last ...

2024-06-22 21:55:55 +03:30
parent b88d74e57d
commit de8143585b
4 changed files with 913 additions and 571 deletions
@@ -182,6 +182,14 @@ class XSCX121SetupCycles : public XSCBaseAlert
 public:
    //
    // Props ...
+    X121SignalGenerator signalGenerator;
+
+    //
+    X121SetupCycleInputs cCycle; // Current (Host) Cycle
+    X121SetupCycleInputs sCycle; // Short Cycle
+    X121SetupCycleInputs mCycle; // Medium Cycle
+    X121SetupCycleInputs lCycle; // Long Cycle
+    X121SetupCycleInputs hCycle; // Hind Cycle

    //
    // Constructor(s) ...
@@ -266,6 +274,16 @@ public:
            return result;
        }

+        //
+        result = sBarTracker.Init(
+            _inputs.symbol,
+            sCycle.cycle.period //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
        //
        // Medium ...
        result = mCycle.Init(
@@ -280,6 +298,16 @@ public:
            return result;
        }

+        //
+        result = mBarTracker.Init(
+            _inputs.symbol,
+            mCycle.cycle.period //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
        //
        // Long ...
        result = lCycle.Init(
@@ -294,6 +322,16 @@ public:
            return result;
        }

+        //
+        result = lBarTracker.Init(
+            _inputs.symbol,
+            lCycle.cycle.period //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
        //
        // Hind ...
        result = hCycle.Init(
@@ -308,6 +346,16 @@ public:
            return result;
        }

+        //
+        result = hBarTracker.Init(
+            _inputs.symbol,
+            hCycle.cycle.period //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
        //
        _inputs.period = cCycle.GetPeriod();

@@ -403,6 +451,48 @@ public:
        return result;
    }

+    //
+    datetime GetNextSignalTime(
+        ENUM_X_MARKET_CYCLES cycle = X_MARKET_CYCLE_UNKNOWN //
+    )
+    {
+        //
+        datetime result = NULL;
+
+        //
+        switch (cycle)
+        {
+        //
+        case X_MARKET_CYCLE_SHORT:
+            result = sNextValidSignal;
+            break;
+
+        //
+        case X_MARKET_CYCLE_MEDIUM:
+            result = mNextValidSignal;
+            break;
+
+        //
+        case X_MARKET_CYCLE_LONG:
+            result = lNextValidSignal;
+            break;
+
+        //
+        case X_MARKET_CYCLE_HIND:
+            result = hNextValidSignal;
+            break;
+
+        //
+        default:
+        case X_MARKET_CYCLE_UNKNOWN:
+            result = cNextValidSignal;
+            break;
+        }
+
+        //
+        return result;
+    }
+
    //
    void WaitsUntilNextBar(
        ENUM_X_MARKET_CYCLES cycle = X_MARKET_CYCLE_UNKNOWN //
@@ -414,24 +504,40 @@ public:
        //
        case X_MARKET_CYCLE_SHORT:
            //
+            FillNextBarTime(
+                sNextValidSignal,
+                sBarTracker //
+            );
            sBarTracker.Waits();
            break;

        //
        case X_MARKET_CYCLE_MEDIUM:
            //
+            FillNextBarTime(
+                mNextValidSignal,
+                mBarTracker //
+            );
            mBarTracker.Waits();
            break;

        //
        case X_MARKET_CYCLE_LONG:
            //
+            FillNextBarTime(
+                lNextValidSignal,
+                lBarTracker //
+            );
            lBarTracker.Waits();
            break;

        //
        case X_MARKET_CYCLE_HIND:
            //
+            FillNextBarTime(
+                hNextValidSignal,
+                hBarTracker //
+            );
            hBarTracker.Waits();
            break;

@@ -439,6 +545,10 @@ public:
        default:
        case X_MARKET_CYCLE_UNKNOWN:
            //
+            FillNextBarTime(
+                cNextValidSignal,
+                cBarTracker //
+            );
            cBarTracker.Waits();
            break;
        }
@@ -581,6 +691,79 @@ public:
        return result;
    }

+    //
+    bool ProcessMarket(
+        XSignal &signal,
+        X121SetupConditions &conditions,
+        int &pushers,
+        string &provider,
+        ENUM_X_MARKET_CYCLES cycle = X_MARKET_CYCLE_UNKNOWN,
+        bool allowSupports = false, // Allow Support Signal Generating ...
+        bool allowLong = false,
+        bool allowShort = false,
+        double volume = 0.01,
+        double slPoint = 100,
+        bool ignoreSL = false,
+        double tpPoint = 100,
+        bool ignoreTP = false,
+        int barIndex = 0,
+        int loopback = 5 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result = CanProcessBar(
+            cycle //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result = GetConditions(
+            conditions,
+            cycle,    // Current Market ...
+            barIndex, // Bar Index ...
+            loopback  // Loop Back ...
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Parse Conditions for Signal ...
+        result = signalGenerator.HasSignal(
+            conditions,
+            signal,
+            pushers,
+            provider,
+            allowSupports,
+            allowLong,
+            allowShort,
+            volume,
+            slPoint,
+            ignoreSL,
+            tpPoint,
+            ignoreTP //
+        );
+
+        //
+        if (result)
+        {
+            //
+            WaitsUntilNextBar(
+                cycle //
+            );
+        }
+
+        //
+        return result;
+    }
+
    //
    // Protected ...
 protected:
@@ -602,11 +785,41 @@ private:
    XBarTracker hBarTracker;

    //
-    X121SetupCycleInputs cCycle; // Current (Host) Cycle
-    X121SetupCycleInputs sCycle; // Short Cycle
-    X121SetupCycleInputs mCycle; // Medium Cycle
-    X121SetupCycleInputs lCycle; // Long Cycle
-    X121SetupCycleInputs hCycle; // Hind Cycle
+    datetime cNextValidSignal;
+    datetime sNextValidSignal;
+    datetime mNextValidSignal;
+    datetime lNextValidSignal;
+    datetime hNextValidSignal;
+
+    //
+    void FillNextBarTime(
+        datetime &next,
+        XBarTracker &tracker)
+    {
+        //
+        next = iTime(
+                   tracker.symbol,
+                   tracker.period,
+                   0) +
+               PeriodSeconds(tracker.period);
+    }
+
+    // //
+    // bool ProcessCurrentMarket(
+    //     XSignal &signal,
+    //     X121SetupConditions &conditions,
+    //     int &pushers,
+    //     string &provider,
+    //     int barIndex = 0,
+    //     int loopback = 5 //
+    // )
+    // {
+    //     //
+    //     bool result = false;
+
+    //     //
+    //     return result;
+    // }
 };

 //