last ...

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

@@ -284,6 +284,8 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     {
         //
         // Configure ...
+        drawLeg = true;
+        drawOrderFlow = true;
         structureConfig.Default();
         structureDrawConfig.Default();
     }
@@ -344,8 +346,8 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         }
 
         //
-        // Manage Leg ...
+        // Manage ...
-        ManageLeg(iBar);
+        Manage(iBar);
 
         //
         // Strategy X ...
@@ -514,6 +516,49 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         return result;
     }
 
+    //
+    // Protected ...
+  protected:
+    //
+
+    //
+    void Manage(XOHCL &bar)
+    {
+        //
+        bool has = bar.IsValid();
+        if (!has)
+        {
+            return;
+        }
+
+        //
+        XOHCL pBar;
+        XOHCL p2Bar;
+        XOHCL p3Bar;
+        has = bar.GetPreviousBar(pBar);
+        has = has &&
+              pBar.GetPreviousBar(p2Bar);
+        has = has &&
+              p2Bar.GetPreviousBar(p3Bar);
+        if (!has)
+        {
+            //
+            pBar.Clean();
+            p2Bar.Clean();
+            p3Bar.Clean();
+        }
+
+        //
+        ManageLeg(bar);
+        ManageOrderFlow(p3Bar);
+
+        //
+        // Cleanup ...
+        pBar.Clean();
+        p2Bar.Clean();
+        p3Bar.Clean();
+    }
+
     //
     // Private ...
   private:
@@ -521,7 +566,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     // Props ...
 
     //
-    XLeg leg; // Exists Leg ...
+    // Leg ...
+
+    XLeg leg;     // Exists Leg ...
+    bool drawLeg; // Draw Leg ...
 
     //
     bool HasLeg()
@@ -536,7 +584,8 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         bool result = false;
 
         //
-        result = HasLeg() && bar.IsValid();
+        result = HasLeg() &&
+                 bar.IsValid();
         if (!result)
         {
             return result;
@@ -557,6 +606,12 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     //
     void DrawLeg()
     {
+        //
+        if (!drawLeg)
+        {
+            return;
+        }
+
         //
         if (!HasLeg())
         {
@@ -601,6 +656,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     void ManageLeg(XOHCL &bar)
     {
         //
+        // Validate Exists ...
         if (HasLeg())
         {
             //
@@ -613,14 +669,14 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         }
 
         //
-        // Detect New Leg ...
+        // Detect New ...
         if (!HasLeg())
         {
             poiDetector.IsLegPattern(bar, leg);
         }
 
         //
-        // Update Exists Leg ...
+        // Update Exists ...
         if (HasLeg())
         {
             //
@@ -632,6 +688,185 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         }
     }
 
+    //
+    // Order Flow ...
+
+    //
+    bool drawOrderFlow;
+    XBoxZone orderFlow[];
+    ENUM_X_DIRECTION orderFlowDir;
+
+    //
+    bool HasOrderFlow()
+    {
+        //
+        return HasChild(orderFlow) &&
+               HasDirection(orderFlowDir);
+    }
+
+    bool HasBullishOrderFlow()
+    {
+        return HasOrderFlow() &&
+               IsXBullish(orderFlowDir);
+    }
+
+    bool HasBearishOrderFlow()
+    {
+        return HasOrderFlow() &&
+               IsXBearish(orderFlowDir);
+    }
+
+    bool GetOrderFlowBoundary(
+        double &upper,
+        double &lower //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        // Prepare ...
+        upper = EMPTY_VALUE;
+        lower = EMPTY_VALUE;
+
+        //
+        // Validate ...
+        result = HasOrderFlow();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int idx = -1;
+
+        //
+        // Upper ...
+        idx = GetHighest(orderFlow);
+        if (IsValidIndex(idx))
+        {
+            upper = orderFlow[idx].upper;
+        }
+
+        //
+        // Lower ...
+        idx = GetLowest(orderFlow);
+        if (IsValidIndex(idx))
+        {
+            lower = orderFlow[idx].lower;
+        }
+
+        //
+        result = NotEmptyZero(upper) &&
+                 NotEmptyZero(lower) &&
+                 upper > lower;
+
+        //
+        // Cleanup ...
+        if (!result)
+        {
+            //
+            upper = EMPTY_VALUE;
+            lower = EMPTY_VALUE;
+        }
+
+        //
+        return result;
+    }
+
+    bool ValidateOrderFlow(XOHCL &bar)
+    {
+        //
+        bool result = false;
+
+        //
+        // Validate ...
+        result = bar.IsValid() &&
+                 HasOrderFlow();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double upper = EMPTY_VALUE;
+        double lower = EMPTY_VALUE;
+        result = GetOrderFlowBoundary(upper, lower);
+        result = result &&
+                         HasBullishOrderFlow()
+                     ? bar.low > lower
+                     : bar.high < upper;
+
+        //
+        return result;
+    }
+
+    void DrawOrderFlow()
+    {
+        //
+        if (!drawOrderFlow || !HasOrderFlow())
+        {
+            return;
+        }
+
+        //
+        poiDrawer.DrawZones(orderFlow, structureDrawConfig.drawConfig);
+    }
+
+    void ManageOrderFlow(XOHCL &bar)
+    {
+        //
+        // Validate Exists ...
+        if (HasOrderFlow())
+        {
+            //
+            if (!ValidateOrderFlow(bar))
+            {
+                //
+                // Invalidate OrderFlow ...
+                XClean(orderFlow);
+                orderFlowDir = X_DIRECTION_NONE;
+            }
+        }
+
+        //
+        // Detect New ...
+        if (!HasOrderFlow())
+        {
+            //
+            XPatternAnalysisConfig patternConfig = structureConfig.barsAnalysisConfig;
+            // patternConfig.Default();
+            // patternConfig.supportAndResistanceLoopbackLength = 21;
+            // patternConfig.supportAndResistanceValidationLength = 7;
+
+            //
+            poiDetector.HasOrderFlow(
+                bar,
+                orderFlowDir,
+                orderFlow,
+                structureConfig.orderFlowValidation,
+                structureConfig.orderFlowUseOB,
+                structureConfig.orderFlowUseFVG,
+                structureConfig.orderFlowUseSupportAndResistance,
+                patternConfig.supportAndResistanceLoopbackLength,
+                patternConfig.supportAndResistanceValidationLength,
+                structureConfig.loopback //
+            );
+        }
+
+        //
+        // Update Exists ...
+        if (HasOrderFlow())
+        {
+            //
+            // Update to Times ...
+            UpdateToTime(orderFlow, TimeCurrent());
+
+            //
+            DrawOrderFlow();
+        }
+    }
+
     //
     // Implementing Strategies ...
 
@@ -690,6 +925,18 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         // Analyse Market Strucutre ...
         XFIMAMarketStructure marketStructure;
 
+        //
+        // Check Market ...
+        result = HasLeg() &&
+                 HasOrderFlow() &&
+                 orderFlowDir == leg.dir;
+        if (result)
+        {
+            //
+            result = false;
+            DebugBreak();
+        }
+
         //
         // Signaller 1 ...
         if (!result && useSignaller1)
@@ -1850,27 +2097,21 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         //
         // Retrieve pBar Patterns ...
         XPatternAnalysis pBarPatterns;
+        XPatternAnalysisConfig patternConfig = structureConfig.barsAnalysisConfig;
+        // patternConfig.Default();
+        // patternConfig.supportAndResistanceLoopbackLength = 21;
+        // patternConfig.supportAndResistanceValidationLength = 7;
+
+        //
         poiDetector.AnalyseBarPatterns(
             pBar,
             pBarPatterns,
-            structureConfig.barsAnalysisConfig //
+            patternConfig //
         );
 
         //
         // Detecting OrderFlow ...
-        XBoxZone orderFlow[];
+        bool hasOrderFlow = HasOrderFlow();
-        bool hasOrderFlow = poiDetector.HasOrderFlow(
-            p3Bar,
-            dir,
-            orderFlow,
-            structureConfig.orderFlowValidation,
-            structureConfig.orderFlowUseOB,
-            structureConfig.orderFlowUseFVG,
-            structureConfig.orderFlowUseSupportAndResistance,
-            structureConfig.barsAnalysisConfig.supportAndResistanceLoopbackLength,
-            structureConfig.barsAnalysisConfig.supportAndResistanceValidationLength,
-            structureConfig.loopback //
-        );
 
         //
         double atrBandUpper = EMPTY_VALUE;
@@ -1916,6 +2157,15 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                      (isBullish
                           ? p2Bar.low < orderFlowUpper
                           : p2Bar.high > orderFlowLower);
+
+            //
+            // Reset Flags ...
+            if (!result)
+            {
+                //
+                isBullish = false;
+                isBearish = false;
+            }
         }
 
         //
@@ -1971,6 +2221,15 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             //
             // Summarize Result ...
             result = isBullish || isBearish;
+
+            //
+            // Reset Flags ...
+            if (!result)
+            {
+                //
+                isBullish = false;
+                isBearish = false;
+            }
         }
 
         //
@@ -1999,6 +2258,15 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             //
             // Summarize Result ...
             result = isBullish || isBearish;
+
+            //
+            // Reset Flags ...
+            if (!result)
+            {
+                //
+                isBullish = false;
+                isBearish = false;
+            }
         }
 
         //
@@ -2016,9 +2284,21 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 (isBullish
                      ? pBar.close > atrBandLower
                      : pBar.close < atrBandUpper);
+
+            //
+            // Reset Flags ...
+            if (!result)
+            {
+                //
+                isBullish = false;
+                isBearish = false;
+            }
         }
 
         //
+        result = false;
+        isBullish = false;
+        isBearish = false;
         if (result)
         {
             // //
@@ -2055,61 +2335,9 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
             // //
             // Print("OrderFlow ...");
+            // DebugBreak();
         }
 
-        // //
-        // XLeg leg;
-        // result = poiDetector.IsLegPattern(pBar, leg);
-        // if (result)
-        // {
-        //     //
-        //     // Update to Times ...
-        //     leg.UpdateTimes(bar.time);
-
-        //     //
-        //     // Draw Leg Box ...
-        //     XBoxZone legZone;
-        //     leg.ToBox(legZone);
-        //     if (legZone.IsValid())
-        //     {
-        //         poiDrawer.DrawZone(legZone, structureDrawConfig.drawConfig);
-        //     }
-
-        //     //
-        //     // Draw Legs Other Stufs ...
-
-        //     //
-        //     // FVGs ...
-        //     poiDrawer.DrawZones(leg.bullishFVGs, structureDrawConfig.drawConfig);
-        //     poiDrawer.DrawZones(leg.bearishFVGs, structureDrawConfig.drawConfig);
-
-        //     //
-        //     // Support and Resistances ...
-        //     poiDrawer.DrawZones(leg.supports, structureDrawConfig.drawConfig);
-        //     poiDrawer.DrawZones(leg.resistances, structureDrawConfig.drawConfig);
-
-        //     //
-        //     // Patterns ...
-        //     poiDrawer.DrawPatternAnalysises(leg.patterns, structureDrawConfig.barAnalysisDrawConfig);
-
-        //     //
-        //     Print("Leg Pattern Detected ...");
-        // }
-
-        //
-        isBullish =
-            //
-            false
-            //
-            ;
-
-        //
-        isBearish =
-            //
-            false
-            //
-            ;
-
         //
         // Validate ...
         result = isBullish ||
@@ -2139,6 +2367,12 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 X_BAR_PATTERN_PINNED //
             );
 
+            //
+            // Refine Zone ...
+            zone.to = bar.time;
+            zone.upper = MathMax(zone.upper, atrBandMiddle);
+            zone.lower = MathMin(zone.lower, atrBandMiddle);
+
             //
             // Manage Stops ...
             if (result)