/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Class // ------------------------------------------------- // Name: XSupDemOBS // Description: provide all Signalling functions ... // // // 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 "../../Libraries/x-trade.lib" #include "../Classes/x-121.smc.market.cycle.helper.class.mq5" #include "../Libraries/x-121.smc.guard.lib.mq5" #include "../Libraries/x-121.smc.lib.mq5" // enum ENUM_X121SMC_XSUPDEMOBS_PRIORITY { X121SMC_XSUPDEMOBS_PRIORITY_NONE, X121SMC_XSUPDEMOBS_PRIORITY_LOW, X121SMC_XSUPDEMOBS_PRIORITY_REGULAR, X121SMC_XSUPDEMOBS_PRIORITY_HIGH, }; // struct X121SMCXSupDemOBSWorkingZone { // string symbol; ENUM_TIMEFRAMES period; // double upper; double lower; // double zoneUpper; double zoneLower; // double quarter1; double quarter2; double quarter3; // datetime from; // X121SMCXSupDemOBSWorkingZone() { Clean(); } // void Clean() { // upper = 0; lower = 0; quarter1 = 0; quarter2 = 0; quarter3 = 0; zoneLower = 0; zoneUpper = 0; // from = NULL; symbol = NULL; period = NULL; // ZeroMemory(this); } // bool IsValid() { // bool result = false; // result = lower > 0 && upper > 0 && quarter1 > 0 && quarter2 > 0 && quarter3 > 0 && upper > lower && zoneLower > 0 && zoneUpper > 0 && IsValid(from) && IsValid(symbol) && IsValid(period) && zoneUpper > upper && zoneLower < lower; // return result; } // bool DetectOveralTrend( XOHCL &touchedBar, ENUM_X_DIRECTION &trendDir, int barIndex = 0 // ) { // bool result = false; // if (barIndex < 0) { barIndex = 0; } // trendDir = X_DIRECTION_NONE; // result = IsValid(); if (!result) { return result; } // int fromBarIndex = iBarShift( symbol, period, from // ); result = IsValidIndex(fromBarIndex); if (!result) { return result; } // XOHCL nearestUpperTouchedBar; XOHCL nearestLowerTouchedBar; bool hasNearestUpperTouchedBar = false; bool hasNearestLowerTouchedBar = false; for (int i = barIndex; i < fromBarIndex; i++) { // XOHCL iBar; bool isInited = iBar.Init( symbol, period, i // ); // hasNearestUpperTouchedBar = nearestUpperTouchedBar.IsValid(); if (!hasNearestUpperTouchedBar) { // bool isBarTouchedUpper = iBar.high > upper; if (isBarTouchedUpper) { // nearestUpperTouchedBar = iBar; hasNearestUpperTouchedBar = true; } } // hasNearestLowerTouchedBar = nearestLowerTouchedBar.IsValid(); if (!hasNearestLowerTouchedBar) { // bool isBarTouchedLower = iBar.low < lower; if (isBarTouchedLower) { // nearestLowerTouchedBar = iBar; hasNearestLowerTouchedBar = true; } } // if (hasNearestUpperTouchedBar && hasNearestLowerTouchedBar) { break; } } // result = hasNearestUpperTouchedBar || hasNearestLowerTouchedBar; if (result) { // if (hasNearestUpperTouchedBar && !hasNearestLowerTouchedBar) { // trendDir = X_DIRECTION_BEARISH; touchedBar = nearestUpperTouchedBar; } else if (!hasNearestUpperTouchedBar && hasNearestLowerTouchedBar) { // trendDir = X_DIRECTION_BULLISH; touchedBar = nearestLowerTouchedBar; } else if (hasNearestUpperTouchedBar && hasNearestLowerTouchedBar) { // trendDir = nearestUpperTouchedBar.time > nearestLowerTouchedBar.time ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // if (IsBullish(trendDir)) { touchedBar = nearestLowerTouchedBar; } else { touchedBar = nearestUpperTouchedBar; } } } // return result; } // bool IsDestroyed( ENUM_X_DIRECTION &destroyedDir, int barIndex = 0, ENUM_TIMEFRAMES forPeriod = NULL // ) { // bool result = false; // if (barIndex < 0) { barIndex = 0; } // if (!IsValid(forPeriod)) { forPeriod = period; } // destroyedDir = X_DIRECTION_NONE; // result = IsValid(); if (!result) { return result; } // XOHCL bar; result = bar.Init( symbol, forPeriod, barIndex // ); if (!result) { return result; } // bool isUpperBreaked = bar.high > zoneUpper && bar.close > zoneUpper; // bool isLowerBreaked = bar.low < zoneLower && bar.close < zoneLower; // result = isUpperBreaked || isLowerBreaked; if (result) { // destroyedDir = isUpperBreaked ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; } // return result; } // }; // // Definitions ... struct X121SMCStrategyXSupDemOBSSignalConditions { // // Props ... // string symbol; ENUM_TIMEFRAMES period; // double sl; double target; ENUM_X_DIRECTION dir; ENUM_X_POSITION_TYPES type; // // Setup Props ... // datetime setupTime; datetime triggerTime; // double pivot; double point; // // Working Area ... // XCSupplyZone *visionHighestSupplyZone; XCSupplyZone *consolidationHighestSupplyZone; // XCDemandZone *visionLowestDemandZone; XCDemandZone *consolidationLowestDemandZone; // X121SMCXSupDemOBSWorkingZone workingZone; // // Constructor ... X121SMCStrategyXSupDemOBSSignalConditions() { Clean(); } // // Tools ... /** * Cleaning Up ... */ void Clean() { // sl = 0; target = 0; // dir = X_DIRECTION_NONE; type = X_POSITION_TYPE_NONE; // symbol = NULL; period = NULL; setupTime = NULL; triggerTime = NULL; // ExtensionClean(); // ZeroMemory(this); } /** * Check Condition is Setting Up ... * * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... * * @return ( bool ) */ bool IsSetuped() { // bool result = false; // result = IsValid(setupTime) && HasDirection(dir); if (!result) { return result; } // return result; } /** * Calculate Setup Age ... * * @return ( int ) */ int GetSetupAge() { // int result = 0; // if (!IsSetuped()) { return result; } // result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); // return result; } /** * Detect How we Can Trigger Signal ... * * @return ( bool ) */ bool CanTrigger() { // bool result = false; // result = // sl > 0 && IsValid(symbol) && IsValid(period) && IsValid(triggerTime) && type != X_POSITION_TYPE_ALL && type != X_POSITION_TYPE_NONE // ; // return result; } // // Extensions ... /** * Clean Additional Properties ... */ void ExtensionClean() { // pivot = 0; point = 0; // workingZone.Clean(); // visionLowestDemandZone = NULL; visionHighestSupplyZone = NULL; consolidationLowestDemandZone = NULL; consolidationHighestSupplyZone = NULL; // ZeroMemory(visionLowestDemandZone); ZeroMemory(visionHighestSupplyZone); ZeroMemory(consolidationLowestDemandZone); ZeroMemory(consolidationHighestSupplyZone); } // // // // bool HasVisionHighestSupplyZone() { // return visionHighestSupplyZone != NULL && visionHighestSupplyZone.IsValid(); } // bool HasConsolidationHighestSupplyZone() { // return consolidationHighestSupplyZone != NULL && consolidationHighestSupplyZone.IsValid(); } // bool HasVisionLowestDemandZone() { // return visionLowestDemandZone != NULL && visionLowestDemandZone.IsValid(); } // bool HasConsolidationLowestDemandZone() { // return consolidationLowestDemandZone != NULL && consolidationLowestDemandZone.IsValid(); } // // X_DIRECTION_BULLISH: // Supply Zone of Consolidation Cycle appears inside // Supply Zone of Vision Cycle ... // // X_DIRECTION_BEARISH: // Demnad Zone of Consolidation Cycle appears inside // Demnad Zone of Vision Cycle ... bool HasHighImpactSide(ENUM_X_DIRECTION &highImpactDir) { // bool result = false; // highImpactDir = X_DIRECTION_NONE; // bool isSupplyInside = false; bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); if (hasVisionHighestSupplyZone && hasConsolidationHighestSupplyZone) { isSupplyInside = IsInside( consolidationHighestSupplyZone, visionHighestSupplyZone // ); } // bool isDemandInside = false; bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); if (hasVisionLowestDemandZone && hasConsolidationLowestDemandZone) { // isDemandInside = IsInside( consolidationLowestDemandZone, visionLowestDemandZone // ); } // result = isSupplyInside || isDemandInside; if (result) { // highImpactDir = isSupplyInside ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; } // return result; } // datetime ExtractNearestFromDate() { // datetime result = NULL; // bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); if (hasVisionLowestDemandZone) { // bool canSet = !IsValid(result) ? true : visionLowestDemandZone.From() > result; if (canSet) { result = visionLowestDemandZone.From(); } } if (hasVisionHighestSupplyZone) { // bool canSet = !IsValid(result) ? true : visionHighestSupplyZone.From() > result; if (canSet) { result = visionHighestSupplyZone.From(); } } if (hasConsolidationLowestDemandZone) { // bool canSet = !IsValid(result) ? true : consolidationLowestDemandZone.From() > result; if (canSet) { result = consolidationLowestDemandZone.From(); } } if (hasConsolidationHighestSupplyZone) { // bool canSet = !IsValid(result) ? true : consolidationHighestSupplyZone.From() > result; if (canSet) { result = consolidationHighestSupplyZone.From(); } } // return result; } // datetime ExtractFarestFromDate() { // datetime result = NULL; // bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); if (hasVisionLowestDemandZone) { // bool canSet = !IsValid(result) ? true : visionLowestDemandZone.From() < result; if (canSet) { result = visionLowestDemandZone.From(); } } if (hasVisionHighestSupplyZone) { // bool canSet = !IsValid(result) ? true : visionHighestSupplyZone.From() < result; if (canSet) { result = visionHighestSupplyZone.From(); } } if (hasConsolidationLowestDemandZone) { // bool canSet = !IsValid(result) ? true : consolidationLowestDemandZone.From() < result; if (canSet) { result = consolidationLowestDemandZone.From(); } } if (hasConsolidationHighestSupplyZone) { // bool canSet = !IsValid(result) ? true : consolidationHighestSupplyZone.From() < result; if (canSet) { result = consolidationHighestSupplyZone.From(); } } // return result; } // // Working Zone is an Area which // we decide to trade inside it ... bool ExtractWorkingZone( int barIndex = 0, ENUM_TIMEFRAMES forPeriod = NULL // ) { // bool result = false; // if (barIndex < 0) { barIndex = 0; } // if (!IsValid(forPeriod)) { forPeriod = period; } // result = workingZone.IsValid(); if (result) { return result; } // XOHCL bar; result = bar.Init( symbol, forPeriod, barIndex // ); // double upper = 0; double lower = 0; double quarter1 = 0; double quarter2 = 0; double quarter3 = 0; double zoneUpper = 0; double zoneLower = 0; // ENUM_X_DIRECTION highImpactDir; bool hasHighImpactSide = HasHighImpactSide(highImpactDir); result = hasHighImpactSide; if (!result) { return result; } // // Select Newest Zone From time ... datetime from = ExtractFarestFromDate(); // bool isSupplyHighImpacted = IsBullish(highImpactDir); bool isDemandHighImpacted = IsBearish(highImpactDir); // if (isSupplyHighImpacted) { // upper = visionHighestSupplyZone.Lower(); if (HasConsolidationLowestDemandZone()) { lower = consolidationLowestDemandZone.Upper(); } else { lower = visionLowestDemandZone.Upper(); } // zoneUpper = visionHighestSupplyZone.Upper(); if (HasConsolidationLowestDemandZone()) { zoneLower = consolidationLowestDemandZone.Lower(); } else { zoneLower = visionLowestDemandZone.Lower(); } } else { // if (HasConsolidationHighestSupplyZone()) { upper = consolidationHighestSupplyZone.Lower(); } else { upper = visionHighestSupplyZone.Lower(); } lower = visionLowestDemandZone.Upper(); // if (HasConsolidationHighestSupplyZone()) { zoneUpper = consolidationHighestSupplyZone.Upper(); } else { zoneUpper = visionHighestSupplyZone.Upper(); } zoneLower = visionLowestDemandZone.Lower(); } // result = lower > 0 && upper > 0 && upper > lower && zoneUpper > 0 && zoneLower > 0 && zoneUpper > upper && zoneLower < lower; if (!result) { return result; } // double range = (upper - lower) / 100; double quarter = range * 25; // quarter1 = upper - (1 * quarter); quarter2 = upper - (2 * quarter); quarter3 = upper - (3 * quarter); // workingZone.from = from; workingZone.upper = upper; workingZone.lower = lower; workingZone.symbol = symbol; workingZone.period = period; workingZone.quarter1 = quarter1; workingZone.quarter2 = quarter2; workingZone.quarter3 = quarter3; workingZone.zoneUpper = zoneUpper; workingZone.zoneLower = zoneLower; // result = workingZone.IsValid(); // return result; } // bool IsWorkingZoneDestroyed( ENUM_X_DIRECTION &destroyedDir, int barIndex = 0, ENUM_TIMEFRAMES forPeriod = NULL // ) { // bool result = false; // if (barIndex < 0) { barIndex = 0; } // if (!IsValid(forPeriod)) { forPeriod = period; } // destroyedDir = X_DIRECTION_NONE; // result = workingZone.IsValid(); if (!result) { return result; } // result = workingZone.IsDestroyed( destroyedDir, barIndex, forPeriod // ); // return result; } // bool DetectOveralTrend( XOHCL &touchedBar, ENUM_X_DIRECTION &trendDir, int barIndex = 0 // ) { // bool result = false; // if (barIndex < 0) { barIndex = 0; } // trendDir = X_DIRECTION_NONE; // result = workingZone.IsValid(); if (!result) { return result; } // result = workingZone.DetectOveralTrend( touchedBar, trendDir, barIndex // ); // return result; } // void UpdateTo(datetime value) { // value = NormalizeTime(value); // bool hasVisionLowestDemandZone = HasVisionLowestDemandZone(); if (hasVisionLowestDemandZone) { visionLowestDemandZone.To(value); } bool hasVisionHighestSupplyZone = HasVisionHighestSupplyZone(); if (hasVisionHighestSupplyZone) { visionHighestSupplyZone.To(value); } bool hasConsolidationLowestDemandZone = HasConsolidationLowestDemandZone(); if (hasConsolidationLowestDemandZone) { consolidationLowestDemandZone.To(value); } bool hasConsolidationHighestSupplyZone = HasConsolidationHighestSupplyZone(); if (hasConsolidationHighestSupplyZone) { consolidationHighestSupplyZone.To(value); } } // }; // // Signaller Data Sources ... X121SMCStrategyXSupDemOBSSignalConditions mX121SMCXSupDemOBSConditions; X121SMCStrategyXSupDemOBSSignalConditions mX121SMCXSupDemOBSConditionsCollection[]; CArrayObj mX121SMCXSupDemOBSObjects; // // Extension Functions ... // // Detect Setup Conditions ... bool DetectX121SMCXSupDemOBSSignalSetup( string _symbol, ENUM_TIMEFRAMES _period, // X121SMCStrategyXSupDemOBSSignalConditions &conditions, // XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper, // int resetAfterUnActedZoneInMinutes = 120 // ) { // bool result = false; // bool isBullish = false; bool isBearish = false; // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // string symbol = _symbol; ENUM_TIMEFRAMES period = _period; // conditions.symbol = symbol; conditions.period = period; // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); double points = GetPoints(symbol); // // Cycles Conditions ... // // Trigger ... ENUM_XPOI_EVENTS triggerPoiEvents[]; ENUM_X_CYCLE_EVENTS triggerCycleEvents[]; X121SMCCycleConditions triggerConditions; result = triggerCycleHelper.GetConditions( triggerCycleEvents, triggerPoiEvents, triggerConditions, zIndex, loopback // ); if (!result) { return result; } // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { return result; } // // Analyse ... ENUM_XPOI_EVENTS analysePoiEvents[]; ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; X121SMCCycleConditions analyseConditions; result = analyseCycleHelper.GetConditions( analyseCycleEvents, analysePoiEvents, analyseConditions, zIndex, loopback // ); if (!result) { return result; } // // Verification ... ENUM_XPOI_EVENTS verificationPoiEvents[]; ENUM_X_CYCLE_EVENTS verificationCycleEvents[]; X121SMCCycleConditions verificationConditions; result = verificationCycleHelper.GetConditions( verificationCycleEvents, verificationPoiEvents, verificationConditions, zIndex, loopback // ); if (!result) { return result; } // // Consolidation ... ENUM_XPOI_EVENTS consolidationPoiEvents[]; ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; X121SMCCycleConditions consolidationConditions; result = consolidationCycleHelper.GetConditions( consolidationCycleEvents, consolidationPoiEvents, consolidationConditions, zIndex, loopback // ); if (!result) { return result; } // // Vision ... ENUM_XPOI_EVENTS visionPoiEvents[]; ENUM_X_CYCLE_EVENTS visionCycleEvents[]; X121SMCCycleConditions visionConditions; result = visionCycleHelper.GetConditions( visionCycleEvents, visionPoiEvents, visionConditions, zIndex, loopback // ); if (!result) { return result; } // // Cycles POI States ... XPOIState triggerState = triggerConditions.state; XPOIState decisionState = decisionConditions.state; XPOIState analyseState = analyseConditions.state; XPOIState verificationState = verificationConditions.state; XPOIState consolidationState = consolidationConditions.state; XPOIState visionState = visionConditions.state; // // Cycle X121Conditions ... X121Conditions triggerXConditions = triggerConditions.x121Conditions; X121Conditions decisionXConditions = decisionConditions.x121Conditions; X121Conditions analyseXConditions = analyseConditions.x121Conditions; X121Conditions verificationXConditions = verificationConditions.x121Conditions; X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; X121Conditions visionXConditions = visionConditions.x121Conditions; // // Setup Conditions ... // XOHCL decisionZBar; XOHCL decisionCBar; XOHCL decisionPBar; double decisionCBarBullishZoneChechValue = 0; double decisionCBarBearishZoneChechValue = 0; // result = decisionZBar.Init( decisionState.symbol, decisionState.period, 0 // ); if (!result) { return result; } // result = decisionZBar .GetPreviousBar(decisionCBar); if (!result) { return result; } // result = decisionCBar .GetPreviousBar(decisionPBar); if (!result) { return result; } // decisionCBarBullishZoneChechValue = decisionCBar .GetZoneCheckValue(X_DIRECTION_BULLISH); decisionCBarBearishZoneChechValue = decisionCBar .GetZoneCheckValue(X_DIRECTION_BEARISH); // // 1- Detect Valid Working Area ... // bool hasVisionHighestSupplyZone = conditions.HasVisionHighestSupplyZone(); bool hasConsolidationHighestSupplyZone = conditions.HasConsolidationHighestSupplyZone(); // bool hasVisionLowestDemandZone = conditions.HasVisionLowestDemandZone(); bool hasConsolidationLowestDemandZone = conditions.HasConsolidationLowestDemandZone(); // bool hasWorkingZone = conditions.workingZone.IsValid(); // bool isDestroyed = false; ENUM_X_DIRECTION destroyedDir; // XOHCL trendStartBar; ENUM_X_DIRECTION trendDir; bool hasTrend = false; bool hasBullishTrend = false; bool hasBearishTrend = false; // if (!hasVisionHighestSupplyZone) { // int hasZones = visionState.HasSupplyZones(); int zonesCount = visionState.HasSupplyZones(); // if (hasZones) { // int idx = GetHighest(visionState.supplyZones); hasVisionHighestSupplyZone = IsValidIndex(idx); if (hasVisionHighestSupplyZone) { // // Validate Zone ... XCSupplyZone *zone = visionState.supplyZones[idx]; bool isBelow = IsBelow( decisionCBarBearishZoneChechValue, zone // ); if (isBelow) { conditions.visionHighestSupplyZone = zone; } } } // hasVisionHighestSupplyZone = conditions.HasVisionHighestSupplyZone(); } // if (!hasVisionLowestDemandZone) { // int hasZones = visionState.HasDemandZones(); int zonesCount = visionState.HasDemandZones(); // if (hasZones) { // int idx = GetLowest(visionState.demandZones); hasVisionLowestDemandZone = IsValidIndex(idx); if (hasVisionLowestDemandZone) { // // Validate Zone ... XCDemandZone *zone = visionState.demandZones[idx]; bool isAbove = IsAbove( decisionCBarBullishZoneChechValue, zone // ); if (isAbove) { conditions.visionLowestDemandZone = zone; } } } // hasVisionLowestDemandZone = conditions.HasVisionLowestDemandZone(); } // if (!hasConsolidationHighestSupplyZone) { // int hasZones = consolidationState.HasSupplyZones(); int zonesCount = consolidationState.HasSupplyZones(); // if (hasZones) { // int idx = GetHighest(consolidationState.supplyZones); hasConsolidationHighestSupplyZone = IsValidIndex(idx); if (hasConsolidationHighestSupplyZone) { // // Validate Zone ... XCSupplyZone *zone = consolidationState.supplyZones[idx]; bool isBelow = IsBelow( decisionCBarBearishZoneChechValue, zone // ); if (isBelow) { // if (conditions.workingZone.IsValid()) { // result = false; conditions.Clean(); RemoveX121SMCXSupDemOBSDraws(); return result; } // conditions.consolidationHighestSupplyZone = zone; } } } // hasConsolidationHighestSupplyZone = conditions.HasConsolidationHighestSupplyZone(); } // if (!hasConsolidationLowestDemandZone) { // int hasZones = consolidationState.HasDemandZones(); int zonesCount = consolidationState.HasDemandZones(); // if (hasZones) { // int idx = GetLowest(consolidationState.demandZones); hasConsolidationLowestDemandZone = IsValidIndex(idx); if (hasConsolidationLowestDemandZone) { // // Validate Zone ... XCDemandZone *zone = consolidationState.demandZones[idx]; bool isAbove = IsAbove( decisionCBarBullishZoneChechValue, zone // ); if (isAbove) { // if (conditions.workingZone.IsValid()) { // result = false; conditions.Clean(); RemoveX121SMCXSupDemOBSDraws(); return result; } // conditions.consolidationLowestDemandZone = zone; } } } // hasConsolidationLowestDemandZone = conditions.HasConsolidationLowestDemandZone(); } // // 2- Detect Working Zone ... if (!hasWorkingZone) { hasWorkingZone = conditions.ExtractWorkingZone(); } // conditions.UpdateTo(cTime); // DrawX121SMCXSupDemOBSConditions( conditions, visionCycleHelper.mPOIDrawer // ); // // Check Working Zone Destroy ... isDestroyed = conditions.IsWorkingZoneDestroyed( destroyedDir, // Direction ... 0, // Bar Index ... decisionState.period // Period ... ); if (isDestroyed) { // result = false; conditions.Clean(); RemoveX121SMCXSupDemOBSDraws(); return result; } // // 2- Detect Market Trend Based On Nearest Zone Hunting ... hasTrend = conditions.DetectOveralTrend( trendStartBar, trendDir, 0 // ); hasBullishTrend = IsBullish(trendDir); hasBearishTrend = IsBearish(trendDir); // result = hasTrend; if (!result) { return result; } // // 3- Checking Price Inside Valid Quarters Based on Trend ... // // in Bullish Trend: // ----------------------------- // - if Price Under Lower: HIGH; // - if Price Under Quarter 3 and Above Lower: REGULAR; // - if Price Under Quarter 2 and Above Quarter 3: LOW; // - if Price Above Quarter 2: NONE; // // in Bearish Trend: // ----------------------------- // - if Price Above Upper: HIGH; // - if Price Above Quarter 1 and Below Upper: REGULAR; // - if Price Above Quarter 2 and Below Quarter 1: LOW; // - if Price Below Quarter 2: NONE; // ENUM_X121SMC_XSUPDEMOBS_PRIORITY bullishPriority; ENUM_X121SMC_XSUPDEMOBS_PRIORITY bearishPriority; // bool isPriceAboveUpper = // decisionZBar.high < conditions.workingZone.zoneUpper && decisionCBar.high < conditions.workingZone.zoneUpper && // decisionZBar.low > conditions.workingZone.upper && decisionCBar.low > conditions.workingZone.upper // ; if (isPriceAboveUpper) { // bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_HIGH; } // bool isPriceInQuarterOne = // decisionZBar.high < conditions.workingZone.upper && decisionCBar.high < conditions.workingZone.upper && // decisionZBar.low > conditions.workingZone.quarter1 && decisionCBar.low > conditions.workingZone.quarter1 // ; if (isPriceInQuarterOne) { // bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_REGULAR; } // bool isPriceInQuarterTwo = // decisionZBar.high < conditions.workingZone.quarter1 && decisionCBar.high < conditions.workingZone.quarter1 && // decisionZBar.low > conditions.workingZone.quarter2 && decisionCBar.low > conditions.workingZone.quarter2 // ; if (isPriceInQuarterTwo) { // bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_LOW; } // bool isPriceInQuarterThree = // decisionZBar.high < conditions.workingZone.quarter2 && decisionCBar.high < conditions.workingZone.quarter2 && // decisionZBar.low > conditions.workingZone.quarter3 && decisionCBar.low > conditions.workingZone.quarter3 // ; if (isPriceInQuarterThree) { // bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_LOW; bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; } // bool isPriceInQuarterFour = // decisionZBar.high < conditions.workingZone.quarter3 && decisionCBar.high < conditions.workingZone.quarter3 && // decisionZBar.low > conditions.workingZone.lower && decisionCBar.low > conditions.workingZone.lower // ; if (isPriceInQuarterFour) { // bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_REGULAR; bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; } // bool isPriceBelowLower = // decisionZBar.high < conditions.workingZone.lower && decisionCBar.high < conditions.workingZone.lower && // decisionZBar.low > conditions.workingZone.zoneLower && decisionCBar.low > conditions.workingZone.zoneLower // ; if (isPriceBelowLower) { // bullishPriority = X121SMC_XSUPDEMOBS_PRIORITY_HIGH; bearishPriority = X121SMC_XSUPDEMOBS_PRIORITY_NONE; } // bool lookingForLong = bullishPeriority != X121SMC_XSUPDEMOBS_PRIORITY_NONE; bool lookingForShort = bearishPeriority != X121SMC_XSUPDEMOBS_PRIORITY_NONE; // result = lookingForLong || lookingForShort; if (result) { return result; } // // 4- Detect Order Blocks in Direction of Trend ... // // In Direction of Trend Order Blocks ... // return false; // double upper = 0; double lower = 0; // // // // // Summarize Conditions ... // bool isCondition1Bullish = // false // ; // bool isCondition1Bearish = // false // ; // bool hasCondition1 = isCondition1Bullish || isCondition1Bearish; if (hasCondition1) { // ENUM_X_DIRECTION pzDir = isCondition1Bullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // double point = GetEntry( conditions.symbol, pzDir // ); // double longPivot = lower; // triggerXConditions.valesBuffer[1]; double shortPivot = upper; // triggerXConditions.peaksBuffer[1]; // // Manipulate Conditions Point ... // conditions.point = isCondition1Bullish ? shortPivot : longPivot; // // Manipulate Conditions Pivot ... // conditions.pivot = isCondition1Bullish ? longPivot : shortPivot; } // // // // isBullish = // isCondition1Bullish // ; // isBearish = // isCondition1Bearish // ; // result = isBullish || isBearish; if (!result) { // // Detect PriceOB Lifetime Bars ... // // Cleanup Arrays ... Clean(triggerPoiEvents); Clean(triggerCycleEvents); Clean(decisionPoiEvents); Clean(decisionCycleEvents); Clean(analysePoiEvents); Clean(analyseCycleEvents); Clean(verificationPoiEvents); Clean(verificationCycleEvents); Clean(consolidationPoiEvents); Clean(consolidationCycleEvents); Clean(visionPoiEvents); Clean(visionCycleEvents); // return result; } // conditions.setupTime = cTime; conditions.dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // // Cleanup Arrays ... Clean(triggerPoiEvents); Clean(triggerCycleEvents); Clean(decisionPoiEvents); Clean(decisionCycleEvents); Clean(analysePoiEvents); Clean(analyseCycleEvents); Clean(verificationPoiEvents); Clean(verificationCycleEvents); Clean(consolidationPoiEvents); Clean(consolidationCycleEvents); Clean(visionPoiEvents); Clean(visionCycleEvents); // return result; } // // Detect Trigger Conditions ... bool DetectX121SMCXSupDemOBSSignalTrigger( // X121SMCStrategyXSupDemOBSSignalConditions &conditions, // string _symbol, ENUM_TIMEFRAMES _period, // XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper, // int maxAllowedSetupAge = 60 // // ) { // bool result = false; // result = conditions.IsSetuped(); if (!result) { return result; } // datetime setupTime = conditions.setupTime; ENUM_X_DIRECTION setupDir = conditions.dir; // bool isBullish = IsBullish(setupDir); bool isBearish = IsBearish(setupDir); // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // string symbol = _symbol; ENUM_TIMEFRAMES period = _period; // XOHCL zBar; result = decisionCycleHelper.GetBar( zBar, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = decisionCycleHelper.GetBar( cBar, cIndex // ); if (!result) { return result; } // XOHCL pBar; result = decisionCycleHelper.GetBar( pBar, pIndex // ); if (!result) { return result; } // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); double points = GetPoints(symbol); // int swingLoopback = 9; double ll = cBar.FindLowest(swingLoopback, MODE_LOW); double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); double llDown = cBar.FindLowesttDown(swingLoopback); double hhUp = cBar.FindHighestUp(swingLoopback); // // Cycles Conditions ... // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { return result; } // // Cycles POI States ... XPOIState decisionState = decisionConditions.state; // // Cycle X121Conditions ... X121Conditions decisionXConditions = decisionConditions.x121Conditions; // // Trigger Conditions ... // // Slopes ... // bool isRsiSlopeBullish = decisionXConditions.isRsiSlopeBullish; bool isStrSlopeBullish = decisionXConditions.isStrSlopeBullish; bool isAtrUpperSlopeBullish = decisionXConditions.isAtrUpperSlopeBullish; bool isAtrLowerSlopeBullish = decisionXConditions.isAtrLowerSlopeBullish; bool isVwapFastSlopeBullish = decisionXConditions.isVwapFastSlopeBullish; bool isVwapMidSlopeBullish = decisionXConditions.isVwapMidSlopeBullish; bool isVwapSlowSlopeBullish = decisionXConditions.isVwapSlowSlopeBullish; // bool isRsiSlopeBearish = decisionXConditions.isRsiSlopeBearish; bool isStrSlopeBearish = decisionXConditions.isStrSlopeBearish; bool isAtrUpperSlopeBearish = decisionXConditions.isAtrUpperSlopeBearish; bool isAtrLowerSlopeBearish = decisionXConditions.isAtrLowerSlopeBearish; bool isVwapFastSlopeBearish = decisionXConditions.isVwapFastSlopeBearish; bool isVwapMidSlopeBearish = decisionXConditions.isVwapMidSlopeBearish; bool isVwapSlowSlopeBearish = decisionXConditions.isVwapSlowSlopeBearish; // bool isSlopesBullish = isRsiSlopeBullish && isStrSlopeBullish && isAtrUpperSlopeBullish && isAtrLowerSlopeBullish && isVwapFastSlopeBullish && isVwapMidSlopeBullish && isVwapSlowSlopeBullish; // bool isSlopesBearish = isRsiSlopeBearish && isStrSlopeBearish && isAtrUpperSlopeBearish && isAtrLowerSlopeBearish && isVwapFastSlopeBearish && isVwapMidSlopeBearish && isVwapSlowSlopeBearish; // double point = conditions.point; bool isPointBreaked = IsBarBreak( point, setupDir, cBar // ); // // Summary ... // isBullish = // isBullish && isPointBreaked && isSlopesBullish // ; // isBearish = // isBearish && isPointBreaked && isSlopesBearish // ; // result = isBullish || isBearish; if (!result) { // // Cleanup Setup Conditions ... int setupAge = conditions.GetSetupAge(); if (IsValidSize(setupAge) && IsValidSize(maxAllowedSetupAge) && setupAge >= maxAllowedSetupAge) { conditions.Clean(); } // // Cleanup Arrays ... Clean(decisionPoiEvents); Clean(decisionCycleEvents); // return result; } // // Detect Nearest Pivot Point ... // double entry = GetEntry( conditions.symbol, setupDir // ); // double sls[]; Add( conditions.pivot, sls // ); // double iAtr = decisionConditions.x121Conditions.atrBuffer[1]; iAtr *= 1.5; // double slsMin = GetMin(sls); double slsMax = GetMax(sls); // double sl = isBullish ? slsMin - iAtr : slsMax + iAtr; double risk = MathAbs(entry - sl); // // Filling Conditions Props ... conditions.sl = sl; // conditions.target = target; conditions.triggerTime = cTime; conditions.type = isBullish ? X_POSITION_TYPE_LONG : X_POSITION_TYPE_SHORT; // // Cleanup Arrays ... Clean(decisionPoiEvents); Clean(decisionCycleEvents); // return result; } // // Detect Guards ... bool DetectX121SMCXSupDemOBSGuards( X121SMCGuard &guards[], const XPosition &positions[], XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper // ) { // bool result = false; // string provider = ToString(X_121_SMC_PROVIDER_XSUPDEMOBS); // result = DetectX121SMCGuards( provider, guards, positions, triggerCycleHelper, decisionCycleHelper, analyseCycleHelper, verificationCycleHelper, consolidationCycleHelper, visionCycleHelper, // true, // CloseOnTPNear Guard ... true, // CloseLongsOnBearishTrend Guard ... true, // CloseShortsOnBullishTrend Guard ... true, // CloseAllWeekend Guard ... true, // PartialCloseOnTrendChange Guard ... true, // TrailStop Guard ... true, // TrailTarget Guard ... true // Hedge Guard ... // ); // return result; } // // Add Conditions to Conditions Collection ... int AddX121SMCXSupDemOBSConditionsIfNotExists( X121SMCStrategyXSupDemOBSSignalConditions &item, X121SMCStrategyXSupDemOBSSignalConditions &items[], int maxAllowed = 10 // ) { // int result = 0; // bool isSetuped = IsValid(item.setupTime) && HasDirection(item.dir); if (!isSetuped) { return result; } // int count = ArraySize(items); if (IsValidSize(count)) { // // Copy Original Items ... X121SMCStrategyXSupDemOBSSignalConditions tmpItems[]; Copy( items, tmpItems // ); // // Prese Item Data ... bool isBullish = IsBullish(item.dir); // for (int i = 0; i < count; i++) { // X121SMCStrategyXSupDemOBSSignalConditions iItem = tmpItems[i]; // bool canRemove = item.dir == iItem.dir && item.pivot == iItem.pivot; if (canRemove) { // ArrayRemove( items, i, 1 // ); } } // Clean(tmpItems); } // AddRef( item, items // ); // // Remove Olds ... CleanupArray( items, maxAllowed // ); // result = ArraySize(items); // return result; } // // Draws ... // // void RemoveX121SMCXSupDemOBSDraws() { mX121SMCXSupDemOBSObjects.Clear(); } // void DrawX121SMCXSupDemOBSOrderBlock( XCOrderBlock *ob, XCPOIDrawer *drawer // ) { // if (ob == NULL || drawer == NULL) { return; } // ENUM_X_DIRECTION forDir = ob.GetDirection(); // color bullishColor = drawer.BarBullishColor(); color bearishColor = drawer.BarBearishColor(); color forColor = IsBullish(forDir) ? bullishColor : bearishColor; // // Draw Order Block ... XCBaseObject *obj; bool isCreated = drawer.CreateOrderBlock( ob, obj // ); if (isCreated) { mX121SMCXSupDemOBSObjects.Add(obj); } // ulong chartID = drawer.ChartIdentification(); int subWindow = drawer.SubWindowIdentification(); // XOHCL startedBar; ENUM_X_DIRECTION startedDir; bool isStarted = ob.IsStarted( forDir, startedBar, startedDir // ); if (isStarted) { // datetime to = startedBar.time + (PeriodSeconds(startedBar.period)); // XCOHCLObject *obj; bool isCreated = drawer.CreateBar( startedBar, obj, to // ); if (isCreated) { // obj.BodyColor(clrYellow); obj.HighShadowColor(clrYellow); obj.LowShadowColor(clrYellow); // obj.BodyStyle(STYLE_SOLID); obj.HighShadowStyle(STYLE_SOLID); obj.LowShadowStyle(STYLE_SOLID); // mX121SMCXSupDemOBSObjects.Add(obj); } // string startVLineName = "Start_" + ob.GetTag(); // CChartObjectVLine *startVLine; startVLine = new CChartObjectVLine(); isCreated = startVLine.Create( chartID, startVLineName, subWindow, startedBar.time // ); if (isCreated) { // startVLine.Color(forColor); // mX121SMCXSupDemOBSObjects.Add(startVLine); } } } // void DrawX121SMCXSupDemOBSConditions( X121SMCStrategyXSupDemOBSSignalConditions &conditions, XCPOIDrawer *drawer, bool forceClean = false // ) { // if (drawer == NULL) { return; } // if (forceClean) { mX121SMCXSupDemOBSObjects.Clear(); } // bool isCreated = false; // bool hasVisionHighestSupplyZone = conditions.HasVisionHighestSupplyZone(); if (hasVisionHighestSupplyZone) { // XCSupplyZoneObject *ivhSupObj; isCreated = drawer.CreateSupplyZone( conditions.visionHighestSupplyZone, ivhSupObj // ); if (isCreated) { mX121SMCXSupDemOBSObjects.Add(ivhSupObj); } } // bool hasConsolidationHighestSupplyZone = conditions.HasConsolidationHighestSupplyZone(); if (hasConsolidationHighestSupplyZone) { // XCSupplyZoneObject *ichSupObj; isCreated = drawer.CreateSupplyZone( conditions.consolidationHighestSupplyZone, ichSupObj // ); if (isCreated) { mX121SMCXSupDemOBSObjects.Add(ichSupObj); } } // bool hasVisionLowestDemandZone = conditions.HasVisionLowestDemandZone(); if (hasVisionLowestDemandZone) { // XCDemandZoneObject *ivlSupObj; isCreated = drawer.CreateDemandZone( conditions.visionLowestDemandZone, ivlSupObj // ); if (isCreated) { mX121SMCXSupDemOBSObjects.Add(ivlSupObj); } } // bool hasConsolidationLowestDemandZone = conditions.HasConsolidationLowestDemandZone(); if (hasConsolidationLowestDemandZone) { // XCDemandZoneObject *iclSupObj; isCreated = drawer.CreateDemandZone( conditions.consolidationLowestDemandZone, iclSupObj // ); if (isCreated) { mX121SMCXSupDemOBSObjects.Add(iclSupObj); } } // bool hasWorkingZone = conditions.workingZone.IsValid(); if (hasWorkingZone) { // string zonePrefix = "X121_WZ_" + conditions.workingZone.symbol + "_" + ToString(conditions.workingZone.period); string fromStr = ToFormatString(conditions.workingZone.from); string fromMD5 = ToMD5(fromStr); // string upperName = zonePrefix + "_Upper_" + fromMD5; string lowerName = zonePrefix + "_Lower_" + fromMD5; string zoneUpperName = zonePrefix + "_ZoneUpper_" + fromMD5; string zoneLowerName = zonePrefix + "_ZoneLower_" + fromMD5; // string q1Name = zonePrefix + "_Q1_" + fromMD5; string q2Name = zonePrefix + "_Q2_" + fromMD5; string q3Name = zonePrefix + "_Q3_" + fromMD5; // ulong chartID = drawer.ChartIdentification(); int subWindow = drawer.SubWindowIdentification(); // bool isCreated = false; // // Lower ... CChartObjectHLine *lowerHLine; lowerHLine = new CChartObjectHLine(); isCreated = lowerHLine.Create( chartID, lowerName, subWindow, conditions.workingZone.lower // ); if (isCreated) { // lowerHLine.Color(clrLime); mX121SMCXSupDemOBSObjects.Add(lowerHLine); } // CChartObjectHLine *upperHLine; upperHLine = new CChartObjectHLine(); isCreated = upperHLine.Create( chartID, upperName, subWindow, conditions.workingZone.upper // ); if (isCreated) { // upperHLine.Color(clrLime); mX121SMCXSupDemOBSObjects.Add(upperHLine); } // CChartObjectHLine *zoneLowerHLine; zoneLowerHLine = new CChartObjectHLine(); isCreated = zoneLowerHLine.Create( chartID, zoneLowerName, subWindow, conditions.workingZone.zoneLower // ); if (isCreated) { // zoneLowerHLine.Color(clrRed); mX121SMCXSupDemOBSObjects.Add(zoneLowerHLine); } // CChartObjectHLine *zoneUpperHLine; zoneUpperHLine = new CChartObjectHLine(); isCreated = zoneUpperHLine.Create( chartID, zoneUpperName, subWindow, conditions.workingZone.zoneUpper // ); if (isCreated) { // zoneUpperHLine.Color(clrRed); mX121SMCXSupDemOBSObjects.Add(zoneUpperHLine); } // CChartObjectHLine *quarter1HLine; quarter1HLine = new CChartObjectHLine(); isCreated = quarter1HLine.Create( chartID, q1Name, subWindow, conditions.workingZone.quarter1 // ); if (isCreated) { // quarter1HLine.Color(clrYellow); mX121SMCXSupDemOBSObjects.Add(quarter1HLine); } // CChartObjectHLine *quarter2HLine; quarter2HLine = new CChartObjectHLine(); isCreated = quarter2HLine.Create( chartID, q2Name, subWindow, conditions.workingZone.quarter2 // ); if (isCreated) { // quarter2HLine.Color(clrYellow); mX121SMCXSupDemOBSObjects.Add(quarter2HLine); } // CChartObjectHLine *quarter3HLine; quarter3HLine = new CChartObjectHLine(); isCreated = quarter3HLine.Create( chartID, q3Name, subWindow, conditions.workingZone.quarter3 // ); if (isCreated) { // quarter3HLine.Color(clrYellow); mX121SMCXSupDemOBSObjects.Add(quarter3HLine); } // // // XCTicksZone *tZone; // tZone = new XCTicksZone(); // // // XOHCL fromBar; // bool isInitedFrom = fromBar.Init( // conditions.workingZone.symbol, // conditions.workingZone.period, // conditions.workingZone.from // // ); // // // XOHCL toBar; // bool isInitedTo = toBar.Init( // conditions.workingZone.symbol, // conditions.workingZone.period, // 1 // // ); // // // if (isInitedTo && // isInitedFrom) // { // // // bool isZoneInited = tZone.Init( // fromBar, // toBar // // ); // if (isZoneInited) // { // // // XCTicksZoneObject *tZoneObj; // bool isCreated = drawer.CreateTicksZone( // tZone, // tZoneObj // // ); // if (isCreated) // { // mX121SMCXSupDemOBSObjects.Add(tZoneObj); // } // } // } } } // // // //