last ...

XCATBEA/Libraries/xcatbea.signaller.lib.mq5

@@ -206,11 +206,22 @@ struct XTriggerBlockFilters
 
     //
     int bosLoopback; // PV Based Filtering BOS Lookup ...
+
+    //
     bool forceSarSwitched;        // SAR Switched on Sides for Filtering ...
     bool forceSarOnBothSide;      // SAR Check on Both Sides for Filtering ...
     bool forceSarHasBreakout;     // SAR Must Has Reversal Direction in Trigger Block ...
     bool forceSarHasReversalSide; // SAR Must Has Reversal Direction in Trigger Block ...
 
+    //
+    bool forceHasRSITrending; // RSI Must Has Trending ...
+    bool forceHasRSIVPattern; // RSI Must Has Pattern ...
+    bool forceHasRSICrossing; // RSI Must Has Crossing Levels ...
+
+    //
+    bool forceHasADXTrending; // ADX Must Trending ...
+    bool forceHasADXCrossing; // ADX Must Has Crossing +DI/-DI ...
+
     //
     // Constructor(s) ...
     XTriggerBlockFilters()
@@ -239,11 +250,22 @@ struct XTriggerBlockFilters
 
         //
         bosLoopback = 0;
+
+        //
         forceSarSwitched = false;
         forceSarOnBothSide = false;
         forceSarHasBreakout = false;
         forceSarHasReversalSide = false;
 
+        //
+        forceHasRSITrending = false;
+        forceHasRSIVPattern = false;
+        forceHasRSICrossing = false;
+
+        //
+        forceHasADXTrending = false;
+        forceHasADXCrossing = false;
+
         //
         ZeroMemory(this);
     }
@@ -447,11 +469,18 @@ bool DetectTriggerBlock1(
     // TODO: Remove this ...
     // filters.bosLoopback = 0;
     // filters.filterBasedOnPV = true;
-    // filters.filterBasedOnSar = false;
+    // filters.filterBasedOnSar = true;
     // filters.forceSarSwitched = false;
     // filters.forceSarOnBothSide = true;
     // filters.forceSarHasBreakout = true;
     // filters.forceSarHasReversalSide = false;
+    // filters.filterBasedOnRSI = false;
+    // filters.forceHasRSITrending = false;
+    // filters.forceHasRSIVPattern = false;
+    // filters.forceHasRSICrossing = false;
+    filters.filterBasedOnADX = true;
+    filters.forceHasADXTrending = false; 
+    filters.forceHasADXCrossing = true;   
 
     //
     // Apply Filtering ...
@@ -1418,6 +1447,207 @@ bool FilterTriggerBlock(
                     ? isSarBullishStart
                     : isSarBearishStart;
         }
+    }
+
+    //
+    // Filter Based On RSI ...
+    if (result &&
+        filters.filterBasedOnRSI)
+    {
+        //
+        // Here We Can Apply RSI Filters ...
+        // Since RSI Filters must be Check on FVG Bars ...
+        // we Have to Loop back Based on FVG Bars to Detect Conditions ...
+        double rsiTrend = (conditions.rsiOBLevel + conditions.rsiOSLevel) / 2;
+
+        //
+        toIDX = triggerBlock.fvg.ToIndex();
+        fromIDX = triggerBlock.fvg.FromIndex();
+
+        //
+        // Filter Using RSI Trending ...
+        if (result &&
+            filters.forceHasRSITrending)
+        {
+            //
+            for (int i = toIDX; i < fromIDX; i++)
+            {
+                //
+                double iRSI = helper.GetRSI(i);
+                double iPRSI = helper.GetRSI(i + 1);
+
+                //
+                has =
+                    (isBullish
+                         ? (iRSI > rsiTrend &&
+                            iRSI > iPRSI)
+                         : (iRSI < rsiTrend &&
+                            iRSI < iPRSI));
+                if (has)
+                {
+                    break;
+                }
+            }
+
+            //
+            result = has;
+        }
+
+        //
+        // Filter Using RSI V Pattern ...
+        if (result &&
+            filters.forceHasRSIVPattern)
+        {
+            //
+            for (int i = toIDX; i < fromIDX; i++)
+            {
+                //
+                double iRSI = helper.GetRSI(i);
+                double iPRSI = helper.GetRSI(i + 1);
+                double iP2RSI = helper.GetRSI(i + 2);
+
+                //
+                bool isRSIVBullish =
+                    iRSI > iPRSI &&
+                    iP2RSI > iPRSI;
+
+                //
+                bool isRSIVBearish =
+                    iRSI < iPRSI &&
+                    iP2RSI < iPRSI;
+
+                //
+                has =
+                    (isBullish
+                         ? isRSIVBullish
+                         : isRSIVBearish);
+                if (has)
+                {
+                    break;
+                }
+            }
+
+            //
+            result = has;
+        }
+
+        //
+        // Filter Using RSI Crossing on OB/OS Levels ...
+        if (result &&
+            filters.forceHasRSICrossing)
+        {
+            //
+            for (int i = toIDX; i < fromIDX; i++)
+            {
+                //
+                double iRSI = helper.GetRSI(i);
+                double iPRSI = helper.GetRSI(i + 1);
+
+                //
+                bool isRSICrossedOverOS =
+                    iRSI > conditions.rsiOSLevel &&
+                    iPRSI <= conditions.rsiOSLevel;
+
+                //
+                bool isRSICrossedUnderOB =
+                    iRSI < conditions.rsiOBLevel &&
+                    iPRSI >= conditions.rsiOBLevel;
+
+                //
+                has =
+                    (isBullish
+                         ? isRSICrossedOverOS
+                         : isRSICrossedUnderOB);
+                if (has)
+                {
+                    break;
+                }
+            }
+
+            //
+            result = has;
+        }
+    }
+
+    //
+    // Filter Based On ADX ...
+    if (result &&
+        filters.filterBasedOnADX)
+    {
+        //
+        // Here We Can Apply ADX Filters ...
+        // Since ADX Filters must be Check on FVG Bars ...
+        // we Have to Loop back Based on FVG Bars to Detect Conditions ...
+
+        //
+        toIDX = triggerBlock.fvg.ToIndex();
+        fromIDX = triggerBlock.fvg.FromIndex();
+
+        //
+        // Filter Using ADX Trending ...
+        if (result &&
+            filters.forceHasADXTrending)
+        {
+            //
+            for (int i = toIDX; i < fromIDX; i++)
+            {
+                //
+                double iADX = helper.GetADX(i);
+                double iPADX = helper.GetADX(i + 1);
+
+                //
+                has = iADX > conditions.adxThreshold &&
+                      iADX > iPADX;
+                if (has)
+                {
+                    break;
+                }
+            }
+
+            //
+            result = has;
+        }
+
+        //
+        // Filter Using ADX Crossing on +DI/-DI ...
+        if (result &&
+            filters.forceHasADXCrossing)
+        {
+            //
+            for (int i = toIDX; i < fromIDX; i++)
+            {
+                //
+                double iDIPlus = helper.GetADXP(i);
+                double iPDIPlus = helper.GetADXP(i + 1);
+
+                //
+                double iDIMinus = helper.GetADXN(i);
+                double iPDIMinus = helper.GetADXN(i + 1);
+
+                //
+                bool isADXPlusCrossedOverMinus =
+                    iDIPlus > iDIMinus &&
+                    iPDIPlus <= iDIMinus;
+
+                //
+                bool isADXMinusCrossedOverPlus =
+                    iDIMinus > iDIPlus &&
+                    iPDIMinus <= iDIPlus;
+
+                //
+                has =
+                    isBullish
+                        ? isADXPlusCrossedOverMinus
+                        : isADXMinusCrossedOverPlus;
+                if (has)
+                {
+                    break;
+                }
+            }
+
+            //
+            result = has;
+        }
 
         //
         if (result)