last ...

Classes/x-saherelm.x-market.pattern.class.mq5

@@ -3519,6 +3519,345 @@ class XCMarketPatternDetector : public XCBase
         return result;
     }
 
+    int CollectOBs(
+        XOHCL &bar,
+        XBoxZone &dest[],
+        int zonesLoopback = 5,
+        int maxRequiredZone = 0,
+        int loopback = 100 //
+    )
+    {
+        //
+        int result = 0;
+
+        //
+        // Prepare ...
+        XClean(dest);
+
+        //
+        // Normalize ...
+        loopback = NormalizeInt(loopback, 10);
+        zonesLoopback = NormalizeInt(zonesLoopback, 3);
+        maxRequiredZone = NormalizeInt(maxRequiredZone, 0);
+
+        //
+        // Validate ...
+        bool has = bar.IsValid();
+        if (!has)
+        {
+            return result;
+        }
+
+        //
+        XOHCL iBar;
+        XBoxZone iBox;
+        ENUM_X_DIRECTION iDir;
+        int start = bar.Index();
+        int end = start + loopback;
+        for (int i = start; i < end; i++)
+        {
+            //
+            iBar.Clean();
+            iBox.Clean();
+            iDir = X_DIRECTION_NONE;
+
+            //
+            has = bar.BarAt(i, iBar);
+            has = has &&
+                  HasOB(iBar, iDir, iBox, zonesLoopback);
+            if (has)
+            {
+                //
+                AddIfNotExists(
+                    iBox,
+                    dest //
+                );
+            }
+
+            //
+            has = maxRequiredZone <= 0 ||
+                  (maxRequiredZone > 0 && ArraySize(dest) < maxRequiredZone);
+            if (!has)
+            {
+                break;
+            }
+        }
+
+        //
+        result = ArraySize(dest);
+
+        //
+        // Cleanup ...
+        iBar.Clean();
+        iBox.Clean();
+        iDir = X_DIRECTION_NONE;
+
+        //
+        return result;
+    }
+
+    int CollectFVGs(
+        XOHCL &bar,
+        XBoxZone &dest[],
+        int zonesLoopback = 5,
+        int maxRequiredZone = 0,
+        int loopback = 100 //
+    )
+    {
+        //
+        int result = 0;
+
+        //
+        // Prepare ...
+        XClean(dest);
+
+        //
+        // Normalize ...
+        loopback = NormalizeInt(loopback, 10);
+        zonesLoopback = NormalizeInt(zonesLoopback, 3);
+        maxRequiredZone = NormalizeInt(maxRequiredZone, 0);
+
+        //
+        // Validate ...
+        bool has = bar.IsValid();
+        if (!has)
+        {
+            return result;
+        }
+
+        //
+        XOHCL iBar;
+        XBoxZone iBox;
+        ENUM_X_DIRECTION iDir;
+        int start = bar.Index();
+        int end = start + loopback;
+        for (int i = start; i < end; i++)
+        {
+            //
+            iBar.Clean();
+            iBox.Clean();
+            iDir = X_DIRECTION_NONE;
+
+            //
+            has = bar.BarAt(i, iBar);
+            has = has &&
+                  HasFVG(iBar, iDir, iBox, zonesLoopback);
+            if (has)
+            {
+                //
+                AddIfNotExists(
+                    iBox,
+                    dest //
+                );
+            }
+
+            //
+            has = maxRequiredZone <= 0 ||
+                  (maxRequiredZone > 0 && ArraySize(dest) < maxRequiredZone);
+            if (!has)
+            {
+                break;
+            }
+        }
+
+        //
+        result = ArraySize(dest);
+
+        //
+        // Cleanup ...
+        iBar.Clean();
+        iBox.Clean();
+        iDir = X_DIRECTION_NONE;
+
+        //
+        return result;
+    }
+
+    int CollectZones(
+        XOHCL &bar,
+        XBoxZone &dest[],
+        int zonesLoopback = 5,
+        int zonesValidationLength = 21,
+        int maxRequiredZone = 0,
+        int loopback = 100 //
+    )
+    {
+        //
+        int result = 0;
+
+        //
+        // Prepare ...
+        XClean(dest);
+
+        //
+        // Normalize ...
+        loopback = NormalizeInt(loopback, 10);
+        zonesLoopback = NormalizeInt(zonesLoopback, 3);
+        maxRequiredZone = NormalizeInt(maxRequiredZone, 0);
+        zonesValidationLength = NormalizeInt(zonesValidationLength, 3);
+
+        //
+        // Validate ...
+        bool has = bar.IsValid();
+        if (!has)
+        {
+            return result;
+        }
+
+        //
+        XOHCL iBar;
+        XBoxZone iBox;
+        XOHCL iZoneBar;
+        int start = bar.Index();
+        int end = start + loopback;
+        for (int i = start; i < end; i++)
+        {
+            //
+            iBar.Clean();
+            iBox.Clean();
+            iZoneBar.Clean();
+
+            //
+            has = bar.BarAt(i, iBar);
+            if (!has)
+            {
+                continue;
+            }
+
+            //
+            // Support ...
+            has = HasSupport(iBar, iZoneBar, zonesValidationLength, zonesLoopback);
+            if (has)
+            {
+                //
+                has = ToSupportBox(iZoneBar, iBox, bar.time, zonesValidationLength);
+                if (has)
+                {
+                    //
+                    AddIfNotExists(
+                        iBox,
+                        dest //
+                    );
+                }
+            }
+
+            //
+            // Resistance ...
+            has = HasResistance(iBar, iZoneBar, zonesValidationLength, zonesLoopback);
+            if (has)
+            {
+                //
+                has = ToResistanceBox(iZoneBar, iBox, bar.time, zonesValidationLength);
+                if (has)
+                {
+                    //
+                    AddIfNotExists(
+                        iBox,
+                        dest //
+                    );
+                }
+            }
+
+            //
+            has = maxRequiredZone <= 0 ||
+                  (maxRequiredZone > 0 && ArraySize(dest) < maxRequiredZone);
+            if (!has)
+            {
+                break;
+            }
+        }
+
+        //
+        result = ArraySize(dest);
+
+        //
+        // Cleanup ...
+        iBar.Clean();
+        iBox.Clean();
+        iZoneBar.Clean();
+
+        //
+        return result;
+    }
+
+    int FilterZones(
+        XOHCL &bar,
+        XBoxZone &source[],
+        ENUM_X_DIRECTION filterDir,
+        ENUM_X_PRICE priceType = X_PRICE_CLOSE,
+        ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
+    )
+    {
+        //
+        int result = 0;
+
+        //
+        // Prepare ...
+        XBoxZone tmp[];
+        Copy(
+            source,
+            tmp //
+        );
+        XClean(source);
+
+        //
+        // Validate ...
+        bool has = bar.IsValid() &&
+                   HasChild(tmp) &&
+                   IsXValid(priceType) &&
+                   HasDirection(filterDir);
+        if (!has)
+        {
+            //
+            XClean(tmp);
+            return result;
+        }
+
+        //
+        XBoxZone iBox;
+        double price = bar.GetPrice(priceType);
+        bool isBullish = IsXBullish(filterDir);
+        while (HasChild(tmp))
+        {
+            //
+            iBox = tmp[0];
+            ArrayRemove(tmp, 0, 1);
+
+            //
+            has =
+                //
+                // Direction Pass ...
+                (!HasDirection(forDir)
+                     ? true
+                     : forDir == iBox.dir)
+                //
+                &&
+                //
+                // Price Pass ...
+                (isBullish
+                     ? price > iBox.lower
+                     : price < iBox.upper);
+            if (has)
+            {
+                AddIfNotExists(iBox, source);
+            }
+
+            //
+            iBox.Clean();
+        }
+
+        //
+        result = ArraySize(source);
+
+        //
+        // Cleanup ...
+        XClean(tmp);
+        iBox.Clean();
+
+        //
+        return result;
+    }
+
     //
     // Protected ...
   protected:

Libraries/x-saherelm.common.extensions.lib.mq5

@@ -7095,6 +7095,163 @@ bool SetChartVolumesColor(
 // END Chart Info ...
 //
 
+//
+// START ATR ...
+//
+
+/**
+ * Calculate True Range of Specified Bar ...
+ *
+ * @param  _symbol: string, Symbol ...
+ * @param  _period: ENUM_TIMEFRAMES, period ...
+ * @param  _barIndex: int, Specified Bar Index ...
+ * @param  ignorePC: bool, Ignore Previous Bar ...
+ *
+ * @return ( double )
+ */
+double GetTrueRange(
+    string _symbol = NULL,
+    ENUM_TIMEFRAMES _period = NULL,
+    int _barIndex = 0,
+    bool ignorePC = false // Ignore Previous Close ...
+)
+{
+    //
+    double result = EMPTY_VALUE;
+
+    //
+    // Normalize ...
+    _symbol = NormalizeSymbol(_symbol);
+    _period = NormalizePeriod(_period);
+    _barIndex = NormalizeInt(_barIndex, 0);
+
+    //
+    XOHCL bar;
+    XOHCL pBar;
+
+    //
+    bool has =
+        bar.Init(
+            _symbol,
+            _period,
+            _barIndex //
+        );
+    if (!ignorePC)
+    {
+        //
+        has = has &&
+              bar.GetPreviousBar(pBar);
+    }
+    if (!has)
+    {
+        return result;
+    }
+
+    //
+    double hlDiff = bar.high - bar.low;
+
+    //
+    if (!ignorePC)
+    {
+        //
+        double hpcDiff = MathAbs(bar.high - pBar.close);
+        double lpcDiff = MathAbs(bar.high - pBar.close);
+
+        //
+        result = MathMax(hlDiff, hpcDiff);
+        result = MathMax(result, lpcDiff);
+    }
+    else
+    {
+        result = hlDiff;
+    }
+
+    //
+    // Cleanup ...
+    bar.Clean();
+    pBar.Clean();
+
+    //
+    return result;
+}
+
+/**
+ * Calculate ATR ...
+ *
+ * @param  _symbol: string, Symbol ...
+ * @param  _period: ENUM_TIMEFRAMES, period ...
+ * @param  _barIndex: int, Specified Bar Index ...
+ * @param  _length: int ATR Period ...
+ *
+ * @return ( double )
+ */
+double GetAverageTrueRange(
+    string _symbol = NULL,
+    ENUM_TIMEFRAMES _period = NULL,
+    int _barIndex = 0,
+    int _length = 14 //
+)
+{
+    //
+    double result = EMPTY_VALUE;
+
+    //
+    // Normalize ...
+    _symbol = NormalizeSymbol(_symbol);
+    _period = NormalizePeriod(_period);
+    _length = NormalizeInt(_length, 2);
+    _barIndex = NormalizeInt(_barIndex, 0);
+
+    //
+    // Collect True Ranges ...
+    double itr;
+    double _trs[];
+    bool has = false;
+    int start = _barIndex;
+    int end = start + _length;
+    for (int i = start; i < end; i++)
+    {
+        //
+        itr = GetTrueRange(
+            _symbol,
+            _period,
+            _barIndex,
+            i == end - 1 // Ignore PC ...
+        );
+        has = NotEmptyZero(itr);
+        if (has)
+        {
+            //
+            Add(
+                itr,
+                _trs //
+            );
+        }
+    }
+
+    //
+    int count = ArraySize(_trs);
+    has = HasChild(_trs);
+    if (!has)
+    {
+        return result;
+    }
+
+    //
+    result = GetAverage(_trs);
+
+    //
+    // Cleanup ...
+    XClean(_trs);
+
+    //
+    return result;
+}
+
+//
+// END َATR ...
+//
+
 //
 // START Linear Regression ...
 //

XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5

@@ -372,11 +372,11 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             structureConfig,
             barIndex //
         );
-        poiDrawer.drawnObjects.Clear();
+        // poiDrawer.drawnObjects.Clear();
-        poiDrawer.DrawMarketStructure(
+        // poiDrawer.DrawMarketStructure(
-            structure,
+        //     structure,
-            structureDrawConfig //
+        //     structureDrawConfig //
-        );
+        // );
 
         //
         // Strategy 1 ...
@@ -391,10 +391,9 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         // Strategy 2 ...
-        has = false;
         if (!has)
         {
-            //
+            // //
             // has = Strategy2HasSignal(
             //     iBar,
             //     iZone,
@@ -407,6 +406,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         // Strategy 3 ...
+        has = false;
         if (!has)
         {
             //
@@ -423,13 +423,13 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         //
         has = HasDirection(iDir) &&
               iZone.IsValid();
-        if (has)
+        // if (has)
-        {
+        // {
-            //
+        //     //
-            has = false;
+        //     has = false;
-            iZone.Clean();
+        //     iZone.Clean();
-            iDir = X_DIRECTION_NONE;
+        //     iDir = X_DIRECTION_NONE;
-        }
+        // }
 
         //
         if (has)
@@ -442,6 +442,11 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             // TODO: Provided SL ...
             double _point = GetPoints(iBar.symbol);
             double slAddition = 5 * _point;
+            double atrAddition = GetAverageTrueRange(
+                iZone.symbol,
+                iZone.period,
+                0 //
+            );
             double slPrice =
                 isBullish
                     ? iZone.lower - slAddition
@@ -1232,27 +1237,182 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         // Define Requirements ...
         bool isBullish = false;
         bool isBearish = false;
+
+        //
+        XOHCL pBar;
         int barIndex = bar.Index();
+        int pBarIndex = barIndex + 1;
+        result = bar.GetPreviousBar(pBar);
+        if (!result)
+        {
+            return result;
+        }
 
         //
         // Do Conditions Checking ...
 
         //
-        result = fimaHelper.HasMACross(
+        XBoxZone zones[];
-            dir,
+        int zonesCount = 0;
-            barIndex,
+        ENUM_X_PRICE bullishPriceType = X_PRICE_LOW;
-            structureConfig.maCrossValidationDiffMultiplier //
+        ENUM_X_PRICE bearishPriceType = X_PRICE_HIGH;
-        );
-        isBullish =
-            result &&
-            IsXBullish(dir);
-        isBearish =
-            result &&
-            IsXBearish(dir);
 
         //
-        result = isBullish ||
+        isBullish = fimaHelper.IsSwitchedUnderHKBondLower(bullishPriceType, pBarIndex);
-                 isBearish;
+
+        //
+        isBearish = fimaHelper.IsSwitchedOverHKBondUpper(bearishPriceType, pBarIndex);
+
+        //
+        result =
+            isBullish ||
+            isBearish;
+
+        //
+        // Do Validations ...
+        if (result)
+        {
+            //
+            // Direction Assignment ...
+            dir =
+                isBullish
+                    ? X_DIRECTION_BULLISH
+                    : X_DIRECTION_BEARISH;
+
+            //
+            int lastIDX;
+            XBoxZone tmpZones[];
+            int tmpZonesCount = 0;
+            int validationCount = 0;
+            ENUM_X_PRICE priceType =
+                isBullish
+                    ? bullishPriceType
+                    : bearishPriceType;
+
+            //
+            // Detect Last Direction Change ...
+            if (isBullish)
+            {
+                result = fimaHelper.FindLastUnderHKBondLower(lastIDX, bullishPriceType, pBarIndex);
+            }
+            else
+            {
+                result = fimaHelper.FindLastOverHKBondUpper(lastIDX, bearishPriceType, pBarIndex);
+            }
+
+            //
+            // Validate Direction Changed ...
+            if (result)
+            {
+                //
+                validationCount = lastIDX - pBarIndex;
+                result = validationCount >= 10;
+            }
+
+            //
+            // Collect Zones ...
+            if (result)
+            {
+                //
+                // Support and Resistances ...
+                tmpZonesCount = poiDetector.CollectZones(
+                    pBar,
+                    tmpZones,
+                    5,
+                    14,             // Zones Validation Length ...
+                    0,              // Required Count ...
+                    validationCount // Loopback ...
+                );
+                if (IsValidSize(tmpZonesCount))
+                {
+                    //
+                    Copy(
+                        tmpZones,
+                        zones,
+                        false // ignore Clean ...
+                    );
+                }
+
+                //
+                // OB ...
+                tmpZonesCount = poiDetector.CollectOBs(
+                    pBar,
+                    tmpZones,
+                    5,              // Zones Loopback ...
+                    0,              // Required Count ...
+                    validationCount // Loopback ...
+                );
+                if (IsValidSize(tmpZonesCount))
+                {
+                    //
+                    Copy(
+                        tmpZones,
+                        zones,
+                        false // ignore Clean ...
+                    );
+                }
+
+                //
+                // FVG ...
+                tmpZonesCount = poiDetector.CollectFVGs(
+                    pBar,
+                    tmpZones,
+                    5,              // Zones Loopback ...
+                    0,              // Required Count ...
+                    validationCount // Loopback ...
+                );
+                if (IsValidSize(tmpZonesCount))
+                {
+                    //
+                    Copy(
+                        tmpZones,
+                        zones,
+                        false // ignore Clean ...
+                    );
+                }
+
+                //
+                // Filter Zones Based on pBar ...
+                zonesCount = poiDetector.FilterZones(
+                    pBar,
+                    zones,
+                    dir,
+                    priceType,
+                    dir //
+                );
+
+                //
+                // Extract Affected Zones ...
+                XClean(tmpZones);
+                tmpZonesCount = ExtractAffectedZones(
+                    pBar,
+                    zones,
+                    tmpZones,
+                    dir //
+                );
+                Copy(tmpZones, zones);
+                zonesCount = ArraySize(zones);
+
+                //
+                // Update Zones Time ...
+                UpdateToTime(zones);
+            }
+
+            //
+            //  Draw Zones ...
+            result = IsValidSize(zonesCount);
+            if (result)
+            {
+                //
+                for (int i = 0; i < zonesCount; i++)
+                {
+                    poiDrawer.DrawZone(zones[i], structureDrawConfig.drawConfig);
+                }
+            }
+
+            //
+            XClean(tmpZones);
+        }
 
         //
         // Prepare Zone ...
@@ -1260,6 +1420,35 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         {
             //
             // Zone Detection ...
+            zone.Clean();
+            if (isBullish)
+            {
+                //
+                int idx = GetLowest(zones);
+                if (IsValidIndex(idx))
+                {
+                    zone = zones[idx];
+                }
+            }
+            else
+            {
+                //
+                int idx = GetHighest(zones);
+                if (IsValidIndex(idx))
+                {
+                    zone = zones[idx];
+                }
+            }
+
+            // zone.dir = dir;
+            // zone.type = name;
+            // zone.to = bar.time;
+            // zone.at = pBar.time;
+            // zone.from = pBar.time;
+            // zone.symbol = bar.symbol;
+            // zone.period = bar.period;
+            // zone.lower = MathMin(pBar.low, bar.low);
+            // zone.upper = MathMax(pBar.high, bar.high);
 
             //
             result = zone.IsValid();
@@ -1274,6 +1463,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         }
 
         //
+        // Cleanup ...
         if (!result)
         {
             //
@@ -1281,6 +1471,8 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             XClean(targets);
             dir = X_DIRECTION_NONE;
         }
+        pBar.Clean();
+        XClean(zones);
 
         //
         return result;