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
2025-05-18 22:24:56 +03:30
parent 1c6a60cf1a
commit d07575cf8f
2 changed files with 602 additions and 148 deletions
Download Patch File Download Diff File Expand all files Collapse all files
XCAEA/Libraries/xcaea.trigger.block.lib.mq5
+134 -20
View File
@@ -198,6 +198,112 @@ struct XCAEATriggerBlockConfiguration
filterBasedOnTrend = true; filterBasedOnTrend = true;
} }
//
void ConfigureSarRsiAdxFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnTrend = false;
}
//
void ConfigureSarRsiTrendFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnADX = false;
}
//
void ConfigureSarAdxTrendFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnRSI = false;
}
//
void ConfigureRsiAdxTrendFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnSar = false;
}
//
void ConfigureSarRsiFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnADX = false;
filterBasedOnTrend = false;
}
//
void ConfigureSarAdxFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnRSI = false;
filterBasedOnTrend = false;
}
//
void ConfigureSarTrendFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnRSI = false;
filterBasedOnADX = false;
}
//
void ConfigureRsiAdxFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnSar = false;
filterBasedOnTrend = false;
}
//
void ConfigureRsiTrendFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnSar = false;
filterBasedOnADX = false;
}
//
void ConfigureAdxTrendFilter()
{
//
ConfigureFullFilter();
//
filterBasedOnSar = false;
filterBasedOnRSI = false;
}
// //
}; };
@@ -359,12 +465,12 @@ bool DetectTriggerBlock(
// //
bool isBullish = bool isBullish =
has && result &&
triggerBlock.IsBullish(); triggerBlock.IsBullish();
// //
bool isBearish = bool isBearish =
has && result &&
triggerBlock.IsBearish(); triggerBlock.IsBearish();
// //
@@ -382,7 +488,7 @@ bool DetectTriggerBlock(
iDir = Opposit(triggerBlock.dir); iDir = Opposit(triggerBlock.dir);
// //
has = result =
iDir == p3Bar.GetDirection() || iDir == p3Bar.GetDirection() ||
iDir == p4Bar.GetDirection(); iDir == p4Bar.GetDirection();
if (!result) if (!result)
@@ -693,7 +799,7 @@ bool DetectTriggerBlock(
// //
// Here we Ensure which have a Valid Zone using Different Applied Validations ... // Here we Ensure which have a Valid Zone using Different Applied Validations ...
// from now we are Going to Filtered Validate Zones ... // from now we are Going to Filterd Validate Zones ...
// //
// Check Exists Filters or not ... // Check Exists Filters or not ...
@@ -778,21 +884,21 @@ bool DetectTriggerBlock(
// Summarize Filtering ... // Summarize Filtering ...
// //
bool isBullishFiltered = bool isBullishFilterd =
isBullish && isBullish &&
(isCSarSwitchedToBullish || (isCSarSwitchedToBullish ||
isPSarSwitchedToBullish); isPSarSwitchedToBullish);
// //
bool isBearishFiltered = bool isBearishFilterd =
isBearish && isBearish &&
(isCSarSwitchedToBearish || (isCSarSwitchedToBearish ||
isPSarSwitchedToBearish); isPSarSwitchedToBearish);
// //
result = result =
isBullishFiltered || isBullishFilterd ||
isBearishFiltered; isBearishFilterd;
if (!result) if (!result)
{ {
// //
@@ -963,7 +1069,7 @@ bool DetectTriggerBlock(
// Summarize Filtering ... // Summarize Filtering ...
// //
bool isBullishFiltered = bool isBullishFilterd =
isBullish && isBullish &&
( (
// //
@@ -991,7 +1097,7 @@ bool DetectTriggerBlock(
); );
// //
bool isBearishFiltered = bool isBearishFilterd =
isBearish && isBearish &&
( (
// //
@@ -1020,8 +1126,8 @@ bool DetectTriggerBlock(
// //
result = result =
isBullishFiltered || isBullishFilterd ||
isBearishFiltered; isBearishFilterd;
if (!result) if (!result)
{ {
// //
@@ -1201,7 +1307,7 @@ bool DetectTriggerBlock(
// Summarize Filtering ... // Summarize Filtering ...
// //
bool isBullishFiltered = bool isBullishFilterd =
isBullish && isBullish &&
( (
// //
@@ -1223,7 +1329,7 @@ bool DetectTriggerBlock(
); );
// //
bool isBearishFiltered = bool isBearishFilterd =
isBearish && isBearish &&
( (
// //
@@ -1246,8 +1352,8 @@ bool DetectTriggerBlock(
// //
result = result =
isBullishFiltered || isBullishFilterd ||
isBearishFiltered; isBearishFilterd;
if (!result) if (!result)
{ {
// //
@@ -1384,7 +1490,7 @@ bool DetectTriggerBlock(
// Summarize Filtering ... // Summarize Filtering ...
// //
bool isBullishFiltered = bool isBullishFilterd =
isBullish && isBullish &&
( (
// //
@@ -1406,7 +1512,7 @@ bool DetectTriggerBlock(
); );
// //
bool isBearishFiltered = bool isBearishFilterd =
isBearish && isBearish &&
( (
// //
@@ -1429,8 +1535,8 @@ bool DetectTriggerBlock(
// //
result = result =
isBullishFiltered || isBullishFilterd ||
isBearishFiltered; isBearishFilterd;
if (!result) if (!result)
{ {
// //
@@ -1457,6 +1563,14 @@ bool DetectTriggerBlock(
// //
result = triggerBlock.IsValid(); result = triggerBlock.IsValid();
if (result)
{
//
triggerBlock.type =
isBullish
? ToString(XCA_TRIGGER_BULL)
: ToString(XCA_TRIGGER_BEAR);
}
// //
// Cleanup Resources ... // Cleanup Resources ...
XCAEA/Signals/xcaea.signaller.class.mq5
+467 -127
View File
@@ -196,6 +196,7 @@ class XCXCAEASignaller : XCBase
int zIndex = 0; int zIndex = 0;
bool has = false; bool has = false;
int loopback = 10; int loopback = 10;
int cIndex = zIndex + 1;
bool isBullish = false; bool isBullish = false;
bool isBearish = false; bool isBearish = false;
@@ -277,7 +278,297 @@ class XCXCAEASignaller : XCBase
// In this Used Case we found a Tigger Block and use it // In this Used Case we found a Tigger Block and use it
// for Triggering ... // for Triggering ...
if (!hasDecisionZone && if (!hasDecisionZone &&
allowTriggerBlockDecisionZoneSignalling) { allowTriggerBlockDecisionZoneSignalling)
{
//
int pushers = 0;
//
// We Can Detect Multiple Decision Zones ...
XBoxZone tmpZone;
XCAEATriggerBlockConfiguration config;
//
// Full Filteres ...
config.ConfigureFullFilter();
bool hasFullFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasFullFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureSarRsiAdxFilter();
bool hasSarRsiAdxFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasSarRsiAdxFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureSarRsiTrendFilter();
bool hasSarRsiTrendFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasSarRsiTrendFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureSarAdxTrendFilter();
bool hasSarAdxTrendFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasSarAdxTrendFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureRsiAdxTrendFilter();
bool hasRsiAdxTrendFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasRsiAdxTrendFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureSarRsiFilter();
bool hasSarRsiFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasSarRsiFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureSarAdxFilter();
bool hasSarAdxFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasSarAdxFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureSarTrendFilter();
bool hasSarTrendFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasSarTrendFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureRsiAdxFilter();
bool hasRsiAdxFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasRsiAdxFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureRsiTrendFilter();
bool hasRsiTrendFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasRsiTrendFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
tmpZone.Clean();
config.ConfigureAdxTrendFilter();
bool hasAdxTrendFiltered = DetectTriggerBlock(
tmpZone,
conditions,
helper,
config,
zIndex,
loopback //
);
if (hasAdxTrendFiltered)
{
//
pushers++;
//
if (!decisionZone.IsValid())
{
decisionZone = tmpZone;
}
}
//
hasDecisionZone =
hasSarRsiFiltered ||
hasSarAdxFiltered ||
hasRsiAdxFiltered ||
hasSarTrendFiltered ||
hasRsiTrendFiltered ||
hasAdxTrendFiltered ||
hasSarRsiAdxFiltered ||
hasSarRsiTrendFiltered ||
hasSarAdxTrendFiltered ||
hasRsiAdxTrendFiltered;
//
if (hasDecisionZone)
{
//
drawer.DrawBox(
decisionZone,
cTime,
false, // Draw Middle ...
true // Ignore Type ...
);
//
Print(ToString(decisionZone.dir) + " Trigger Block Detected (" + ToString(pushers) + ") ...");
}
// //
} }
@@ -285,6 +576,9 @@ class XCXCAEASignaller : XCBase
// Make Signal Box UnAvailable ... // Make Signal Box UnAvailable ...
if (hasDecisionZone) if (hasDecisionZone)
{ {
//
decisionZoneDir = decisionZone.dir;
// //
AddRef( AddRef(
decisionZone, decisionZone,
@@ -428,152 +722,185 @@ class XCXCAEASignaller : XCBase
int fromIDX = conditions.decisionZone.FromIndex(); int fromIDX = conditions.decisionZone.FromIndex();
// //
// Check Box Size ... bool isAnalyseSignalled =
double maxAllowedBoxRange = 400; conditions.decisionZone.period == analyseHelper.GetPeriod();
double range = conditions.decisionZone.GetRange();
bool isTooLarge = range > (maxAllowedBoxRange * points);
double decisionMiddlePrice = conditions.decisionZone.GetMid();
// //
// Draw Decision Zone ... ENUM_XCAEA_TIGGER_TYPE decisionZoneType = GetType(conditions.decisionZone.type);
if (allowDraws) bool isTriggerBlockSignalled = IsValid(decisionZoneType);
{
//
drawer.DrawBox(
conditions.decisionZone,
cTime,
true, // Draw Middle Line ...
true // Ignore Type ...
);
}
// //
// Detect Required Pivots ... // Looking for Analyse Helper Triggers ...
XBoxZone decisionPivots[]; if (isAnalyseSignalled &&
ENUM_XCA_PIVOTS allowedTypes[]; allowAnalyseDecisionZoneSignalling)
if (isBullish)
{ {
// //
Add( // Trigger Analyse Signal ...
XCA_OB_BULL,
allowedTypes //
);
}
else
{
//
Add(
XCA_OB_BEAR,
allowedTypes //
);
}
Add(
XCA_PEAK,
allowedTypes //
);
Add(
XCA_VALE,
allowedTypes //
);
int decisionPivotsCount = detector.FillPivots(
conditions.decisionZone,
decisionPivots,
unavailables,
allowedTypes,
cTime //
);
//
// Draw Pivots of Decision Zone only when
// it's Too Large ...
if (false &&
allowDraws &&
isTooLarge &&
HasChild(decisionPivots))
{
// //
for (int i = 0; i < decisionPivotsCount; i++) // Check Box Size ...
double maxAllowedBoxRange = 400;
double range = conditions.decisionZone.GetRange();
bool isTooLarge = range > (maxAllowedBoxRange * points);
double decisionMiddlePrice = conditions.decisionZone.GetMid();
//
// Detect Required Pivots ...
XBoxZone decisionPivots[];
ENUM_XCA_PIVOTS allowedTypes[];
if (isBullish)
{ {
// //
drawer.DrawBox( Add(
decisionPivots[i], XCA_OB_BULL,
cTime, allowedTypes //
false, // Draw Middle ...
true // Ignore Type ...
); );
} }
} else
{
// //
// Define a Temparory Objects Add(
// Array instance for Holding Drawn Objects ... XCA_OB_BEAR,
CArrayObj *iObjects; allowedTypes //
iObjects = new CArrayObj(); );
}
// Add(
// Check Different Trigger Conditions ... XCA_PEAK,
allowedTypes //
// );
// Checking Trigger Cond 0 ... Add(
bool canTriggerCond0 = false; XCA_VALE,
allowedTypes //
// );
// Checking Trigger Cond 1 ... int decisionPivotsCount = detector.FillPivots(
bool canTriggerCond1 = false;
if (isTooLarge)
{
//
canTriggerCond1 = CanTriggerCond1(
helper,
conditions.decisionZone, conditions.decisionZone,
decisionPivots, decisionPivots,
triggerDir, unavailables,
sl, allowedTypes,
targets, cTime //
allowDraws,
iObjects,
barIndex //
); );
}
// //
// Checking Trigger Cond 2 ... // Draw Pivots of Decision Zone only when
bool canTriggerCond2 = false; // it's Too Large ...
if (!isTooLarge) if (false &&
allowDraws &&
isTooLarge &&
HasChild(decisionPivots))
{
//
for (int i = 0; i < decisionPivotsCount; i++)
{
//
drawer.DrawBox(
decisionPivots[i],
cTime,
false, // Draw Middle ...
true // Ignore Type ...
);
}
}
//
// Define a Temparory Objects
// Array instance for Holding Drawn Objects ...
CArrayObj *iObjects;
iObjects = new CArrayObj();
//
// Check Different Trigger Conditions ...
//
// Checking Trigger Cond 0 ...
bool canTriggerCond0 = false;
//
// Checking Trigger Cond 1 ...
bool canTriggerCond1 = false;
if (isTooLarge)
{
//
canTriggerCond1 = CanTriggerCond1(
helper,
conditions.decisionZone,
decisionPivots,
triggerDir,
sl,
targets,
allowDraws,
iObjects,
barIndex //
);
}
//
// Checking Trigger Cond 2 ...
bool canTriggerCond2 = false;
if (!isTooLarge)
{
//
canTriggerCond2 = CanTriggerCond2(
helper,
conditions.decisionZone,
decisionPivots,
triggerDir,
sl,
targets,
allowDraws,
iObjects,
barIndex //
);
}
//
// Checking Trigger Cond 3 ...
bool canTriggerCond3 = false;
//
// Adding Drawn Objects to Drawn Stores ...
for (int i = 0; i < iObjects.Total(); i++)
{
mObjects.Add(iObjects.At(i));
}
//
// Summarizing Result ...
result =
canTriggerCond0 ||
canTriggerCond1 ||
canTriggerCond2 ||
canTriggerCond3;
}
else if (isTriggerBlockSignalled &&
allowTriggerBlockDecisionZoneSignalling)
{ {
// //
canTriggerCond2 = CanTriggerCond2( // Trigger TRIGGER Block Signal ...
helper,
conditions.decisionZone, //
decisionPivots, // since we have to Trigger all TRIGGER Block's Signals
triggerDir, // exactly on Setting ups ...
sl, result = isBullish ||
targets, isBearish;
allowDraws, if (result)
iObjects, {
barIndex // //
); triggerDir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
sl =
isBullish
? conditions.decisionZone.lower
: conditions.decisionZone.upper;
//
conditions.reward = 2;
}
} }
//
// Checking Trigger Cond 3 ...
bool canTriggerCond3 = false;
//
// Adding Drawn Objects to Drawn Stores ...
for (int i = 0; i < iObjects.Total(); i++)
{
mObjects.Add(iObjects.At(i));
}
//
// Summarizing Result ...
result =
canTriggerCond0 ||
canTriggerCond1 ||
canTriggerCond2 ||
canTriggerCond3;
// //
isBullish = result && isBullish = result &&
IsBullish(triggerDir); IsBullish(triggerDir);
@@ -584,6 +911,19 @@ class XCXCAEASignaller : XCBase
// Configure Conditions for Preparing Signal ... // Configure Conditions for Preparing Signal ...
if (result) if (result)
{ {
//
// Draw Decision Zone ...
if (allowDraws)
{
//
drawer.DrawBox(
conditions.decisionZone,
cTime,
true, // Draw Middle Line ...
true // Ignore Type ...
);
}
// //
// Reconfigure Position TP/SL Entry and etc ... // Reconfigure Position TP/SL Entry and etc ...