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Complete Rejection Bar POi Detection mechanism ...

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This commit is contained in:
saherelm
2024-10-22 10:58:14 +03:30
parent 006816e957
commit ec87a19198
3 changed files with 709 additions and 7 deletions
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Classes/x-saherelm.x-poi.class.mq5
+204 -6
View File
@@ -1309,10 +1309,59 @@ class XCPOI : public XSCBaseAlert
X_MOMENTUM_BAR_DETECTED,
state //
);
OnMomentumBarDetected(pBar);
NotifyMomentumBarEventListeners(pBar);
OnMomentumBarDetected(cBar);
NotifyMomentumBarEventListeners(cBar);
}
//
// Rejection Bars ...
int rejectionBarsCount = ArraySize(mRejectionBars);
int rejectionBarLoopBackBarIndex = RejectionBarLoopBack() + 1;
XOHCL iRBar;
bool isIRBarInited = iRBar.Init(
Symbol(),
Period(),
rejectionBarLoopBackBarIndex //
);
if (isIRBarInited)
{
//
bool isRejectionBar =
iRBar.HasStrongLowShadow(
RejectionBarPercent(),
RejectionBarLoopBack(),
RejectionBarSharpRatio() //
) ||
iRBar.HasStrongHighShadow(
RejectionBarPercent(),
RejectionBarLoopBack(),
RejectionBarSharpRatio() //
);
if (isRejectionBar)
{
//
AddRef(
iRBar,
mRejectionBars //
);
rejectionBarsCount = ArraySize(mRejectionBars);
//
DrawRejectionBars();
//
Add(
X_REJECTION_BAR_DETECTED,
state //
);
OnRejectionBarDetected(iRBar);
NotifyRejectionBarEventListeners(iRBar);
}
}
//
// ...
//
mBarTracker.Waits();
@@ -1728,7 +1777,6 @@ class XCPOI : public XSCBaseAlert
//
bool canContinue = true;
int maxAllowedScanPrevBars = 2000;
while (canContinue)
{
//
@@ -1961,8 +2009,36 @@ class XCPOI : public XSCBaseAlert
if (rejectionBarsCount < requiredPOIs)
{
//
bool isRejectionBar =
cBar.HasStrongLowShadow(
RejectionBarPercent(),
RejectionBarLoopBack(),
RejectionBarSharpRatio() //
) ||
cBar.HasStrongHighShadow(
RejectionBarPercent(),
RejectionBarLoopBack(),
RejectionBarSharpRatio() //
);
//
if (isRejectionBar)
{
//
AddRef(
cBar,
mRejectionBars //
);
//
rejectionBarsCount = ArraySize(mRejectionBars);
}
}
//
// Detect Required Conditions for Loop ...
//
//
bool isNeedMoreMarketSessions = (!IsValidSize(sessionsCount)
? true
@@ -1976,7 +2052,9 @@ class XCPOI : public XSCBaseAlert
swingHighsCount < requiredPOIs ||
swingLowsCount < requiredPOIs ||
//
momentumBarsCount < requiredPOIs
momentumBarsCount < requiredPOIs ||
//
rejectionBarsCount < requiredPOIs
//
;
if (canContinue)
@@ -1985,6 +2063,14 @@ class XCPOI : public XSCBaseAlert
}
}
//
int errorArr[];
if (canContinue)
{
//
int t = errorArr[5];
}
//
// Complete Calculations ...
@@ -2062,6 +2148,23 @@ class XCPOI : public XSCBaseAlert
);
Clean(tmpBars);
//
// Reverse Rejection Bars ...
Copy(
mRejectionBars,
tmpBars //
);
Clean(mRejectionBars);
ArrayReverse(tmpBars);
Copy(
tmpBars,
mRejectionBars //
);
Clean(tmpBars);
//
// ...
//
Unlock();
DrawPOIs();
@@ -2335,7 +2438,39 @@ class XCPOI : public XSCBaseAlert
void DrawRejectionBars()
{
//
// TODO: Implement Rejection Bars ...
bool allow = AllowDrawRejectionBars();
if (!allow)
{
return;
}
//
int count = ArraySize(mRejectionBars);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
XOHCL iBar = mRejectionBars[i];
//
string iName = iBar.GetTag(ToString(X_POI_REJECTION_BAR));
int iIDX = HasObject(
iName,
mRejectionBarObjects //
);
if (IsValidIndex(iIDX))
{
continue;
}
//
CreateRejectionBarObject(iBar, iName);
}
}
/**
@@ -3085,7 +3220,7 @@ class XCPOI : public XSCBaseAlert
iObj.ToStyle(mSessions[sessionIDX].endStyle);
//
mMarketSessionObjects.Add(iObj);
mMarketSessionObjects.Add(iObj);
}
//
@@ -3297,6 +3432,69 @@ class XCPOI : public XSCBaseAlert
CArrayObj mRejectionBarObjects; // Rejection Bar Chart Objects ...
TXOHCLEventHandler mRejectionBarEventListeners[]; // Rejection Bars Event Listeners ...
/**
* Create an Object to Represent Rejection Bar on Chart ...
*
* @param bar: XOHCL instance ...
* @param name: String ...
*/
void CreateRejectionBarObject(
XOHCL &bar,
string name //
)
{
//
if (!bar.IsValid() ||
!IsValid(name))
{
return;
}
//
bool isBullish = bar.GetLowShadow() > bar.GetHighShadow();
double price =
isBullish
? bar.low
: bar.high;
char arrowCode =
isBullish
? RejectionBarBullishArrowCode()
: RejectionBarBearishArrowCode();
color clr =
isBullish
? RejectionBarBullishColor()
: RejectionBarBearishColor();
ENUM_ARROW_ANCHOR anchor =
isBullish
? ANCHOR_TOP
: ANCHOR_BOTTOM;
//
CChartObjectArrow *iObj;
iObj = new CChartObjectArrow();
bool isCreated = iObj.Create(
ChartID(),
name,
Window(),
bar.time,
price,
arrowCode //
);
if (!isCreated)
{
return;
}
//
// Configure Object ...
iObj.Width(RejectionBarWidth());
iObj.Color(clr);
iObj.Anchor(anchor);
//
mRejectionBarObjects.Add(iObj);
}
//
};
Experts/x-saherelm.x-121.smc.ea.mq5
+1
View File
@@ -433,6 +433,7 @@ bool InitEA()
eaPOI.EnableDrawPOIs();
eaPOI.AllowDrawSwingHighs(false);
eaPOI.AllowDrawSwingLows(false);
eaPOI.AllowDrawMomentumBars(false);
eaPOI.Init();
// //
Libraries/x-saherelm.common.lib.mq5
+504 -1
View File
@@ -1277,6 +1277,508 @@ struct XOHCL
return result;
}
//
bool HasStrongLowShadow(
double percent = 50, // Percent of Body
int __loopback = 2,
double _sharpRatio = 2.5 //
)
{
//
bool result = false;
//
result = IsValid() && Index() > 0;
if (!result)
{
return result;
}
//
result =
(GetRange() * percent) / 100 <= GetLowShadow();
if (!result)
{
return result;
}
//
if (__loopback < 0)
{
__loopback = 2;
}
//
if (_sharpRatio < 0)
{
_sharpRatio = 2.5;
}
//
result = Index() > __loopback;
if (!result)
{
return result;
}
//
// Get Highest High and Lowest Low in loopback Range ...
int startIndex = Index() - __loopback;
int endIndex = Index() + __loopback;
int requiredBars = MathAbs(endIndex - startIndex);
//
// Highs ...
double highs[];
int copiedHighs = CopyHigh(
symbol,
period,
startIndex,
requiredBars,
highs //
);
//
result = copiedHighs == requiredBars;
if (!result)
{
return result;
}
//
int highestHighIDX = ArrayMaximum(highs);
result = IsValidIndex(highestHighIDX);
if (!result)
{
return result;
}
//
double highestHigh = highs[highestHighIDX];
//
// Lows ...
double lows[];
int copiedLows = CopyLow(
symbol,
period,
startIndex,
requiredBars,
lows //
);
//
result = copiedLows == requiredBars;
if (!result)
{
return result;
}
//
int lowestLowIDX = ArrayMinimum(lows);
result = IsValidIndex(lowestLowIDX);
if (!result)
{
return result;
}
//
double lowestLow = lows[lowestLowIDX];
//
result = low == lowestLow &&
highestHigh > high;
if (!result)
{
return result;
}
//
// Try to Validate Sharp Ratio ...
//
Clean(highs);
Clean(lows);
//
// Left Side ...
startIndex = Index() + 1;
endIndex = startIndex + (__loopback / 2) - 1;
requiredBars = MathAbs(endIndex - startIndex);
//
copiedHighs = CopyHigh(
symbol,
period,
startIndex,
requiredBars,
highs //
);
result = copiedHighs == requiredBars;
if (!result)
{
return result;
}
//
highestHighIDX = ArrayMaximum(highs);
result = IsValidIndex(highestHighIDX);
if (!result)
{
return result;
}
//
highestHigh = highs[highestHighIDX];
//
copiedLows = CopyLow(
symbol,
period,
startIndex,
requiredBars,
lows //
);
result = copiedLows == requiredBars;
if (!result)
{
return result;
}
//
lowestLowIDX = ArrayMinimum(lows);
result = IsValidIndex(lowestLowIDX);
if (!result)
{
return result;
}
//
lowestLow = lows[lowestLowIDX];
//
double leftDiff = highestHigh - lowestLow;
//
Clean(highs);
Clean(lows);
//
// Right Side ...
startIndex = Index() - 1;
endIndex = startIndex - (__loopback / 2) + 1;
requiredBars = MathAbs(endIndex - startIndex);
//
copiedHighs = CopyHigh(
symbol,
period,
startIndex,
requiredBars,
highs //
);
result = copiedHighs == requiredBars;
if (!result)
{
return result;
}
//
highestHighIDX = ArrayMaximum(highs);
result = IsValidIndex(highestHighIDX);
if (!result)
{
return result;
}
//
highestHigh = highs[highestHighIDX];
//
copiedLows = CopyLow(
symbol,
period,
startIndex,
requiredBars,
lows //
);
result = copiedLows == requiredBars;
if (!result)
{
return result;
}
//
lowestLowIDX = ArrayMinimum(lows);
result = IsValidIndex(lowestLowIDX);
if (!result)
{
return result;
}
//
lowestLow = lows[lowestLowIDX];
//
double rightDiff = highestHigh - lowestLow;
double diff = MathMax(leftDiff, rightDiff);
result = GetLowShadow() >= (diff / 100) * _sharpRatio;
//
return result;
}
//
bool HasStrongHighShadow(
double percent = 50, // Percent of Body
int __loopback = 2,
double _sharpRatio = 2.5 //
)
{
//
bool result = false;
//
result = IsValid() && Index() > 0;
if (!result)
{
return result;
}
//
result =
(GetRange() * percent) / 100 <= GetHighShadow();
if (!result)
{
return result;
}
//
if (__loopback < 0)
{
__loopback = 2;
}
//
if (_sharpRatio < 0)
{
_sharpRatio = 2.5;
}
//
result = Index() > __loopback;
if (!result)
{
return result;
}
//
// Get Highest High and Lowest Low in loopback Range ...
int startIndex = Index() - __loopback;
int endIndex = Index() + __loopback;
int requiredBars = MathAbs(endIndex - startIndex);
//
// Highs ...
double highs[];
int copiedHighs = CopyHigh(
symbol,
period,
startIndex,
requiredBars,
highs //
);
//
result = copiedHighs == requiredBars;
if (!result)
{
return result;
}
//
int highestHighIDX = ArrayMaximum(highs);
result = IsValidIndex(highestHighIDX);
if (!result)
{
return result;
}
//
double highestHigh = highs[highestHighIDX];
//
// Lows ...
double lows[];
int copiedLows = CopyLow(
symbol,
period,
startIndex,
requiredBars,
lows //
);
//
result = copiedLows == requiredBars;
if (!result)
{
return result;
}
//
int lowestLowIDX = ArrayMinimum(lows);
result = IsValidIndex(lowestLowIDX);
if (!result)
{
return result;
}
//
double lowestLow = lows[lowestLowIDX];
//
result = high == highestHigh &&
lowestLow < low;
if (!result)
{
return result;
}
//
// Try to Validate Sharp Ratio ...
//
Clean(highs);
Clean(lows);
//
// Left Side ...
startIndex = Index() + 1;
endIndex = startIndex + (__loopback / 2) - 1;
requiredBars = MathAbs(endIndex - startIndex);
//
copiedHighs = CopyHigh(
symbol,
period,
startIndex,
requiredBars,
highs //
);
result = copiedHighs == requiredBars;
if (!result)
{
return result;
}
//
highestHighIDX = ArrayMaximum(highs);
result = IsValidIndex(highestHighIDX);
if (!result)
{
return result;
}
//
highestHigh = highs[highestHighIDX];
//
copiedLows = CopyLow(
symbol,
period,
startIndex,
requiredBars,
lows //
);
result = copiedLows == requiredBars;
if (!result)
{
return result;
}
//
lowestLowIDX = ArrayMinimum(lows);
result = IsValidIndex(lowestLowIDX);
if (!result)
{
return result;
}
//
lowestLow = lows[lowestLowIDX];
//
double leftDiff = highestHigh - lowestLow;
//
Clean(highs);
Clean(lows);
//
// Right Side ...
startIndex = Index() - 1;
endIndex = startIndex - (__loopback / 2) + 1;
requiredBars = MathAbs(endIndex - startIndex);
//
copiedHighs = CopyHigh(
symbol,
period,
startIndex,
requiredBars,
highs //
);
result = copiedHighs == requiredBars;
if (!result)
{
return result;
}
//
highestHighIDX = ArrayMaximum(highs);
result = IsValidIndex(highestHighIDX);
if (!result)
{
return result;
}
//
highestHigh = highs[highestHighIDX];
//
copiedLows = CopyLow(
symbol,
period,
startIndex,
requiredBars,
lows //
);
result = copiedLows == requiredBars;
if (!result)
{
return result;
}
//
lowestLowIDX = ArrayMinimum(lows);
result = IsValidIndex(lowestLowIDX);
if (!result)
{
return result;
}
//
lowestLow = lows[lowestLowIDX];
//
double rightDiff = highestHigh - lowestLow;
double diff = MathMax(leftDiff, rightDiff);
result = GetHighShadow() >= (diff / 100) * _sharpRatio;
//
return result;
}
//
bool IsStrongBullish(
double percent = 50 // Percent of Body
@@ -8038,7 +8540,8 @@ datetime GetUTCTime(
int gmtOffset = TimeGMTOffset();
int offsetDelte = gmtOffset + cLocalOffset;
int requiredUTCOffset = GetUTCRequiredTimeOffset();
if (requiredUTCOffset > 0) {
if (requiredUTCOffset > 0)
{
requiredUTCOffset = -1 * requiredUTCOffset;
}