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This commit is contained in:
saherelm
2025-04-24 09:09:22 +03:30
parent cd932c7648
commit e85a4afb69
6 changed files with 816 additions and 161 deletions
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XCAEA/Classes/xcaea.x-poi.detector.class.mq5
+397 -3
View File
@@ -611,9 +611,25 @@ class XCXCAEAPOIDetector : public XCBase
//
// Pivot Verifications and Max Allowed Holding Items ...
int maxAllowedPivots; // Max Allowed Holding Pibots ...
int pivotVerifications; // Pivots Verifications ...
int pivotDetectionLoopbac; // Pivots Detection Loopback ...
int maxAllowedPivots; // Max Allowed Holding Pibots ...
int pivotVerifications; // Pivots Verifications ...
int pivotDetectionLoopbac; // Pivots Detection Loopback ...
double ticksDividerInPoints; // Ticks and Volume Detection Divider in Point ...
ENUM_TIMEFRAMES ticksDetectionPerid; // Ticks and Volume Detection Loopback ...
//
// TICK Pivots ...
//
bool detectTickPivots;
XBoxZone tickPivots[];
//
// VOLUME Pivots ...
//
bool detectVolumePivots;
XBoxZone volumePivots[];
//
// RSI Peak Pivot ...
@@ -749,9 +765,13 @@ class XCXCAEAPOIDetector : public XCBase
//
maxAllowedPivots = 50;
pivotVerifications = 5;
ticksDividerInPoints = 15;
pivotDetectionLoopbac = 100;
ticksDetectionPerid = PERIOD_D1;
//
detectTickPivots = true;
detectVolumePivots = true;
detectRSIPeakPivots = true;
detectRSIValePivots = true;
detectCCIPeakPivots = true;
@@ -1016,6 +1036,161 @@ class XCXCAEAPOIDetector : public XCBase
//
// Checking Pivots ...
//
// Detect TICK and VOLUME Pivots ...
if (detectTickPivots || detectVolumePivots)
{
//
XOHCL ticksToBar;
XOHCL ticksFromBar;
XCTicksZone *ticksZone = NULL;
//
datetime ticksTo = GetPeriodStartTime(
zBar.symbol,
ticksDetectionPerid,
zBar.time //
);
bool isTicksBarInited = ticksToBar.Init(
zBar.symbol,
zBar.period,
ticksTo //
);
datetime ticksFrom = ticksTo - PeriodSeconds(ticksDetectionPerid);
isTicksBarInited = isTicksBarInited &&
ticksFromBar.Init(
zBar.symbol,
zBar.period,
ticksFrom //
);
bool hasValidTicksTimeRange = IsValid(ticksTo) &&
isTicksBarInited &&
IsValid(ticksFrom) &&
ticksFrom < ticksTo;
//
bool isTickPivotExists =
hasValidTicksTimeRange &&
IsExistsTickPivot(
ticksTo,
ticksFrom //
);
//
bool isVolumePivotExists =
hasValidTicksTimeRange &&
IsExistsVolumePivot(
ticksTo,
ticksFrom //
);
//
bool isInitializedZone = !isTickPivotExists ||
!isVolumePivotExists;
if (isInitializedZone)
{
//
isInitializedZone = InitializeTicksZone(
ticksZone,
ticksToBar,
ticksFromBar //
);
}
//
// TICK Pivots ...
if (detectTickPivots)
{
//
// Check Current Zone Exists or Not ...
if (isInitializedZone && !isTickPivotExists)
{
//
XBoxZone iBox;
XCTickZone *iZone;
has = ticksZone.GetMaxTickZone(iZone);
if (has)
{
//
// Try to Converts a Tick Zone to XBoxZone ...
iBox.to = ticksTo;
iBox.from = ticksFrom;
iBox.lower = iZone.low;
iBox.upper = iZone.high;
iBox.symbol = iZone.symbol;
iBox.period = iZone.period;
iBox.type = "XCA_MAX_TICK";
iBox.dir = X_DIRECTION_BULLISH; // Temparory ...
//
has = iBox.IsValid();
if (has)
{
//
AddBox(
iBox,
tickPivots //
);
}
}
//
iBox.Clean();
ZeroMemory(iZone);
}
}
//
// VOLUME Pivots ...
if (detectVolumePivots)
{
//
// Check Current Zone Exists or Not ...
if (isInitializedZone && !isVolumePivotExists)
{
//
XBoxZone iBox;
XCTickZone *iZone;
has = ticksZone.GetMaxVolumeZone(iZone);
if (has)
{
//
// Try to Converts a Tick Zone to XBoxZone ...
iBox.to = ticksTo;
iBox.from = ticksFrom;
iBox.lower = iZone.low;
iBox.upper = iZone.high;
iBox.symbol = iZone.symbol;
iBox.period = iZone.period;
iBox.type = "XCA_MAX_VOLUME";
iBox.dir = X_DIRECTION_BULLISH; // Temparory ...
//
has = iBox.IsValid();
if (has)
{
//
AddBox(
iBox,
volumePivots //
);
}
}
//
iBox.Clean();
ZeroMemory(iZone);
}
}
//
ticksToBar.Clean();
ticksFromBar.Clean();
ZeroMemory(ticksZone);
//
}
//
// RSI Peak Pivot ...
if (detectRSIPeakPivots)
@@ -1755,6 +1930,28 @@ class XCXCAEAPOIDetector : public XCBase
//
// Implement Validation Senarios ...
//
// TICK Pivots ...
//
// TODO: Complete this ...
has = HasTickPivots();
if (has)
{
//
}
//
// VOLUME Pivots ...
//
// TODO: Complete this ...
has = HasVolumePivots();
if (has)
{
//
}
//
// RSI Peak Pivot ...
@@ -2480,6 +2677,36 @@ class XCXCAEAPOIDetector : public XCBase
//
// Counters ...
//
// TICK Pivot ...
//
bool HasTickPivots()
{
return HasChild(tickPivots);
}
//
int CountTickPivots()
{
return ArraySize(tickPivots);
}
//
// VOLUME Pivots ...
//
bool HasVolumePivots()
{
return HasChild(volumePivots);
}
//
int CountVolumePivots()
{
return ArraySize(volumePivots);
}
//
// RSI Peak Pivot ...
@@ -2896,6 +3123,8 @@ class XCXCAEAPOIDetector : public XCBase
void CleanPivots()
{
//
Clean(tickPivots);
Clean(volumePivots);
Clean(rsiPeakPivots);
Clean(rsiValePivots);
Clean(cciPeakPivots);
@@ -2912,6 +3141,8 @@ class XCXCAEAPOIDetector : public XCBase
void ReversePivots()
{
//
ArrayReverse(tickPivots);
ArrayReverse(volumePivots);
ArrayReverse(rsiPeakPivots);
ArrayReverse(rsiValePivots);
ArrayReverse(cciPeakPivots);
@@ -2925,6 +3156,169 @@ class XCXCAEAPOIDetector : public XCBase
}
//
//
bool IsExistsTickPivot(
datetime to,
datetime from //
)
{
//
bool result = false;
//
// Validate Args ...
result = IsValid(to) &&
IsValid(from) &&
to > from;
if (!result)
{
return result;
}
//
result = HasTickPivots();
if (!result)
{
return result;
}
//
int idx = -1;
int count = CountTickPivots();
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = tickPivots[i];
//
result = iBox.to == to &&
iBox.from == from;
if (result)
{
//
idx = i;
iBox.Clean();
//
break;
}
//
iBox.Clean();
}
//
result = IsValidIndex(idx);
//
return result;
}
//
bool IsExistsVolumePivot(
datetime to,
datetime from //
)
{
//
bool result = false;
//
// Validate Args ...
result = IsValid(to) &&
IsValid(from) &&
to > from;
if (!result)
{
return result;
}
//
result = HasVolumePivots();
if (!result)
{
return result;
}
//
int idx = -1;
int count = CountVolumePivots();
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = volumePivots[i];
//
result = iBox.to == to &&
iBox.from == from;
if (result)
{
//
idx = i;
iBox.Clean();
//
break;
}
//
iBox.Clean();
}
//
result = IsValidIndex(idx);
//
return result;
}
//
bool InitializeTicksZone(
XCTicksZone *&zone,
XOHCL &toBar,
XOHCL &fromBar //
)
{
//
bool result = false;
//
result = zone == NULL;
if (!result)
{
return result;
}
//
int toIDX = toBar.Index();
int fromIDX = fromBar.Index();
int rangeLength = fromIDX - toIDX;
double rangeDivider = ticksDividerInPoints * GetPoints(toBar.symbol);
double rangeL = toBar.FindLowest(rangeLength, MODE_LOW);
double rangeH = toBar.FindHighest(rangeLength, MODE_HIGH);
double rangeDiff = (rangeH - rangeL);
int zoneLevels = (int)(rangeDiff / rangeDivider);
//
zone = new XCTicksZone();
zone.Levels(zoneLevels);
//
result = zone.Init(
fromBar,
toBar //
);
if (!result)
{
ZeroMemory(zone);
}
//
return result;
}
//
};
//
XCAEA/Classes/xcaea.x-poi.drawer.class.mq5
+138
View File
@@ -43,6 +43,8 @@ class XCXCAEAPOIDrawer : public XCBase
//
// Drawers ...
bool drawTickPivots;
bool drawVolumePivots;
bool drawRSIPeakPivots;
bool drawRSIValePivots;
bool drawCCIPeakPivots;
@@ -62,6 +64,8 @@ class XCXCAEAPOIDrawer : public XCBase
color defaultBearishColor;
//
color tickPivotsColor;
color volumePivotsColor;
color rsiPeakPivotsColor;
color rsiValePivotsColor;
color cciPeakPivotsColor;
@@ -81,6 +85,8 @@ class XCXCAEAPOIDrawer : public XCBase
int defaultBearishWidth;
//
int tickPivotsWidth;
int volumePivotsWidth;
int rsiPeakPivotsWidth;
int rsiValePivotsWidth;
int cciPeakPivotsWidth;
@@ -100,6 +106,8 @@ class XCXCAEAPOIDrawer : public XCBase
ENUM_LINE_STYLE defaultBearishStyle;
//
ENUM_LINE_STYLE tickPivotsStyle;
ENUM_LINE_STYLE volumePivotsStyle;
ENUM_LINE_STYLE rsiPeakPivotsStyle;
ENUM_LINE_STYLE rsiValePivotsStyle;
ENUM_LINE_STYLE cciPeakPivotsStyle;
@@ -159,6 +167,8 @@ class XCXCAEAPOIDrawer : public XCBase
ignoreUpdateOSCTos = true;
//
drawTickPivots = false;
drawVolumePivots = false;
drawRSIPeakPivots = false;
drawRSIValePivots = false;
drawCCIPeakPivots = false;
@@ -174,6 +184,10 @@ class XCXCAEAPOIDrawer : public XCBase
defaultBullishColor = clrLime;
defaultBearishColor = clrRed;
//
tickPivotsColor = defaultBullishColor;
volumePivotsColor = defaultBearishColor;
//
rsiValePivotsColor = defaultBullishColor;
cciValePivotsColor = defaultBullishColor;
@@ -192,6 +206,10 @@ class XCXCAEAPOIDrawer : public XCBase
defaultBullishWidth = 1;
defaultBearishWidth = 1;
//
tickPivotsWidth = defaultBullishWidth;
volumePivotsWidth = defaultBearishWidth;
//
rsiValePivotsWidth = defaultBullishWidth;
cciValePivotsWidth = defaultBullishWidth;
@@ -210,6 +228,10 @@ class XCXCAEAPOIDrawer : public XCBase
defaultBullishStyle = STYLE_SOLID;
defaultBearishStyle = STYLE_SOLID;
//
tickPivotsStyle = defaultBullishStyle;
volumePivotsStyle = defaultBearishStyle;
//
rsiValePivotsStyle = defaultBullishStyle;
cciValePivotsStyle = defaultBullishStyle;
@@ -229,6 +251,8 @@ class XCXCAEAPOIDrawer : public XCBase
void Draw(datetime to = NULL)
{
//
DrawTickPivots(to);
DrawVolumePivots(to);
DrawRSIPeakPivots(to);
DrawRSIValePivots(to);
DrawCCIPeakPivots(to);
@@ -245,6 +269,8 @@ class XCXCAEAPOIDrawer : public XCBase
void Clear()
{
//
mTickPivotObjects.Clear();
mVolumePivotObjects.Clear();
mRSIPeakPivotObjects.Clear();
mRSIValePivotObjects.Clear();
mCCIPeakPivotObjects.Clear();
@@ -261,6 +287,116 @@ class XCXCAEAPOIDrawer : public XCBase
//
//
//
void DrawTickPivots(datetime to = NULL)
{
//
bool has = drawTickPivots;
if (!has)
{
return;
}
//
has = detector.HasTickPivots();
if (!has)
{
return;
}
//
bool canUpdateTo = IsValid(to);
//
int count = detector.CountTickPivots();
for (int i = 0; i < count; i++) {
//
XBoxZone iBox = detector.tickPivots[i];
//
if (canUpdateTo) {
iBox.to = to;
}
//
XCBoxObject *iObj;
has = drawer.DrawBox(
iBox,
iObj //
);
if (has) {
//
// Style Pivot ...
iObj.BoxColor(tickPivotsColor);
iObj.BoxWidth(tickPivotsWidth);
iObj.BoxStyle(tickPivotsStyle);
//
// Store Pivot ...
mTickPivotObjects.Add(iObj);
}
//
iBox.Clean();
ZeroMemory(iObj);
}
}
//
void DrawVolumePivots(datetime to = NULL)
{
//
bool has = drawVolumePivots;
if (!has)
{
return;
}
//
has = detector.HasVolumePivots();
if (!has)
{
return;
}
//
bool canUpdateTo = IsValid(to);
//
int count = detector.CountVolumePivots();
for (int i = 0; i < count; i++) {
//
XBoxZone iBox = detector.volumePivots[i];
//
if (canUpdateTo) {
iBox.to = to;
}
//
XCBoxObject *iObj;
has = drawer.DrawBox(
iBox,
iObj //
);
if (has) {
//
// Style Pivot ...
iObj.BoxColor(volumePivotsColor);
iObj.BoxWidth(volumePivotsWidth);
iObj.BoxStyle(volumePivotsStyle);
//
// Store Pivot ...
mVolumePivotObjects.Add(iObj);
}
//
iBox.Clean();
ZeroMemory(iObj);
}
}
//
void DrawRSIPeakPivots(datetime to = NULL)
{
@@ -892,6 +1028,8 @@ class XCXCAEAPOIDrawer : public XCBase
XCXCAEAPOIDetector *detector;
//
CArrayObj mTickPivotObjects;
CArrayObj mVolumePivotObjects;
CArrayObj mRSIPeakPivotObjects;
CArrayObj mRSIValePivotObjects;
CArrayObj mCCIPeakPivotObjects;
XCAEA/Signals/xcaea.signaller.class.mq5
+13 -1
View File
@@ -728,12 +728,16 @@ class XCXCAEASignaller : XCBase
detector = new XCXCAEAPOIDetector(helper);
//
detector.maxAllowedPivots = 50;
detector.maxAllowedPivots = 50;
detector.pivotVerifications = 5;
detector.ticksDividerInPoints = 15;
detector.pivotDetectionLoopbac = 100;
detector.ticksDetectionPerid = PERIOD_D1;
//
// Configure Detector ...
detector.detectTickPivots = true;
detector.detectVolumePivots = true;
detector.detectRSIPeakPivots = true;
detector.detectRSIValePivots = true;
detector.detectCCIPeakPivots = true;
@@ -754,6 +758,8 @@ class XCXCAEASignaller : XCBase
//
// Configure Drawer ...
drawer.drawTickPivots = true;
drawer.drawVolumePivots = false;
drawer.drawRSIPeakPivots = true;
drawer.drawRSIValePivots = true;
drawer.drawCCIPeakPivots = true;
@@ -767,6 +773,8 @@ class XCXCAEASignaller : XCBase
//
// Configure Widths ...
drawer.tickPivotsWidth = 2;
drawer.volumePivotsWidth = 2;
drawer.rsiPeakPivotsWidth = 4;
drawer.rsiValePivotsWidth = 4;
drawer.cciPeakPivotsWidth = 4;
@@ -780,6 +788,8 @@ class XCXCAEASignaller : XCBase
//
// Configure Colors ...
drawer.tickPivotsColor = clrYellow;
drawer.volumePivotsColor = clrDodgerBlue;
drawer.rsiPeakPivotsColor = clrMagenta;
drawer.rsiValePivotsColor = clrAqua;
drawer.cciPeakPivotsColor = clrMagenta;
@@ -793,6 +803,8 @@ class XCXCAEASignaller : XCBase
//
// Configures Styles ...
drawer.tickPivotsStyle = STYLE_DOT;
drawer.volumePivotsStyle = STYLE_DOT;
drawer.rsiPeakPivotsStyle = STYLE_DASH;
drawer.rsiValePivotsStyle = STYLE_DASH;
drawer.cciPeakPivotsStyle = STYLE_DASH;