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saherelm
2026-01-06 02:20:25 +03:30
parent 2df090d2f3
commit fb03a1c88a
5 changed files with 1467 additions and 28 deletions
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X121XKIEA/Classes/x-saherelm.x121.xki.signaller.class.mq5
+147 -24
View File
@@ -988,6 +988,29 @@ class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller
return result;
}
// #region Swings/OrderFlow ...
//
// Swings ...
XBoxZone swingLow;
XBoxZone swingHigh;
bool hasSwings = poiDetector.DetectRecentSwings(
swingHigh,
swingLow,
barIndex //
);
//
// Order Flow ...
//
XBoxZone bullishOrderFlow[];
result = poiDetector.HasOrderFlow(bullishOrderFlow, barIndex, 4, X_DIRECTION_BULLISH, 15);
//
XBoxZone bearishOrderFlow[];
result = poiDetector.HasOrderFlow(bearishOrderFlow, barIndex, 4, X_DIRECTION_BEARISH, 15);
// #endregion
// #region Reading Conditions and Scoring ...
//
// ATR ...
@@ -1150,24 +1173,96 @@ class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller
}
//
if (result)
{
// DebugBreak();
}
// Select Operational Zone ...
ENUM_X_DIRECTION patternsDir[];
ENUM_X_BAR_PATTERN patterns[];
//
// Select Operational Zone ...
GetAllBarPatters(patterns, patternsDir);
//
// XAUUSD ...
// //
// // FVG ...
// Add(X_BAR_PATTERN_FVG, patterns);
// Add(X_DIRECTION_NONE, patternsDir);
// //
// // Piercing ...
// Add(X_BAR_PATTERN_PIERCING, patterns);
// Add(X_DIRECTION_NONE, patternsDir);
//
// EURUSD ...
//
// Add(X_BAR_PATTERN_STAR, patterns);
// Add(X_DIRECTION_NONE, patternsDir);
// //
// Add(X_BAR_PATTERN_SUPPORT, patterns);
// Add(X_DIRECTION_NONE, patternsDir);
// //
// Add(X_BAR_PATTERN_RESISTANCE, patterns);
// Add(X_DIRECTION_NONE, patternsDir);
//
// Add(X_BAR_PATTERN_SIGNALKEY, patterns);
// Add(X_DIRECTION_NONE, patternsDir);
//
int nearestOrderFlowIDX = -1;
if (isBullish)
{
//
// Looking Bar Patterns to Detect Zone ...
poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BULLISH);
isBullish =
isBullish &&
HasChild(bullishOrderFlow) &&
poiDetector.HasNearZone(
nearestOrderFlowIDX,
iBar.close,
5,
bullishOrderFlow //
) &&
poiDetector.HasRecentPatternTouched(
zone,
patterns,
patternsDir,
iBar.close,
barIndex,
5,
5,
iBar.period,
X_DIRECTION_BULLISH //
);
}
else if (isBearish)
{
//
// Looking Bar Patterns to Detect Zone ...
poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BEARISH);
isBearish =
isBearish &&
HasChild(bearishOrderFlow) &&
poiDetector.HasNearZone(
nearestOrderFlowIDX,
iBar.close,
5,
bearishOrderFlow //
) &&
poiDetector.HasRecentPatternTouched(
zone,
patterns,
patternsDir,
iBar.close,
barIndex,
5,
5,
iBar.period,
X_DIRECTION_BEARISH //
);
}
//
@@ -1293,13 +1388,45 @@ class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller
}
//
config.Clean();
if (swingLow.IsValid())
{
//
drawn++;
poiDrawer.DrawZone(swingLow, config);
}
//
if (swingHigh.IsValid())
{
//
drawn++;
poiDrawer.DrawZone(swingHigh, config);
}
//
if (HasChild(bullishOrderFlow))
{
//
drawn += ArraySize(bullishOrderFlow);
poiDrawer.DrawZones(bullishOrderFlow, config);
}
//
if (HasChild(bearishOrderFlow))
{
//
drawn += ArraySize(bearishOrderFlow);
poiDrawer.DrawZones(bearishOrderFlow, config);
}
//
if (drawn > 0)
{
// DebugBreak();
}
//
config.Clean();
}
//
@@ -1311,20 +1438,12 @@ class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller
: X_DIRECTION_NONE;
result = result &&
HasDirection(dir);
if (!result)
{
//
iBar.Clean();
//
return result;
}
//
// Prepare Zone ...
double entry = GetEntry(iBar.symbol, dir);
if (result)
{
//
// Prepare Zone ...
double entry = GetEntry(iBar.symbol, dir);
//
double upper = isBullish
? entry
@@ -1348,12 +1467,15 @@ class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller
);
}
// #region Preparing Target ...
// #endregion
//
// Cleanup Resources ...
iBar.Clean();
swingLow.Clean();
XClean(patterns);
swingHigh.Clean();
XClean(patternsDir);
XClean(bullishOrderFlow);
XClean(bearishOrderFlow);
//
result =
@@ -1371,7 +1493,8 @@ class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller
*
* @return ( bool )
*/
bool Strategy2HasSignal(
bool
Strategy2HasSignal(
XOHCL &bar,
XBoxZone &zone,
XTarget &targets[],
X121XKIEA/Classes/x-saherelm.x121.xki.x-poi.detector.class.mq5
+517 -3
View File
@@ -1863,6 +1863,64 @@ class XCX121XKIPOIDetector : public XCMarketPatternDetector
XClean(tmpResistances);
}
bool HasStructure(
int barIndex = 0,
string forSymbol = NULL,
ENUM_TIMEFRAMES forMinorPeriod = NULL,
ENUM_TIMEFRAMES forMajorPeriod = NULL,
int loopback = 50,
int minorValidation = 7,
int majorValidation = 14,
int minimumRetests = 2,
double retestThreshold = 10,
int retestLoopback = 100 //
)
{
//
XBoxZone supports[];
XBoxZone resistances[];
XBoxZone minorSupport;
XBoxZone majorSupport;
XBoxZone minorResistance;
XBoxZone majorResistance;
//
GetCurrentStructure(
supports,
resistances,
minorSupport,
majorSupport,
minorResistance,
majorResistance,
barIndex,
forSymbol,
forMinorPeriod,
forMajorPeriod,
loopback,
minorValidation,
majorValidation,
minimumRetests,
retestThreshold,
retestLoopback //
);
//
bool result =
majorSupport.IsValid() &&
majorResistance.IsValid();
//
XClean(supports);
XClean(resistances);
minorSupport.Clean();
majorSupport.Clean();
minorResistance.Clean();
majorResistance.Clean();
//
return result;
}
void RefineStructure(
XBoxZone &supports[],
XBoxZone &resistances[],
@@ -2164,6 +2222,427 @@ class XCX121XKIPOIDetector : public XCMarketPatternDetector
zone.from = zone.breakAt;
}
}
bool DetectRecentSwings(
XBoxZone &swingHigh,
XBoxZone &swingLow,
int barIndex = 0,
int swingsValidationLength = 50,
int loopback = 500,
ENUM_TIMEFRAMES forPeriod = NULL,
bool forceRefineZones = true //
)
{
//
swingLow.Clean();
swingHigh.Clean();
//
loopback = NormalizeInt(loopback, 5);
barIndex = kiParser.NormalizeBarIndex(barIndex);
swingsValidationLength = NormalizeInt(swingsValidationLength, 5);
if (!IsXValid(forPeriod))
{
forPeriod = period;
}
//
XOHCL iBar;
int iIDX = -1;
double low = 0;
double high = 0;
int lowIDX = -1;
int highIDX = -1;
bool has = false;
double iValue = 0;
datetime lowAt = NULL;
datetime highAt = NULL;
for (int i = barIndex; i < barIndex + loopback; i++)
{
//
has = iBar.Init(symbol, forPeriod, i);
if (!has)
{
continue;
}
//
iIDX = iBar.FindLowestIndex(swingsValidationLength, MODE_LOW);
has = IsValidIndex(iIDX);
if (has)
{
//
iValue = iLow(iBar.symbol, iBar.period, iIDX);
//
// Check Can Set Low ...
has = (!NotEmptyZero(low) ||
(NotEmptyZero(low) && iValue < low)) &&
IsValidSwing(
iValue,
iIDX,
barIndex,
iBar.symbol,
iBar.period,
X_SWING_LOW //
);
if (has)
{
//
low = iValue;
lowIDX = iIDX;
lowAt = iBar.time;
}
}
//
iIDX = iBar.FindHighestIndex(swingsValidationLength, MODE_HIGH);
has = IsValidIndex(iIDX);
if (has)
{
//
iValue = iHigh(iBar.symbol, iBar.period, iIDX);
//
// Check Can Set High ...
has = (!NotEmptyZero(high) ||
(NotEmptyZero(high) && iValue > high)) &&
IsValidSwing(
iValue,
iIDX,
barIndex,
iBar.symbol,
iBar.period,
X_SWING_HIGH //
);
if (has)
{
//
high = iValue;
highIDX = iIDX;
highAt = iBar.time;
}
}
//
iBar.Clean();
}
//
// Recent Low Swing ...
has =
IsXValid(lowAt) &&
NotEmptyZero(low) &&
IsValidIndex(lowIDX);
if (has)
{
//
has = iBar.Init(symbol, forPeriod, lowIDX);
has = has &&
swingLow.Init(
iBar.symbol,
iBar.period,
iBar.GetDown(),
low,
GetBarTime(iBar.symbol, iBar.period, lowIDX + swingsValidationLength - 1),
GetBarTime(iBar.symbol, iBar.period, barIndex),
X_DIRECTION_BULLISH,
ToXString(X_BAR_PATTERN_LOW),
lowAt //
);
if (has && forceRefineZones)
{
RefineZone(swingLow, 500, 5, X_PRICE_CLOSE);
}
}
//
// Recent High Swing ...
has =
IsXValid(highAt) &&
NotEmptyZero(high) &&
IsValidIndex(highIDX);
if (has)
{
//
has = iBar.Init(symbol, forPeriod, highIDX);
has = has &&
swingHigh.Init(
iBar.symbol,
iBar.period,
high,
iBar.GetUp(),
GetBarTime(iBar.symbol, iBar.period, lowIDX + swingsValidationLength - 1),
GetBarTime(iBar.symbol, iBar.period, barIndex),
X_DIRECTION_BEARISH,
ToXString(X_BAR_PATTERN_HIGH),
highAt //
);
if (has && forceRefineZones)
{
RefineZone(swingHigh, 500, 5, X_PRICE_CLOSE);
}
}
//
bool result = swingLow.IsValid() &&
swingHigh.IsValid();
//
return result;
}
bool HasOrderFlow(
XBoxZone &flow[],
int barIndex = 0,
int flowValidationLength = 5,
ENUM_X_DIRECTION flowDir = X_DIRECTION_NONE,
int loopback = 50,
string forSymbol = NULL,
ENUM_TIMEFRAMES forPeriod = NULL,
ENUM_X_BOUNDARY_PRICE priceType = X_BOUNDARY_PRICE_HIGH_LOW //
)
{
//
bool result = false;
//
XClean(flow);
//
// Validate ...
result =
IsXValid(priceType);
if (!result)
{
return result;
}
//
// Normalizing Data ...
if (!IsXValid(forSymbol))
{
forSymbol = symbol;
}
if (!IsXValid(forPeriod))
{
forPeriod = period;
}
loopback = NormalizeInt(loopback, 5);
barIndex = kiParser.NormalizeBarIndex(barIndex);
flowValidationLength = NormalizeInt(flowValidationLength, 2);
//
// Handle Works ...
//
XOHCL iBar;
int iIndex = -1;
bool has = false;
XBoxZone tmpZone;
double iPrice = 0;
ENUM_X_PRICE iPriceType;
bool isBullish = !HasDirection(flowDir) || IsXBullish(flowDir);
bool isBearish = !HasDirection(flowDir) || IsXBearish(flowDir);
//
// Looping Reversal ...
int start = barIndex + loopback;
int end = barIndex;
for (int i = start; i > end; i--)
{
//
has = iBar.Init(forSymbol, forPeriod, i);
if (!has)
{
continue;
}
//
// Check iBar is Low Swing ...
if (isBullish)
{
//
iPriceType = priceType == X_BOUNDARY_PRICE_HIGH_LOW
? X_PRICE_LOW
: X_PRICE_DOWN;
iPrice = iBar.GetPrice(iPriceType);
has = iPrice == iBar.FindLowest(iIndex, flowValidationLength, iPriceType);
has = has &&
IsValidSwing(
iPrice,
iBar.Index(),
barIndex,
iBar.symbol,
iBar.period,
X_SWING_LOW //
);
if (has)
{
//
// Flow Detected ...
tmpZone.Clean();
iPriceType = priceType == X_BOUNDARY_PRICE_HIGH_LOW
? X_PRICE_DOWN
: X_PRICE_UP;
has = tmpZone.Init(
iBar.symbol,
iBar.period,
iBar.GetPrice(iPriceType),
iPrice,
iBar.time,
GetBarTime(iBar.symbol, iBar.period, barIndex),
X_DIRECTION_BULLISH,
ToXString(X_BAR_PATTERN_LOW) //
);
if (has)
{
//
AddIfNotExists(
tmpZone,
flow //
);
//
tmpZone.Clean();
}
}
}
//
// Check iBar is High Swing ...
if (isBearish)
{
//
iPriceType = priceType == X_BOUNDARY_PRICE_HIGH_LOW
? X_PRICE_HIGH
: X_PRICE_UP;
iPrice = iBar.GetPrice(iPriceType);
has = iPrice == iBar.FindHighest(iIndex, flowValidationLength, iPriceType);
has = has &&
IsValidSwing(
iPrice,
iBar.Index(),
barIndex,
iBar.symbol,
iBar.period,
X_SWING_HIGH //
);
if (has)
{
//
// Flow Detected ...
tmpZone.Clean();
iPriceType = priceType == X_BOUNDARY_PRICE_HIGH_LOW
? X_PRICE_UP
: X_PRICE_DOWN;
has = tmpZone.Init(
iBar.symbol,
iBar.period,
iPrice,
iBar.GetPrice(iPriceType),
iBar.time,
GetBarTime(iBar.symbol, iBar.period, barIndex),
X_DIRECTION_BEARISH,
ToXString(X_BAR_PATTERN_HIGH) //
);
if (has)
{
//
AddIfNotExists(
tmpZone,
flow //
);
//
tmpZone.Clean();
}
}
}
//
iBar.Clean();
tmpZone.Clean();
}
//
result = HasChild(flow);
//
return result;
}
bool IsValidSwing(
double price,
int swingIDX,
int barIndex = 0,
string forSymbol = NULL,
ENUM_TIMEFRAMES forPeriod = NULL,
ENUM_X_SWING_TYPE swingType = X_SWING_NONE //
)
{
//
bool result = false;
//
result =
NotEmptyZero(price) &&
IsXValid(swingType) &&
IsValidIndex(swingIDX) &&
swingIDX >= barIndex;
if (!result)
{
return result;
}
//
if (!IsXValid(forSymbol))
{
forSymbol = symbol;
}
if (!IsXValid(forPeriod))
{
forPeriod = period;
}
barIndex = kiParser.NormalizeBarIndex(barIndex);
//
XOHCL iBar;
bool has = false;
for (int i = barIndex; i <= (swingIDX - barIndex); i++)
{
//
has = iBar.Init(forSymbol, forPeriod, i);
if (!has)
{
continue;
}
//
// Check Price Break ...
has =
(swingType == X_SWING_LOW &&
iBar.low < price) ||
(swingType == X_SWING_HIGH &&
iBar.high > price);
if (has)
{
break;
}
//
iBar.Clean();
}
//
result = !has && !iBar.IsValid();
//
iBar.Clean();
//
return result;
}
// #endregion
// #region VolatilitySwitchedHigh ...
@@ -2196,12 +2675,29 @@ class XCX121XKIPOIDetector : public XCMarketPatternDetector
// #endregion
// #region Bar Patterns ...
/*
* Check Recently Pattern Zone is Touched or not ...
*
* @param zone: XBoxZone, Touched Zone ...
* @param patterns: ENUM_X_BAR_PATTERN, Allowed to Check Patterns ...
* @param patternsDir: ENUM_X_DIRECTION, Allowed Directions ...
* @param price: double, a Price to Check Toch or Reject ...
* @param barIndex: int, Bar Index to Start Checking ...
* @param loopback: int, Loopback for Pattern Formations ...
* @param threshold: double, threshold for Pattern touch ...
* @param forPeriod: ENUM_TIMEFRAMES, Time Frame to Check Patterns ...
* @param forDir: ENUM_X_DIRECTION, Directions for Pattern's Formation Check ...
*
* @return ( bool )
*/
bool HasRecentPatternTouched(
XBoxZone &zone,
ENUM_X_BAR_PATTERN &patterns[],
ENUM_X_DIRECTION &patternsDir[],
double price,
int barIndex = 0,
int loopback = 5,
int threshold = 5,
double threshold = 5,
ENUM_TIMEFRAMES forPeriod = NULL,
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
)
@@ -2214,7 +2710,11 @@ class XCX121XKIPOIDetector : public XCMarketPatternDetector
//
// Validate ...
result = NotEmptyZero(price);
result =
HasChild(patterns) &&
NotEmptyZero(price) &&
HasChild(patternsDir) &&
ArraySize(patterns) == ArraySize(patternsDir);
if (!result)
{
return result;
@@ -2244,7 +2744,21 @@ class XCX121XKIPOIDetector : public XCMarketPatternDetector
//
// Preparing Pattern Analysis Config ...
iConfig.Default();
iConfig.FullPattern();
//
Copy(
patterns,
iConfig.allowedPatterns //
);
Copy(
patternsDir,
iConfig.allowedDirs //
);
//
// XAUUSD ...
iConfig.AddPattern(X_BAR_PATTERN_FVG);
iConfig.AddPattern(X_BAR_PATTERN_PIERCING);
//
// Looping Back ...