last ...
This commit is contained in:
+215
-112
@@ -91,10 +91,12 @@ input double eaConstantBalance = 0.0; // Constant Ba
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//
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// Management ...
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// eaSessions => (SYDNEY_02:00_14:00),(NY_19:00_23:00)
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input group "Management";
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input bool eaAllowTrade = true; // Allow Trade on Signals
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input bool eaAllowLongs = true; // Allow Long Trades
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input bool eaAllowShorts = true; // Allow Short Trades
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input string eaSessions = ""; // Active Sessions
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input ENUM_XCAEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCAEA_TRADE_RESTRICATION_NONE; // Trade Restrictions Period
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input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) per Day
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input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) per Day
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@@ -233,6 +235,11 @@ void OnDeinit(const int reason)
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// On Tick Handler ...
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void OnTick()
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{
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//
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// Handle Tradings ...
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bool tradeUsingTriggerBlock = true;
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bool tradeUsingMarketConditions1 = true;
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//
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HandleTimeReport();
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@@ -290,136 +297,164 @@ void OnTick()
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//
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// Check Trigger Block Detected or Not ...
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XTriggerBlock iTB;
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X121XCatbConditions iConditions;
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//
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// has = DetectTriggerBlock(
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// //
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// _Symbol,
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// _Period,
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// //
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// iTB,
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// //
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// eaBarAnalyser,
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// //
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// // Required Buffers ...
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// eaHelper.atrBuffer,
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// eaHelper.rsiBuffer,
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// eaHelper.adxBuffer,
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// eaHelper.adxpBuffer,
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// eaHelper.adxnBuffer,
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// eaHelper.peakBuffer,
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// eaHelper.valeBuffer,
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// eaHelper.deltaBuffer,
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// eaHelper.sarBuffer,
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// eaHelper.sarStateBuffer,
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// eaHelper.trendBuffer,
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// eaHelper.trendStateBuffer,
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// eaHelper.atrUpperBuffer,
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// eaHelper.atrLowerBuffer,
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// eaHelper.sBarOpenBuffer,
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// eaHelper.sBarCloseBuffer,
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// eaHelper.hkSBarOpenBuffer,
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// eaHelper.hkSBarCloseBuffer,
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// eaHelper.peakGoldenBuffer,
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// eaHelper.valeGoldenBuffer,
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// eaHelper.deltaSignalBuffer,
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// eaHelper.bullishVolumeSignalBuffer,
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// eaHelper.bearishVolumeSignalBuffer,
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// //
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// cBarIndex,
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// //
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// // Signalling ...
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// eaInputs.signalR2R,
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// eaInputs.slAtrMultiplier,
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// //
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// // Configs ...
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// eaInputs.rsiOBLevel,
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// eaInputs.rsiOSLevel,
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// eaInputs.adxThreshold,
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// //
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// // Validators ...
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// eaInputs.forceObBarType,
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// eaInputs.forceOBFVGBarType,
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// eaInputs.forceHasSwing,
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// eaInputs.forceHasFLiquidity,
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// eaInputs.forceHasRLiquidity,
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// eaInputs.validateGapSequence,
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// eaInputs.validateBlockEdgeBreakout,
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// //
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// // Filters ...
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// eaInputs.filterBasedOnPV,
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// eaInputs.filterBasedOnSar,
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// eaInputs.filterBasedOnRSI,
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// eaInputs.filterBasedOnADX,
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// eaInputs.filterBasedOnATR,
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// eaInputs.filterBasedOnTrend,
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// eaInputs.filterBasedOnDelta,
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// eaInputs.filterBasedOnVolume,
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// eaInputs.filterBasedOnSignalBar,
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// eaInputs.filterBasedOnHKSignalBar //
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// );
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//
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has = DetectTriggerBlock(
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eaDrawer,
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eaHelper,
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iConditions,
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iTB,
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barIndex,
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10 //
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);
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//
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if (has)
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if (tradeUsingTriggerBlock)
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{
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//
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eaBarTraker.Waits();
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//
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eaSignal = iTB.signal;
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//
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// Here we Can Fill eaConditions ...
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//
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// Check Signal Type ...
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bool isLong = IsLong(eaSignal.type);
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//
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// Update Entry ...
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eaSignal.entry = GetEntry(
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eaSignal.symbol,
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eaSignal.type //
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XTriggerBlock iTB;
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X121XCatbConditions iConditions;
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has = DetectTriggerBlock(
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//
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_Symbol,
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_Period,
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//
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iTB,
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//
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eaDrawer,
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eaBarAnalyser,
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//
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// Required Buffers ...
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eaHelper.atrBuffer,
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eaHelper.rsiBuffer,
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eaHelper.adxBuffer,
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eaHelper.adxpBuffer,
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eaHelper.adxnBuffer,
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eaHelper.peakBuffer,
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eaHelper.valeBuffer,
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eaHelper.deltaBuffer,
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eaHelper.sarBuffer,
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eaHelper.sarStateBuffer,
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eaHelper.trendBuffer,
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eaHelper.trendStateBuffer,
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eaHelper.atrUpperBuffer,
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eaHelper.atrLowerBuffer,
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eaHelper.sBarOpenBuffer,
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eaHelper.sBarCloseBuffer,
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eaHelper.hkSBarOpenBuffer,
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eaHelper.hkSBarCloseBuffer,
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eaHelper.peakGoldenBuffer,
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eaHelper.valeGoldenBuffer,
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eaHelper.deltaSignalBuffer,
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eaHelper.bullishVolumeSignalBuffer,
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eaHelper.bearishVolumeSignalBuffer,
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//
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cBarIndex,
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//
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// Signalling ...
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eaInputs.signalR2R,
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eaInputs.slAtrMultiplier,
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//
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// Configs ...
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eaInputs.rsiOBLevel,
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eaInputs.rsiOSLevel,
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eaInputs.adxThreshold,
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//
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// Validators ...
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eaInputs.forceObBarType,
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eaInputs.forceOBFVGBarType,
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eaInputs.forceHasSwing,
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eaInputs.forceHasFLiquidity,
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eaInputs.forceHasRLiquidity,
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eaInputs.validateGapSequence,
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eaInputs.validateBlockEdgeBreakout,
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//
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// Filters ...
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eaInputs.filterBasedOnPV,
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eaInputs.filterBasedOnSar,
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eaInputs.filterBasedOnRSI,
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eaInputs.filterBasedOnADX,
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eaInputs.filterBasedOnATR,
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eaInputs.filterBasedOnTrend,
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eaInputs.filterBasedOnDelta,
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eaInputs.filterBasedOnVolume,
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eaInputs.filterBasedOnSignalBar,
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eaInputs.filterBasedOnHKSignalBar //
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);
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//
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// Update Signal Targets ...
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UpdateSignalTargets(eaSignal);
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// has = DetectTriggerBlock(
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// eaDrawer,
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// eaHelper,
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// eaBarAnalyser,
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// iConditions,
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// iTB,
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// barIndex,
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// 10 //
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// );
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//
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// Handle Volume Management ...
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double iVolume = eaVolume.CalculateVolume(eaSignal);
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if (iVolume > X_MIN_VOLUME &&
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iVolume != eaSignal.volume)
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if (has)
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{
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eaSignal.volume = iVolume;
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//
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eaBarTraker.Waits();
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//
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eaSignal = iTB.signal;
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//
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// Here we Can Fill eaConditions ...
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//
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// Check Signal Type ...
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bool isLong = IsLong(eaSignal.type);
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//
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// Update Entry ...
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eaSignal.entry = GetEntry(
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eaSignal.symbol,
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eaSignal.type //
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);
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//
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// Update Signal Targets ...
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UpdateSignalTargets(eaSignal);
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//
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// Handle Volume Management ...
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double iVolume = eaVolume.CalculateVolume(eaSignal);
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if (iVolume > X_MIN_VOLUME &&
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iVolume != eaSignal.volume)
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{
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eaSignal.volume = iVolume;
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}
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//
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// Execute Signal ...
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has = eaTradeManager.Execute(
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eaSignal,
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eaConditions //
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);
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}
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//
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// Execute Signal ...
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has = eaTradeManager.Execute(
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eaSignal,
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eaConditions //
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iTB.Clean();
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}
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//
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// Trade Using Market Conditions ...
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if (tradeUsingMarketConditions1)
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{
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//
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XBoxZone signalZone;
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X121XCatbConditions conditions;
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has = DetectSignalZone1(
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eaDrawer,
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eaHelper,
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eaBarAnalyser,
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signalZone,
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conditions,
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barIndex //
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);
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if (has)
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{
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//
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// Convert Box to Signal ...
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}
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}
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//
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// Cleanup Resources ...
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//
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iTB.Clean();
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zBar.Clean();
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cBar.Clean();
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}
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@@ -799,6 +834,74 @@ void InitRequirements()
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eaMaxAllowedSLs,
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eaMaxAllowedTrades //
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);
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//
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// Initializing Sessions ...
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string sessions[];
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int sessionsCount = 0;
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bool hasSession = IsValid(eaSessions);
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if (hasSession)
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{
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//
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// Extract Per Symbol Sessions ...
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sessionsCount = SplitContent(
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sessions,
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eaSessions,
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"," //
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);
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//
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// Try to Extract Start and End Times Series ...
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hasSession = IsValidSize(sessionsCount);
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if (hasSession)
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{
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//
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// Iterate Sessions ...
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for (int i = 0; i < sessionsCount; i++)
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{
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//
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// Ignore unused Cases and Extracts only Content ...
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string iSessionDescriptorStr = ExtractString(sessions[i]);
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isInited = IsValid(iSessionDescriptorStr);
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if (isInited)
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{
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//
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// Extract Session Descriptor Data ...
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string parts[];
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int partsCount = SplitContent(
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parts,
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iSessionDescriptorStr,
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"_" //
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);
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isInited = IsValidSize(partsCount) && partsCount == 3;
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if (isInited)
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{
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//
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string iName = parts[0];
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string iStart = parts[1];
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string iEnd = parts[2];
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isInited = IsValid(iName) &&
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IsValid(iStart) &&
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IsValid(iEnd);
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if (isInited)
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{
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//
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// Set Active Session ...
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eaTradeManager
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.SetTradeSession(
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_Symbol,
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iStart,
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iEnd,
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iName //
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);
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}
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}
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}
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}
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}
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}
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//
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}
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/**
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@@ -136,11 +136,13 @@ struct XTriggerBlock
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//
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// Extensions ...
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bool DetectTriggerBlock(
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XCPOIDrawer *drawer,
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//
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bool DetectSignalZone1(
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XCPOIDrawer *&drawer,
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XCX121XCatbHelper *helper,
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XCBarAnalyser *barAnalyser,
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XBoxZone &signalZone,
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X121XCatbConditions &conditions,
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XTriggerBlock &tb,
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int barIndex = 0,
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int loopback = 10 //
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)
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@@ -148,16 +150,20 @@ bool DetectTriggerBlock(
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//
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bool result = false;
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//
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// Checking Conditions ...
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//
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// Normalize Args ...
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tb.Clean();
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signalZone.Clean();
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conditions.Clean();
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barIndex = NormalizeInt(barIndex, 0);
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loopback = NormalizeInt(loopback, 0);
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//
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// Validate Args ...
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result = helper != NULL;
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result = helper != NULL &&
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barAnalyser != NULL;
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if (!result)
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{
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return result;
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@@ -173,7 +179,7 @@ bool DetectTriggerBlock(
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if (!result)
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{
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//
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tb.Clean();
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signalZone.Clean();
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conditions.Clean();
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}
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@@ -182,10 +188,75 @@ bool DetectTriggerBlock(
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int cIDX = zIDX + 1;
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int pIDX = cIDX + 1;
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int p2IDX = pIDX + 1;
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int p3IDX = p2IDX + 1;
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int p4IDX = p3IDX + 1;
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//
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// Checking Conditions ...
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//
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// Detect Bar Verifications ...
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//
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ENUM_X_DIRECTION iDir;
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//
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// Rejected ...
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bool isRejected =
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barAnalyser
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.IsRejected(
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conditions.bars[cIDX],
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iDir //
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);
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bool isBullishRejected =
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isRejected &&
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IsBullish(iDir);
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bool isBearishRejected =
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isRejected &&
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IsBearish(iDir);
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//
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// Engulfed ...
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bool isEngulfed =
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barAnalyser
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.IsEngulfed(
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conditions.bars[cIDX],
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iDir //
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);
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bool isBullishEngulfed =
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isEngulfed &&
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IsBullish(iDir);
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bool isBearishEngulfed =
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isEngulfed &&
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IsBearish(iDir);
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//
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// Momentum ...
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bool isMomentum =
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barAnalyser
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.IsMomentum(
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conditions.bars[cIDX],
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iDir //
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);
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bool isBullishMomentum =
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isMomentum &&
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IsBullish(iDir);
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bool isBearishMomentum =
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isMomentum &&
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IsBearish(iDir);
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//
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bool isBarBullishPressured =
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isBullishRejected ||
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isBullishEngulfed ||
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isBullishMomentum;
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//
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bool isBarBearishPressured =
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isBearishRejected ||
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isBearishEngulfed ||
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isBearishMomentum;
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//
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// Detect Indicator Base Start Directional Movement ...
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@@ -542,41 +613,734 @@ bool DetectTriggerBlock(
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//
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;
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//
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||||
// Check for Vale and Peak ...
|
||||
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||||
//
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bool isPeakOverLast =
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//
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(conditions.peakBuffer[cIDX] > conditions.peakBuffer[pIDX] &&
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conditions.peakBuffer[pIDX] <= conditions.peakBuffer[p2IDX] &&
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conditions.bars[cIDX].close > conditions.peakBuffer[pIDX])
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//
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;
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//
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bool isValeUnderLast =
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//
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(conditions.valeBuffer[cIDX] < conditions.valeBuffer[pIDX] &&
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conditions.valeBuffer[pIDX] >= conditions.valeBuffer[p2IDX] &&
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conditions.bars[cIDX].close < conditions.valeBuffer[pIDX])
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//
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;
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//
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// Start Different Conditions Implemntation ...
|
||||
|
||||
//
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// Condition 1:
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// ---------------------------
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||||
// Descriptions:
|
||||
//
|
||||
//
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||||
// ---------------------------
|
||||
|
||||
//
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||||
// Bullish ...
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bool isCond1Bullish = false;
|
||||
|
||||
//
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// Bearish ...
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||||
bool isCond1Bearish = false;
|
||||
|
||||
//
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||||
// Try to Summarize Conditions ...
|
||||
|
||||
//
|
||||
bool isBullishPassed =
|
||||
//
|
||||
//isSarBullishStart &&
|
||||
// isTrendBullishStart &&
|
||||
// isADXBullishStart &&
|
||||
isDeltaBullishStart &&
|
||||
isVolumeBullishStart &&
|
||||
isSBarBullishStart
|
||||
// &&
|
||||
// isHKSBarBullishStart
|
||||
isCond1Bullish
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isBearishPassed =
|
||||
//
|
||||
// isSarBearishStart &&
|
||||
// isTrendBearishStart &&
|
||||
// isADXBearishStart &&
|
||||
isDeltaBearishStart &&
|
||||
isVolumeBearishStart &&
|
||||
isSBarBearishStart
|
||||
// &&
|
||||
// isHKSBarBearishStart
|
||||
isCond1Bearish
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Summarize Result ...
|
||||
result =
|
||||
isBullishPassed ||
|
||||
isBearishPassed;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
bool DetectTriggerBlock(
|
||||
XCPOIDrawer *drawer,
|
||||
XCX121XCatbHelper *helper,
|
||||
XCBarAnalyser *barAnalyser,
|
||||
X121XCatbConditions &conditions,
|
||||
XTriggerBlock &tb,
|
||||
int barIndex = 0,
|
||||
int loopback = 10 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Normalize Args ...
|
||||
tb.Clean();
|
||||
conditions.Clean();
|
||||
barIndex = NormalizeInt(barIndex, 0);
|
||||
loopback = NormalizeInt(loopback, 0);
|
||||
|
||||
//
|
||||
// Validate Args ...
|
||||
result = helper != NULL;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Reading Market Conditions ...
|
||||
result = helper.GetConditions(
|
||||
conditions,
|
||||
barIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
tb.Clean();
|
||||
conditions.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
int zIDX = 0;
|
||||
int cIDX = zIDX + 1;
|
||||
int pIDX = cIDX + 1;
|
||||
int p2IDX = pIDX + 1;
|
||||
int p3IDX = p2IDX + 1;
|
||||
int p4IDX = p3IDX + 1;
|
||||
|
||||
//
|
||||
// Checking Conditions ...
|
||||
|
||||
//
|
||||
// Detect Bar Verifications ...
|
||||
|
||||
//
|
||||
ENUM_X_DIRECTION iDir;
|
||||
|
||||
//
|
||||
// Rejected ...
|
||||
bool isRejected =
|
||||
barAnalyser
|
||||
.IsRejected(
|
||||
conditions.bars[cIDX],
|
||||
iDir //
|
||||
);
|
||||
bool isBullishRejected =
|
||||
isRejected &&
|
||||
IsBullish(iDir);
|
||||
bool isBearishRejected =
|
||||
isRejected &&
|
||||
IsBearish(iDir);
|
||||
|
||||
//
|
||||
// Engulfed ...
|
||||
bool isEngulfed =
|
||||
barAnalyser
|
||||
.IsEngulfed(
|
||||
conditions.bars[cIDX],
|
||||
iDir //
|
||||
);
|
||||
bool isBullishEngulfed =
|
||||
isEngulfed &&
|
||||
IsBullish(iDir);
|
||||
bool isBearishEngulfed =
|
||||
isEngulfed &&
|
||||
IsBearish(iDir);
|
||||
|
||||
//
|
||||
// Momentum ...
|
||||
bool isMomentum =
|
||||
barAnalyser
|
||||
.IsMomentum(
|
||||
conditions.bars[cIDX],
|
||||
iDir //
|
||||
);
|
||||
bool isBullishMomentum =
|
||||
isMomentum &&
|
||||
IsBullish(iDir);
|
||||
bool isBearishMomentum =
|
||||
isMomentum &&
|
||||
IsBearish(iDir);
|
||||
|
||||
//
|
||||
bool isBarBullishPressured =
|
||||
isBullishRejected ||
|
||||
isBullishEngulfed ||
|
||||
isBullishMomentum;
|
||||
|
||||
//
|
||||
bool isBarBearishPressured =
|
||||
isBearishRejected ||
|
||||
isBearishEngulfed ||
|
||||
isBearishMomentum;
|
||||
|
||||
//
|
||||
// Detect Indicator Base Start Directional Movement ...
|
||||
|
||||
//
|
||||
// SAR ...
|
||||
|
||||
//
|
||||
bool isSarBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current SAR is Directional ...
|
||||
conditions.isSarBullish &&
|
||||
//
|
||||
// Previous InDirectional Sar Exists ...
|
||||
helper.lastSarBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over previous Sar ...
|
||||
conditions.bars[cIDX].close > helper.lastSarBearish.after &&
|
||||
//
|
||||
// Before Close is not Over previous Sar ...
|
||||
conditions.bars[pIDX].close <= helper.lastSarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isSarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current SAR is Directional ...
|
||||
conditions.isSarBearish &&
|
||||
//
|
||||
// Previous InDirectional Sar Exists ...
|
||||
helper.lastSarBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Under previous ...
|
||||
conditions.bars[cIDX].close < helper.lastSarBullish.after &&
|
||||
//
|
||||
// Before Close is not Under previous ...
|
||||
conditions.bars[pIDX].close >= helper.lastSarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// TREND ...
|
||||
|
||||
//
|
||||
bool isTrendBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current Trend is Directional ...
|
||||
conditions.isTrendBullish &&
|
||||
//
|
||||
// Previous InDirectiona; Trend Exists ...
|
||||
helper.lastTrendBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over previous ...
|
||||
conditions.bars[cIDX].close > helper.lastTrendBearish.after &&
|
||||
//
|
||||
// Before close is not Over previous ...
|
||||
conditions.bars[pIDX].close <= helper.lastTrendBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isTrendBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Current Trend is Directional ...
|
||||
conditions.isTrendBearish &&
|
||||
//
|
||||
// Previous InDirectiona; Trend Exists ...
|
||||
helper.lastTrendBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Under previous ...
|
||||
conditions.bars[cIDX].close < helper.lastTrendBullish.after &&
|
||||
//
|
||||
// Before close is not Under previous ...
|
||||
conditions.bars[pIDX].close >= helper.lastTrendBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// ADX ...
|
||||
|
||||
//
|
||||
bool isADXBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// ADX Value is Switched to Strong ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
|
||||
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
|
||||
//
|
||||
// ADX must Up ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
|
||||
//
|
||||
// ADX +DI is Bigger than -DI ...
|
||||
conditions.adxpBuffer[cIDX] > conditions.adxnBuffer[cIDX] &&
|
||||
//
|
||||
// ADX +DI is Up ...
|
||||
conditions.adxpBuffer[cIDX] > conditions.adxpBuffer[pIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isADXBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// ADX Value is Switched to Strong ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
|
||||
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
|
||||
//
|
||||
// ADX must Up ...
|
||||
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
|
||||
//
|
||||
// ADX -DI is Bigger than +DI ...
|
||||
conditions.adxnBuffer[cIDX] > conditions.adxpBuffer[cIDX] &&
|
||||
//
|
||||
// ADX -DI is Up ...
|
||||
conditions.adxnBuffer[cIDX] > conditions.adxnBuffer[pIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// DELTA ...
|
||||
|
||||
//
|
||||
bool isDeltaBullishStart =
|
||||
//
|
||||
// Check State ...
|
||||
(
|
||||
//
|
||||
// Delta is Up ...
|
||||
conditions.deltaBuffer[cIDX] > conditions.deltaBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Signal is Up ...
|
||||
conditions.deltaSignalBuffer[cIDX] > conditions.deltaSignalBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Crossed Over Delta Signal ...
|
||||
conditions.deltaBuffer[cIDX] > conditions.deltaSignalBuffer[cIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastDeltaBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over last ...
|
||||
conditions.bars[cIDX].close > helper.lastDeltaBearish.after &&
|
||||
//
|
||||
// Before Close is not Over last ...
|
||||
conditions.bars[pIDX].close <= helper.lastDeltaBearish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isDeltaBearishStart =
|
||||
//
|
||||
// Check State ...
|
||||
(
|
||||
//
|
||||
// Delta is Down ...
|
||||
conditions.deltaBuffer[cIDX] < conditions.deltaBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Signal is Down ...
|
||||
conditions.deltaSignalBuffer[cIDX] < conditions.deltaSignalBuffer[pIDX] &&
|
||||
//
|
||||
// Delta Crossed Under Delta Signal ...
|
||||
conditions.deltaBuffer[cIDX] < conditions.deltaSignalBuffer[cIDX]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastDeltaBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Under last ...
|
||||
conditions.bars[cIDX].close < helper.lastDeltaBullish.after &&
|
||||
//
|
||||
// Before Close is not Under last ...
|
||||
conditions.bars[pIDX].close >= helper.lastDeltaBullish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// VOLUME ...
|
||||
|
||||
//
|
||||
bool isVolumeBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
//
|
||||
// Volume is Up ...
|
||||
conditions.bullishVolumeBuffer[1] > conditions.bullishVolumeBuffer[2] &&
|
||||
//
|
||||
// Volume Signal is Up ...
|
||||
conditions.bullishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[2] &&
|
||||
//
|
||||
// Volume Signals Crossed Over ...
|
||||
conditions.bullishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[1]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastVolumeBearish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over last ...
|
||||
conditions.bars[cIDX].close > helper.lastVolumeBearish.after &&
|
||||
//
|
||||
// Before Close is not Over last ...
|
||||
conditions.bars[pIDX].close <= helper.lastVolumeBearish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isVolumeBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
//
|
||||
// Volume is Up ...
|
||||
conditions.bearishVolumeBuffer[1] > conditions.bearishVolumeBuffer[2] &&
|
||||
//
|
||||
// Volume Signal is Up ...
|
||||
conditions.bearishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[2] &&
|
||||
//
|
||||
// Volume Signals Crossed Over ...
|
||||
conditions.bearishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[1]
|
||||
//
|
||||
)
|
||||
//
|
||||
&&
|
||||
//
|
||||
// Check Last InDirectional Exists ...
|
||||
helper.lastVolumeBullish.IsValid() &&
|
||||
//
|
||||
// Current Close is Over last ...
|
||||
conditions.bars[cIDX].close < helper.lastVolumeBullish.after &&
|
||||
//
|
||||
// Before Close is not Over last ...
|
||||
conditions.bars[pIDX].close >= helper.lastVolumeBullish.after
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// SIGNAL Bar ...
|
||||
|
||||
//
|
||||
bool isSBarBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isSBarBullish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastSignalBarBearish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.sBarCloseBuffer[cIDX] > helper.lastSignalBarBearish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.sBarCloseBuffer[pIDX] <= helper.lastSignalBarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isSBarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isSBarBearish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastSignalBarBullish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.sBarCloseBuffer[cIDX] < helper.lastSignalBarBullish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.sBarCloseBuffer[pIDX] >= helper.lastSignalBarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// HKSIGNAL Bar ...
|
||||
|
||||
//
|
||||
bool isHKSBarBullishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isHKSBarBullish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastHKSignalBarBearish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.hkSBarCloseBuffer[cIDX] > helper.lastHKSignalBarBearish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.hkSBarCloseBuffer[pIDX] <= helper.lastHKSignalBarBearish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isHKSBarBearishStart =
|
||||
//
|
||||
(
|
||||
//
|
||||
// Check Direction ...
|
||||
conditions.isHKSBarBearish &&
|
||||
//
|
||||
// Previous InDirectional Exists ...
|
||||
helper.lastHKSignalBarBullish.IsValid() &&
|
||||
//
|
||||
// Current Signal Bar close over prev ...
|
||||
conditions.hkSBarCloseBuffer[cIDX] < helper.lastHKSignalBarBullish.after &&
|
||||
//
|
||||
// Prev Signal Bar not close over prev ...
|
||||
conditions.hkSBarCloseBuffer[pIDX] >= helper.lastHKSignalBarBullish.after
|
||||
//
|
||||
)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Check for Vale and Peak ...
|
||||
|
||||
//
|
||||
bool isPeakOverLast =
|
||||
//
|
||||
(conditions.peakBuffer[cIDX] > conditions.peakBuffer[pIDX] &&
|
||||
conditions.peakBuffer[pIDX] <= conditions.peakBuffer[p2IDX] &&
|
||||
conditions.bars[cIDX].close > conditions.peakBuffer[pIDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.peakBuffer[pIDX] > conditions.peakBuffer[p2IDX] &&
|
||||
conditions.peakBuffer[p2IDX] <= conditions.peakBuffer[p3IDX] &&
|
||||
conditions.bars[pIDX].close > conditions.peakBuffer[p2IDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.peakBuffer[p2IDX] > conditions.peakBuffer[p3IDX] &&
|
||||
conditions.peakBuffer[p3IDX] <= conditions.peakBuffer[p4IDX] &&
|
||||
conditions.bars[p2IDX].close > conditions.peakBuffer[p3IDX])
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isValeUnderLast =
|
||||
//
|
||||
(conditions.valeBuffer[cIDX] < conditions.valeBuffer[pIDX] &&
|
||||
conditions.valeBuffer[pIDX] >= conditions.valeBuffer[p2IDX] &&
|
||||
conditions.bars[cIDX].close < conditions.valeBuffer[pIDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.valeBuffer[pIDX] < conditions.valeBuffer[p2IDX] &&
|
||||
conditions.valeBuffer[p2IDX] >= conditions.valeBuffer[p3IDX] &&
|
||||
conditions.bars[pIDX].close < conditions.valeBuffer[p2IDX])
|
||||
//
|
||||
||
|
||||
//
|
||||
(conditions.valeBuffer[p2IDX] < conditions.valeBuffer[p3IDX] &&
|
||||
conditions.valeBuffer[p3IDX] >= conditions.valeBuffer[p4IDX] &&
|
||||
conditions.bars[p2IDX].close < conditions.valeBuffer[p3IDX])
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// if (isValeUnderLast)
|
||||
// {
|
||||
// Print("SALAM");
|
||||
// }
|
||||
|
||||
//
|
||||
// Try to Summarize Conditions ...
|
||||
|
||||
//
|
||||
bool isBullishPassed =
|
||||
//
|
||||
(isPeakOverLast &&
|
||||
isDeltaBullishStart &&
|
||||
isVolumeBullishStart &&
|
||||
isBarBullishPressured)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
bool isBearishPassed =
|
||||
(isValeUnderLast &&
|
||||
isDeltaBearishStart &&
|
||||
isVolumeBearishStart &&
|
||||
isBarBearishPressured)
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
// Try to Detect Trigger Block ...
|
||||
bool hasTB = false;
|
||||
int tbLoopback = 100;
|
||||
X121XCatbInputs mInputs = helper.GetInputs();
|
||||
for (int i = barIndex; i < barIndex + tbLoopback; i++)
|
||||
{
|
||||
//
|
||||
// Update Helper ...
|
||||
helper.Update(i);
|
||||
|
||||
//
|
||||
// Check TB ...
|
||||
hasTB = DetectTriggerBlock(
|
||||
//
|
||||
conditions.symbol,
|
||||
conditions.period,
|
||||
//
|
||||
tb,
|
||||
//
|
||||
drawer,
|
||||
barAnalyser,
|
||||
//
|
||||
// Required Buffers ...
|
||||
helper.atrBuffer,
|
||||
helper.rsiBuffer,
|
||||
helper.adxBuffer,
|
||||
helper.adxpBuffer,
|
||||
helper.adxnBuffer,
|
||||
helper.peakBuffer,
|
||||
helper.valeBuffer,
|
||||
helper.deltaBuffer,
|
||||
helper.sarBuffer,
|
||||
helper.sarStateBuffer,
|
||||
helper.trendBuffer,
|
||||
helper.trendStateBuffer,
|
||||
helper.atrUpperBuffer,
|
||||
helper.atrLowerBuffer,
|
||||
helper.sBarOpenBuffer,
|
||||
helper.sBarCloseBuffer,
|
||||
helper.hkSBarOpenBuffer,
|
||||
helper.hkSBarCloseBuffer,
|
||||
helper.peakGoldenBuffer,
|
||||
helper.valeGoldenBuffer,
|
||||
helper.deltaSignalBuffer,
|
||||
helper.bullishVolumeSignalBuffer,
|
||||
helper.bearishVolumeSignalBuffer,
|
||||
//
|
||||
i + 1,
|
||||
//
|
||||
// Signalling ...
|
||||
mInputs.signalR2R,
|
||||
mInputs.slAtrMultiplier,
|
||||
//
|
||||
// Configs ...
|
||||
mInputs.rsiOBLevel,
|
||||
mInputs.rsiOSLevel,
|
||||
mInputs.adxThreshold,
|
||||
//
|
||||
// Validators ...
|
||||
mInputs.forceObBarType,
|
||||
mInputs.forceOBFVGBarType,
|
||||
mInputs.forceHasSwing,
|
||||
mInputs.forceHasFLiquidity,
|
||||
mInputs.forceHasRLiquidity,
|
||||
mInputs.validateGapSequence,
|
||||
mInputs.validateBlockEdgeBreakout,
|
||||
//
|
||||
// Filters ...
|
||||
mInputs.filterBasedOnPV,
|
||||
mInputs.filterBasedOnSar,
|
||||
mInputs.filterBasedOnRSI,
|
||||
mInputs.filterBasedOnADX,
|
||||
mInputs.filterBasedOnATR,
|
||||
mInputs.filterBasedOnTrend,
|
||||
mInputs.filterBasedOnDelta,
|
||||
mInputs.filterBasedOnVolume,
|
||||
mInputs.filterBasedOnSignalBar,
|
||||
mInputs.filterBasedOnHKSignalBar //
|
||||
);
|
||||
|
||||
//
|
||||
// Checking Trigger Block Validation ...
|
||||
hasTB =
|
||||
//
|
||||
hasTB &&
|
||||
//
|
||||
(
|
||||
//
|
||||
(isBullishPassed &&
|
||||
tb.IsBullish())
|
||||
//
|
||||
||
|
||||
//
|
||||
(isBearishPassed &&
|
||||
tb.IsBearish())
|
||||
//
|
||||
);
|
||||
if (hasTB)
|
||||
{
|
||||
//
|
||||
break;
|
||||
}
|
||||
|
||||
//
|
||||
tb.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// isBullishPassed = false;
|
||||
// isBearishPassed = false;
|
||||
|
||||
//
|
||||
// Draw Line for Detect Conditions States on Chart ...
|
||||
if (isBullishPassed ||
|
||||
isBearishPassed)
|
||||
if (hasTB && (isBullishPassed ||
|
||||
isBearishPassed))
|
||||
{
|
||||
//
|
||||
color iColor = isBullishPassed
|
||||
@@ -607,6 +1371,18 @@ bool DetectTriggerBlock(
|
||||
//
|
||||
iObj.Color(iColor);
|
||||
}
|
||||
|
||||
//
|
||||
CArrayObj *tbObjects = new CArrayObj();
|
||||
DrawTriggerBlock(
|
||||
tb,
|
||||
drawer,
|
||||
tbObjects,
|
||||
conditions.bars[0].time //
|
||||
);
|
||||
|
||||
//
|
||||
tb.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
@@ -640,6 +1416,7 @@ bool DetectTriggerBlock(
|
||||
//
|
||||
XTriggerBlock &tb,
|
||||
//
|
||||
XCPOIDrawer *drawer,
|
||||
XCBarAnalyser *barAnalyser,
|
||||
//
|
||||
// Required Buffers ...
|
||||
@@ -1072,13 +1849,18 @@ bool DetectTriggerBlock(
|
||||
double iP2ValeGolden = _valeGoldenBuffer[barIndex + 2];
|
||||
|
||||
//
|
||||
// TODO: Fix this ...
|
||||
has =
|
||||
has &&
|
||||
(isBullish
|
||||
? (tb.trigger.lower <= iVale ||
|
||||
tb.trigger.lower <= iValeGolden)
|
||||
: (tb.trigger.upper >= iPeak ||
|
||||
tb.trigger.upper >= iPeakGolden));
|
||||
? (tb.trigger.lower <= iVale &&
|
||||
tb.trigger.upper < iPeak
|
||||
// || tb.trigger.lower <= iValeGolden
|
||||
)
|
||||
: (tb.trigger.upper >= iPeak &&
|
||||
tb.trigger.lower > iVale
|
||||
// || tb.trigger.upper >= iPeakGolden
|
||||
));
|
||||
}
|
||||
|
||||
//
|
||||
@@ -1488,10 +2270,63 @@ bool DetectTriggerBlock(
|
||||
: isHKSignalBarSwitchedToBearish);
|
||||
}
|
||||
|
||||
//
|
||||
// Valdating Directional Trending ...
|
||||
bool _filterBasedOnDirection = false;
|
||||
if (has &&
|
||||
_filterBasedOnDirection)
|
||||
{
|
||||
//
|
||||
iBar.Clean();
|
||||
fromIDX = tb.FromIndex();
|
||||
int loopbackForValidating = 30;
|
||||
for (int i = fromIDX; i < fromIDX + loopbackForValidating; i++)
|
||||
{
|
||||
//
|
||||
// Initialize iBar ...
|
||||
iBar.Clean();
|
||||
has = iBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
i //
|
||||
);
|
||||
|
||||
//
|
||||
has =
|
||||
has &&
|
||||
(isBullish
|
||||
? iBar.high < tb.trigger.upper
|
||||
: iBar.low > tb.trigger.lower);
|
||||
if (!has)
|
||||
{
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Update Trigger Block ...
|
||||
if (has)
|
||||
{
|
||||
tb.trigger.from = iBar.time;
|
||||
}
|
||||
|
||||
//
|
||||
iBar.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
// Preparing Signal ...
|
||||
if (has)
|
||||
{
|
||||
//
|
||||
// CArrayObj *tbObjects = new CArrayObj();
|
||||
// DrawTriggerBlock(
|
||||
// tb,
|
||||
// drawer,
|
||||
// tbObjects,
|
||||
// NULL //
|
||||
// );
|
||||
|
||||
//
|
||||
double targets[];
|
||||
for (int i = 1; i <= _r2r; i++)
|
||||
@@ -1504,7 +2339,12 @@ bool DetectTriggerBlock(
|
||||
}
|
||||
|
||||
//
|
||||
double iATR = _atrBuffer[barIndex];
|
||||
double iATR = 0;
|
||||
if (barIndex > 0 &&
|
||||
barIndex < ArraySize(_atrBuffer))
|
||||
{
|
||||
iATR = _atrBuffer[barIndex];
|
||||
}
|
||||
double slAdditional = _slAtrMultiplier * iATR;
|
||||
|
||||
//
|
||||
|
||||
Reference in New Issue
Block a user