last works ...

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

@@ -7467,6 +7467,158 @@ class XCXFIMAHelperParser : XCBase
         return result;
     }
 
+    /**
+     * Retrieve Cycles MA(s) ...
+     * 
+     * @param  scMA: double, reference to holds cycle value ...
+     * @param  mcMA: double, reference to holds cycle value ...
+     * @param  lcMA: double, reference to holds cycle value ...
+     * @param  hcMA: double, reference to holds cycle value ...
+     * @param  barIndex: int, Specified Bar Index ...
+     */
+    void GetCycleMAs(
+        double &scMA,
+        double &mcMA,
+        double &lcMA,
+        double &hcMA,
+        int barIndex = 0 //
+    )
+    {
+        //
+        // Prepare ...
+        scMA = EMPTY_VALUE;
+        mcMA = EMPTY_VALUE;
+        lcMA = EMPTY_VALUE;
+        hcMA = EMPTY_VALUE;
+
+        //
+        // Normalize ...
+        barIndex = NormalizeBarIndex(barIndex);
+
+        //
+        // Validate ...
+        bool has = IsValid();
+        if (!has)
+        {
+            return;
+        }
+
+        //
+        scMA = helper.GetSCMA(barIndex);
+        mcMA = helper.GetMCMA(barIndex);
+        lcMA = helper.GetLCMA(barIndex);
+        hcMA = helper.GetHCMA(barIndex);
+    }
+
+    /**
+     * Retrieve Cycles MA State(s) ...
+     * 
+     * @param  scMAState: double, reference to holds cycle value ...
+     * @param  mcMAState: double, reference to holds cycle value ...
+     * @param  lcMAState: double, reference to holds cycle value ...
+     * @param  hcMAState: double, reference to holds cycle value ...
+     * @param  barIndex: int, Specified Bar Index ...
+     */
+    void GetCycleMAStates(
+        double &scMAState,
+        double &mcMAState,
+        double &lcMAState,
+        double &hcMAState,
+        int barIndex = 0 //
+    )
+    {
+        //
+        // Prepare ...
+        scMAState = EMPTY_VALUE;
+        mcMAState = EMPTY_VALUE;
+        lcMAState = EMPTY_VALUE;
+        hcMAState = EMPTY_VALUE;
+
+        //
+        // Normalize ...
+        barIndex = NormalizeBarIndex(barIndex);
+
+        //
+        // Validate ...
+        bool has = IsValid();
+        if (!has)
+        {
+            return;
+        }
+
+        //
+        scMAState = helper.GetSCMAState(barIndex);
+        mcMAState = helper.GetMCMAState(barIndex);
+        lcMAState = helper.GetLCMAState(barIndex);
+        hcMAState = helper.GetHCMAState(barIndex);
+    }
+
+    /**
+     * Check Cycle Hind and Long is Bullish or not ...
+     *
+     * @param  barIndex: int, Specified Bar Index ...
+     *
+     * @return ( bool )
+     */
+    bool IsCycleMABullish(int barIndex = 0)
+    {
+        //
+        bool result = false;
+
+        //
+        // Normalize ...
+        barIndex = NormalizeBarIndex(barIndex);
+
+        //
+        // Validate ...
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result =
+            IsLCMABullish(barIndex) &&
+            IsHCMABullish(barIndex);
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Cycle Hind and Long is Bearish or not ...
+     *
+     * @param  barIndex: int, Specified Bar Index ...
+     *
+     * @return ( bool )
+     */
+    bool IsCycleMABearish(int barIndex = 0)
+    {
+        //
+        bool result = false;
+
+        //
+        // Normalize ...
+        barIndex = NormalizeBarIndex(barIndex);
+
+        //
+        // Validate ...
+        result = IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result =
+            IsLCMABearish(barIndex) &&
+            IsHCMABearish(barIndex);
+
+        //
+        return result;
+    }
+
     //
     // Boundary Tools ...
     // =============================

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

@@ -298,6 +298,13 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         drawResistance = true;
         drawIResistance = true;
 
+        //
+        manageLegs = true;
+        manageZones = true;
+        manageIZones = true;
+        manageTrends = false;
+        manageOrderFlow = true;
+
         //
         structureConfig.Default();
         structureDrawConfig.Default();
@@ -632,6 +639,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
     XLeg leg;     // Exists Leg ...
     bool drawLeg; // Draw Leg ...
+    bool manageLegs;
 
     //
     bool HasLeg()
@@ -756,6 +764,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     //
     bool drawOrderFlow;
     XBoxZone orderFlow[];
+    bool manageOrderFlow;
     ENUM_X_DIRECTION orderFlowDir;
 
     //
@@ -943,6 +952,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     XBoxZone resistance;
     bool drawZones;
     bool drawSupport;
+    bool manageZones;
     bool drawResistance;
 
     //
@@ -1214,6 +1224,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     XBoxZone iResistance;
     bool drawIZones;
     bool drawISupport;
+    bool manageIZones;
     bool drawIResistance;
 
     //
@@ -1385,6 +1396,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     bool drawMCTrend;
     bool drawLCTrend;
     bool drawHCTrend;
+    bool manageTrends;
 
     //
     bool HasTrend()
@@ -1552,10 +1564,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         // Signaller Flags ...
-        bool useSignaller1 = false;
+        bool useSignaller1 = true;
         bool useSignaller2 = false;
-        bool useSignaller3 = true;
+        bool useSignaller3 = false;
-        bool useSignaller4 = true;
+        bool useSignaller4 = false;
 
         //
         // Validator Flags ...
@@ -1600,82 +1612,154 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         // Analyse Market Strucutre ...
         XFIMAMarketStructure marketStructure;
 
+        //
+        // Signal Detection Flags ...
+
+        //
+        XBoxZone tmpZone;
+        ENUM_X_DIRECTION tmpDir;
+
+        //
+        bool signaller1HasSignal = false;
+        bool signaller2HasSignal = false;
+        bool signaller3HasSignal = false;
+        bool signaller4HasSignal = false;
+
         //
         // Signaller 1 ...
-        if (!result && useSignaller1)
+        if (useSignaller1)
         {
             //
-            result = Strategy1HasSignal(
+            signaller1HasSignal = Strategy1HasSignal(
                 bar,
-                zone,
+                tmpZone,
                 targets,
-                dir //
+                tmpDir //
             );
 
             //
-            if (result)
+            if (signaller1HasSignal)
             {
-                provider = "1";
+                //
+                provider += "1";
+
+                //
+                if (!zone.IsValid())
+                {
+                    //
+                    dir = tmpDir;
+                    zone = tmpZone;
                 }
             }
 
+            //
+            tmpZone.Clean();
+            tmpDir = X_DIRECTION_NONE;
+        }
+
         //
         // Signaller 2 ...
-        if (!result && useSignaller2)
+        if (useSignaller2)
         {
             //
-            result = Strategy2HasSignal(
+            signaller2HasSignal = Strategy2HasSignal(
                 bar,
-                zone,
+                tmpZone,
                 targets,
-                dir //
+                tmpDir //
             );
 
             //
-            if (result)
+            if (signaller2HasSignal)
             {
-                provider = "2";
+                //
+                provider += "2";
+
+                //
+                if (!zone.IsValid())
+                {
+                    //
+                    dir = tmpDir;
+                    zone = tmpZone;
                 }
             }
 
+            //
+            tmpZone.Clean();
+            tmpDir = X_DIRECTION_NONE;
+        }
+
         //
         // Signaller 3 ...
-        if (!result && useSignaller3)
+        if (useSignaller3)
         {
             //
-            result = Strategy3HasSignal(
+            signaller3HasSignal = Strategy3HasSignal(
                 bar,
-                zone,
+                tmpZone,
                 targets,
-                dir //
+                tmpDir //
             );
 
             //
-            if (result)
+            if (signaller3HasSignal)
             {
-                provider = "3";
+                //
+                provider += "3";
+
+                //
+                if (!zone.IsValid())
+                {
+                    //
+                    dir = tmpDir;
+                    zone = tmpZone;
                 }
             }
 
+            //
+            tmpZone.Clean();
+            tmpDir = X_DIRECTION_NONE;
+        }
+
         //
         // Signaller 4 ...
-        if (!result && useSignaller4)
+        if (useSignaller4)
         {
             //
-            result = Strategy4HasSignal(
+            signaller4HasSignal = Strategy4HasSignal(
                 bar,
-                zone,
+                tmpZone,
                 targets,
-                dir //
+                tmpDir //
             );
 
             //
-            if (result)
+            if (signaller4HasSignal)
             {
-                provider = "4";
+                //
+                provider += "4";
+
+                //
+                if (!zone.IsValid())
+                {
+                    //
+                    dir = tmpDir;
+                    zone = tmpZone;
                 }
             }
 
+            //
+            tmpZone.Clean();
+            tmpDir = X_DIRECTION_NONE;
+        }
+
+        //
+        // Summarize Signallers Result ...
+        result = signaller1HasSignal ||
+                 signaller2HasSignal ||
+                 signaller3HasSignal ||
+                 signaller4HasSignal;
+
         //
         // Signal Validating ...
 
@@ -1849,6 +1933,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
             //
             // Draw Market Structure ...
+
             //
             // Analyse Market Structure if Required ...
             if (!marketStructure.IsValid())
@@ -1898,6 +1983,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
             //
             // Other Drawing Materials ...
+            Print("Signaller Providers: ", provider);
         }
 
         //
@@ -1912,6 +1998,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         // Cleanup ...
+        tmpZone.Clean();
         iDrawConfig.Clean();
         marketStructure.Clean();
 
@@ -2197,7 +2284,20 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     }
 
     /**
-     * Check Bar Has Signal Based on Strategy 3 ...
+     * Check Bar Has Signal Based on Strategy 2 ...
+     *
+     * Strategy 2:
+     * ===========
+     * - Works Based On PBar Patterns Focused on PinBar ...
+     * - Looking for a Bar Directional Pattern Happens ...
+     * - Validate Fast Ma Over/Under Slow ...
+     * - Validate P2Peak/Vale doesnt Under or Over Last (InDirectional) ...
+     * - Validate P2Bar Has Directional Market Strucuture Zone (OB, FVG, Support/Resistance) ...
+     *
+     * Manipulations:
+     * ================
+     * there are Some Flags properties to Change Validations in Strategy ...
+     * we can use them for Testing Purposes ...
      *
      * @param  bar: XOHCL, reference to Bar ...
      * @param  zone: XBoxZone, reference to holds affected zone ...
@@ -2236,6 +2336,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         //
         XOHCL pBar;
         XOHCL p2Bar;
+        XOHCL p3Bar;
         bool isBullish = false;
         bool isBearish = false;
 
@@ -2244,11 +2345,14 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         result = bar.GetPreviousBar(pBar);
         result = result &&
                  pBar.GetPreviousBar(p2Bar);
+        result = result &&
+                 p2Bar.GetPreviousBar(p3Bar);
         if (!result)
         {
             //
             pBar.Clean();
             p2Bar.Clean();
+            p3Bar.Clean();
 
             //
             return result;
@@ -2256,37 +2360,59 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         // Reading pBar Patterns ...
-        XPatternAnalysis pBarAnalysis;
+        XPatternAnalysis pBarPatterns;
         poiDetector.AnalyseBarPatterns(
             pBar,
-            pBarAnalysis,
+            pBarPatterns,
             structureConfig.barsAnalysisConfig //
         );
+        bool hasSupport = pBarPatterns.IsSupport();
+        bool hasResistance = pBarPatterns.IsResistance();
+
+        //
+        // Check Boundary Trend ...
+        XTrend boundaryTrend;
+        bool hasBoundaryTrend = fimaParser.HasBoundaryTrend(boundaryTrend, pBar.Index());
+        bool hasBoundaryBullishTrend = hasBoundaryTrend && boundaryTrend.IsBullish();
+        bool hasBoundaryBearishTrend = hasBoundaryTrend && boundaryTrend.IsBearish();
 
         //
         // Check Bar Patterns ...
+
+        //
+        // Bars Sequences ...
+        bool hasBullishSequence = p3Bar.IsBearish() &&
+                                  pBar.IsBullish();
+        bool hasBearishSequence = p3Bar.IsBullish() &&
+                                  pBar.IsBearish();
+
+        //
+        // Bullish ...
         bool isPBarHasBullishPatterns =
             (bar.close > pBar.low ||
              bar.open > pBar.low) &&
             (
                 //
-                pBarAnalysis.IsPinned(X_DIRECTION_BULLISH) ||
+                pBarPatterns.IsPinned(X_DIRECTION_BULLISH) ||
-                pBarAnalysis.IsEngulfed(X_DIRECTION_BULLISH) ||
+                pBarPatterns.IsEngulfed(X_DIRECTION_BULLISH) ||
-                pBarAnalysis.IsMomentum(X_DIRECTION_BULLISH) ||
+                pBarPatterns.IsMomentum(X_DIRECTION_BULLISH) ||
-                pBarAnalysis.IsPiercing(X_DIRECTION_BULLISH) ||
+                pBarPatterns.IsPiercing(X_DIRECTION_BULLISH) ||
-                pBarAnalysis.IsSignalKey(X_DIRECTION_BULLISH)
+                pBarPatterns.IsSignalKey(X_DIRECTION_BULLISH)
                 //
             );
+
+        //
+        // Bearish ...
         bool isPBarHasBearishPatterns =
             (bar.close < pBar.high ||
              bar.open < pBar.high) &&
             (
                 //
-                pBarAnalysis.IsPinned(X_DIRECTION_BEARISH) ||
+                pBarPatterns.IsPinned(X_DIRECTION_BEARISH) ||
-                pBarAnalysis.IsEngulfed(X_DIRECTION_BEARISH) ||
+                pBarPatterns.IsEngulfed(X_DIRECTION_BEARISH) ||
-                pBarAnalysis.IsMomentum(X_DIRECTION_BEARISH) ||
+                pBarPatterns.IsMomentum(X_DIRECTION_BEARISH) ||
-                pBarAnalysis.IsPiercing(X_DIRECTION_BEARISH) ||
+                pBarPatterns.IsPiercing(X_DIRECTION_BEARISH) ||
-                pBarAnalysis.IsSignalKey(X_DIRECTION_BEARISH)
+                pBarPatterns.IsSignalKey(X_DIRECTION_BEARISH)
                 //
             );
 
@@ -2329,17 +2455,34 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             isP2BarPinned &&
             IsXBearish(p2Dir);
 
+        //
+        // Check Based On LC and HC MA State ...
+
+        //
+        bool isLCMABullish = fimaParser.IsLCMABullish(pBar.Index());
+        bool isHCMABullish = fimaParser.IsHCMABullish(pBar.Index());
+        bool isCycleMABullish = isLCMABullish && isHCMABullish;
+
+        //
+        bool isLCMABearish = fimaParser.IsLCMABearish(pBar.Index());
+        bool isHCMABearish = fimaParser.IsHCMABearish(pBar.Index());
+        bool isCycleMABearish = isLCMABearish && isHCMABearish;
+
         //
         // Do ...
 
         //
         isBullish =
             //
+            hasSupport &&
             isFastOverLast &&
             isValeUnderLast &&
+            isCycleMABullish &&
+            hasBullishSequence &&
             !isP2PeakUnderLast &&
             isPBarCloseOverFast &&
             isP2BarBullishPinned &&
+            hasBoundaryBullishTrend &&
             isPBarHasBullishPatterns
             //
             ;
@@ -2347,11 +2490,15 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         //
         isBearish =
             //
+            hasResistance &&
             isPeakOverLast &&
             isFastUnderLast &&
+            isCycleMABearish &&
             !isP2ValeOverLast &&
+            hasBearishSequence &&
             isPBarCloseUnderFast &&
             isP2BarBearishPinned &&
+            hasBoundaryBearishTrend &&
             isPBarHasBearishPatterns
             //
             ;
@@ -2386,61 +2533,19 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             );
 
             //
-            // Manage Stops ...
+            // Draws ...
             if (result)
             {
                 //
-                double entry = GetEntry(zone.symbol, zone.dir);
+                // XPOIDrawConfig iConfig = structureDrawConfig.drawConfig;
-                double riskSide = zone.IsBullish() ? zone.lower : zone.upper;
+                // iConfig.trendRayLeft = false;
-                double risk = MathAbs(entry - riskSide);
+                // iConfig.trendRayRight = false;
+                // poiDrawer.DrawTrendLine(boundaryTrend, iConfig);
+                // poiDrawer.DrawZone(zone, structureDrawConfig.drawConfig);
+                // iConfig.Clean();
 
                 //
-                // Collecting Affected Zones ...
+                // DebugBreak();
-                XBoxZone tmps[];
-                XBoxZone zones[];
-                XBoxZone actedZones[];
-                XBoxZone insideZones[];
-                XBoxZone breakedZones[];
-                XBoxZone affectedZones[];
-
-                //
-                // Support and Resistances ...
-                poiDetector.CollectZones(bar, tmps);
-                Copy(tmps, zones, false);
-
-                //
-                // OBS ...
-                poiDetector.CollectOBs(bar, tmps);
-                Copy(tmps, zones, false);
-
-                //
-                // FVGs ...
-                poiDetector.CollectFVGs(bar, tmps);
-                Copy(tmps, zones, false);
-
-                //
-                ExtractAffectedZones(bar, zones, affectedZones);
-
-                //
-                // Acteds Zones ...
-                ExtractActeds(bar, actedZones, affectedZones);
-
-                //
-                // Inside Zones ...
-                ExtractInsides(bar, insideZones, affectedZones);
-
-                //
-                // Breaked Zones ...
-                ExtractBreakeds(bar, breakedZones, affectedZones);
-
-                //
-                // Cleanup ...
-                XClean(tmps);
-                XClean(zones);
-                XClean(actedZones);
-                XClean(insideZones);
-                XClean(breakedZones);
-                XClean(affectedZones);
             }
 
             //
@@ -2464,13 +2569,31 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         }
         pBar.Clean();
         p2Bar.Clean();
+        p3Bar.Clean();
+        pBarPatterns.Clean();
+        boundaryTrend.Clean();
 
         //
         return result;
     }
 
     /**
-     * Check Bar Has Signal Based on Strategy 4 ...
+     * Check Bar Has Signal Based on Strategy 3 ...
+     *
+     * Strategy 3:
+     * ===========
+     * - Works Based On Breaked Support or Resistances ...
+     * - Looking for a Support or Resistance to Breaked ...
+     * - Validate Breaker Bar to Change Peak or Vale ...
+     * - Validate Bar Opposit Side of Breaker Bar's Shadow ...
+     * - Validate by Checking Market Strucutre to Has Directional Zone
+     * (Support for Resistance Break / Resistance for Support Break) ...
+     * - Validate Breaker Bar to Has Directional FVG ...
+     *
+     * Manipulations:
+     * ================
+     * there are Some Flags properties to Change Validations in Strategy ...
+     * we can use them for Testing Purposes ...
      *
      * @param  bar: XOHCL, reference to Bar ...
      * @param  zone: XBoxZone, reference to holds affected zone ...
@@ -2750,17 +2873,17 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 // Draw ...
                 if (result)
                 {
-                    //
+                    // //
-                    XPOIDrawConfig iConfig = structureDrawConfig.drawConfig;
+                    // XPOIDrawConfig iConfig = structureDrawConfig.drawConfig;
-                    iConfig.trendRayLeft = false;
+                    // iConfig.trendRayLeft = false;
-                    iConfig.trendRayRight = false;
+                    // iConfig.trendRayRight = false;
 
-                    //
+                    // //
-                    poiDrawer.DrawTrendLine(zoneTrend, iConfig);
+                    // poiDrawer.DrawTrendLine(zoneTrend, iConfig);
-                    poiDrawer.DrawTrendLine(zoneToTrend, iConfig);
+                    // poiDrawer.DrawTrendLine(zoneToTrend, iConfig);
 
-                    //
+                    // //
-                    iConfig.Clean();
+                    // iConfig.Clean();
                 }
 
                 //
@@ -3423,7 +3546,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             iTarget.doRFOnEntry = true;
             iTarget.target = highRiskTP;
             iTarget.volumeMultiplier = 0.8;
-            AddRef(iTarget, targets);
+            // AddRef(iTarget, targets);
 
             //
             // Cleanup ...