/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Class Library // ---------------------------------------------- // Name: XSC121Provider // Description: provides all Base Provider // requirements For X121 ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property library #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://www.saherelm.ir" #property version "1.00" #property strict // // Imports ... // #include "../Helpers/x-saherelm.xcc.helper.mq5" #include "../Helpers/x-saherelm.xct.helper.mq5" #include "../Helpers/x-saherelm.xmc.helper.mq5" #include "../Helpers/x-saherelm.xdon.helper.mq5" #include "../Helpers/x-saherelm.xzg.helper.mq5" #include "../Helpers/x-saherelm.xpv.helper.mq5" #include "../Helpers/x-saherelm.xstr.helper.mq5" #include "../Helpers/x-saherelm.xche.helper.mq5" #include "../Helpers/x-saherelm.xosc.helper.mq5" // #include "../Classes/x-saherelm.xprovider.class.mq5" #include "../Classes/x-saherelm.x121.xmcycle.class.mq5" // // Definitions ... // // Signallers ... enum ENUM_X121_SIGNAL_PROVIDERS { // X121NONE, X121XSP, XTEST, X786, X121, X110, X92, X128, }; // // X121 Provider Inputs ... class X121ProviderInputs : public XSCBaseProviderInpts { // // Public ... public: // // Props ... // string symbol; ENUM_TIMEFRAMES period; // // S Market ... ENUM_TIMEFRAMES sMarketPeriod; // Short Market Period ENUM_X_PERIOD_METHOD sMarketMethod; // Short Market Period Method string sMarketPrefix; // Short Market Prefix // // MEDIUM Market ... ENUM_TIMEFRAMES mMarketPeriod; // Medium Market Period ENUM_X_PERIOD_METHOD mMarketMethod; // Medium Market Period Method string mMarketPrefix; // Medium Market Prefix // // LONG Market ... ENUM_TIMEFRAMES lMarketPeriod; // Long Market Period ENUM_X_PERIOD_METHOD lMarketMethod; // Long Market Period Method string lMarketPrefix; // Long Market Prefix // // HIND Market ... ENUM_TIMEFRAMES hMarketPeriod; // Hind Market Period ENUM_X_PERIOD_METHOD hMarketMethod; // Hind Market Period Method string hMarketPrefix; // Hind Market Prefix // // Indicators ... XCCInputs ccInputs; XCTInputs ctInputs; XZGInputs zgInputs; XPVInputs pvInputs; XHKInputs hkInputs; XMCInputs mcInputs; XMRBInputs mrbInputs; XICHInputs ichInputs; XCHEInputs cheInputs; XSTRInputs strInputs; XDONInputs donInputs; XOSCInputs oscInputs; // X121MCycleInputs cMarketInputs; // Curent Market Inputs X121MCycleInputs sMarketInputs; // Short Market Inputs X121MCycleInputs mMarketInputs; // Medium Market Inputs X121MCycleInputs lMarketInputs; // Long Market Inputs X121MCycleInputs hMarketInputs; // Hind Market Inputs // // Tools ... // // Initialize Input ... bool Init() { // bool result = false; // // Validate Base Requirements ... result = // IsSpecifiedValid(symbol) && IsSpecifiedValid(period) && IsSpecifiedValid(sMarketMethod, sMarketPeriod) && IsSpecifiedValid(mMarketMethod, mMarketPeriod) && IsSpecifiedValid(lMarketMethod, lMarketPeriod) && IsSpecifiedValid(hMarketMethod, hMarketPeriod) // ; if (!result) { return result; } // if (!zgInputs.IsValid()) { zgInputs.Default(); } if (!pvInputs.IsValid()) { pvInputs.Default(); } if (!mcInputs.IsValid()) { mcInputs.Default(); } if (!hkInputs.IsValid()) { hkInputs.Default(); } if (!mrbInputs.IsValid()) { mrbInputs.Default(); } if (!cheInputs.IsValid()) { cheInputs.Default(); } if (!strInputs.IsValid()) { strInputs.Default(); } if (!donInputs.IsValid()) { donInputs.Default(); } if (!oscInputs.IsValid()) { oscInputs.Default(); } if (!ichInputs.IsValid()) { ichInputs.Default(); } // // Initialize Market Inputs ... // // Current ... cMarketInputs.pvInputs = this.pvInputs; cMarketInputs.zgInputs = this.zgInputs; cMarketInputs.mcInputs = this.mcInputs; cMarketInputs.hkInputs = this.hkInputs; cMarketInputs.mrbInputs = this.mrbInputs; cMarketInputs.strInputs = this.strInputs; cMarketInputs.oscInputs = this.oscInputs; cMarketInputs.cheInputs = this.cheInputs; cMarketInputs.ichInputs = this.ichInputs; cMarketInputs.donInputs = this.donInputs; result = cMarketInputs.Init( this.symbol, this.period, X_MARKET_CYCLE_SHORT, this.period, X_PERIOD_MANUALLY, "HOST", false // ); if (!result) { return result; } // // Short ... sMarketInputs.pvInputs = this.pvInputs; sMarketInputs.zgInputs = this.zgInputs; sMarketInputs.mcInputs = this.mcInputs; sMarketInputs.hkInputs = this.hkInputs; sMarketInputs.mrbInputs = this.mrbInputs; sMarketInputs.strInputs = this.strInputs; sMarketInputs.oscInputs = this.oscInputs; sMarketInputs.cheInputs = this.cheInputs; sMarketInputs.ichInputs = this.ichInputs; sMarketInputs.donInputs = this.donInputs; result = sMarketInputs.Init( this.symbol, this.period, X_MARKET_CYCLE_SHORT, this.sMarketPeriod, this.sMarketMethod, this.sMarketPrefix, false // ); if (!result) { return result; } // // Medium ... mMarketInputs.pvInputs = this.pvInputs; mMarketInputs.zgInputs = this.zgInputs; mMarketInputs.mcInputs = this.mcInputs; mMarketInputs.hkInputs = this.hkInputs; mMarketInputs.mrbInputs = this.mrbInputs; mMarketInputs.strInputs = this.strInputs; mMarketInputs.oscInputs = this.oscInputs; mMarketInputs.cheInputs = this.cheInputs; mMarketInputs.ichInputs = this.ichInputs; mMarketInputs.donInputs = this.donInputs; result = mMarketInputs.Init( this.symbol, this.period, X_MARKET_CYCLE_MEDIUM, this.mMarketPeriod, this.mMarketMethod, this.mMarketPrefix, false // ); if (!result) { return result; } // // Long ... lMarketInputs.pvInputs = this.pvInputs; lMarketInputs.zgInputs = this.zgInputs; lMarketInputs.mcInputs = this.mcInputs; lMarketInputs.hkInputs = this.hkInputs; lMarketInputs.mrbInputs = this.mrbInputs; lMarketInputs.strInputs = this.strInputs; lMarketInputs.oscInputs = this.oscInputs; lMarketInputs.cheInputs = this.cheInputs; lMarketInputs.ichInputs = this.ichInputs; lMarketInputs.donInputs = this.donInputs; result = lMarketInputs.Init( this.symbol, this.period, X_MARKET_CYCLE_LONG, this.lMarketPeriod, this.lMarketMethod, this.lMarketPrefix, false // ); if (!result) { return result; } // // Hind ... hMarketInputs.pvInputs = this.pvInputs; hMarketInputs.zgInputs = this.zgInputs; hMarketInputs.mcInputs = this.mcInputs; hMarketInputs.hkInputs = this.hkInputs; hMarketInputs.mrbInputs = this.mrbInputs; hMarketInputs.strInputs = this.strInputs; hMarketInputs.oscInputs = this.oscInputs; hMarketInputs.cheInputs = this.cheInputs; hMarketInputs.ichInputs = this.ichInputs; hMarketInputs.donInputs = this.donInputs; result = hMarketInputs.Init( this.symbol, this.period, X_MARKET_CYCLE_HIND, this.hMarketPeriod, this.hMarketMethod, this.hMarketPrefix, false // ); if (!result) { return result; } // result = IsValid(); // return result; } // // Validate Input ... bool IsValid() override { // bool result = false; // result = // // IsSpecifiedValid(symbol) && IsSpecifiedValid(period) && IsSpecifiedValid(sMarketMethod, sMarketPeriod) && IsSpecifiedValid(mMarketMethod, mMarketPeriod) && IsSpecifiedValid(lMarketMethod, lMarketPeriod) && IsSpecifiedValid(hMarketMethod, hMarketPeriod) && // ccInputs.IsValid() && ctInputs.IsValid() && zgInputs.IsValid() && pvInputs.IsValid() && mcInputs.IsValid() && hkInputs.IsValid() && mrbInputs.IsValid() && cheInputs.IsValid() && strInputs.IsValid() && donInputs.IsValid() && oscInputs.IsValid() && ichInputs.IsValid() && // cMarketInputs.IsValid() && sMarketInputs.IsValid() && mMarketInputs.IsValid() && lMarketInputs.IsValid() && hMarketInputs.IsValid() // ; // return result; } // // Cleanup ... void Clean() override { // symbol = NULL; period = NULL; // sMarketPeriod = NULL; sMarketMethod = X_PERIOD_NOTHING; sMarketPrefix = NULL; // mMarketPeriod = NULL; mMarketMethod = X_PERIOD_NOTHING; mMarketPrefix = NULL; // lMarketPeriod = NULL; lMarketMethod = X_PERIOD_NOTHING; lMarketPrefix = NULL; // hMarketPeriod = NULL; hMarketMethod = X_PERIOD_NOTHING; hMarketPrefix = NULL; // ccInputs.Clean(); ctInputs.Clean(); zgInputs.Clean(); pvInputs.Clean(); mcInputs.Clean(); hkInputs.Clean(); mrbInputs.Clean(); cheInputs.Clean(); strInputs.Clean(); donInputs.Clean(); oscInputs.Clean(); ichInputs.Clean(); // cMarketInputs.Clean(); sMarketInputs.Clean(); mMarketInputs.Clean(); lMarketInputs.Clean(); hMarketInputs.Clean(); } // // Default ... void Default() override { // symbol = NULL; period = NULL; // sMarketPeriod = NULL; sMarketMethod = X_PERIOD_AUTO; sMarketPrefix = NULL; // mMarketPeriod = NULL; mMarketMethod = X_PERIOD_AUTO; mMarketPrefix = NULL; // lMarketPeriod = NULL; lMarketMethod = X_PERIOD_AUTO; lMarketPrefix = NULL; // hMarketPeriod = NULL; hMarketMethod = X_PERIOD_AUTO; hMarketPrefix = NULL; // ccInputs.Default(); ctInputs.Default(); zgInputs.Default(); pvInputs.Default(); mcInputs.Default(); hkInputs.Default(); mrbInputs.Default(); cheInputs.Default(); strInputs.Default(); donInputs.Default(); oscInputs.Default(); ichInputs.Default(); cMarketInputs.Default(); sMarketInputs.Default(); mMarketInputs.Default(); lMarketInputs.Default(); hMarketInputs.Default(); } // // Max ... int Max() override { // int result = 0; // return result; } // // Set Symbol ... bool SetSymbol(string value) { // bool result = false; // result = IsSpecifiedValid(value); if (!result) { return result; } // symbol = value; cMarketInputs.cycle.symbol = value; sMarketInputs.cycle.symbol = value; mMarketInputs.cycle.symbol = value; lMarketInputs.cycle.symbol = value; hMarketInputs.cycle.symbol = value; // return result; } // // Set Period ... bool SetPeriod(ENUM_TIMEFRAMES value) { // bool result = false; // result = IsSpecifiedValid(value); if (!result) { return result; } // period = value; cMarketInputs.cycle.period = value; sMarketInputs.cycle.period = value; mMarketInputs.cycle.period = value; lMarketInputs.cycle.period = value; hMarketInputs.cycle.period = value; // return result; } // }; // // X121 Provider Market Conditions ... class X121MarketConditions : public XSCBaseProviderMarketConditions { // // Public ... public: // X121MCycleConditions cMarketConditions; // Current Market Conditions X121MCycleConditions sMarketConditions; // Short Market Conditions X121MCycleConditions mMarketConditions; // Medium Market Conditions X121MCycleConditions lMarketConditions; // Long Market Conditions X121MCycleConditions hMarketConditions; // Hind Market Conditions // // Tools ... // // Cleanup ... void Clear() { // symbol = NULL; period = NULL; // Clean(bars); // ArraySetAsSeries(bars, true); // cMarketConditions.Clear(); sMarketConditions.Clear(); mMarketConditions.Clear(); lMarketConditions.Clear(); hMarketConditions.Clear(); } // void GenerateScore( double &bullishScore, // Bullish Score double &bearishScore, // Bearish Score double cMarketMultiplier = 1, // Current Market Score Multiplier double sMarketMultiplier = 1.1, // Short Market Score Multiplier double mMarketMultiplier = 1.2, // Medium Market Score Multiplier double lMarketMultiplier = 1.6, // Long Market Score Multiplier double hMarketMultiplier = 1.8 // Hind Market Score Multiplier ) { // // Current Market ... double cMarketBullScore = 0; double cMarketBearScore = 0; cMarketConditions.GenerateScore( cMarketBullScore, cMarketBearScore, cMarketMultiplier // ); // // Short Market ... double sMarketBullScore = 0; double sMarketBearScore = 0; sMarketConditions.GenerateScore( sMarketBullScore, sMarketBearScore, sMarketMultiplier // ); // // Medium Market ... double mMarketBullScore = 0; double mMarketBearScore = 0; mMarketConditions.GenerateScore( mMarketBullScore, mMarketBearScore, mMarketMultiplier // ); // // Long Market ... double lMarketBullScore = 0; double lMarketBearScore = 0; lMarketConditions.GenerateScore( lMarketBullScore, lMarketBearScore, lMarketMultiplier // ); // // Hind Market ... double hMarketBullScore = 0; double hMarketBearScore = 0; hMarketConditions.GenerateScore( hMarketBullScore, hMarketBearScore, hMarketMultiplier // ); // // Calculate Summary Scores ... // bullishScore = // cMarketBullScore + sMarketBullScore + mMarketBullScore + lMarketBullScore + hMarketBullScore // ; // bearishScore = // cMarketBearScore + sMarketBearScore + mMarketBearScore + lMarketBearScore + hMarketBearScore // ; } // virtual string GenerateSummary( const bool onlySummary = false, // Only Generate Conditions Summary double cMarketMultiplier = 1, // Current Market Score Multiplier double sMarketMultiplier = 1.1, // Short Market Score Multiplier double mMarketMultiplier = 1.2, // Medium Market Score Multiplier double lMarketMultiplier = 1.6, // Long Market Score Multiplier double hMarketMultiplier = 1.8, // Hind Market Score Multiplier const string separator = "\n", // Separator string provided = NULL, // Additional Info about Type, Provider and Symbol const bool ignoreFalseConditions = true // Ignore False Conditions ) { // string result = NULL; // double bullScore = 0; double bearScore = 0; GenerateScore( bullScore, bearScore, cMarketMultiplier, sMarketMultiplier, mMarketMultiplier, lMarketMultiplier, hMarketMultiplier // ); // string commonStr = // "Commons: " + separator + "-----------------------------" + separator + "Symbol: " + symbol + separator + "Period: " + ToString(period) + separator + "Time: " + ToString(TimeCurrent()) + separator + "-----------" + separator + "Cycles: " + separator + "-----------" + separator + sMarketConditions.GetTitle() + separator + mMarketConditions.GetTitle() + separator + lMarketConditions.GetTitle() + separator + hMarketConditions.GetTitle() + separator + "-----------" + separator + "Scores: " + separator + "-----------" + separator + "Bullish: " + ToString(bullScore) + separator + "Bearish: " + ToString(bearScore) + separator + "-----------------------------" + separator + // // TODO: Add Scores Later ... separator + "" // ; // string cMarketConditionsStr = cMarketConditions.GenerateSummary(onlySummary, cMarketMultiplier); string sMarketConditionsStr = sMarketConditions.GenerateSummary(onlySummary, sMarketMultiplier); string mMarketConditionsStr = mMarketConditions.GenerateSummary(onlySummary, mMarketMultiplier); string lMarketConditionsStr = lMarketConditions.GenerateSummary(onlySummary, lMarketMultiplier); string hMarketConditionsStr = hMarketConditions.GenerateSummary(onlySummary, hMarketMultiplier); // result = // "[" + GetToken() + "]" + separator + (IsSpecifiedValid(provided) ? provided + separator : "") + "-----------------------------" + separator + commonStr + (!onlySummary ? cMarketConditionsStr + sMarketConditionsStr + mMarketConditionsStr + lMarketConditionsStr + hMarketConditionsStr + "" : "") + "" // ; // return result; } // // For Data Collector ... string GetToken() { return GetSpecificToken(this); } bool IsModelValid() { return false; } string ToModelString() { return NULL; } bool ParseModel(string content) { return false; } int FindIndex(X121MarketConditions &items[]) { return -1; } }; // // Class ... // // X121 Provider Class ... class XSCX121Provider : public XSCBaseProvider { // // Public ... public: // // Props ... // XSCXCCHelper *ccHelper; // Candle Clear XSCXCTHelper *ctHelper; // Candle Timer // XSCX121Market *cMarket; // Current Market XSCX121Market *sMarket; // Short Market XSCX121Market *mMarket; // Medium Market XSCX121Market *lMarket; // Long Market XSCX121Market *hMarket; // Hind Market // // Constructor ... XSCX121Provider( string symbol, // Trading Symbol ENUM_TIMEFRAMES period, // Trading Period double staticVolume // Static Volume for Positions ) : XSCBaseProvider(symbol, period, staticVolume) { // ccHelper = new XSCXCCHelper(); ctHelper = new XSCXCTHelper(); // // Instantiate X121 Market Cycles Classes ... cMarket = new XSCX121Market(); sMarket = new XSCX121Market(); mMarket = new XSCX121Market(); lMarket = new XSCX121Market(); hMarket = new XSCX121Market(); // mNumberOfItems = 15; mNumberOfSRVerified = 71; mMinRequiredSupportAndResistances = 30; } // // Properties Gettr(s) / Setter(s) ... // void SetNumberOfSRVerified(int value) { mNumberOfSRVerified = value; } // int GetNumberOfSRVerified() { return mNumberOfSRVerified; } // void SetNumberOfItems(int value) { mNumberOfItems = value; } // int GetNumberOfItems() { return mNumberOfItems; } // void SetMinRequiredSupportAndResistances(int value) { mMinRequiredSupportAndResistances = value; } // int GetMinRequiredSupportAndResistances() { return mMinRequiredSupportAndResistances; } // // Overrides ... // // DeInit all Requirements ... void DeInit() override { // delete ccHelper; delete ctHelper; // delete cMarket; delete sMarket; delete mMarket; delete lMarket; delete hMarket; } // // Functions ... // // Init all Requirements ... bool Init(X121ProviderInputs &inputs) { // bool result = false; // // Validate ... result = inputs.IsValid(); if (!result) { return result; } // mInputs = inputs; // string mSymbol = GetSymbol(); ENUM_TIMEFRAMES mPeriod = GetPeriod(); // // Init Indicators Helpers ... // // CT ... result = ctHelper .Init( mSymbol, mPeriod, mInputs.ctInputs // ); if (!result) { return result; } // // CC ... result = ccHelper .Init( mSymbol, mPeriod, mInputs.ccInputs // ); if (!result) { return result; } // // Initialize X121 Market Cycles ... // // Current Market ... result = cMarket .Init(mInputs.cMarketInputs); if (!result) { return result; } // // Short Market ... result = sMarket .Init(mInputs.sMarketInputs); if (!result) { return result; } // // Medium Market ... result = mMarket .Init(mInputs.mMarketInputs); if (!result) { return result; } // // Long Market ... result = lMarket .Init(mInputs.lMarketInputs); if (!result) { return result; } // // Hind Market ... result = hMarket .Init(mInputs.hMarketInputs); if (!result) { return result; } // return result; } // // Set Default Position's Type ... // Enable / Disable Long (Buy), Short (Sell) ... void SetSignalTypeState( ENUM_POSITION_TYPE type, // Which types are Signals be Targetted bool state // Which State is going to Set ) { // if (IsLong(type)) { mIsLongEnable = state; } else { mIsShortEnable = state; } } // // Set Signal Providers ... void SetSignalProviderState( ENUM_X121_SIGNAL_PROVIDERS provider, // Provider State bool state // Which state is going to set ... ) { // if (provider == X121NONE) { return; } // switch (provider) { // case X121XSP: mIsX121XSPSignalProviderEnable = state; break; // case XTEST: mIsXTESTSignalProviderEnable = state; break; // case X786: mIsX786SignalProviderEnable = state; break; // case X121: mIsX121SignalProviderEnable = state; break; // case X110: mIsX110SignalProviderEnable = state; break; // case X92: mIsX92SignalProviderEnable = state; break; // case X128: mIsX128SignalProviderEnable = state; break; } } // void SetSignalProviderStates( ENUM_X121_SIGNAL_PROVIDERS &providers[], // Collection of Providers ... bool state // Which state is going to set ... ) { // int providersCount = ArraySize(providers); if (providersCount <= 0) { return; } // for (int i = 0; i < providersCount; i++) { SetSignalProviderState(providers[i], state); } } // string GetTag() { // string result = NULL; // result = // GetToken() + "[" + GetSymbol() + "," + ToString(GetPeriod()) + "]" // ; // return result; } // void GetMarketConditions( X121MarketConditions &mConditions, // Market Conditions Result int barIndex = 0 // Specified Bar Index ) { // mConditions.Clear(); // CalculateConditions(mConditions, barIndex); } // // Check Market For Signal ... bool HasSignal( int barIndex, XSignal &mSignal, // Hold's Signal if Exists ... X121MarketConditions &mConditions // Hold's Market Conditions ... ) { // bool result = false; // // Validate Enable Process ... result = !CanIgnoreProcess(); if (!result) { return result; } // mWaitsUntilNewBar = false; // // Validate Enable Type of Signalling ... result = mIsLongEnable || mIsShortEnable; if (!result) { return result; } // // Now we Have to Pass the Conditions to Each Signal Provider // for Retrieving Signals Based On them ... // // Reading Market Conditions ... GetMarketConditions(mConditions, barIndex); AddScores(mConditions); // int signalPusher = 0; bool hasLong = false; bool hasShort = false; string provider = ""; // double providedSL = 0; double providedTP = 0; double providedR2r = 0; // // Long ... if (mIsLongEnable) { // signalPusher = 0; // hasLong = HasSpecificSignal( barIndex, POSITION_TYPE_BUY, provider, signalPusher, mConditions, providedSL, providedTP, providedR2r // ); } // // Short ... if (mIsShortEnable) { // signalPusher = 0; // hasShort = HasSpecificSignal( barIndex, POSITION_TYPE_SELL, provider, signalPusher, mConditions, providedSL, providedTP, providedR2r // ); } // result = hasLong || hasShort; if (!result) { return result; } // // Prepare Signal ... // if (result) { // // Here We Have to Prepare Signal ... // string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); double tpPoint = 60; double slPoint = 30; double volume = GetStaticVolume() * signalPusher; double tpPrice = PointToPrice( tpPoint, symbol // ); double slPrice = PointToPrice( slPoint, symbol // ); ENUM_POSITION_TYPE type = hasLong ? POSITION_TYPE_BUY : POSITION_TYPE_SELL; ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET; double entry = GetEntry( symbol, type // ); // double tp = 0; double sl = 0; // ENUM_X_SIGNAL_MANAGING_ACTIONS action = X_SIGNAL_USE_NOTHING; // // TODO: Make Configurable ... double r2r = providedR2r; if (r2r <= 0) { r2r = 1.5; } // sl = 0; tp = 0; // // TP based on SL and Risk to Reward ... if (providedSL > 0) { // sl = providedSL; // double risk = MathAbs(entry - sl); // double reward = risk * r2r; // tp = hasLong ? entry + reward : entry - reward; } else // // SL based on TP and Risk to Reward ... if (providedTP > 0) { // tp = providedTP; // double reward = MathAbs(entry - tp); // double risk = reward / r2r; // sl = hasLong ? entry - risk : entry + risk; } // // TODOO: Remove this ... sl = hasLong ? GetMaxVales(true) : GetMinPeaks(true); double risk = MathAbs(entry - sl); double reward = risk * r2r; tp = hasLong ? entry + reward : entry - reward; // result = mSignal.Prepare( symbol, provider, period, type, mode, entry, volume, action, sl, tp // ); // // Generate Support Signal for Specified Provider ... if (result && provider == ToString(X121NONE)) { // double cKijunSen = cMarket.ich.GetKijunSen(0); double sKijunSen = sMarket.ich.GetKijunSen(0); double mKijunSen = mMarket.ich.GetKijunSen(0); double lKijunSen = lMarket.ich.GetKijunSen(0); double hKijunSen = hMarket.ich.GetKijunSen(0); // double kijunSens[] = { cKijunSen, sKijunSen, mKijunSen, lKijunSen, hKijunSen // }; // double lesserKijun = FindLesserThan( entry, kijunSens, true // ); // double biggerKijun = FindBiggerThan( entry, kijunSens, true // ); // ENUM_POSITION_TYPE sType = hasLong ? POSITION_TYPE_SELL : POSITION_TYPE_BUY; bool isLongS = IsLong(sType); // double sEntry = isLongS ? biggerKijun : lesserKijun; // double peakMin = GetMinPeaks(true); double peakMax = GetMinPeaks(true); double valeMin = GetMaxVales(true); double valeMax = GetMaxVales(true); // double sTP = isLongS ? peakMin : valeMax; // double sSL = isLongS ? valeMin : peakMax; // double sVolume = mSignal.volume * 2; // // Prepare ... XSignal sSignal; bool isValid = sSignal.Prepare( mSignal.symbol, mSignal.provider, mSignal.period, sType, X_ORDER_MODE_STOP, sEntry, sVolume, X_SIGNAL_USE_NOTHING, sSL, sTP // ); if (isValid) { // AddRef( sSignal, mSignal.supports // ); } } // if (result) { mWaitsUntilNewBar = true; } } // UpdateSupportsAndResistances(); // return result; } // // Check for any Guards ... bool HasGuard(XGuard &guards[]) { // bool result = false; // // Try to Find Support and Resistances if Configured ... FindSupportAndResistances(); // return result; } // // Tools ... // void Draw() { // string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); // ulong chID = FindChartID( symbol, period); if (chID < 0) { return; } // int subWindow = 0; // int offset = 0; // cMarket.Draw(chID, subWindow, offset); sMarket.Draw(chID, subWindow, offset); mMarket.Draw(chID, subWindow, offset); lMarket.Draw(chID, subWindow, offset); hMarket.Draw(chID, subWindow, offset); } // // Support and Resistances ... // int CountSupportResistances() { return ArraySize(mSupportResistances); } // bool GenerateSupRes( XOHCLSupRes &supRes, // SupRes Instance ... ENUM_POSITION_TYPE type, // Position Type ... int count = 5, double step = 0, bool useAtrAsStep = true // ) { // bool result = false; // if (count <= 0) { count = 1; } // if (step <= 0) { // if (useAtrAsStep) { step = cMarket.osc.GetATR(0); } else { step = 0; } } // supRes.Clean(); // double price = GetExit( GetSymbol(), type // ); // result = supRes.Init( price, mSupportResistances, count, step // ); // return result; } // bool GenerateLongSupRes( XOHCLSupRes &supRes, // SupRes Instance ... int count = 5, double step = 0, bool useAtrAsStep = true // ) { // bool result = false; // result = GenerateSupRes( supRes, POSITION_TYPE_BUY, count, step, useAtrAsStep // ); // return result; } // bool GenerateShortSupRes( XOHCLSupRes &supRes, // SupRes Instance ... int count = 5, double step = 0, bool useAtrAsStep = true // ) { // bool result = false; // result = GenerateSupRes( supRes, POSITION_TYPE_BUY, count, step, useAtrAsStep // ); // return result; } // // Peask and Vales Finder ... // void GetPeaks( double &peaks[], bool ignoreCurrent = false // ) { // Clean(peaks); // // double cPeak = cMarket.pv.GetPeak(0); double sPeak = sMarket.pv.GetPeak(0); double mPeak = mMarket.pv.GetPeak(0); double lPeak = lMarket.pv.GetPeak(0); double hPeak = hMarket.pv.GetPeak(0); // double mPeaks[] = { cPeak, sPeak, mPeak, lPeak, hPeak // }; // if (ignoreCurrent) { // Remove( cPeak, mPeaks // ); } // Copy( mPeaks, peaks // ); } // void GetVales( double &vales[], bool ignoreCurrent = false // ) { // Clean(vales); // double cVale = cMarket.pv.GetVale(0); double sVale = sMarket.pv.GetVale(0); double mVale = mMarket.pv.GetVale(0); double lVale = lMarket.pv.GetVale(0); double hVale = hMarket.pv.GetVale(0); // double mVales[] = { cVale, sVale, mVale, lVale, hVale // }; // if (ignoreCurrent) { // Remove( cVale, mVales // ); } // Copy( mVales, vales // ); } // double GetMinPeaks(bool ignoreCurrent = false) { // double peaks[]; GetPeaks( peaks, ignoreCurrent // ); // double minPeak = GetMin(peaks); double maxPeak = GetMax(peaks); // return minPeak; } // double GetMaxPeaks(bool ignoreCurrent = false) { // double peaks[]; GetPeaks( peaks, ignoreCurrent // ); // double minPeak = GetMin(peaks); double maxPeak = GetMax(peaks); // return maxPeak; } // double GetMinVales(bool ignoreCurrent = false) { // double vales[]; GetVales( vales, ignoreCurrent // ); // double minVale = GetMin(vales); double maxVale = GetMax(vales); // return minVale; } // double GetMaxVales(bool ignoreCurrent = false) { // double vales[]; GetVales( vales, ignoreCurrent // ); // double minVale = GetMin(vales); double maxVale = GetMax(vales); // return maxVale; } // // Protected ... protected: // X121ProviderInputs mInputs; // // Support and Resistances ... // // Check has Enough Support and Resistance ... bool HasEnoughSupportAndResistance() { // bool result = false; // if (mNumberOfSRVerified <= 0 || mMinRequiredSupportAndResistances <= 0) { result = true; } else { // int currentSRsCount = CountSupportResistances(); result = currentSRsCount >= mMinRequiredSupportAndResistances; } // return result; } // // Update Bar Index base Support and Resistances .... void UpdateSupportsAndResistances( int barIndex = 0 // ) { // if (mNumberOfSRVerified <= 0 || mMinRequiredSupportAndResistances <= 0) { return; } // int before = CountSupportResistances(); // // XICH ... // // Current ... // if (cMarket.ich.IsSameKijunSen(barIndex, mNumberOfSRVerified)) { // double selectedKijunSen = cMarket.ich.GetKijunSen(barIndex); AddSRValue(selectedKijunSen); } // if (cMarket.ich.IsSameSenkouSpanA(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanA = cMarket.ich.GetSenkouSpanA(barIndex); AddSRValue(selectedSenkouSpanA); } // if (cMarket.ich.IsSameSenkouSpanB(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanB = cMarket.ich.GetSenkouSpanB(barIndex); AddSRValue(selectedSenkouSpanB); } // // Short ... // if (sMarket.ich.IsSameKijunSen(barIndex, mNumberOfSRVerified)) { // double selectedKijunSen = sMarket.ich.GetKijunSen(barIndex); AddSRValue(selectedKijunSen); } // if (sMarket.ich.IsSameSenkouSpanA(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanA = sMarket.ich.GetSenkouSpanA(barIndex); AddSRValue(selectedSenkouSpanA); } // if (sMarket.ich.IsSameSenkouSpanB(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanB = sMarket.ich.GetSenkouSpanB(barIndex); AddSRValue(selectedSenkouSpanB); } // // Medium ... // if (mMarket.ich.IsSameKijunSen(barIndex, mNumberOfSRVerified)) { // double selectedKijunSen = mMarket.ich.GetKijunSen(barIndex); AddSRValue(selectedKijunSen); } // if (mMarket.ich.IsSameSenkouSpanA(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanA = mMarket.ich.GetSenkouSpanA(barIndex); AddSRValue(selectedSenkouSpanA); } // if (mMarket.ich.IsSameSenkouSpanB(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanB = mMarket.ich.GetSenkouSpanB(barIndex); AddSRValue(selectedSenkouSpanB); } // // Long ... // if (lMarket.ich.IsSameKijunSen(barIndex, mNumberOfSRVerified)) { // double selectedKijunSen = lMarket.ich.GetKijunSen(barIndex); AddSRValue(selectedKijunSen); } // if (lMarket.ich.IsSameSenkouSpanA(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanA = lMarket.ich.GetSenkouSpanA(barIndex); AddSRValue(selectedSenkouSpanA); } // if (lMarket.ich.IsSameSenkouSpanB(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanB = lMarket.ich.GetSenkouSpanB(barIndex); AddSRValue(selectedSenkouSpanB); } // // Hind ... // if (hMarket.ich.IsSameKijunSen(barIndex, mNumberOfSRVerified)) { // double selectedKijunSen = hMarket.ich.GetKijunSen(barIndex); AddSRValue(selectedKijunSen); } // if (hMarket.ich.IsSameSenkouSpanA(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanA = hMarket.ich.GetSenkouSpanA(barIndex); AddSRValue(selectedSenkouSpanA); } // if (hMarket.ich.IsSameSenkouSpanB(barIndex, mNumberOfSRVerified)) { // double selectedSenkouSpanB = hMarket.ich.GetSenkouSpanB(barIndex); AddSRValue(selectedSenkouSpanB); } // // XDON ... // // Short Market ... // if (sMarket.don.IsSameUpperO(barIndex, mNumberOfSRVerified)) { // double selectedUpperO = sMarket.don.GetUpperO(barIndex); AddSRValue(selectedUpperO); } // if (sMarket.don.IsSameLowerO(barIndex, mNumberOfSRVerified)) { // double selectedLowerO = sMarket.don.GetLowerO(barIndex); AddSRValue(selectedLowerO); } // if (sMarket.don.IsSameUpperC(barIndex, mNumberOfSRVerified)) { // double selectedUpperC = sMarket.don.GetUpperC(barIndex); AddSRValue(selectedUpperC); } // if (sMarket.don.IsSameLowerC(barIndex, mNumberOfSRVerified)) { // double selectedLowerC = sMarket.don.GetLowerC(barIndex); AddSRValue(selectedLowerC); } // if (sMarket.don.IsSameUpperH(barIndex, mNumberOfSRVerified)) { // double selectedUpperH = sMarket.don.GetUpperH(barIndex); AddSRValue(selectedUpperH); } // if (sMarket.don.IsSameLowerH(barIndex, mNumberOfSRVerified)) { // double selectedLowerH = sMarket.don.GetLowerH(barIndex); AddSRValue(selectedLowerH); } // if (sMarket.don.IsSameUpperL(barIndex, mNumberOfSRVerified)) { // double selectedUpperL = sMarket.don.GetUpperL(barIndex); AddSRValue(selectedUpperL); } // if (sMarket.don.IsSameLowerL(barIndex, mNumberOfSRVerified)) { // double selectedLowerL = sMarket.don.GetLowerL(barIndex); AddSRValue(selectedLowerL); } // // Medium Market ... // if (mMarket.don.IsSameUpperO(barIndex, mNumberOfSRVerified)) { // double selectedUpperO = mMarket.don.GetUpperO(barIndex); AddSRValue(selectedUpperO); } // if (mMarket.don.IsSameLowerO(barIndex, mNumberOfSRVerified)) { // double selectedLowerO = mMarket.don.GetLowerO(barIndex); AddSRValue(selectedLowerO); } // if (mMarket.don.IsSameUpperC(barIndex, mNumberOfSRVerified)) { // double selectedUpperC = mMarket.don.GetUpperC(barIndex); AddSRValue(selectedUpperC); } // if (mMarket.don.IsSameLowerC(barIndex, mNumberOfSRVerified)) { // double selectedLowerC = mMarket.don.GetLowerC(barIndex); AddSRValue(selectedLowerC); } // if (mMarket.don.IsSameUpperH(barIndex, mNumberOfSRVerified)) { // double selectedUpperH = mMarket.don.GetUpperH(barIndex); AddSRValue(selectedUpperH); } // if (mMarket.don.IsSameLowerH(barIndex, mNumberOfSRVerified)) { // double selectedLowerH = mMarket.don.GetLowerH(barIndex); AddSRValue(selectedLowerH); } // if (mMarket.don.IsSameUpperL(barIndex, mNumberOfSRVerified)) { // double selectedUpperL = mMarket.don.GetUpperL(barIndex); AddSRValue(selectedUpperL); } // if (mMarket.don.IsSameLowerL(barIndex, mNumberOfSRVerified)) { // double selectedLowerL = mMarket.don.GetLowerL(barIndex); AddSRValue(selectedLowerL); } // // Long Market ... // if (lMarket.don.IsSameUpperO(barIndex, mNumberOfSRVerified)) { // double selectedUpperO = lMarket.don.GetUpperO(barIndex); AddSRValue(selectedUpperO); } // if (lMarket.don.IsSameLowerO(barIndex, mNumberOfSRVerified)) { // double selectedLowerO = lMarket.don.GetLowerO(barIndex); AddSRValue(selectedLowerO); } // if (lMarket.don.IsSameUpperC(barIndex, mNumberOfSRVerified)) { // double selectedUpperC = lMarket.don.GetUpperC(barIndex); AddSRValue(selectedUpperC); } // if (lMarket.don.IsSameLowerC(barIndex, mNumberOfSRVerified)) { // double selectedLowerC = lMarket.don.GetLowerC(barIndex); AddSRValue(selectedLowerC); } // if (lMarket.don.IsSameUpperH(barIndex, mNumberOfSRVerified)) { // double selectedUpperH = lMarket.don.GetUpperH(barIndex); AddSRValue(selectedUpperH); } // if (lMarket.don.IsSameLowerH(barIndex, mNumberOfSRVerified)) { // double selectedLowerH = lMarket.don.GetLowerH(barIndex); AddSRValue(selectedLowerH); } // if (lMarket.don.IsSameUpperL(barIndex, mNumberOfSRVerified)) { // double selectedUpperL = lMarket.don.GetUpperL(barIndex); AddSRValue(selectedUpperL); } // if (lMarket.don.IsSameLowerL(barIndex, mNumberOfSRVerified)) { // double selectedLowerL = lMarket.don.GetLowerL(barIndex); AddSRValue(selectedLowerL); } // // Hind Market ... // if (hMarket.don.IsSameUpperO(barIndex, mNumberOfSRVerified)) { // double selectedUpperO = hMarket.don.GetUpperO(barIndex); AddSRValue(selectedUpperO); } // if (hMarket.don.IsSameLowerO(barIndex, mNumberOfSRVerified)) { // double selectedLowerO = hMarket.don.GetLowerO(barIndex); AddSRValue(selectedLowerO); } // if (hMarket.don.IsSameUpperC(barIndex, mNumberOfSRVerified)) { // double selectedUpperC = hMarket.don.GetUpperC(barIndex); AddSRValue(selectedUpperC); } // if (hMarket.don.IsSameLowerC(barIndex, mNumberOfSRVerified)) { // double selectedLowerC = hMarket.don.GetLowerC(barIndex); AddSRValue(selectedLowerC); } // if (hMarket.don.IsSameUpperH(barIndex, mNumberOfSRVerified)) { // double selectedUpperH = hMarket.don.GetUpperH(barIndex); AddSRValue(selectedUpperH); } // if (hMarket.don.IsSameLowerH(barIndex, mNumberOfSRVerified)) { // double selectedLowerH = hMarket.don.GetLowerH(barIndex); AddSRValue(selectedLowerH); } // if (hMarket.don.IsSameUpperL(barIndex, mNumberOfSRVerified)) { // double selectedUpperL = hMarket.don.GetUpperL(barIndex); AddSRValue(selectedUpperL); } // if (hMarket.don.IsSameLowerL(barIndex, mNumberOfSRVerified)) { // double selectedLowerL = hMarket.don.GetLowerL(barIndex); AddSRValue(selectedLowerL); } // // XPV ... // // Short Market ... // if (sMarket.pv.IsSamePeak(barIndex, mNumberOfSRVerified)) { // double selectedPeak = sMarket.pv.GetPeak(barIndex); AddSRValue(selectedPeak); } // if (sMarket.pv.IsSameVale(barIndex, mNumberOfSRVerified)) { // double selectedVale = sMarket.pv.GetVale(barIndex); AddSRValue(selectedVale); } // if (sMarket.pv.IsSameFib1(barIndex, mNumberOfSRVerified)) { // double selectedFib1 = sMarket.pv.GetFib1(barIndex); AddSRValue(selectedFib1); } // if (sMarket.pv.IsSameFib2(barIndex, mNumberOfSRVerified)) { // double selectedFib2 = sMarket.pv.GetFib2(barIndex); AddSRValue(selectedFib2); } // if (sMarket.pv.IsSameFib3(barIndex, mNumberOfSRVerified)) { // double selectedFib3 = sMarket.pv.GetFib3(barIndex); AddSRValue(selectedFib3); } // if (sMarket.pv.IsSameFib4(barIndex, mNumberOfSRVerified)) { // double selectedFib4 = sMarket.pv.GetFib4(barIndex); AddSRValue(selectedFib4); } // if (sMarket.pv.IsSameFib5(barIndex, mNumberOfSRVerified)) { // double selectedFib5 = sMarket.pv.GetFib5(barIndex); AddSRValue(selectedFib5); } // if (sMarket.pv.IsSameSCHH(barIndex, mNumberOfSRVerified)) { // double selectedSCHH = sMarket.pv.GetSCHH(barIndex); AddSRValue(selectedSCHH); } // if (sMarket.pv.IsSameSCLL(barIndex, mNumberOfSRVerified)) { // double selectedSCLL = sMarket.pv.GetSCLL(barIndex); AddSRValue(selectedSCLL); } // if (sMarket.pv.IsSameMCHH(barIndex, mNumberOfSRVerified)) { // double selectedMCHH = sMarket.pv.GetMCHH(barIndex); AddSRValue(selectedMCHH); } // if (sMarket.pv.IsSameMCLL(barIndex, mNumberOfSRVerified)) { // double selectedMCLL = sMarket.pv.GetMCLL(barIndex); AddSRValue(selectedMCLL); } // if (sMarket.pv.IsSameLCHH(barIndex, mNumberOfSRVerified)) { // double selectedLCHH = sMarket.pv.GetLCHH(barIndex); AddSRValue(selectedLCHH); } // if (sMarket.pv.IsSameLCLL(barIndex, mNumberOfSRVerified)) { // double selectedLCLL = sMarket.pv.GetLCLL(barIndex); AddSRValue(selectedLCLL); } // if (sMarket.pv.IsSameHCHH(barIndex, mNumberOfSRVerified)) { // double selectedHCHH = sMarket.pv.GetHCHH(barIndex); AddSRValue(selectedHCHH); } // if (sMarket.pv.IsSameHCLL(barIndex, mNumberOfSRVerified)) { // double selectedHCLL = sMarket.pv.GetHCLL(barIndex); AddSRValue(selectedHCLL); } // // Medium Market ... // if (mMarket.pv.IsSamePeak(barIndex, mNumberOfSRVerified)) { // double selectedPeak = mMarket.pv.GetPeak(barIndex); AddSRValue(selectedPeak); } // if (mMarket.pv.IsSameVale(barIndex, mNumberOfSRVerified)) { // double selectedVale = mMarket.pv.GetVale(barIndex); AddSRValue(selectedVale); } // if (mMarket.pv.IsSameFib1(barIndex, mNumberOfSRVerified)) { // double selectedFib1 = mMarket.pv.GetFib1(barIndex); AddSRValue(selectedFib1); } // if (mMarket.pv.IsSameFib2(barIndex, mNumberOfSRVerified)) { // double selectedFib2 = mMarket.pv.GetFib2(barIndex); AddSRValue(selectedFib2); } // if (mMarket.pv.IsSameFib3(barIndex, mNumberOfSRVerified)) { // double selectedFib3 = mMarket.pv.GetFib3(barIndex); AddSRValue(selectedFib3); } // if (mMarket.pv.IsSameFib4(barIndex, mNumberOfSRVerified)) { // double selectedFib4 = mMarket.pv.GetFib4(barIndex); AddSRValue(selectedFib4); } // if (mMarket.pv.IsSameFib5(barIndex, mNumberOfSRVerified)) { // double selectedFib5 = mMarket.pv.GetFib5(barIndex); AddSRValue(selectedFib5); } // if (mMarket.pv.IsSameSCHH(barIndex, mNumberOfSRVerified)) { // double selectedSCHH = mMarket.pv.GetSCHH(barIndex); AddSRValue(selectedSCHH); } // if (mMarket.pv.IsSameSCLL(barIndex, mNumberOfSRVerified)) { // double selectedSCLL = mMarket.pv.GetSCLL(barIndex); AddSRValue(selectedSCLL); } // if (mMarket.pv.IsSameMCHH(barIndex, mNumberOfSRVerified)) { // double selectedMCHH = mMarket.pv.GetMCHH(barIndex); AddSRValue(selectedMCHH); } // if (mMarket.pv.IsSameMCLL(barIndex, mNumberOfSRVerified)) { // double selectedMCLL = mMarket.pv.GetMCLL(barIndex); AddSRValue(selectedMCLL); } // if (mMarket.pv.IsSameLCHH(barIndex, mNumberOfSRVerified)) { // double selectedLCHH = mMarket.pv.GetLCHH(barIndex); AddSRValue(selectedLCHH); } // if (mMarket.pv.IsSameLCLL(barIndex, mNumberOfSRVerified)) { // double selectedLCLL = mMarket.pv.GetLCLL(barIndex); AddSRValue(selectedLCLL); } // if (mMarket.pv.IsSameHCHH(barIndex, mNumberOfSRVerified)) { // double selectedHCHH = mMarket.pv.GetHCHH(barIndex); AddSRValue(selectedHCHH); } // if (mMarket.pv.IsSameHCLL(barIndex, mNumberOfSRVerified)) { // double selectedHCLL = mMarket.pv.GetHCLL(barIndex); AddSRValue(selectedHCLL); } // // Long Market ... // if (lMarket.pv.IsSamePeak(barIndex, mNumberOfSRVerified)) { // double selectedPeak = lMarket.pv.GetPeak(barIndex); AddSRValue(selectedPeak); } // if (lMarket.pv.IsSameVale(barIndex, mNumberOfSRVerified)) { // double selectedVale = lMarket.pv.GetVale(barIndex); AddSRValue(selectedVale); } // if (lMarket.pv.IsSameFib1(barIndex, mNumberOfSRVerified)) { // double selectedFib1 = lMarket.pv.GetFib1(barIndex); AddSRValue(selectedFib1); } // if (lMarket.pv.IsSameFib2(barIndex, mNumberOfSRVerified)) { // double selectedFib2 = lMarket.pv.GetFib2(barIndex); AddSRValue(selectedFib2); } // if (lMarket.pv.IsSameFib3(barIndex, mNumberOfSRVerified)) { // double selectedFib3 = lMarket.pv.GetFib3(barIndex); AddSRValue(selectedFib3); } // if (lMarket.pv.IsSameFib4(barIndex, mNumberOfSRVerified)) { // double selectedFib4 = lMarket.pv.GetFib4(barIndex); AddSRValue(selectedFib4); } // if (lMarket.pv.IsSameFib5(barIndex, mNumberOfSRVerified)) { // double selectedFib5 = lMarket.pv.GetFib5(barIndex); AddSRValue(selectedFib5); } // if (lMarket.pv.IsSameSCHH(barIndex, mNumberOfSRVerified)) { // double selectedSCHH = lMarket.pv.GetSCHH(barIndex); AddSRValue(selectedSCHH); } // if (lMarket.pv.IsSameSCLL(barIndex, mNumberOfSRVerified)) { // double selectedSCLL = lMarket.pv.GetSCLL(barIndex); AddSRValue(selectedSCLL); } // if (lMarket.pv.IsSameMCHH(barIndex, mNumberOfSRVerified)) { // double selectedMCHH = lMarket.pv.GetMCHH(barIndex); AddSRValue(selectedMCHH); } // if (lMarket.pv.IsSameMCLL(barIndex, mNumberOfSRVerified)) { // double selectedMCLL = lMarket.pv.GetMCLL(barIndex); AddSRValue(selectedMCLL); } // if (lMarket.pv.IsSameLCHH(barIndex, mNumberOfSRVerified)) { // double selectedLCHH = lMarket.pv.GetLCHH(barIndex); AddSRValue(selectedLCHH); } // if (lMarket.pv.IsSameLCLL(barIndex, mNumberOfSRVerified)) { // double selectedLCLL = lMarket.pv.GetLCLL(barIndex); AddSRValue(selectedLCLL); } // if (lMarket.pv.IsSameHCHH(barIndex, mNumberOfSRVerified)) { // double selectedHCHH = lMarket.pv.GetHCHH(barIndex); AddSRValue(selectedHCHH); } // if (lMarket.pv.IsSameHCLL(barIndex, mNumberOfSRVerified)) { // double selectedHCLL = lMarket.pv.GetHCLL(barIndex); AddSRValue(selectedHCLL); } // // Hind Market ... // if (hMarket.pv.IsSamePeak(barIndex, mNumberOfSRVerified)) { // double selectedPeak = hMarket.pv.GetPeak(barIndex); AddSRValue(selectedPeak); } // if (hMarket.pv.IsSameVale(barIndex, mNumberOfSRVerified)) { // double selectedVale = hMarket.pv.GetVale(barIndex); AddSRValue(selectedVale); } // if (hMarket.pv.IsSameFib1(barIndex, mNumberOfSRVerified)) { // double selectedFib1 = hMarket.pv.GetFib1(barIndex); AddSRValue(selectedFib1); } // if (hMarket.pv.IsSameFib2(barIndex, mNumberOfSRVerified)) { // double selectedFib2 = hMarket.pv.GetFib2(barIndex); AddSRValue(selectedFib2); } // if (hMarket.pv.IsSameFib3(barIndex, mNumberOfSRVerified)) { // double selectedFib3 = hMarket.pv.GetFib3(barIndex); AddSRValue(selectedFib3); } // if (hMarket.pv.IsSameFib4(barIndex, mNumberOfSRVerified)) { // double selectedFib4 = hMarket.pv.GetFib4(barIndex); AddSRValue(selectedFib4); } // if (hMarket.pv.IsSameFib5(barIndex, mNumberOfSRVerified)) { // double selectedFib5 = hMarket.pv.GetFib5(barIndex); AddSRValue(selectedFib5); } // if (hMarket.pv.IsSameSCHH(barIndex, mNumberOfSRVerified)) { // double selectedSCHH = hMarket.pv.GetSCHH(barIndex); AddSRValue(selectedSCHH); } // if (hMarket.pv.IsSameSCLL(barIndex, mNumberOfSRVerified)) { // double selectedSCLL = hMarket.pv.GetSCLL(barIndex); AddSRValue(selectedSCLL); } // if (hMarket.pv.IsSameMCHH(barIndex, mNumberOfSRVerified)) { // double selectedMCHH = hMarket.pv.GetMCHH(barIndex); AddSRValue(selectedMCHH); } // if (hMarket.pv.IsSameMCLL(barIndex, mNumberOfSRVerified)) { // double selectedMCLL = hMarket.pv.GetMCLL(barIndex); AddSRValue(selectedMCLL); } // if (hMarket.pv.IsSameLCHH(barIndex, mNumberOfSRVerified)) { // double selectedLCHH = hMarket.pv.GetLCHH(barIndex); AddSRValue(selectedLCHH); } // if (hMarket.pv.IsSameLCLL(barIndex, mNumberOfSRVerified)) { // double selectedLCLL = hMarket.pv.GetLCLL(barIndex); AddSRValue(selectedLCLL); } // if (hMarket.pv.IsSameHCHH(barIndex, mNumberOfSRVerified)) { // double selectedHCHH = hMarket.pv.GetHCHH(barIndex); AddSRValue(selectedHCHH); } // if (hMarket.pv.IsSameHCLL(barIndex, mNumberOfSRVerified)) { // double selectedHCLL = hMarket.pv.GetHCLL(barIndex); AddSRValue(selectedHCLL); } // // Add Candelstick Pivots ... // // XOHCL sPBar = sMarket.GetBar(barIndex + 1); // AddSRValue(sPBar); // XOHCL mPBar = mMarket.GetBar(barIndex + 1); AddSRValue(mPBar); // XOHCL lPBar = lMarket.GetBar(barIndex + 1); AddSRValue(lPBar); // XOHCL hPBar = hMarket.GetBar(barIndex + 1); AddSRValue(hPBar); // int after = CountSupportResistances(); // if (after > before) { // string message = "Found: " + ToString(after - before) + " new Pivot for " + GetSymbol() + " ..."; Print(message); } } // void FindSupportAndResistances() { // bool hasEnough = HasEnoughSupportAndResistance(); if (hasEnough) { // // if (IsNewBar()) // { // UpdateSupportsAndResistances(); // } return; } // int idx = 0; while (!HasEnoughSupportAndResistance()) { // UpdateSupportsAndResistances(idx); // if (HasEnoughSupportAndResistance()) { break; } // idx += 50; // // Print("idx: " + ToString(idx) + ", Count: " + ToString(CountSupportResistances())); Print("Pivots: " + ToString(CountSupportResistances())); } } // void AddSRValue(double value) { // if (value <= 0) { return; } // AddIfNotExists( value, mSupportResistances // ); } // void AddSRValue(XOHCL &bar) { // if (!bar.IsValid()) { return; } // AddSRValue(bar.open); AddSRValue(bar.high); AddSRValue(bar.close); AddSRValue(bar.low); } // // Private ... private: // // Props ... // int mNumberOfItems; // Number of Buffer Ites Read in Conditions ... // // Support and Resistance ... // int mNumberOfSRVerified; // Number of Verifications for Selecting Support and Resistances ... // int mMinRequiredSupportAndResistances; // Minimum Requirement Supports and Resistances ... // double mSupportResistances[]; // Holds Supports and Resistances ... // // Bullish and Bearish Scores ... // double mBullishScore[]; double mBearishScore[]; // // Store Market Conditions Scores ... void AddScores(X121MarketConditions &conditions) { // double bullishScore = 0; double bearishScore = 0; conditions.GenerateScore( bullishScore, bearishScore // ); // ArraySetAsSeries(mBullishScore, false); ArraySetAsSeries(mBearishScore, false); // Add( bullishScore, mBullishScore // ); // Add( bearishScore, mBearishScore // ); // ArraySetAsSeries(mBullishScore, true); ArraySetAsSeries(mBearishScore, true); } // // Find Bullish Score Averages ... double GetBullishScoreAverage( int start = 0, int count = 7 // ) { // return GetAverage( mBullishScore, start, count // ); } // // Find Bullish Scores Max Value ... double GetBullishScoreMax( int start = 0, int count = 71 // ) { // return GetMax( mBullishScore, start, count // ); } // // Find Bullish Scores Min Value ... double GetBullishScoreMin( int start = 0, int count = 71 // ) { // return GetMin( mBullishScore, start, count // ); } // // Find Bearish Score Averages ... double GetBearishScoreAverage( int start = 0, int count = 7 // ) { // return GetAverage( mBearishScore, start, count // ); } // // Find Bearish Scores Max Value ... double GetBearishScoreMax( int start = 0, int count = 71 // ) { // return GetMax( mBearishScore, start, count // ); } // // Find Bearish Scores Min Value ... double GetBearishScoreMin( int start = 0, int count = 71 // ) { // return GetMin( mBearishScore, start, count // ); } // bool IsScorePassedForLong() { // double bullishScore = mBullishScore[0]; double bullishScoreAVG7 = GetBullishScoreAverage(0, 7); // double bearishScore = mBearishScore[0]; double bearishScoreAVG7 = GetBearishScoreAverage(0, 7); // bool result = // ArraySize(mBullishScore) >= 7 && ArraySize(mBearishScore) >= 7 && bullishScore > bearishScore && bullishScore > mBullishScore[1] && bullishScore > bullishScoreAVG7 && bearishScore < bearishScoreAVG7 // ; // return result; } // bool IsScorePassedForShort() { // double bullishScore = mBullishScore[0]; double bullishScoreAVG7 = GetBullishScoreAverage(0, 7); // double bearishScore = mBearishScore[0]; double bearishScoreAVG7 = GetBearishScoreAverage(0, 7); // bool result = // ArraySize(mBullishScore) >= 7 && ArraySize(mBearishScore) >= 7 && bearishScore > bullishScore && bearishScore > mBearishScore[1] && bearishScore > bearishScoreAVG7 && bullishScore < bullishScoreAVG7 // ; // return result; } // // Signallers ... // bool mIsLongEnable; bool mIsShortEnable; // bool mIsX121XSPSignalProviderEnable; bool mIsX128SignalProviderEnable; bool mIsX92SignalProviderEnable; bool mIsX786SignalProviderEnable; bool mIsX121SignalProviderEnable; bool mIsX110SignalProviderEnable; bool mIsXTESTSignalProviderEnable; // // // Detect Signal ... bool HasSpecificSignal( int barIndex, // Specified Bar Index ... ENUM_POSITION_TYPE mType, // Specific Signal Type ... string &provider, // Signal Provider ... int &signalPusher, // Number Of Same Time Signals ... X121MarketConditions &mConditions, // Specified Market Conition ... double &providedSL, double &providedTP, double &providedR2r // ) { // bool result = false; // // Validate Signal Type is Enables ... bool isLong = IsLong(mType); result = (isLong && mIsLongEnable) || (!isLong && mIsShortEnable); if (!result) { return result; } // // Now we have to Filter based on Enabled Signal Providers ... // // Long ... if (isLong && mIsLongEnable) { // XSignal lSignal; // signalPusher = 0; // bool hasX121XSPSignal = false; bool hasXTESTSignal = false; bool hasX786Signal = false; bool hasX121Signal = false; bool hasX110Signal = false; bool hasX92Signal = false; bool hasX128Signal = false; // // XPS ... if (mIsX121XSPSignalProviderEnable) { // hasX121XSPSignal = X121XSPHasSpecifiedLongSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX121XSPSignal) { // if (!IsValid(provider)) { provider = ToString(X121XSP); } // signalPusher++; } } // // XTEST ... if (mIsXTESTSignalProviderEnable) { // hasXTESTSignal = XTESTHasSpecifiedLongSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasXTESTSignal) { // if (!IsValid(provider)) { provider = ToString(XTEST); } // signalPusher++; } } // // X786 ... if (mIsX786SignalProviderEnable) { // hasX786Signal = X786HasSpecifiedLongSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX786Signal) { // if (!IsValid(provider)) { provider = ToString(X786); } // signalPusher++; } } // // X121 ... if (mIsX121SignalProviderEnable) { // hasX121Signal = X121HasSpecifiedLongSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX121Signal) { // if (!IsValid(provider)) { provider = ToString(X121); } // signalPusher++; } } // // X110 ... if (mIsX110SignalProviderEnable) { // hasX110Signal = X110HasSpecifiedLongSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX110Signal) { // if (!IsValid(provider)) { provider = ToString(X110); } // signalPusher++; } } // // X92 ... if (mIsX92SignalProviderEnable) { // hasX92Signal = X92HasSpecifiedLongSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX92Signal) { // if (!IsValid(provider)) { provider = ToString(X92); } // signalPusher++; } } // // X128 ... if (mIsX128SignalProviderEnable) { // hasX128Signal = X128HasSpecifiedLongSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX128Signal) { // if (!IsValid(provider)) { provider = ToString(X128); } // signalPusher++; } } // result = // hasX121XSPSignal // || // hasXTESTSignal // || // hasX786Signal // || // hasX121Signal // || // hasX110Signal // || // hasX92Signal // || // hasX128Signal // ; // if (result) { return result; } } // // Short ... if (!isLong && mIsShortEnable) { // XSignal sSignal; // signalPusher = 0; // bool hasX121XSPSignal = false; bool hasXTESTSignal = false; bool hasX786Signal = false; bool hasX121Signal = false; bool hasX110Signal = false; bool hasX92Signal = false; bool hasX128Signal = false; // // X121XSP ... if (mIsX121XSPSignalProviderEnable) { // hasX121XSPSignal = X121XSPHasSpecifiedShortSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX121XSPSignal) { // if (!IsValid(provider)) { provider = ToString(X121XSP); } // signalPusher++; } } // // XTEST ... if (mIsXTESTSignalProviderEnable) { // hasXTESTSignal = XTESTHasSpecifiedShortSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasXTESTSignal) { // if (!IsValid(provider)) { provider = ToString(XTEST); } // signalPusher++; } } // // X786 ... if (mIsX786SignalProviderEnable) { // hasX786Signal = X786HasSpecifiedShortSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX786Signal) { // if (!IsValid(provider)) { provider = ToString(X786); } // signalPusher++; } } // // X121 ... if (mIsX121SignalProviderEnable) { // hasX121Signal = X121HasSpecifiedShortSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX121Signal) { // if (!IsValid(provider)) { provider = ToString(X121); } // signalPusher++; } } // // X110 ... if (mIsX110SignalProviderEnable) { // hasX110Signal = X110HasSpecifiedShortSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX110Signal) { // if (!IsValid(provider)) { provider = ToString(X110); } // signalPusher++; } } // // X92 ... if (mIsX92SignalProviderEnable) { // hasX92Signal = X92HasSpecifiedShortSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX92Signal) { // if (!IsValid(provider)) { provider = ToString(X92); } // signalPusher++; } } // // X128 ... if (mIsX128SignalProviderEnable) { // hasX128Signal = X128HasSpecifiedShortSignal( mConditions, providedSL, providedTP, providedR2r // ); // if (hasX128Signal) { // if (!IsValid(provider)) { provider = ToString(X128); } // signalPusher++; } } // result = // hasX121XSPSignal // || // hasXTESTSignal // || // hasX786Signal // || // hasX121Signal // || // hasX110Signal // || // hasX92Signal // || // hasX128Signal // ; // if (result) { return result; } } // return result; } // void CalculateConditions( X121MarketConditions &mConditions, // Market Conditions Result int barIndex = 0 // Specified Bar Index ) { // mConditions.Clear(); // if (barIndex < 0) { barIndex = 0; } // if (barIndex >= CountBars()) { barIndex = CountBars() + 2; } // int curr = barIndex + 1; int prev = curr + 1; // mConditions.symbol = GetSymbol(); mConditions.period = GetPeriod(); mConditions.time = iTime( mConditions.symbol, mConditions.period, barIndex // ); // GetBars( mConditions.bars, mConditions.symbol, mConditions.period, barIndex, mNumberOfItems // ); // // X121 Cycles Conditions ... // cMarket.GetMarketConditions( mConditions.cMarketConditions, barIndex, mNumberOfItems // ); // sMarket.GetMarketConditions( mConditions.sMarketConditions, barIndex, mNumberOfItems // ); // mMarket.GetMarketConditions( mConditions.mMarketConditions, barIndex, mNumberOfItems // ); // lMarket.GetMarketConditions( mConditions.lMarketConditions, barIndex, mNumberOfItems // ); // hMarket.GetMarketConditions( mConditions.hMarketConditions, barIndex, mNumberOfItems // ); } // // Signalling based On Signallers ... // // X121XSP ... // bool X121XSPHasSpecifiedLongSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // return result; } // bool XTESTHasSpecifiedLongSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // return result; } // // Use XSTR ... bool X786HasSpecifiedLongSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // // bool isCMStrLong = // // // mConditions.cMarketConditions.isTrendSwitchedToBullish && // (mConditions.hMarketConditions.isTrendBullish && // mConditions.lMarketConditions.isTrendBullish && // mConditions.mMarketConditions.isTrendBullish && // mConditions.sMarketConditions.isTrendBullish) // // // ; // // // bool isSMStrLong = // // // mConditions.sMarketConditions.isTrendSwitchedToBullish && // (mConditions.hMarketConditions.isTrendBullish && // mConditions.lMarketConditions.isTrendBullish && // mConditions.mMarketConditions.isTrendBullish && // mConditions.cMarketConditions.isTrendBullish) // // // ; // bool isMMStrLong = // mConditions.mMarketConditions.isTrendSwitchedToBullish && (mConditions.hMarketConditions.isTrendBullish && mConditions.lMarketConditions.isTrendBullish && mConditions.sMarketConditions.isTrendBullish && mConditions.cMarketConditions.isTrendBullish) // ; // bool isLMStrLong = // mConditions.lMarketConditions.isTrendSwitchedToBullish && (mConditions.hMarketConditions.isTrendBullish && mConditions.mMarketConditions.isTrendBullish && mConditions.sMarketConditions.isTrendBullish && mConditions.cMarketConditions.isTrendBullish) // ; // bool isHMStrLong = // mConditions.hMarketConditions.isTrendSwitchedToBullish && (mConditions.lMarketConditions.isTrendBullish && mConditions.mMarketConditions.isTrendBullish && mConditions.sMarketConditions.isTrendBullish && mConditions.cMarketConditions.isTrendBullish) // ; // // bool isScorePassed = IsScorePassedForLong(); // result = // // isCMStrLong // // // || // // isSMStrLong // // // || // isMMStrLong // || // isLMStrLong // || // isHMStrLong // ; // // result = result && isScorePassed; // // if (result) // { // sl = GetMinVales(); // } // return result; } // // Use XMC ... bool X121HasSpecifiedLongSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // Current Market ... // bool isCMCLong = // // // ( // // // (mConditions.cMarketConditions.isSlowOverVerifier && // mConditions.cMarketConditions.isFastCrossedOverVerifier) // // // || // // // (mConditions.cMarketConditions.isFastOverVerifier && // mConditions.cMarketConditions.isSlowCrossedOverVerifier) // // // ) // // // && // // // (mConditions.cMarketConditions.isCloseOverFast && // mConditions.cMarketConditions.isCloseOverSlow && // mConditions.cMarketConditions.isCloseOverVerifier) // // // ; // // Short Market ... // bool isSMCLong = // // // ( // // // (mConditions.sMarketConditions.isSlowOverVerifier && // mConditions.sMarketConditions.isFastCrossedOverVerifier) // // // || // // // (mConditions.sMarketConditions.isFastOverVerifier && // mConditions.sMarketConditions.isSlowCrossedOverVerifier) // // // ) // // // && // // // (mConditions.sMarketConditions.isCloseOverFast && // mConditions.sMarketConditions.isCloseOverSlow && // mConditions.sMarketConditions.isCloseOverVerifier) // // // ; // // Medium Market ... bool isMMCLong = // ( // (mConditions.mMarketConditions.isSlowOverVerifier && mConditions.mMarketConditions.isFastCrossedOverVerifier) // || // (mConditions.mMarketConditions.isFastOverVerifier && mConditions.mMarketConditions.isSlowCrossedOverVerifier) // ) // && // (mConditions.mMarketConditions.isCloseOverFast && mConditions.mMarketConditions.isCloseOverSlow && mConditions.mMarketConditions.isCloseOverVerifier) // ; // // Long Market ... bool isLMCLong = // ( // (mConditions.lMarketConditions.isSlowOverVerifier && mConditions.lMarketConditions.isFastCrossedOverVerifier) // || // (mConditions.lMarketConditions.isFastOverVerifier && mConditions.lMarketConditions.isSlowCrossedOverVerifier) // ) // && // (mConditions.lMarketConditions.isCloseOverFast && mConditions.lMarketConditions.isCloseOverSlow && mConditions.lMarketConditions.isCloseOverVerifier) // ; // // Hind Market ... bool isHMCLong = // ( // (mConditions.hMarketConditions.isSlowOverVerifier && mConditions.hMarketConditions.isFastCrossedOverVerifier) // || // (mConditions.hMarketConditions.isFastOverVerifier && mConditions.hMarketConditions.isSlowCrossedOverVerifier) // ) // && // (mConditions.hMarketConditions.isCloseOverFast && mConditions.hMarketConditions.isCloseOverSlow && mConditions.hMarketConditions.isCloseOverVerifier) // ; // // bool isScorePassed = IsScorePassedForLong(); // result = // // // isCMCLong // // // || // // // isSMCLong // // // || // isMMCLong // || // isLMCLong // || // isHMCLong // ; // // result = result && isScorePassed; // // // if (result) // { // sl = GetMinVales(); // } // return result; } // // Use XCHE ... bool X110HasSpecifiedLongSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // // bool isCCHELong = // // // (mConditions.cMarketConditions.isCHESwitchedInStrongLong && // (mConditions.sMarketConditions.isCHEInStrongLong && // mConditions.mMarketConditions.isCHEInStrongLong && // mConditions.lMarketConditions.isCHEInStrongLong && // mConditions.hMarketConditions.isCHEInStrongLong)) // // // ; // // // bool isSCHELong = // // // (mConditions.sMarketConditions.isCHESwitchedInStrongLong && // (mConditions.cMarketConditions.isCHEInStrongLong && // mConditions.mMarketConditions.isCHEInStrongLong && // mConditions.lMarketConditions.isCHEInStrongLong && // mConditions.hMarketConditions.isCHEInStrongLong)) // // // ; // bool isMCHELong = // (mConditions.mMarketConditions.isCHESwitchedInStrongLong && (mConditions.cMarketConditions.isCHEInStrongLong && mConditions.sMarketConditions.isCHEInStrongLong && mConditions.lMarketConditions.isCHEInStrongLong && mConditions.hMarketConditions.isCHEInStrongLong)) // ; // bool isLCHELong = // (mConditions.lMarketConditions.isCHESwitchedInStrongLong && (mConditions.cMarketConditions.isCHEInStrongLong && mConditions.sMarketConditions.isCHEInStrongLong && mConditions.mMarketConditions.isCHEInStrongLong && mConditions.hMarketConditions.isCHEInStrongLong)) // ; // bool isHCHELong = // (mConditions.hMarketConditions.isCHESwitchedInStrongLong && (mConditions.cMarketConditions.isCHEInStrongLong && mConditions.sMarketConditions.isCHEInStrongLong && mConditions.mMarketConditions.isCHEInStrongLong && mConditions.lMarketConditions.isCHEInStrongLong)) // ; // // bool isScorePassed = IsScorePassedForLong(); // result = // // // isCCHELong // // // || // // // isSCHELong // // // || // isMCHELong // || // isLCHELong // || // isHCHELong // ; // // result = result && isScorePassed; // // // if (result) // { // sl = GetMinVales(); // } // return result; } // // Use XHK ... bool X92HasSpecifiedLongSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // int curr = 0; int prev = 1; // bool isCSMHKSwitchedToBullish = // mConditions.cMarketConditions.smHKBars[curr].IsBullish() && !mConditions.cMarketConditions.smHKBars[prev].IsBullish() // ; // bool isCSMHKBullish = // mConditions.cMarketConditions.smHKBars[curr].IsBullish() && mConditions.cMarketConditions.smHKBars[prev].IsBullish() && !mConditions.bars[curr].open > mConditions.cMarketConditions.smHKBars[curr].GetUp() && !mConditions.bars[prev].close > mConditions.cMarketConditions.smHKBars[prev].GetUp() // ; // bool isSSMHKSwitchedToBullish = // mConditions.sMarketConditions.smHKBars[curr].IsBullish() && !mConditions.sMarketConditions.smHKBars[prev].IsBullish() // ; // bool isSSMHKBullish = // mConditions.sMarketConditions.smHKBars[curr].IsBullish() && mConditions.sMarketConditions.smHKBars[prev].IsBullish() && !mConditions.bars[curr].open > mConditions.sMarketConditions.smHKBars[curr].GetUp() && !mConditions.bars[prev].close > mConditions.sMarketConditions.smHKBars[prev].GetUp() // ; // bool isMSMHKSwitchedToBullish = // mConditions.mMarketConditions.smHKBars[curr].IsBullish() && !mConditions.mMarketConditions.smHKBars[prev].IsBullish() // ; // bool isMSMHKBullish = // mConditions.mMarketConditions.smHKBars[curr].IsBullish() && mConditions.mMarketConditions.smHKBars[prev].IsBullish() && !mConditions.bars[curr].open > mConditions.mMarketConditions.smHKBars[curr].GetUp() && !mConditions.bars[prev].close > mConditions.mMarketConditions.smHKBars[prev].GetUp() // ; // bool isLSMHKSwitchedToBullish = // mConditions.lMarketConditions.smHKBars[curr].IsBullish() && !mConditions.lMarketConditions.smHKBars[prev].IsBullish() // ; // bool isLSMHKBullish = // mConditions.lMarketConditions.smHKBars[curr].IsBullish() && mConditions.lMarketConditions.smHKBars[prev].IsBullish() && !mConditions.bars[curr].open > mConditions.lMarketConditions.smHKBars[curr].GetUp() && !mConditions.bars[prev].close > mConditions.lMarketConditions.smHKBars[prev].GetUp() // ; // bool isHSMHKSwitchedToBullish = // mConditions.hMarketConditions.smHKBars[curr].IsBullish() && !mConditions.hMarketConditions.smHKBars[prev].IsBullish() // ; // bool isHSMHKBullish = // mConditions.hMarketConditions.smHKBars[curr].IsBullish() && mConditions.hMarketConditions.smHKBars[prev].IsBullish() && !mConditions.bars[curr].open > mConditions.hMarketConditions.smHKBars[curr].GetUp() && !mConditions.bars[prev].close > mConditions.hMarketConditions.smHKBars[prev].GetUp() // ; // bool isCSMHKLong = // (isCSMHKBullish || isCSMHKSwitchedToBullish) && isSSMHKBullish && isMSMHKBullish && isLSMHKBullish && isHSMHKBullish // ; // bool isSSMHKLong = // (isSSMHKBullish || isSSMHKSwitchedToBullish) && isCSMHKBullish && isMSMHKBullish && isLSMHKBullish && isHSMHKBullish // ; // bool isMSMHKLong = // (isMSMHKBullish || isMSMHKSwitchedToBullish) && isSSMHKBullish && isCSMHKBullish && isLSMHKBullish && isHSMHKBullish // ; // bool isLSMHKLong = // (isLSMHKBullish || isLSMHKSwitchedToBullish) && isSSMHKBullish && isCSMHKBullish && isMSMHKBullish && isHSMHKBullish // ; // bool isHSMHKLong = // (isHSMHKBullish || isHSMHKSwitchedToBullish) && isSSMHKBullish && isCSMHKBullish && isMSMHKBullish && isLSMHKBullish // ; // result = // // isCSMHKLong // // // || // // // isSSMHKLong // // // || // isMSMHKLong // || // isLSMHKLong // || // isHSMHKLong // ; // return result; } // // Use XMRB ... bool X128HasSpecifiedLongSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // Current Cycle ... // bool isCMRBFastOverSlow = // mConditions.cMarketConditions.mrbFasts[1] > mConditions.cMarketConditions.mrbSlows[1] // ; // bool isCMRBFastCrossedOverSlow = // mConditions.cMarketConditions.mrbFasts[1] > mConditions.cMarketConditions.mrbSlows[1] && mConditions.cMarketConditions.mrbFasts[2] <= mConditions.cMarketConditions.mrbSlows[2] // ; // bool isCMRBClosedOverFast = // mConditions.cMarketConditions.bars[1].close > mConditions.cMarketConditions.mrbFasts[1] // ; // // Short Cycle ... // bool isSMRBFastOverSlow = // mConditions.sMarketConditions.mrbFasts[1] > mConditions.sMarketConditions.mrbSlows[1] // ; // bool isSMRBFastCrossedOverSlow = // mConditions.sMarketConditions.mrbFasts[1] > mConditions.sMarketConditions.mrbSlows[1] && mConditions.sMarketConditions.mrbFasts[2] <= mConditions.sMarketConditions.mrbSlows[2] // ; // bool isSMRBClosedOverFast = // mConditions.sMarketConditions.bars[1].close > mConditions.sMarketConditions.mrbFasts[1] // ; // // Medium Cycle ... // bool isMMRBFastOverSlow = // mConditions.mMarketConditions.mrbFasts[1] > mConditions.mMarketConditions.mrbSlows[1] // ; // bool isMMRBFastCrossedOverSlow = // mConditions.mMarketConditions.mrbFasts[1] > mConditions.mMarketConditions.mrbSlows[1] && mConditions.mMarketConditions.mrbFasts[2] <= mConditions.mMarketConditions.mrbSlows[2] // ; // bool isMMRBClosedOverFast = // mConditions.mMarketConditions.bars[1].close > mConditions.mMarketConditions.mrbFasts[1] // ; // // Long Cycle ... // bool isLMRBFastOverSlow = // mConditions.lMarketConditions.mrbFasts[1] > mConditions.lMarketConditions.mrbSlows[1] // ; // bool isLMRBFastCrossedOverSlow = // mConditions.lMarketConditions.mrbFasts[1] > mConditions.lMarketConditions.mrbSlows[1] && mConditions.lMarketConditions.mrbFasts[2] <= mConditions.lMarketConditions.mrbSlows[2] // ; // bool isLMRBClosedOverFast = // mConditions.lMarketConditions.bars[1].close > mConditions.lMarketConditions.mrbFasts[1] // ; // // Hind Cycle ... // bool isHMRBFastOverSlow = // mConditions.hMarketConditions.mrbFasts[1] > mConditions.hMarketConditions.mrbSlows[1] // ; // bool isHMRBFastCrossedOverSlow = // mConditions.hMarketConditions.mrbFasts[1] > mConditions.hMarketConditions.mrbSlows[1] && mConditions.hMarketConditions.mrbFasts[2] <= mConditions.hMarketConditions.mrbSlows[2] // ; // bool isHMRBClosedOverFast = // mConditions.hMarketConditions.bars[1].close > mConditions.hMarketConditions.mrbFasts[1] // ; // bool isMRBLongWeight = // ( // isCMRBFastOverSlow && isSMRBFastOverSlow && isMMRBFastOverSlow && isLMRBFastOverSlow && isHMRBFastOverSlow // ) // || // ( // isCMRBFastOverSlow && (( isSMRBFastOverSlow && isMMRBFastOverSlow && isLMRBFastOverSlow) // || // ( isSMRBFastOverSlow && isLMRBFastOverSlow && isHMRBFastOverSlow) // || // ( isMMRBFastOverSlow && isLMRBFastOverSlow && isHMRBFastOverSlow)) // ) // ; // bool isMBRCloseLong = // ( // isCMRBClosedOverFast && isSMRBClosedOverFast && isMMRBClosedOverFast && isLMRBClosedOverFast && isHMRBClosedOverFast // ) // || // ( // isCMRBClosedOverFast && (( isSMRBClosedOverFast && isMMRBClosedOverFast) // || // ( isSMRBClosedOverFast && isLMRBClosedOverFast) // || // ( isSMRBClosedOverFast && isHMRBClosedOverFast) // || // ( isMMRBClosedOverFast && isLMRBClosedOverFast) // || // ( isLMRBClosedOverFast && isHMRBClosedOverFast) // || // ( isMMRBClosedOverFast && isHMRBClosedOverFast) // || // ( isSMRBClosedOverFast && isMMRBClosedOverFast && isLMRBClosedOverFast) // || // ( isSMRBClosedOverFast && isLMRBClosedOverFast && isHMRBClosedOverFast) // || // ( isMMRBClosedOverFast && isLMRBClosedOverFast && isHMRBClosedOverFast)) // ) // ; // bool isCMRBShort = // (isCMRBFastOverSlow || isCMRBFastCrossedOverSlow) // && // isCMRBClosedOverFast && // isMRBLongWeight && // isMBRCloseLong // ; // bool isSMRBShort = // (isSMRBFastOverSlow || isSMRBFastCrossedOverSlow) // && // isSMRBClosedOverFast && // isMRBLongWeight && // isMBRCloseLong // ; // bool isMMRBShort = // (isMMRBFastOverSlow || isMMRBFastCrossedOverSlow) // && // isMMRBClosedOverFast && // isMRBLongWeight && // isMBRCloseLong // ; // bool isLMRBShort = // (isLMRBFastOverSlow || isLMRBFastCrossedOverSlow) // && // isLMRBClosedOverFast && // isMRBLongWeight && // isMBRCloseLong // ; // bool isHMRBShort = // (isHMRBFastOverSlow || isHMRBFastCrossedOverSlow) // && // isHMRBClosedOverFast && // isMRBLongWeight && // isMBRCloseLong // ; // result = // isCMRBShort // || // isSMRBShort // || // isMMRBShort // || // isLMRBShort // || // isHMRBShort // ; // return result; } // bool X121XSPHasSpecifiedShortSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // return result; } // bool XTESTHasSpecifiedShortSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // return result; } // // Use XSTR ... bool X786HasSpecifiedShortSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // // bool isCMStrShort = // // // mConditions.cMarketConditions.isTrendSwitchedToBearish && // (mConditions.hMarketConditions.isTrendBearish && // mConditions.lMarketConditions.isTrendBearish && // mConditions.mMarketConditions.isTrendBearish && // mConditions.sMarketConditions.isTrendBearish) // // // ; // // // bool isSMStrShort = // // // mConditions.sMarketConditions.isTrendSwitchedToBearish && // (mConditions.hMarketConditions.isTrendBearish && // mConditions.lMarketConditions.isTrendBearish && // mConditions.mMarketConditions.isTrendBearish && // mConditions.cMarketConditions.isTrendBearish) // // // ; // bool isMMStrShort = // mConditions.mMarketConditions.isTrendSwitchedToBearish && (mConditions.hMarketConditions.isTrendBearish && mConditions.lMarketConditions.isTrendBearish && mConditions.sMarketConditions.isTrendBearish && mConditions.cMarketConditions.isTrendBearish) // ; // bool isLMStrShort = // mConditions.lMarketConditions.isTrendSwitchedToBearish && (mConditions.hMarketConditions.isTrendBearish && mConditions.mMarketConditions.isTrendBearish && mConditions.sMarketConditions.isTrendBearish && mConditions.cMarketConditions.isTrendBearish) // ; // bool isHMStrShort = // mConditions.hMarketConditions.isTrendSwitchedToBearish && (mConditions.lMarketConditions.isTrendBearish && mConditions.mMarketConditions.isTrendBearish && mConditions.sMarketConditions.isTrendBearish && mConditions.cMarketConditions.isTrendBearish) // ; // // bool isScorePassed = IsScorePassedForShort(); // result = // // // isCMStrShort // // // || // // // isSMStrShort // // // || // isMMStrShort // || // isLMStrShort // || // isHMStrShort // ; // // result = result && isScorePassed; // // // if (result) // { // sl = GetMaxPeaks(); // } // return result; } // // Use XMC ... bool X121HasSpecifiedShortSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // Current Market ... // bool isCMCShort = // // // ( // // // (mConditions.cMarketConditions.isSlowUnderVerifier && // mConditions.cMarketConditions.isFastCrossedUnderVerifier) // // // || // // // (mConditions.cMarketConditions.isFastUnderVerifier && // mConditions.cMarketConditions.isSlowCrossedUnderVerifier) // // // ) // // // && // // // (mConditions.cMarketConditions.isCloseUnderFast && // mConditions.cMarketConditions.isCloseUnderSlow && // mConditions.cMarketConditions.isCloseUnderVerifier) // // // ; // // Short Market ... // bool isSMCShort = // // // ( // // // (mConditions.sMarketConditions.isSlowUnderVerifier && // mConditions.sMarketConditions.isFastCrossedUnderVerifier) // // // || // // // (mConditions.sMarketConditions.isFastUnderVerifier && // mConditions.sMarketConditions.isSlowCrossedUnderVerifier) // // // ) // // // && // // // (mConditions.sMarketConditions.isCloseUnderFast && // mConditions.sMarketConditions.isCloseUnderSlow && // mConditions.sMarketConditions.isCloseUnderVerifier) // // // ; // // Medium Market ... bool isMMCShort = // ( // (mConditions.mMarketConditions.isSlowUnderVerifier && mConditions.mMarketConditions.isFastCrossedUnderVerifier) // || // (mConditions.mMarketConditions.isFastUnderVerifier && mConditions.mMarketConditions.isSlowCrossedUnderVerifier) // ) // && // (mConditions.mMarketConditions.isCloseUnderFast && mConditions.mMarketConditions.isCloseUnderSlow && mConditions.mMarketConditions.isCloseUnderVerifier) // ; // // Long Market ... bool isLMCShort = // ( // (mConditions.lMarketConditions.isSlowUnderVerifier && mConditions.lMarketConditions.isFastCrossedUnderVerifier) // || // (mConditions.lMarketConditions.isFastUnderVerifier && mConditions.lMarketConditions.isSlowCrossedUnderVerifier) // ) // && // (mConditions.lMarketConditions.isCloseUnderFast && mConditions.lMarketConditions.isCloseUnderSlow && mConditions.lMarketConditions.isCloseUnderVerifier) // ; // // Hind Market ... bool isHMCShort = // ( // (mConditions.hMarketConditions.isSlowUnderVerifier && mConditions.hMarketConditions.isFastCrossedUnderVerifier) // || // (mConditions.hMarketConditions.isFastUnderVerifier && mConditions.hMarketConditions.isSlowCrossedUnderVerifier) // ) // && // (mConditions.hMarketConditions.isCloseUnderFast && mConditions.hMarketConditions.isCloseUnderSlow && mConditions.hMarketConditions.isCloseUnderVerifier) // ; // // bool isScorePassed = IsScorePassedForShort(); // result = // // // isCMCShort // // // || // // // isSMCShort // // // || // isMMCShort // || // isLMCShort // || // isHMCShort // ; // // // result = result && isScorePassed; // // // if (result) // { // sl = GetMaxPeaks(); // } // return result; } // // Use XCHE ... bool X110HasSpecifiedShortSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // // bool isCCHEShort = // // // (mConditions.cMarketConditions.isCHESwitchedInStrongShort && // (mConditions.sMarketConditions.isCHEInStrongShort && // mConditions.mMarketConditions.isCHEInStrongShort && // mConditions.lMarketConditions.isCHEInStrongShort && // mConditions.hMarketConditions.isCHEInStrongShort)) // // // ; // // // bool isSCHEShort = // // // (mConditions.sMarketConditions.isCHESwitchedInStrongShort && // (mConditions.cMarketConditions.isCHEInStrongShort && // mConditions.mMarketConditions.isCHEInStrongShort && // mConditions.lMarketConditions.isCHEInStrongShort && // mConditions.hMarketConditions.isCHEInStrongShort)) // // // ; // bool isMCHEShort = // (mConditions.mMarketConditions.isCHESwitchedInStrongShort && (mConditions.cMarketConditions.isCHEInStrongShort && mConditions.sMarketConditions.isCHEInStrongShort && mConditions.lMarketConditions.isCHEInStrongShort && mConditions.hMarketConditions.isCHEInStrongShort)) // ; // bool isLCHEShort = // (mConditions.lMarketConditions.isCHESwitchedInStrongShort && (mConditions.cMarketConditions.isCHEInStrongShort && mConditions.sMarketConditions.isCHEInStrongShort && mConditions.mMarketConditions.isCHEInStrongShort && mConditions.hMarketConditions.isCHEInStrongShort)) // ; // bool isHCHEShort = // (mConditions.hMarketConditions.isCHESwitchedInStrongShort && (mConditions.cMarketConditions.isCHEInStrongShort && mConditions.sMarketConditions.isCHEInStrongShort && mConditions.mMarketConditions.isCHEInStrongShort && mConditions.lMarketConditions.isCHEInStrongShort)) // ; // // bool isScorePassed = IsScorePassedForShort(); // result = // // // isCCHEShort // // // || // // // isSCHEShort // // // || // isMCHEShort // || // isLCHEShort // || // isHCHEShort // ; // // result = result && isScorePassed; // return result; } // // Use XHK ... bool X92HasSpecifiedShortSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // int curr = 0; int prev = 1; // bool isCSMHKSwitchedToBearish = // mConditions.cMarketConditions.smHKBars[curr].IsBearish() && !mConditions.cMarketConditions.smHKBars[prev].IsBearish() // ; // bool isCSMHKBearish = // mConditions.cMarketConditions.smHKBars[curr].IsBearish() && mConditions.cMarketConditions.smHKBars[prev].IsBearish() && !mConditions.bars[curr].open < mConditions.cMarketConditions.smHKBars[curr].GetDown() && !mConditions.bars[prev].close < mConditions.cMarketConditions.smHKBars[prev].GetDown() // ; // bool isSSMHKSwitchedToBearish = // mConditions.sMarketConditions.smHKBars[curr].IsBearish() && !mConditions.sMarketConditions.smHKBars[prev].IsBearish() // ; // bool isSSMHKBearish = // mConditions.sMarketConditions.smHKBars[curr].IsBearish() && mConditions.sMarketConditions.smHKBars[prev].IsBearish() && !mConditions.bars[curr].open < mConditions.sMarketConditions.smHKBars[curr].GetDown() && !mConditions.bars[prev].close < mConditions.sMarketConditions.smHKBars[prev].GetDown() // ; // bool isMSMHKSwitchedToBearish = // mConditions.mMarketConditions.smHKBars[curr].IsBearish() && !mConditions.mMarketConditions.smHKBars[prev].IsBearish() // ; // bool isMSMHKBearish = // mConditions.mMarketConditions.smHKBars[curr].IsBearish() && mConditions.mMarketConditions.smHKBars[prev].IsBearish() && !mConditions.bars[curr].open < mConditions.mMarketConditions.smHKBars[curr].GetDown() && !mConditions.bars[prev].close < mConditions.mMarketConditions.smHKBars[prev].GetDown() // ; // bool isLSMHKSwitchedToBearish = // mConditions.lMarketConditions.smHKBars[curr].IsBearish() && !mConditions.lMarketConditions.smHKBars[prev].IsBearish() // ; // bool isLSMHKBearish = // mConditions.lMarketConditions.smHKBars[curr].IsBearish() && mConditions.lMarketConditions.smHKBars[prev].IsBearish() && !mConditions.bars[curr].open < mConditions.lMarketConditions.smHKBars[curr].GetDown() && !mConditions.bars[prev].close < mConditions.lMarketConditions.smHKBars[prev].GetDown() // ; // bool isHSMHKSwitchedToBearish = // mConditions.hMarketConditions.smHKBars[curr].IsBearish() && !mConditions.hMarketConditions.smHKBars[prev].IsBearish() // ; // bool isHSMHKBearish = // mConditions.hMarketConditions.smHKBars[curr].IsBearish() && mConditions.hMarketConditions.smHKBars[prev].IsBearish() && !mConditions.bars[curr].open < mConditions.hMarketConditions.smHKBars[curr].GetDown() && !mConditions.bars[prev].close < mConditions.hMarketConditions.smHKBars[prev].GetDown() // ; // bool isCSMHKShort = // (isCSMHKBearish || isCSMHKSwitchedToBearish) && isSSMHKBearish && isMSMHKBearish && isLSMHKBearish && isHSMHKBearish // ; // bool isSSMHKShort = // (isSSMHKBearish || isSSMHKSwitchedToBearish) && isCSMHKBearish && isMSMHKBearish && isLSMHKBearish && isHSMHKBearish // ; // bool isMSMHKShort = // (isMSMHKBearish || isMSMHKSwitchedToBearish) && isSSMHKBearish && isCSMHKBearish && isLSMHKBearish && isHSMHKBearish // ; // bool isLSMHKShort = // (isLSMHKBearish || isLSMHKSwitchedToBearish) && isSSMHKBearish && isCSMHKBearish && isMSMHKBearish && isHSMHKBearish // ; // bool isHSMHKShort = // (isHSMHKBearish || isHSMHKSwitchedToBearish) && isSSMHKBearish && isCSMHKBearish && isMSMHKBearish && isLSMHKBearish // ; // result = // // isCSMHKShort // // // || // // // isSSMHKShort // // // || // isMSMHKShort // || // isLSMHKShort // || // isHSMHKShort // ; // return result; } // // Use XMRB ... bool X128HasSpecifiedShortSignal( X121MarketConditions &mConditions, // double &sl, // Provided SL ... double &tp, // Provided TP ... double &r2r // Risk Reward Ratio ... ) { // bool result = false; // // Current Cycle ... // bool isCMRBFastUnderSlow = // mConditions.cMarketConditions.mrbFasts[1] < mConditions.cMarketConditions.mrbSlows[1] // ; // bool isCMRBFastCrossedUnderSlow = // mConditions.cMarketConditions.mrbFasts[1] < mConditions.cMarketConditions.mrbSlows[1] && mConditions.cMarketConditions.mrbFasts[2] >= mConditions.cMarketConditions.mrbSlows[2] // ; // bool isCMRBClosedUnderFast = // mConditions.cMarketConditions.bars[1].close < mConditions.cMarketConditions.mrbFasts[1] // ; // // Short Cycle ... // bool isSMRBFastUnderSlow = // mConditions.sMarketConditions.mrbFasts[1] < mConditions.sMarketConditions.mrbSlows[1] // ; // bool isSMRBFastCrossedUnderSlow = // mConditions.sMarketConditions.mrbFasts[1] < mConditions.sMarketConditions.mrbSlows[1] && mConditions.sMarketConditions.mrbFasts[2] >= mConditions.sMarketConditions.mrbSlows[2] // ; // bool isSMRBClosedUnderFast = // mConditions.sMarketConditions.bars[1].close < mConditions.sMarketConditions.mrbFasts[1] // ; // // Medium Cycle ... // bool isMMRBFastUnderSlow = // mConditions.mMarketConditions.mrbFasts[1] < mConditions.mMarketConditions.mrbSlows[1] // ; // bool isMMRBFastCrossedUnderSlow = // mConditions.mMarketConditions.mrbFasts[1] < mConditions.mMarketConditions.mrbSlows[1] && mConditions.mMarketConditions.mrbFasts[2] >= mConditions.mMarketConditions.mrbSlows[2] // ; // bool isMMRBClosedUnderFast = // mConditions.mMarketConditions.bars[1].close < mConditions.mMarketConditions.mrbFasts[1] // ; // // Long Cycle ... // bool isLMRBFastUnderSlow = // mConditions.lMarketConditions.mrbFasts[1] < mConditions.lMarketConditions.mrbSlows[1] // ; // bool isLMRBFastCrossedUnderSlow = // mConditions.lMarketConditions.mrbFasts[1] < mConditions.lMarketConditions.mrbSlows[1] && mConditions.lMarketConditions.mrbFasts[2] >= mConditions.lMarketConditions.mrbSlows[2] // ; // bool isLMRBClosedUnderFast = // mConditions.lMarketConditions.bars[1].close < mConditions.lMarketConditions.mrbFasts[1] // ; // // Hind Cycle ... // bool isHMRBFastUnderSlow = // mConditions.hMarketConditions.mrbFasts[1] < mConditions.hMarketConditions.mrbSlows[1] // ; // bool isHMRBFastCrossedUnderSlow = // mConditions.hMarketConditions.mrbFasts[1] < mConditions.hMarketConditions.mrbSlows[1] && mConditions.hMarketConditions.mrbFasts[2] >= mConditions.hMarketConditions.mrbSlows[2] // ; // bool isHMRBClosedUnderFast = // mConditions.hMarketConditions.bars[1].close < mConditions.hMarketConditions.mrbFasts[1] // ; // bool isMRBShortWeight = // ( // isCMRBFastUnderSlow && isSMRBFastUnderSlow && isMMRBFastUnderSlow && isLMRBFastUnderSlow && isHMRBFastUnderSlow // ) // || // ( // isCMRBFastUnderSlow && (( isSMRBFastUnderSlow && isMMRBFastUnderSlow && isLMRBFastUnderSlow) // || // ( isSMRBFastUnderSlow && isLMRBFastUnderSlow && isHMRBFastUnderSlow) // || // ( isMMRBFastUnderSlow && isLMRBFastUnderSlow && isHMRBFastUnderSlow)) // ) // ; // bool isMBRCloseShort = // ( // isCMRBClosedUnderFast && isSMRBClosedUnderFast && isMMRBClosedUnderFast && isLMRBClosedUnderFast && isHMRBClosedUnderFast // ) // || // ( // isCMRBClosedUnderFast && (( isSMRBClosedUnderFast && isMMRBClosedUnderFast) // || // ( isSMRBClosedUnderFast && isLMRBClosedUnderFast) // || // ( isSMRBClosedUnderFast && isHMRBClosedUnderFast) // || // ( isMMRBClosedUnderFast && isLMRBClosedUnderFast) // || // ( isLMRBClosedUnderFast && isHMRBClosedUnderFast) // || // ( isMMRBClosedUnderFast && isHMRBClosedUnderFast) // || // ( isSMRBClosedUnderFast && isMMRBClosedUnderFast && isLMRBClosedUnderFast) // || // ( isSMRBClosedUnderFast && isLMRBClosedUnderFast && isHMRBClosedUnderFast) // || // ( isMMRBClosedUnderFast && isLMRBClosedUnderFast && isHMRBClosedUnderFast)) // ) // ; // bool isCMRBShort = // (isCMRBFastUnderSlow || isCMRBFastCrossedUnderSlow) // && // isCMRBClosedUnderFast && // isMRBShortWeight && // isMBRCloseShort // ; // bool isSMRBShort = // (isSMRBFastUnderSlow || isSMRBFastCrossedUnderSlow) // && // isSMRBClosedUnderFast && // isMRBShortWeight && // isMBRCloseShort // ; // bool isMMRBShort = // (isMMRBFastUnderSlow || isMMRBFastCrossedUnderSlow) // && // isMMRBClosedUnderFast && // isMRBShortWeight && // isMBRCloseShort // ; // bool isLMRBShort = // (isLMRBFastUnderSlow || isLMRBFastCrossedUnderSlow) // && // isLMRBClosedUnderFast && // isMRBShortWeight && // isMBRCloseShort // ; // bool isHMRBShort = // (isHMRBFastUnderSlow || isHMRBFastCrossedUnderSlow) // && // isHMRBClosedUnderFast && // isMRBShortWeight && // isMBRCloseShort // ; // result = // isCMRBShort // || // isSMRBShort // || // isMMRBShort // || // isLMRBShort // || // isHMRBShort // ; // return result; } // }; // // Tools ... // // Model Provider Descriptor ... struct X121ProviderDescriptor { // string symbol; // Trading Symbol ENUM_TIMEFRAMES period; // Trading Timeframe double staticVolume; // Static Volume for Positions bool allowLong; // Allow Long Signals bool allowShort; // Allow Short Signals ENUM_X121_SIGNAL_PROVIDERS signallers[]; // Allowed Signal Providers // X121ProviderInputs inputs; XSCX121Provider *provider; // XSignal signal; X121MarketConditions conditions; // // Tools ... // bool Init() { // bool result = false; // result = this.Init( this.symbol, this.period, this.signallers, this.allowLong, this.allowShort, this.staticVolume // ); // return result; } // bool Init( ENUM_X121_SIGNAL_PROVIDERS &mSignallers[], // Allowed Signal Providers bool mAllowLong = true, // Allow Long Signals bool mAllowShort = true, // Allow Short Signals double mStaticVolume = 0.01 // Static Volume for Positions ) { // bool result = false; // result = this.Init( this.symbol, this.period, mSignallers, mAllowLong, mAllowShort, mStaticVolume // ); // return result; } // bool Init( string mSymbol, // Trading Symbol ENUM_TIMEFRAMES mPeriod, // Trading Timeframe ENUM_X121_SIGNAL_PROVIDERS &mSignallers[], // Allowed Signal Providers bool mAllowLong = true, // Allow Long Signals bool mAllowShort = true, // Allow Short Signals double mStaticVolume = 0.01 // Static Volume for Positions ) { // bool result = false; // result = // inputs.IsValid() && IsValid(mSymbol) && IsValid(mPeriod) && NotEmpty(mStaticVolume) && (allowLong || allowShort) && ArraySize(mSignallers) > 0 // ; if (!result) { return result; } // this.symbol = mSymbol; this.period = mPeriod; this.allowLong = mAllowLong; this.allowShort = mAllowShort; this.staticVolume = mStaticVolume; // ENUM_X121_SIGNAL_PROVIDERS tmp[]; Copy( mSignallers, tmp // ); Copy( tmp, this.signallers // ); // // Instantiate Provider ... provider = new XSCX121Provider( this.symbol, this.period, this.staticVolume // ); // // Set Long/Short State ... // provider .SetSignalTypeState( POSITION_TYPE_BUY, this.allowLong // ); // provider .SetSignalTypeState( POSITION_TYPE_SELL, this.allowShort // ); // // Enable Required Signallers ... provider .SetSignalProviderStates( this.signallers, true // ); // // Now Must to Initialize Provider ... result = provider.Init( this.inputs // ); // return result; } // // Cleanup ... void Clean() { // signal.Clean(); conditions.Clear(); } // // Validate ... bool IsValid(bool validateInputs = true) { // bool result = false; // result = // IsValid(symbol) && IsValid(period) && NotEmpty(staticVolume) && (validateInputs ? inputs.IsValid() : true) && (allowLong || allowShort) && ArraySize(signallers) > 0 // ; // return result; } // // Check Signal ... bool HasSignal(int barIndex = 0) { // bool result = false; // result = inputs.IsValid(); if (!result) { return result; } // // Clear Signal and Conditions ... Clean(); // result = provider.HasSignal( barIndex, signal, conditions // ); // return result; } }; // void GetAllX121SignalProviders(ENUM_X121_SIGNAL_PROVIDERS &result[]) { // Clean(result); // Add(X121NONE, result); Add(X121XSP, result); Add(XTEST, result); Add(X786, result); Add(X121, result); Add(X110, result); Add(X92, result); Add(X128, result); } // string ToString(ENUM_X121_SIGNAL_PROVIDERS value) { return EnumToString(value); } // ENUM_X121_SIGNAL_PROVIDERS ToX121SignalProvider(string content) { // ENUM_X121_SIGNAL_PROVIDERS result = X121NONE; // if (!IsValid(content)) { return result; } // if (content == ToString(X121NONE)) { result = X121NONE; } else if (content == ToString(X121XSP)) { result = X121XSP; } else if (content == ToString(XTEST)) { result = XTEST; } else if (content == ToString(X786)) { result = X786; } else if (content == ToString(X121)) { result = X121; } else if (content == ToString(X110)) { result = X110; } else if (content == ToString(X92)) { result = X92; } else if (content == ToString(X128)) { result = X128; } // return result; } //