saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Last ...

Browse Source
This commit is contained in:
saherelm
2024-11-18 14:29:50 +03:30
parent 72c4446620
commit c4f9afb68a
3 changed files with 1043 additions and 1010 deletions
Download Patch File Download Diff File Expand all files Collapse all files
X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5
+70 -729
View File
@@ -312,6 +312,10 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
X3VWAPInputs x3vwapInputs;
XCX3VWAPHelper *x3vwapHelper;
//
XPVPivot mOrderFlow[];
ENUM_X_DIRECTION mOrderFlowDir;
//
// Actions ...
@@ -382,527 +386,85 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
}
//
// Detect Swing Highs and Lows Based On XPV ...
//
int samePivots = 40;
int requiredPivots = 10;
//
DetectPVPivots(
cIndex,
samePivots,
requiredPivots,
conditions.orderFlow //
);
//
int orderFlowCount = ArraySize(conditions.orderFlow);
if (IsValidSize(orderFlowCount))
// Only Detect Order Flow when there isn't ...
if (ArraySize(mOrderFlow) == 0 ||
mOrderFlowDir == X_DIRECTION_NONE)
{
//
for (int i = 0; i < orderFlowCount; i++)
//
int samePivots = 40;
int requiredPivots = 10;
//
DetectPVPivots(
cIndex,
samePivots,
requiredPivots,
mOrderFlow,
mOrderFlowDir //
);
//
int orderFlowCount = ArraySize(mOrderFlow);
if (IsValidSize(orderFlowCount))
{
//
XPVPivot iPivot = conditions.orderFlow[i];
//
XCXPVPivotObject *iObj;
iObj = new XCXPVPivotObject();
bool isCreated = iObj.Create(
mPOIDrawer.ChartIdentification(),
mPOIDrawer.SubWindowIdentification(),
iPivot //
);
if (isCreated)
for (int i = 0; i < orderFlowCount; i++)
{
//
if (iPivot.IsPeak())
{
//
iObj.PivotWidth(1);
iObj.PivotFill(false);
iObj.PivotColor(clrAqua);
iObj.PivotStyle(STYLE_SOLID);
}
XPVPivot iPivot = mOrderFlow[i];
//
if (iPivot.IsVale())
XCXPVPivotObject *iObj;
iObj = new XCXPVPivotObject();
bool isCreated = iObj.Create(
mPOIDrawer.ChartIdentification(),
mPOIDrawer.SubWindowIdentification(),
iPivot //
);
if (isCreated)
{
//
iObj.PivotWidth(1);
iObj.PivotFill(false);
iObj.PivotStyle(STYLE_SOLID);
iObj.PivotColor(clrMagenta);
}
if (iPivot.IsPeak())
{
//
iObj.PivotWidth(1);
iObj.PivotFill(false);
iObj.PivotColor(clrAqua);
iObj.PivotStyle(STYLE_SOLID);
}
//
AddObjectIfNotExists(iObj);
//
if (iPivot.IsVale())
{
//
iObj.PivotWidth(1);
iObj.PivotFill(false);
iObj.PivotStyle(STYLE_SOLID);
iObj.PivotColor(clrMagenta);
}
//
AddObjectIfNotExists(iObj);
}
}
}
//
result = IsValidSize(ArraySize(mOrderFlow));
if (!result)
{
return result;
}
}
//
result = IsValidSize(ArraySize(conditions.orderFlow));
if (!result)
{
return result;
}
//
// Filter Peaks and Vales ...
if (result)
{
Print("Result: ", result);
}
return false;
//
// Detect Market Structures ...
//
// 1D ...
conditions.d1State = _1DState;
result = DetectMarketStructure(
conditions.d1MarketDirection,
conditions.d1SupportZones,
conditions.d1ResistanceZones,
_1DState //
);
if (!result)
{
return result;
}
//
// 4H ...
conditions.h4State = _4HState;
result = DetectMarketStructure(
conditions.h4MarketDirection,
conditions.h4SupportZones,
conditions.h4ResistanceZones,
_4HState //
);
if (!result)
{
return result;
}
//
// 2H ...
conditions.h2State = _2HState;
result = DetectMarketStructure(
conditions.h2MarketDirection,
conditions.h2SupportZones,
conditions.h2ResistanceZones,
_2HState //
);
if (!result)
{
return result;
}
//
// 1H ...
conditions.h1State = _1HState;
result = DetectMarketStructure(
conditions.h1MarketDirection,
conditions.h1SupportZones,
conditions.h1ResistanceZones,
_1HState //
);
if (!result)
{
return result;
}
//
// 15M ...
conditions.m15State = _15MState;
result = DetectMarketStructure(
conditions.m15MarketDirection,
conditions.m15SupportZones,
conditions.m15ResistanceZones,
_15MState //
);
if (!result)
{
return result;
}
//
// 5M ...
conditions.m5State = _5MState;
result = DetectMarketStructure(
conditions.m5MarketDirection,
conditions.m5SupportZones,
conditions.m5ResistanceZones,
_5MState //
);
if (!result)
{
return result;
}
//
// 1M ...
conditions.m1State = _1MState;
result = DetectMarketStructure(
conditions.m1MarketDirection,
conditions.m1SupportZones,
conditions.m1ResistanceZones,
_1MState //
);
if (!result)
{
return result;
}
//
// 1H-15M-5M ...
ENUM_X_DIRECTION marketStructure = X_DIRECTION_NONE;
result = conditions.HasMarketStructure(marketStructure);
if (!result)
{
return result;
}
//
// Detect Swing High and Swing Low ...
// 1H-15M-5M ...
int count = 0;
//
// 1H ...
//
XCSwing *h1SwingLows[];
XCSwing *h1SwingHighs[];
XCSupportZone *h1SupportZone = NULL;
XCResistanceZone *h1ResistanceZone = NULL;
//
count = ArraySize(conditions.h1SupportZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCSupportZone *item = conditions.h1SupportZones[i];
//
bool canSelect =
h1SupportZone == NULL ||
h1SupportZone.Lower() < item.Lower();
if (canSelect)
{
h1SupportZone = item;
}
}
}
if (h1SupportZone != NULL)
{
//
// Detect Swings ...
count = ArraySize(conditions.h1State.swingLows);
if (IsValidSize(count))
{
//
double upper = h1SupportZone.Upper();
double lower = h1SupportZone.Lower();
//
for (int i = 0; i < count; i++)
{
//
XCSwing *item = conditions.h1State.swingLows[i];
//
XOHCL iBar;
bool isFilled = item.FillBar(iBar);
if (!isFilled)
{
continue;
}
//
bool canSelect = (iBar.high <= upper &&
iBar.low >= lower) ||
(iBar.high >= upper &&
iBar.low <= lower);
if (canSelect)
{
//
Add(
item,
h1SwingLows //
);
//
// Draw ...
XCSwingLowObject *iObj;
bool isCreated = mPOIDrawer.CreateSwingLow(
item,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
}
}
//
// Draw ...
XCSupportZoneObject *iObj;
bool isCreated = mPOIDrawer.CreateSupportZone(
h1SupportZone,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
//
count = ArraySize(conditions.h1ResistanceZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCResistanceZone *item = conditions.h1ResistanceZones[i];
//
bool canSelect =
h1ResistanceZone == NULL ||
h1ResistanceZone.Upper() > item.Upper();
if (canSelect)
{
h1ResistanceZone = item;
}
}
}
if (h1ResistanceZone != NULL)
{
//
// Detect Swings ...
count = ArraySize(conditions.h1State.swingHighs);
if (IsValidSize(count))
{
//
double upper = h1ResistanceZone.Upper();
double lower = h1ResistanceZone.Lower();
//
for (int i = 0; i < count; i++)
{
//
XCSwing *item = conditions.h1State.swingHighs[i];
//
XOHCL iBar;
bool isFilled = item.FillBar(iBar);
if (!isFilled)
{
continue;
}
//
bool canSelect = (iBar.high <= upper &&
iBar.low >= lower) ||
(iBar.high >= upper &&
iBar.low <= lower);
if (canSelect)
{
//
Add(
item,
h1SwingHighs //
);
//
// Draw ...
XCSwingHighObject *iObj;
bool isCreated = mPOIDrawer.CreateSwingHigh(
item,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
}
}
//
// Draw ...
XCResistanceZoneObject *iObj;
bool isCreated = mPOIDrawer.CreateResistanceZone(
h1ResistanceZone,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
//
// 15M ...
//
XCSupportZone *m15SupportZone = NULL;
count = ArraySize(conditions.m15SupportZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCSupportZone *item = conditions.m15SupportZones[i];
//
bool canSelect =
m15SupportZone == NULL ||
m15SupportZone.Lower() < item.Lower();
if (canSelect)
{
m15SupportZone = item;
}
}
}
if (m15SupportZone != NULL)
{
//
XCSupportZoneObject *iObj;
bool isCreated = mPOIDrawer.CreateSupportZone(
m15SupportZone,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
//
XCResistanceZone *m15ResistanceZone = NULL;
count = ArraySize(conditions.m15ResistanceZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCResistanceZone *item = conditions.m15ResistanceZones[i];
//
bool canSelect =
m15ResistanceZone == NULL ||
m15ResistanceZone.Upper() > item.Upper();
if (canSelect)
{
m15ResistanceZone = item;
}
}
}
if (m15ResistanceZone != NULL)
{
//
XCResistanceZoneObject *iObj;
bool isCreated = mPOIDrawer.CreateResistanceZone(
m15ResistanceZone,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
//
// 5M ...
//
XCSupportZone *m5SupportZone = NULL;
count = ArraySize(conditions.m5SupportZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCSupportZone *item = conditions.m5SupportZones[i];
//
bool canSelect =
m5SupportZone == NULL ||
m5SupportZone.Lower() < item.Lower();
if (canSelect)
{
m5SupportZone = item;
}
}
}
if (m5SupportZone != NULL)
{
//
XCSupportZoneObject *iObj;
bool isCreated = mPOIDrawer.CreateSupportZone(
m5SupportZone,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
//
XCResistanceZone *m5ResistanceZone = NULL;
count = ArraySize(conditions.m5ResistanceZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCResistanceZone *item = conditions.m5ResistanceZones[i];
//
bool canSelect =
m5ResistanceZone == NULL ||
m5ResistanceZone.Upper() > item.Upper();
if (canSelect)
{
m5ResistanceZone = item;
}
}
}
if (m5ResistanceZone != NULL)
{
//
XCResistanceZoneObject *iObj;
bool isCreated = mPOIDrawer.CreateResistanceZone(
m5ResistanceZone,
iObj //
);
if (isCreated)
{
AddObjectIfNotExists(iObj);
}
}
//
// DrawState(_5MState);
//
return result;
}
@@ -913,8 +475,8 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
* @param barIndex: Start Bar Index ...
* @param minRepetition: minimum Repeate of POI for Validation ...
* @param requiredPivots: Number of Min Requirement POI(s) ...
* @param peaks: XPVPivot instance Array Reference ...
* @param vales: XPVPivot instance Array Reference ...
* @param orderFlow: XPVPivot instance Array Reference ...
* @param orderFlowDirection: ENUM_X_DIRECTION member Reference which represents OrderFlow Direction ...
* @param maxAllowedLoopbackBars: Integer, Max Allowed Loopback Bars ...
*
* @return ( bool )
@@ -923,13 +485,17 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
int barIndex,
int minRepetition,
int requiredPivots,
XPVPivot &orderFlow[], // OrderFlows ...
int maxAllowedLoopbackBars = 576 //
XPVPivot &orderFlow[], // OrderFlows ...
ENUM_X_DIRECTION &orderFlowDirection, // Order Flow Direction ...
int maxAllowedLoopbackBars = 576 //
)
{
//
bool result = false;
//
orderFlowDirection = X_DIRECTION_NONE;
//
if (maxAllowedLoopbackBars <= 0)
{
@@ -1185,7 +751,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
FilterBrokenPivots(orderFlow);
//
ENUM_X_DIRECTION orderFlowDirection;
// Detect Order Flow Direction ...
result = DetectPivotDirection(
orderFlow,
orderFlowDirection //
@@ -1199,231 +765,6 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result;
}
/**
* Detect Specified States Market Structure ...
*
* @param dir: ENUM_X_DIRECTION member, Refrence ...
* @param state: XPOIState instance ...
*
* @return ( bool )
*/
bool DetectMarketStructure(
ENUM_X_DIRECTION &dir,
XCSupportZone *&supportZones[],
XCResistanceZone *&resistanceZones[],
XPOIState &state //
)
{
//
bool result = false;
//
int count = 0;
//
// Filter Untouched Supports ...
Clean(supportZones);
int untouchedSupportsCount = 0;
count = ArraySize(state.supportZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCSupportZone *item = state.supportZones[i];
//
// Find Breakout Bar
XOHCL iBar;
bool isFilled = item.FillBar(iBar);
if (!isFilled)
{
break;
}
//
int iBarIndex = iBar.Index();
int iBarUnTouchedCount = 0;
for (int j = 0; j < iBarIndex; j++)
{
//
XOHCL jBar;
bool isInited = jBar.Init(
iBar.symbol,
iBar.period,
j //
);
if (!isInited)
{
break;
}
//
bool isUntouched =
jBar.low > item.Upper();
if (isUntouched)
{
iBarUnTouchedCount++;
}
else
{
iBarUnTouchedCount--;
}
}
//
if (iBarUnTouchedCount > 0)
{
//
Add(
item,
supportZones //
);
}
}
//
untouchedSupportsCount = ArraySize(supportZones);
if (IsValidSize(untouchedSupportsCount))
{
//
// Draw ...
// for (int i = 0; i < untouchedSupportsCount; i++)
// {
// //
// XCSupportZone *item = supportZones[i];
// //
// XCSupportZoneObject *iObj;
// bool isCreated = mPOIDrawer.CreateSupportZone(
// item,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
// }
}
}
//
// Filter Untouched Resistances ...
Clean(resistanceZones);
int untouchedResistancesCount = 0;
count = ArraySize(state.resistanceZones);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCResistanceZone *item = state.resistanceZones[i];
//
// Find Breakout Bar
XOHCL iBar;
bool isFilled = item.FillBar(iBar);
if (!isFilled)
{
break;
}
//
int iBarIndex = iBar.Index();
int iBarUnTouchedCount = 0;
for (int j = 0; j < iBarIndex; j++)
{
//
XOHCL jBar;
bool isInited = jBar.Init(
iBar.symbol,
iBar.period,
j //
);
if (!isInited)
{
break;
}
//
bool isUntouched =
jBar.high < item.Lower();
if (isUntouched)
{
iBarUnTouchedCount++;
}
else
{
iBarUnTouchedCount--;
}
}
//
if (iBarUnTouchedCount > 0)
{
//
Add(
item,
resistanceZones //
);
}
}
//
untouchedResistancesCount = ArraySize(resistanceZones);
if (IsValidSize(untouchedResistancesCount))
{
//
// Draw ...
// for (int i = 0; i < untouchedResistancesCount; i++)
// {
// //
// XCResistanceZone *item = resistanceZones[i];
// //
// XCResistanceZoneObject *iObj;
// bool isCreated = mPOIDrawer.CreateResistanceZone(
// item,
// iObj //
// );
// if (isCreated)
// {
// AddObjectIfNotExists(iObj);
// }
// }
}
}
//
bool hasBullishStructure =
IsValidSize(untouchedSupportsCount) &&
untouchedSupportsCount > untouchedResistancesCount;
bool hasBearishStructure =
IsValidSize(untouchedResistancesCount) &&
untouchedResistancesCount > untouchedSupportsCount;
//
result = (hasBullishStructure &&
!hasBearishStructure) ||
(hasBearishStructure &&
!hasBullishStructure);
//
if (result)
{
//
dir =
hasBullishStructure
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
}
//
return result;
}
//
// Private ...
private: