Last works ...

This commit is contained in:
2025-10-03 00:53:51 +03:30
parent b77771b2fc
commit b675e80b27
7 changed files with 3267 additions and 201 deletions
File diff suppressed because it is too large Load Diff
+239
View File
@@ -1393,6 +1393,15 @@ class XCXFIMAHelper : public XCBaseHelper
return result;
}
/**
* Check for Fibo Push Exists or not ...
*
* @param dir: ENUM_X_DIRECTION, reference to hold result ...
* @param barIndex: int, Specified Bar Index ...
* @param validationLength: int, Validation Length ...
*
* @return ( bool )
*/
bool HasFiboPush(
ENUM_X_DIRECTION &dir,
int barIndex = 0,
@@ -2946,6 +2955,236 @@ class XCXFIMAHelper : public XCBaseHelper
return result;
}
/**
* Detect Zones (Support / Resistance) based on XFIMA Validators ...
*
* @param zones: XBoxZone, reference to Collection for holding Detected Zones ...
* @param barIndex: int, Specified Start Looking Bar Index ...
* @param requiredNumberOfZones: int, Specified how many zones looking for ...
* @param shadowMultiplier: double, a valid zone's Shadow side multiplier ...
* @param maxAllowedLoopbackLength: int, Specified Max Allowed Looping back trhough Bars for Detection ...
*
* @return ( int )
*/
int DetectXFIMAZones(
XBoxZone &zones[],
int barIndex = 0,
bool onlyValidZones = false,
int requiredNumberOfZones = 50,
double shadowMultiplier = 4,
int validationLength = 7,
int maxAllowedLoopbackLength = 1500 //
)
{
//
int result = 0;
//
// Prepare ...
XClean(zones);
//
// Normalize ...
barIndex = NormalizeBarIndex(barIndex);
validationLength = NormalizeInt(validationLength, 3);
shadowMultiplier = NormalizeDouble(shadowMultiplier, 2);
requiredNumberOfZones = NormalizeInt(requiredNumberOfZones, 5);
maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50);
//
// Validate ...
XOHCL bar;
bool has = IsValid() &&
bar.Init(
mSymbol,
mPeriod,
barIndex + 1 //
);
if (!has)
{
return result;
}
//
// Define Requirements ...
XOHCL iBar;
XBoxZone iBox;
bool isBullish = false;
bool isBearish = false;
double iUpper = EMPTY_VALUE;
double iLower = EMPTY_VALUE;
double iHKUpper = EMPTY_VALUE;
double iHKLower = EMPTY_VALUE;
double iMAUpper = EMPTY_VALUE;
double iMALower = EMPTY_VALUE;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
// Create a Loop to Detect Zones ...
int start = barIndex;
int idx = start - 1;
int end = start + maxAllowedLoopbackLength;
while (ArraySize(zones) < requiredNumberOfZones && idx < end)
{
//
idx++;
//
// Initialize Indexed Bar ...
has = bar.BarAt(idx, iBar);
if (!has)
{
continue;
}
//
// Reading Bars ...
iMAUpper = GetMABondUpper(idx);
iMALower = GetMABondLower(idx);
iHKUpper = GetHKBondUpper(idx);
iHKLower = GetHKBondLower(idx);
//
iUpper = MathMax(iMAUpper, iHKUpper);
iLower = MathMin(iMALower, iHKLower);
//
// Check Bar State ...
has =
NotEmptyZero(iUpper) &&
NotEmptyZero(iLower);
if (!has)
{
continue;
}
//
// Check Direction of Zone ...
isBullish = iBar.low < iLower;
isBearish = iBar.high > iUpper;
has = (isBullish && !isBearish) ||
(isBearish && !isBullish);
if (!has)
{
continue;
}
//
// Validate Price Based on Bar ...
// Validate Shadow Multiplier ...
has =
isBullish
? iBar.low < bar.low
: iBar.high > bar.high;
has =
has &&
(isBullish
? iBar.GetLowShadow() > iBar.GetHighShadow() * shadowMultiplier
: iBar.GetHighShadow() > iBar.GetLowShadow() * shadowMultiplier);
if (!has)
{
continue;
}
//
iDir = isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
// Fill Bax ...
iBox.dir = iDir;
iBox.symbol = mSymbol;
iBox.period = mPeriod;
iBox.upper =
isBullish
? iBar.GetDown()
: iBar.high;
iBox.lower =
isBullish
? iBar.low
: iBar.GetUp();
iBox.type =
(isBullish ? "XFIMSup" : "XFIMARes") + "_" +
ToXString(NormalizePrice(iBox.upper, iBox.symbol)) + "_" +
ToXString(NormalizePrice(iBox.lower, iBox.symbol));
//
iBox.at = iBar.time;
iBox.to = bar.time;
//
// Loopback to Detect From Time ...
XOHCL pBar;
datetime fromTime = NULL;
has = iBar.GetPreviousBar(pBar);
if (has)
{
//
while (!IsXValid(fromTime))
{
//
// Check Price Inside ...
has =
isBullish
? pBar.GetDown() < iBox.lower
: pBar.GetUp() > iBox.upper;
if (has)
{
fromTime = pBar.time;
}
//
// Retrieve PrevBar ...
has = pBar.GetPreviousBar(pBar);
if (!has)
{
break;
}
}
}
has = IsXValid(fromTime);
if (has)
{
iBox.from = fromTime;
}
//
// Validate Zone Length ...
has = iBox.IsValid() &&
(iBox.FromIndex() - iBox.AtIndex() >= validationLength);
if (has)
{
//
AddIfNotExists(
iBox,
zones //
);
}
//
// Cleanup Resources ...
iBar.Clean();
pBar.Clean();
iBox.Clean();
}
//
result = ArraySize(zones);
//
// Cleanup Resources ...
if (!result)
{
XClean(zones);
}
iBar.Clean();
iBox.Clean();
//
return result;
}
//
// Values Retrievers ...
+194 -57
View File
@@ -83,7 +83,7 @@ input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
input int maFastLength = 7; // Fast MA Length
input int maSlowLength = 21; // Slow MA Length
input int maBandLength = 21; // MA Bond Length
input int maBondLength = 21; // MA Bond Length
input int zigzagDepth = 12; // ZigZag Depth
input int zigzagDeviation = 5; // ZigZag Deviation
input int zigzagBackStep = 3; // ZigZag Back Step
@@ -101,7 +101,7 @@ input bool showHK = true; // Show HK
input bool showSAR = true; // Show Sar
input bool showMAFast = true; // Show MA Fast
input bool showMASlow = true; // Show MA Slow
input bool showMABand = true; // Show MA Bond
input bool showMABond = true; // Show MA Bond
input bool showHKBond = true; // Show HK Bond
input bool showZigZag = true; // Show ZigZag
input bool showFiboZone = true; // Show Fibo Zone
@@ -138,8 +138,8 @@ input int valeArrowCode = 159; // Vales Arrow Code
#property indicator_chart_window
//
#property indicator_buffers 40
#property indicator_plots 14
#property indicator_buffers 44
#property indicator_plots 16
//
// Plot Buffers ...
@@ -286,9 +286,9 @@ double zigzagBuffer[];
// MA Upper ...
//
#define maUpperBufferIndex 12
#define maUpperBufferPlotIndex 9
double maUpperBuffer[];
#define maBondUpperBufferIndex 12
#define maBondUpperBufferPlotIndex 9
double maBondUpperBuffer[];
//
#property indicator_label10 "UpperMA"
@@ -300,9 +300,9 @@ double maUpperBuffer[];
// MA Lower ...
//
#define maLowerBufferIndex 13
#define maLowerBufferPlotIndex 10
double maLowerBuffer[];
#define maBondLowerBufferIndex 13
#define maBondLowerBufferPlotIndex 10
double maBondLowerBuffer[];
//
#property indicator_label11 "LowerMA"
@@ -361,11 +361,39 @@ double hkBondLowerBuffer[];
#property indicator_color14 clrMagenta
#property indicator_width14 3
//
// PB Upper ...
//
#define pbBondUpperBufferIndex 21
double pbBondUpperBuffer[];
//
#define pbBondUpperBufferPlotIndex 14
#property indicator_label15 "UpperPB"
#property indicator_type15 DRAW_LINE
#property indicator_color15 clrRoyalBlue
#property indicator_width15 3
//
// PB Lower ...
//
#define pbBondLowerBufferIndex 22
double pbBondLowerBuffer[];
//
#define pbBondLowerBufferPlotIndex 15
#property indicator_label16 "LowerPB"
#property indicator_type16 DRAW_LINE
#property indicator_color16 clrOrangeRed
#property indicator_width16 3
//
// Data Buffers ...
//
#define mLastBufferIndex 20
#define mLastBufferIndex 22
//
// MA ...
@@ -470,6 +498,17 @@ double hkRawLowBuffer[];
#define hkRawCloseBufferIndex mLastBufferIndex + 19
double hkRawCloseBuffer[];
//
// XPB Data ...
//
#define pbBondRawUpperBufferIndex mLastBufferIndex + 20
double pbBondRawUpperBuffer[];
//
#define pbBondRawLowerBufferIndex mLastBufferIndex + 21
double pbBondRawLowerBuffer[];
//
// Variables, Properties and etc ...
@@ -529,6 +568,9 @@ datetime lastZigZagPeakTime = NULL;
double lastZigZagVale = 0;
datetime lastZigZagValeTime = NULL;
//
ENUM_X_MA_METHOD iPBMethod = X_MA_MODE_NONE;
//
// Event Handlers ...
@@ -550,6 +592,10 @@ int OnInit()
return INIT_PARAMETERS_INCORRECT;
}
//
// Prepare Price Buffer Smoothing Method ...
iPBMethod = ToXMaMethod(maMethod);
//
has = InitCycles();
if (!has)
@@ -723,8 +769,8 @@ int OnCalculate(
// MA ...
int copiedMAFasts = CopyBuffer(maFastHandler, MAIN_LINE, 0, limit, maFastBuffer);
int copiedMASlows = CopyBuffer(maSlowHandler, MAIN_LINE, 0, limit, maSlowBuffer);
int copiedMAUppers = CopyBuffer(maUpperHandler, MAIN_LINE, 0, limit, maUpperBuffer);
int copiedMALowers = CopyBuffer(maLowerHandler, MAIN_LINE, 0, limit, maLowerBuffer);
int copiedMAUppers = CopyBuffer(maUpperHandler, MAIN_LINE, 0, limit, maBondUpperBuffer);
int copiedMALowers = CopyBuffer(maLowerHandler, MAIN_LINE, 0, limit, maBondLowerBuffer);
//
// SAR ...
@@ -800,7 +846,7 @@ bool ValidateInputs()
// MA ...
maFastLength >= 2 &&
maSlowLength >= 2 &&
maBandLength >= 2 &&
maBondLength >= 2 &&
maSlowLength > maFastLength &&
//
// SAR ...
@@ -847,7 +893,7 @@ int ExtractMaxLengthOfInputs()
result = MathMax(result, mHCLength);
result = MathMax(result, maFastLength);
result = MathMax(result, maSlowLength);
result = MathMax(result, maBandLength);
result = MathMax(result, maBondLength);
//
return result;
@@ -873,10 +919,6 @@ void DefineBuffers()
ArraySetAsSeries(maFastColorBuffer, true);
SetIndexBuffer(maFastColorBufferIndex, maFastColorBuffer, INDICATOR_COLOR_INDEX);
//
ArraySetAsSeries(maFastStateBuffer, true);
SetIndexBuffer(maFastStateBufferIndex, maFastStateBuffer, INDICATOR_CALCULATIONS);
//
// Slow MA ...
@@ -892,10 +934,6 @@ void DefineBuffers()
ArraySetAsSeries(maSlowColorBuffer, true);
SetIndexBuffer(maSlowColorBufferIndex, maSlowColorBuffer, INDICATOR_COLOR_INDEX);
//
ArraySetAsSeries(maSlowStateBuffer, true);
SetIndexBuffer(maSlowStateBufferIndex, maSlowStateBuffer, INDICATOR_CALCULATIONS);
//
// SAR ...
@@ -912,10 +950,6 @@ void DefineBuffers()
ArraySetAsSeries(sarColorBuffer, true);
SetIndexBuffer(sarColorBufferIndex, sarColorBuffer, INDICATOR_COLOR_INDEX);
//
ArraySetAsSeries(sarStateBuffer, true);
SetIndexBuffer(sarStateBufferIndex, sarStateBuffer, INDICATOR_CALCULATIONS);
//
// PEAK / VALE ...
@@ -1008,35 +1042,60 @@ void DefineBuffers()
// MA Bond ...
//
ENUM_DRAW_TYPE maBandDrawType = showMABand ? DRAW_LINE : DRAW_NONE;
ENUM_DRAW_TYPE maBondDrawType = showMABond ? DRAW_LINE : DRAW_NONE;
//
// MA Upper Bond ...
// Upper Bond ...
//
ArraySetAsSeries(maUpperBuffer, true);
SetIndexBuffer(maUpperBufferIndex, maUpperBuffer, INDICATOR_DATA);
ArraySetAsSeries(maBondUpperBuffer, true);
SetIndexBuffer(maBondUpperBufferIndex, maBondUpperBuffer, INDICATOR_DATA);
//
PlotIndexSetInteger(maUpperBufferPlotIndex, PLOT_SHOW_DATA, showMABand);
PlotIndexSetInteger(maUpperBufferPlotIndex, PLOT_DRAW_TYPE, maBandDrawType);
PlotIndexSetInteger(maUpperBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
PlotIndexSetDouble(maUpperBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(maBondUpperBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
PlotIndexSetInteger(maBondUpperBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
PlotIndexSetInteger(maBondUpperBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
PlotIndexSetDouble(maBondUpperBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
//
// MA Lower Bond ...
// Lower Bond ...
//
ArraySetAsSeries(maLowerBuffer, true);
SetIndexBuffer(maLowerBufferIndex, maLowerBuffer, INDICATOR_DATA);
ArraySetAsSeries(maBondLowerBuffer, true);
SetIndexBuffer(maBondLowerBufferIndex, maBondLowerBuffer, INDICATOR_DATA);
//
PlotIndexSetInteger(maLowerBufferPlotIndex, PLOT_SHOW_DATA, showMABand);
PlotIndexSetInteger(maLowerBufferPlotIndex, PLOT_DRAW_TYPE, maBandDrawType);
PlotIndexSetInteger(maBondLowerBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
PlotIndexSetInteger(maBondLowerBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
PlotIndexSetInteger(maBondLowerBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
PlotIndexSetDouble(maBondLowerBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(maLowerBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
PlotIndexSetDouble(maLowerBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
//
// XPB Bond ...
//
// Upper Bond ...
//
ArraySetAsSeries(pbBondUpperBuffer, true);
SetIndexBuffer(pbBondUpperBufferIndex, pbBondUpperBuffer, INDICATOR_DATA);
//
PlotIndexSetInteger(pbBondUpperBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
PlotIndexSetInteger(pbBondUpperBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
PlotIndexSetDouble(pbBondUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
//
// Lower Bond ...
//
ArraySetAsSeries(pbBondLowerBuffer, true);
SetIndexBuffer(pbBondLowerBufferIndex, pbBondLowerBuffer, INDICATOR_DATA);
//
PlotIndexSetInteger(pbBondLowerBufferPlotIndex, PLOT_SHOW_DATA, showMABond);
PlotIndexSetInteger(pbBondLowerBufferPlotIndex, PLOT_DRAW_TYPE, maBondDrawType);
PlotIndexSetDouble(pbBondLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
//
// XHK ...
@@ -1073,20 +1132,44 @@ void DefineBuffers()
//
// XHK Bond ...
//
ENUM_DRAW_TYPE hkBondDrawType = showHKBond ? DRAW_LINE : DRAW_NONE;
//
// Upper ...
ArraySetAsSeries(hkBondUpperBuffer, true);
SetIndexBuffer(hkBondUpperBufferIndex, hkBondUpperBuffer, INDICATOR_DATA);
//
PlotIndexSetInteger(hkBondUpperBufferPlotIndex, PLOT_SHOW_DATA, showHKBond);
PlotIndexSetInteger(hkBondUpperBufferPlotIndex, PLOT_DRAW_TYPE, hkBondDrawType);
PlotIndexSetDouble(hkBondUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
//
// Lower ...
ArraySetAsSeries(hkBondLowerBuffer, true);
SetIndexBuffer(hkBondLowerBufferIndex, hkBondLowerBuffer, INDICATOR_DATA);
//
PlotIndexSetInteger(hkBondLowerBufferPlotIndex, PLOT_SHOW_DATA, showHKBond);
PlotIndexSetInteger(hkBondLowerBufferPlotIndex, PLOT_DRAW_TYPE, hkBondDrawType);
PlotIndexSetDouble(hkBondLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
//
// Data Buffers ...
//
ArraySetAsSeries(maFastStateBuffer, true);
SetIndexBuffer(maFastStateBufferIndex, maFastStateBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(maSlowStateBuffer, true);
SetIndexBuffer(maSlowStateBufferIndex, maSlowStateBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(sarStateBuffer, true);
SetIndexBuffer(sarStateBufferIndex, sarStateBuffer, INDICATOR_CALCULATIONS);
//
// CYCLES ...
@@ -1095,44 +1178,44 @@ void DefineBuffers()
//
ArraySetAsSeries(sHHBuffer, true);
SetIndexBuffer(sHHBufferIndex, sHHBuffer, INDICATOR_DATA);
SetIndexBuffer(sHHBufferIndex, sHHBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(sLLBuffer, true);
SetIndexBuffer(sLLBufferIndex, sLLBuffer, INDICATOR_DATA);
SetIndexBuffer(sLLBufferIndex, sLLBuffer, INDICATOR_CALCULATIONS);
//
// MC ...
//
ArraySetAsSeries(mHHBuffer, true);
SetIndexBuffer(mHHBufferIndex, mHHBuffer, INDICATOR_DATA);
SetIndexBuffer(mHHBufferIndex, mHHBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(mLLBuffer, true);
SetIndexBuffer(mLLBufferIndex, mLLBuffer, INDICATOR_DATA);
SetIndexBuffer(mLLBufferIndex, mLLBuffer, INDICATOR_CALCULATIONS);
//
// LC ...
//
ArraySetAsSeries(lHHBuffer, true);
SetIndexBuffer(lHHBufferIndex, lHHBuffer, INDICATOR_DATA);
SetIndexBuffer(lHHBufferIndex, lHHBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(lLLBuffer, true);
SetIndexBuffer(lLLBufferIndex, lLLBuffer, INDICATOR_DATA);
SetIndexBuffer(lLLBufferIndex, lLLBuffer, INDICATOR_CALCULATIONS);
//
// HC ...
//
ArraySetAsSeries(hHHBuffer, true);
SetIndexBuffer(hHHBufferIndex, hHHBuffer, INDICATOR_DATA);
SetIndexBuffer(hHHBufferIndex, hHHBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(hLLBuffer, true);
SetIndexBuffer(hLLBufferIndex, hLLBuffer, INDICATOR_DATA);
SetIndexBuffer(hLLBufferIndex, hLLBuffer, INDICATOR_CALCULATIONS);
//
// Highs ...
@@ -1149,19 +1232,30 @@ void DefineBuffers()
//
ArraySetAsSeries(hkRawHighBuffer, true);
SetIndexBuffer(hkRawHighBufferIndex, hkRawHighBuffer, INDICATOR_DATA);
SetIndexBuffer(hkRawHighBufferIndex, hkRawHighBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(hkRawOpenBuffer, true);
SetIndexBuffer(hkRawOpenBufferIndex, hkRawOpenBuffer, INDICATOR_DATA);
SetIndexBuffer(hkRawOpenBufferIndex, hkRawOpenBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(hkRawLowBuffer, true);
SetIndexBuffer(hkRawLowBufferIndex, hkRawLowBuffer, INDICATOR_DATA);
SetIndexBuffer(hkRawLowBufferIndex, hkRawLowBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(hkRawCloseBuffer, true);
SetIndexBuffer(hkRawCloseBufferIndex, hkRawCloseBuffer, INDICATOR_DATA);
SetIndexBuffer(hkRawCloseBufferIndex, hkRawCloseBuffer, INDICATOR_CALCULATIONS);
//
// XPB Data ...
//
ArraySetAsSeries(pbBondRawUpperBuffer, true);
SetIndexBuffer(pbBondRawUpperBufferIndex, pbBondRawUpperBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(pbBondRawLowerBuffer, true);
SetIndexBuffer(pbBondRawLowerBufferIndex, pbBondRawLowerBuffer, INDICATOR_CALCULATIONS);
//
}
@@ -1328,7 +1422,7 @@ bool InitRequirements()
maUpperHandler = iMA(
_Symbol,
_Period,
maBandLength,
maBondLength,
0,
maMethod,
PRICE_HIGH //
@@ -1344,7 +1438,7 @@ bool InitRequirements()
maLowerHandler = iMA(
_Symbol,
_Period,
maBandLength,
maBondLength,
0,
maMethod,
PRICE_LOW //
@@ -1615,6 +1709,49 @@ void CalculateValues(
fiboUpperBuffer[barIndex] = iFiboUp;
fiboMiddleBuffer[barIndex] = iFiboMid;
fiboLowerBuffer[barIndex] = iFiboLo;
//
// XPB ...
//
double iPBUpper = MathMax(close[barIndex], open[barIndex]);
double iPBLower = MathMin(close[barIndex], open[barIndex]);
//
pbBondUpperBuffer[barIndex] = iPBUpper;
pbBondRawUpperBuffer[barIndex] = iPBUpper;
//
pbBondLowerBuffer[barIndex] = iPBLower;
pbBondRawLowerBuffer[barIndex] = iPBLower;
//
if (IsXValid(iPBMethod) && maBondLength > 0)
{
//
// XPB Upper ...
iMAOnBuffer(
ratesTotal,
prevCalculated,
barIndex,
maBondLength,
pbBondRawUpperBuffer,
pbBondUpperBuffer,
iPBMethod //
);
//
// XPB Lower ...
iMAOnBuffer(
ratesTotal,
prevCalculated,
barIndex,
maBondLength,
pbBondRawLowerBuffer,
pbBondLowerBuffer,
iPBMethod //
);
}
}
//
+74
View File
@@ -1361,6 +1361,80 @@ string ToXString(ENUM_X_MA_METHOD value)
return ToString(value);
}
/**
* Converts MA Method ...
**/
ENUM_MA_METHOD ToXMaMethod(ENUM_X_MA_METHOD value)
{
//
ENUM_MA_METHOD result = MODE_SMA;
//
if (!IsXValid(value))
{
return result;
}
//
switch (value)
{
//
case X_MA_MODE_EMA:
result = MODE_EMA;
break;
//
case X_MA_MODE_SMA:
result = MODE_SMA;
break;
//
case X_MA_MODE_LWMA:
result = MODE_LWMA;
break;
//
case X_MA_MODE_SMMA:
result = MODE_SMMA;
break;
}
//
return result;
}
ENUM_X_MA_METHOD ToXMaMethod(ENUM_MA_METHOD value)
{
//
ENUM_X_MA_METHOD result = X_MA_MODE_NONE;
//
switch (value)
{
//
case MODE_EMA:
result = X_MA_MODE_EMA;
break;
//
case MODE_SMA:
result = X_MA_MODE_SMA;
break;
//
case MODE_LWMA:
result = X_MA_MODE_LWMA;
break;
//
case MODE_SMMA:
result = X_MA_MODE_SMMA;
break;
}
//
return result;
}
//
// END Ma Methods ...
//
+71
View File
@@ -946,6 +946,77 @@ struct XBoxZone
return result;
}
/**
* At Bar Index ...
*
* @return ( int )
*/
int AtIndex(
ENUM_TIMEFRAMES forPeriod = NULL //
)
{
//
int result = -1;
//
if (!IsValid() || !IsXValid(at))
{
return result;
}
//
if (!IsSpecifiedValid(forPeriod))
{
forPeriod = period;
}
//
result = GetBarIndex(
symbol,
forPeriod,
at //
);
//
return result;
}
/**
* Retrieve At Bar ...
*
* @return ( bool )
*/
bool AtBar(XOHCL &bar)
{
//
bool result = false;
//
bar.Clean();
//
int idx = AtIndex();
//
result =
IsValid() &&
IsValidIndex(idx);
if (!result)
{
return result;
}
//
result = bar.Init(
symbol,
period,
idx //
);
//
return result;
}
/**
* From Bar Index ...
*
@@ -639,20 +639,49 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
//
// Detecte Fibo Section Changes ...
//
has = fimaHelper.IsFiboSectionChanged(iDir, iBar.Index());
has = has &&
IsXBullish(iDir) &&
fimaHelper.IsValeOverLast(iBar.Index());
// //
// has = fimaHelper.IsFiboSectionChanged(iDir, iBar.Index());
// has = has &&
// IsXBullish(iDir) &&
// fimaHelper.IsValeOverLast(iBar.Index());
// //
// has = fimaHelper.IsFiboSectionChanged(iDir, iBar.Index());
// has = has &&
// IsXBearish(iDir) &&
// fimaHelper.IsPeakUnderLast(iBar.Index());
// //
// has = fimaHelper.HasFiboPush(iDir, iBar.Index(), 5);
//
has = fimaHelper.IsFiboSectionChanged(iDir, iBar.Index());
has = has &&
IsXBearish(iDir) &&
fimaHelper.IsPeakUnderLast(iBar.Index());
//
has = fimaHelper.HasFiboPush(iDir, iBar.Index(), 5);
XBoxZone fimaZones[];
int fimaZonesCount = fimaHelper.DetectXFIMAZones(
fimaZones,
iBar.Index(),
true, // Only Valid Zones ...
50, // Number of Zones ...
5, // Shadow Multiplier ...
500 // Loopback
);
has = IsValidSize(fimaZonesCount);
if (has)
{
//
// Draw Detected Zones ...
CArrayObj zoneObjects;
for (int i = 0; i < fimaZonesCount; i++)
{
//
XCBoxObject *iObj;
has = poiDrawer.DrawBox(
fimaZones[i],
iObj,
false, // Ignore At ...
fimaZones[i].type // Specified Name ...
);
}
}
//
if (has)
@@ -476,138 +476,6 @@ class XCXFIMAPOIDetector : public XCMarketPatternDetector
return result;
}
int ExtractXFIMAZones(
XBoxZone &zones[],
int barIndex = 0,
int requiredNumberOfZones = 50,
double shadowMultiplier = 4,
int maxAllowedLoopbackLength = 1500 //
)
{
//
int result = 0;
//
// Prepare ...
XClean(zones);
//
// Normalize ...
barIndex = NormalizeInt(barIndex, 0);
shadowMultiplier = NormalizeDouble(shadowMultiplier, 2);
requiredNumberOfZones = NormalizeInt(requiredNumberOfZones, 5);
maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50);
//
// Validate ...
bool has =
fimaHelper != NULL &&
fimaHelper.IsValid();
if (!has)
{
return result;
}
//
// Create a Loop ...
XOHCL iBar;
XBoxZone iBox;
bool isBullish = false;
bool isBearish = false;
double iUpper = EMPTY_VALUE;
double iLower = EMPTY_VALUE;
double iHKUpper = EMPTY_VALUE;
double iHKLower = EMPTY_VALUE;
double iMAUpper = EMPTY_VALUE;
double iMALower = EMPTY_VALUE;
string symbol = fimaHelper.GetSymbol();
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
//
int start = barIndex;
int idx = start - 1;
int end = start + maxAllowedLoopbackLength;
while (ArraySize(zones) < requiredNumberOfZones && idx < end)
{
//
idx++;
//
// Initialize Indexed Bar ...
has = iBar.Init(
symbol,
period,
idx //
);
if (!has)
{
continue;
}
//
// Reading Bars ...
iMAUpper = fimaHelper.GetMABondUpper(idx);
iMALower = fimaHelper.GetMABondLower(idx);
iHKUpper = fimaHelper.GetHKBondUpper(idx);
iHKLower = fimaHelper.GetHKBondLower(idx);
//
iUpper = MathMax(iMAUpper, iHKUpper);
iLower = MathMin(iMALower, iHKLower);
//
// Check Bar State ...
has =
NotEmptyZero(iUpper) &&
NotEmptyZero(iLower);
if (!has)
{
continue;
}
//
// Check Direction of Zone ...
isBullish = iBar.low < iLower;
isBearish = iBar.high > iUpper;
has = (isBullish && !isBearish) ||
(isBearish && !isBullish);
if (!has)
{
continue;
}
//
// Validate Shadow Multiplier ...
has =
isBullish
? iBar.GetLowShadow() > iBar.GetHighShadow() * shadowMultiplier
: iBar.GetHighShadow() > iBar.GetLowShadow() * shadowMultiplier;
if (!has)
{
continue;
}
//
iDir = isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
//
// Cleanup Resources ...
iBar.Clean();
iBox.Clean();
}
//
result = ArraySize(zones);
//
return result;
}
/**
* Destroy ...
*/