Add Support for Sar Changes Detection ...

Libraries/x-saherelm.common.lib.mq5

@@ -10398,6 +10398,41 @@ bool RemoveLastItem(
     return result;
 }
 
+template <typename T>
+void CleanupArray(
+    T &buffer[],       // Buffer to Cleanup ...
+    int maxAllowed = 0 // Max Allowed Number of items ...
+)
+{
+    //
+    if (maxAllowed <= 0)
+    {
+        return;
+    }
+
+    //
+    int count = ArraySize(buffer);
+    if (!IsValidSize(count) ||
+        count <= maxAllowed)
+    {
+        return;
+    }
+
+    //
+    int mustRemove = count - maxAllowed;
+    if (!IsValidSize(mustRemove))
+    {
+        return;
+    }
+
+    //
+    ArrayRemove(
+        buffer,
+        0,
+        mustRemove //
+    );
+}
+
 //
 // Search Array For Specific Item ...
 template <typename T>
@@ -10851,7 +10886,8 @@ void FindSames(
 void AddIfNotExists(
     double value,
     double &values[],
-    double smoothingPoint = 3)
+    double smoothingPoint = 3 //
+)
 {
     //
     double smoothingValue = smoothingPoint * GetPoints(_Symbol);

X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5

@@ -25,6 +25,9 @@
 #include "../../Classes/x-saherelm.x-poi.class.mq5"
 #include "../Libraries/x-121.smc.lib.mq5"
 
+//
+// Definitions ...
+
 //
 // Implementations ...
 
@@ -47,6 +50,7 @@ class XC121SMCCycleHelper : public XCBase
     // Constructor(s) ...
     XC121SMCCycleHelper()
     {
+        Default();
     }
 
     //
@@ -59,6 +63,33 @@ class XC121SMCCycleHelper : public XCBase
     //
     // Getter/Setter(s) ...
 
+    /**
+     * Get Max llowed Changes to Save ...
+     *
+     * @return ( int )
+     */
+    int MaxAllowedSavedChanges()
+    {
+        return mMaxAllowedSavedChanges;
+    }
+
+    /**
+     * Set Max llowed Changes to Save ...
+     *
+     * @param  value: Integer ...
+     */
+    void MaxAllowedSavedChanges(int value)
+    {
+        //
+        if (value < 10)
+        {
+            value = 10;
+        }
+
+        //
+        mMaxAllowedSavedChanges = value;
+    }
+
     //
     // Actions ...
 
@@ -627,6 +658,15 @@ class XC121SMCCycleHelper : public XCBase
     //
     // Virtuals ...
 
+    /**
+     * Set Default Properties Values ...
+     */
+    virtual void Default()
+    {
+        //
+        MaxAllowedSavedChanges(50);
+    }
+
     //
   protected:
     //
@@ -643,101 +683,68 @@ class XC121SMCCycleHelper : public XCBase
     )
     {
         //
+        string symbol = GetSymbol();
+        ENUM_TIMEFRAMES period = GetPeriod();
+
+        //
+        XOHCL changeBar;
         int index =
             barIndex <= 0
                 ? 1
                 : barIndex;
-        bool isInited = false;
+        bool isInited = GetBar(
-        string symbol = GetSymbol();
+            changeBar,
-
+            index //
-        //
+        );
-        // Retrieve Bar ...
-        XOHCL bar;
-        isInited = GetBar(bar, index);
         if (!isInited)
         {
             return;
         }
 
         //
-        // Retrieve Previous Bar ...
+        // Detect Sar Change ...
-        XOHCL pBar;
+        bool isSarSwitchedToBullish = conditions.x121Conditions.isSarSwitchedToBullish;
-        int pIndex = index + 1;
+        bool isSarSwitchedToBearish = conditions.x121Conditions.isSarSwitchedToBearish;
-        isInited = GetBar(pBar, pIndex);
+        bool isSarChanged = isSarSwitchedToBullish ||
-        if (!isInited)
+                            isSarSwitchedToBearish;
-        {
-            return;
-        }
 
         //
-        XTick xTick;
+        if (period == PERIOD_M1)
-        isInited = xTick.Init(symbol);
-        if (!isInited)
         {
-            return;
+            //
-        }
+            if (isSarChanged)
+            {
+                //
+                XValueChange sarChanged;
 
                 //
-        bool isSarAttached = 
+                datetime time = changeBar.time;
-            bar.close > conditions.x121Conditions.sarBuffer[0];
+                double after = conditions.x121Conditions.sarBuffer[1];
-        if (isSarAttached)
+                double before = conditions.x121Conditions.sarBuffer[2];
-        {
+                ENUM_X_DIRECTION dir =
-            Print("Sar Attached ...");
+                    isSarSwitchedToBullish
-        }
+                        ? X_DIRECTION_BULLISH
-
+                        : X_DIRECTION_BEARISH;
-        // //
-        // bool isSarBullish =
-        //     conditions.x121Conditions.sarBuffer[index] < bar.low;
-        // bool isSarBullishPrev =
-        //     conditions.x121Conditions.sarBuffer[pIndex] < pBar.low;
-
-        // //
-        // bool isSarBearish =
-        //     conditions.x121Conditions.sarBuffer[index] > bar.high;
-        // bool isSarBearishPrev =
-        //     conditions.x121Conditions.sarBuffer[pIndex] > pBar.high;
-
-        // //
-        // bool isSarSwitchedToBullish =
-        //     isSarBullish &&
-        //     !isSarBullishPrev &&
-        //     isSarBearishPrev;
-
-        // //
-        // bool isSarSwitchedToBearish =
-        //     isSarBearish &&
-        //     !isSarBearishPrev &&
-        //     isSarBullishPrev;
-
-        // //
-        // if (isSarSwitchedToBullish ||
-        //     isSarSwitchedToBearish)
-        // {
-        //     Print("Sar Switched ...");
-        // }
-
-        // //
-        // bool isSarBullish =
-        //     conditions.x121Conditions.sarBuffer[1] < xTick.ask &&
-        //     conditions.x121Conditions.sarBuffer[1] < xTick.bid &&
-        //     conditions.x121Conditions.isSarBullish;
-
-        // //
-        // bool isSarBearish =
-        //     conditions.x121Conditions.sarBuffer[1] > xTick.ask &&
-        //     conditions.x121Conditions.sarBuffer[1] > xTick.bid &&
-        //     conditions.x121Conditions.isSarBearish;
 
                 //
-        // Detect Sar Changes ...
+                // Initialize Model ...
-        // bool isSarChanged = (isSarBullish &&
+                isInited = sarChanged.Init(
-        //                      !isSarBearish) ||
+                    before,
-        //                     (isSarBearish &&
+                    after,
-        //                      !isSarBullish);
+                    dir,
-        // if (isSarChanged)
+                    time //
-        // {
+                );
-        //     Print("SarChaned");
+                if (isInited)
-        // }
+                {
+                    //
+                    isInited = AddSarChange(sarChanged);
+                    if (isInited)
+                    {
+                        Print("Sar Switched ...");
+                    }
+                }
+            }
+        }
 
         //
         // Detect Peak Changes ...
@@ -752,6 +759,11 @@ class XC121SMCCycleHelper : public XCBase
     // Props ...
     XCBarAnalyser *mBarAnalyser;
 
+    //
+    // Change Holders ...
+    int mMaxAllowedSavedChanges; // Max llowed Changes to Save ...
+    XValueChange mSarChanges[];  // Holds Parabolic Sar Direction Changes ...
+
     //
     // Actions ...
 
@@ -854,4 +866,67 @@ class XC121SMCCycleHelper : public XCBase
         //
         return result;
     }
+
+    //
+    // Change Values Actions ...
+
+    /**
+     * Count Saved Parabolic Sar Changes ...
+     *
+     * @return ( int )
+     */
+    int CountSarChanges()
+    {
+        return ArraySize(mSarChanges);
+    }
+
+    /**
+     * Add Specified Parabolic Sar Changed Item ...
+     *
+     * @param  value: XValueChange instance Reference ...
+     *
+     * @return ( bool )
+     */
+    bool AddSarChange(XValueChange &value)
+    {
+        //
+        bool result = false;
+
+        //
+        result = value.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int beforeCount = CountSarChanges();
+
+        //
+        AddIfNotExists(
+            value,
+            mSarChanges //
+        );
+
+        //
+        int afterCount = CountSarChanges();
+
+        //
+        result = afterCount == beforeCount + 1;
+        if (result)
+        {
+            //
+            // Cleaning Up Unused Items ...
+            int maxAllowed = MaxAllowedSavedChanges();
+            CleanupArray(
+                mSarChanges,
+                maxAllowed //
+            );
+        }
+
+        //
+        return result;
+    }
+
+    //
 };

X121SMCEA/Libraries/x-121.smc.lib.mq5

@@ -1840,3 +1840,185 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
 }
 
 //
+// Model Value Changed ...
+struct XValueChange
+{
+    //
+    // Props ...
+    double before;        // Before Change Value ...
+    double after;         // After Change Value ...
+    datetime time;        // Change Time ...
+    ENUM_X_DIRECTION dir; // Change Direction ...
+
+    //
+    // Constructor ...
+    XValueChange()
+    {
+        Clean();
+    }
+
+    //
+    // Tools ...
+
+    /**
+     * Initialize ...
+     *
+     * @param  _before: Double, Value Before Change ...
+     * @param  _after: Double, Value After Change ...
+     * @param  _time: Datetime, Change Time ...
+     * @param  _dir: ENUM_X_DIRECTION member, Specified Changed Direction ...
+     *
+     * @return ( bool )
+     */
+    bool Init(
+        double _before,        // Before Change Value ...
+        double _after,         // After Change Value ...
+        ENUM_X_DIRECTION _dir, // Change Direction ...
+        datetime _time = NULL // Change Time ...
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        _time = NormalizeTime(_time);
+
+        //
+        // Validate Inputs ...
+        result =
+            //
+            _after > 0 &&
+            _before > 0 &&
+            IsValid(_time) &&
+            _after != _before &&
+            HasDirection(_dir)
+            //
+            ;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Set Validated Values ...
+        dir = _dir;
+        time = _time;
+        after = _after;
+        before = _before;
+
+        //
+        result = IsValid();
+
+        //
+        return result;
+    }
+
+    /**
+     * Cleaning Up ...
+     */
+    void Clean()
+    {
+        //
+        after = 0;
+        before = 0;
+        time = NULL;
+        dir = X_DIRECTION_NONE;
+    }
+
+    /**
+     * Validate Model ...
+     *
+     * @return ( bool )
+     */
+    bool IsValid()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            //
+            after > 0 &&
+            before > 0 &&
+            IsValid(time) &&
+            after != before &&
+            HasDirection(dir)
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+};
+
+/**
+ * Add Value Change instance to Exists Collection if it's not Exists ...
+ *
+ * @param  item: XValueChange instance Reference ...
+ * @param  items: XValueChange instance Array Reference ...
+ *
+ * @return ( int )
+ */
+int AddIfNotExists(
+    XValueChange &item,
+    XValueChange &items[] //
+)
+{
+    //
+    int result = 0;
+
+    //
+    result = item.IsValid();
+    if (!result)
+    {
+        return result;
+    }
+
+    //
+    bool canAdd = false;
+    int count = ArraySize(items);
+    if (!IsValidSize(count))
+    {
+        canAdd = true;
+    }
+    else
+    {
+        //
+        XValueChange last;
+        bool hasItem = GetLastItem(
+            last,
+            items //
+        );
+        if (!hasItem)
+        {
+            canAdd = true;
+        }
+        else
+        {
+            //
+            // Compare Last Item with Current ...
+            canAdd = item.time > last.time;
+        }
+    }
+
+    //
+    // Add Item if Allowed ...
+    if (canAdd)
+    {
+        //
+        AddRef(
+            item,
+            items //
+        );
+    }
+
+    //
+    result = ArraySize(items);
+
+    //
+    return result;
+}
+
+//

X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5

@@ -124,24 +124,32 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
         double pip2 = 2 * pip;
 
         //
-        // Check Spread ...
+        // Retrieve and Fill Cycle Conditions ...
+        result = GetCyclesConditions(conditions);
+        if (!result)
+        {
+            //
+            conditions.Clean();
+            return result;
+        }
+
+        //
+        // Check Spread for Signalling Conditions ...
         bool isSpreadPassed = IsSpreadPass();
         result = isSpreadPassed;
         if (!result)
         {
             //
-            // string message = "Spread is not Passed for Analysing ...";
+            conditions.Clean();
-            // LogAlert(message);
-
-            //
             return result;
         }
 
         //
-        // Detect Conditions ...
+        // Detect Signal Conditions ...
         result = DetectConditions(conditions);
         if (!result)
         {
+            //
             conditions.Clean();
             return result;
         }
@@ -272,11 +280,13 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
     // Actions ...
 
     /**
-     * Detect and Parse Market Conditions ...
+     * Retrieve Cycles Conditions ...
+     *
+     * @param  conditions: X121SMCStrategyConditions instance Reference ...
      *
      * @return ( bool )
      */
-    bool DetectConditions(
+    bool GetCyclesConditions(
         X121SMCStrategyConditions &conditions //
     )
     {
@@ -294,34 +304,6 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
         int ppIndex = pIndex + 1;
 
         //
-        XOHCL zBar;
-        result = zBar.Init(
-            symbol,
-            period,
-            zIndex //
-        );
-        if (!result)
-        {
-            return result;
-        }
-
-        //
-        XOHCL cBar;
-        result = cBar.Init(
-            symbol,
-            period,
-            cIndex //
-        );
-        if (!result)
-        {
-            return result;
-        }
-
-        //
-        string msg = NULL;
-
-        //
-        double bid = GetBid(symbol);
         datetime cTime = TimeCurrent();
 
         //
@@ -425,6 +407,65 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
         }
         conditions.visionConditions.state = mVisionState;
 
+        //
+        return result;
+    }
+
+    /**
+     * Detect and Parse Market Conditions ...
+     *
+     * @param  conditions: X121SMCStrategyConditions instance Reference ...
+     *
+     * @return ( bool )
+     */
+    bool DetectConditions(
+        X121SMCStrategyConditions &conditions //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        string symbol = GetSymbol();
+        ENUM_TIMEFRAMES period = GetPeriod();
+
+        //
+        int zIndex = 0;
+        int cIndex = zIndex + 1;
+        int pIndex = cIndex + 1;
+        int ppIndex = pIndex + 1;
+
+        //
+        XOHCL zBar;
+        result = zBar.Init(
+            symbol,
+            period,
+            zIndex //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL cBar;
+        result = cBar.Init(
+            symbol,
+            period,
+            cIndex //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        string msg = NULL;
+
+        //
+        double bid = GetBid(symbol);
+        datetime cTime = TimeCurrent();
+
         // //
         // // Detect Valid Supply and Demand Zones ...
         // XCSupplyZone *supplyZone;