saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Complete Rejection Bar POi Detection mechanism ...

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
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;
}