelm.common.lib.mq5
+++ b/Libraries/x-saherelm.common.lib.mq5
@@ -593,6 +593,22 @@ struct XOHCL
         return result;
     }
 
+    //
+    int TotalBars()
+    {
+        //
+        int result = 0;
+
+        //
+        result = iBars(
+            symbol,
+            period //
+        );
+
+        //
+        return result;
+    }
+
     //
     // Calculate X_PRICE Specified Type ...
     double GetPrice(ENUM_X_PRICE mPType)
@@ -695,6 +711,146 @@ struct XOHCL
         return result;
     }
 
+    //
+    // Find Specific Price ...
+    bool FindHigherPriceBar(
+        XOHCL &bar,
+        double price,
+        ENUM_X_PRICE _type = X_PRICE_HIGH //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int totalBars = TotalBars();
+        result = IsValidSize(totalBars);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int start = Index();
+        int maxAllowedLoopback = totalBars / 5;
+        for (int i = start; i < maxAllowedLoopback; i++)
+        {
+            //
+            result = bar.Init(
+                symbol,
+                period,
+                i //
+            );
+
+            //
+            if (!result)
+            {
+                break;
+            }
+
+            //
+            double iPrice = bar.GetPrice(_type);
+
+            //
+            result =
+                //
+                iPrice > 0 &&
+                iPrice > price
+                //
+                ;
+            if (result)
+            {
+                break;
+            }
+        }
+
+        //
+        if (!result)
+        {
+            bar.Clean();
+        }
+
+        //
+        return result;
+    }
+
+    //
+    // Find Specific Price ...
+    bool FindLowerPriceBar(
+        XOHCL &bar,
+        double price,
+        ENUM_X_PRICE _type = X_PRICE_HIGH //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int totalBars = TotalBars();
+        result = IsValidSize(totalBars);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int start = Index();
+        int maxAllowedLoopback = totalBars / 5;
+        for (int i = start; i < maxAllowedLoopback; i++)
+        {
+            //
+            result = bar.Init(
+                symbol,
+                period,
+                i //
+            );
+
+            //
+            if (!result)
+            {
+                break;
+            }
+
+            //
+            double iPrice = bar.GetPrice(_type);
+
+            //
+            result =
+                //
+                iPrice > 0 &&
+                iPrice < price
+                //
+                ;
+            if (result)
+            {
+                break;
+            }
+        }
+
+        //
+        if (!result)
+        {
+            bar.Clean();
+        }
+
+        //
+        return result;
+    }
+
     //
     // Calculate Bar Mid Line ...
     double GetMid()
@@ -997,6 +1153,276 @@ struct XOHCL
             idx + 1 //
         );
 
+        //
+        if (!result)
+        {
+            bar.Clean();
+        }
+
+        //
+        return result;
+    }
+
+    //
+    bool IsSharpBullish(
+        int _loopback = 2,
+        double _sharpRatio = 2.5 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        if (_loopback < 0)
+        {
+            _loopback = 2;
+        }
+
+        //
+        if (_sharpRatio < 0)
+        {
+            _sharpRatio = 2.5;
+        }
+
+        //
+        int hIDX = FindHighestIndex(
+            _loopback,
+            MODE_HIGH //
+        );
+        int lIDX = FindLowestIndex(
+            _loopback,
+            MODE_LOW //
+        );
+
+        //
+        result =
+            //
+            hIDX >= 0 &&
+            lIDX >= 0 &&
+            MathAbs(hIDX - Index()) < 2
+            //
+            ;
+
+        //
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL hBar;
+        result = hBar.Init(
+            symbol,
+            period,
+            hIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL lBar;
+        result = lBar.Init(
+            symbol,
+            period,
+            lIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double lhDif = hBar.high - lBar.low;
+
+        //
+        int hhIDX = hBar.FindHighestIndex(
+            _loopback,
+            MODE_HIGH //
+        );
+
+        //
+        int llIDX = lBar.FindLowestIndex(
+            _loopback,
+            MODE_LOW //
+        );
+
+        //
+        XOHCL hhBar;
+        result = hhBar.Init(
+            symbol,
+            period,
+            hhIDX + hIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL llBar;
+        result = llBar.Init(
+            symbol,
+            period,
+            llIDX + lIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double llhhDif = hhBar.high - llBar.low;
+
+        //
+        result =
+            //
+            lBar.low > llBar.low &&
+            hBar.high > hhBar.high &&
+            lhDif >= llhhDif * _sharpRatio
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+    bool IsSharpBearish(
+        int _loopback = 2,
+        double _sharpRatio = 2.5 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        if (_loopback < 0)
+        {
+            _loopback = 2;
+        }
+
+        //
+        if (_sharpRatio < 0)
+        {
+            _sharpRatio = 2.5;
+        }
+
+        //
+        int hIDX = FindHighestIndex(
+            _loopback,
+            MODE_HIGH //
+        );
+        int lIDX = FindLowestIndex(
+            _loopback,
+            MODE_LOW //
+        );
+
+        //
+        result =
+            //
+            hIDX >= 0 &&
+            lIDX >= 0 &&
+            MathAbs(hIDX - Index()) < 2
+            //
+            ;
+
+        //
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL hBar;
+        result = hBar.Init(
+            symbol,
+            period,
+            hIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL lBar;
+        result = lBar.Init(
+            symbol,
+            period,
+            lIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double lhDif = hBar.high - lBar.low;
+
+        //
+        int hhIDX = hBar.FindHighestIndex(
+            _loopback,
+            MODE_HIGH //
+        );
+
+        //
+        int llIDX = lBar.FindLowestIndex(
+            _loopback,
+            MODE_LOW //
+        );
+
+        //
+        XOHCL hhBar;
+        result = hhBar.Init(
+            symbol,
+            period,
+            hhIDX + hIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL llBar;
+        result = llBar.Init(
+            symbol,
+            period,
+            llIDX + lIDX //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double llhhDif = hhBar.high - llBar.low;
+
+        //
+        result =
+            //
+            lBar.low < llBar.low &&
+            hBar.high < hhBar.high &&
+            lhDif >= llhhDif * _sharpRatio
+            //
+            ;
+
         //
         return result;
     }
@@ -3014,6 +3440,179 @@ struct XOHCL
     //
     // Order Blocks ...
 
+    //
+    // Find Bullish Order Block ...
+    bool HasBullishOrderBlock(
+        XOHCL &orderBlock,
+        int _minimumSameBars = 4 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        orderBlock.Clean();
+
+        //
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        if (_minimumSameBars < 0)
+        {
+            _minimumSameBars = 4;
+        }
+
+        //
+        XOHCL cBar;
+        int founded = 0;
+        int cIDX = Index();
+        bool isEnough = false;
+        while (!isEnough)
+        {
+            //
+            bool isInited = cBar.Init(
+                symbol,
+                period,
+                cIDX //
+            );
+
+            //
+            result = cBar.IsBullish();
+            if (!result && cBar.IsBearish())
+            {
+                break;
+            }
+
+            //
+            cIDX++;
+            founded++;
+        }
+
+        //
+        // Here we have to check founded and if it's fill
+        // our requirements ...
+        // cIDX is Order Block Index ...
+        result =
+            //
+            cBar.IsValid() &&
+            high > cBar.high &&
+            founded >= _minimumSameBars
+            //
+            ;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result = orderBlock.Init(
+            symbol,
+            period,
+            cIDX //
+        );
+        if (!result)
+        {
+            //
+            orderBlock.Clean();
+            return result;
+        }
+
+        //
+        return result;
+    }
+
+    //
+    // Find Bearish Order Block ...
+    bool HasBearishOrderBlock(
+        XOHCL &orderBlock,
+        int _minimumSameBars = 4 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        orderBlock.Clean();
+
+        //
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        if (_minimumSameBars < 0)
+        {
+            _minimumSameBars = 4;
+        }
+
+        //
+        XOHCL cBar;
+        int founded = 0;
+        int cIDX = Index();
+        bool isEnough = false;
+        while (!isEnough)
+        {
+            //
+            bool isInited = cBar.Init(
+                symbol,
+                period,
+                cIDX //
+            );
+
+            //
+            result = cBar.IsBearish();
+            if (!result && cBar.IsBullish())
+            {
+                break;
+            }
+
+            //
+            cIDX++;
+            founded++;
+        }
+
+        //
+        // Here we have to check founded and if it's fill
+        // our requirements ...
+        // cIDX is Order Block Index ...
+        result =
+            //
+            cBar.IsValid() &&
+            high < cBar.low &&
+            founded >= _minimumSameBars
+            //
+            ;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result = orderBlock.Init(
+            symbol,
+            period,
+            cIDX //
+        );
+        if (!result)
+        {
+            //
+            orderBlock.Clean();
+            return result;
+        }
+
+        //
+        return result;
+    }
+
+    //
+    // Order Blocks ...
+
     //
     // Supply and Demand ...