/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Helper Class Library // ---------------------------------------------- // Name: XCXFIMAHelper // Description: provides all Indicator // Helper requirements ... // // // 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 "../Classes/x-saherelm.x-helper.class.mq5" #include "../Libraries/x-saherelm.x-poi.extensions.lib.mq5" #include "../Libraries/x-saherelm.x-poi.lib.mq5" // // Definitions ... // // Buffers ... enum ENUM_XFIMA_BUFFERS { XFIMA_MA_FAST_LINE = 0, XFIMA_MA_FAST_COLOR_LINE = 1, XFIMA_MA_FAST_STATE_LINE = 19, XFIMA_MA_SLOW_LINE = 2, XFIMA_MA_SLOW_COLOR_LINE = 3, XFIMA_MA_SLOW_STATE_LINE = 20, XFIMA_SAR_LINE = 4, XFIMA_SAR_COLOR_LINE = 5, XFIMA_SAR_STATE_LINE = 21, XFIMA_PEAK_LINE = 6, XFIMA_VALE_LINE = 7, XFIMA_FIBO_UPPER_LINE = 8, XFIMA_FIBO_MIDDLE_LINE = 9, XFIMA_FIBO_LOWER_LINE = 10, XFIMA_ZIGZAG_LINE = 11, XFIMA_MA_BAND_UPPER_LINE = 12, XFIMA_MA_BAND_LOWER_LINE = 13, XFIMA_ZIGZAG_HIGHS_LINE = 30, XFIMA_ZIGZAG_HIGHS_TIME_LINE = 31, XFIMA_ZIGZAG_LOWS_LINE = 32, XFIMA_ZIGZAG_LOWS_TIME_LINE = 33, // XFIMA_HK_OPEN_LINE = 14, XFIMA_HK_HIGH_LINE = 15, XFIMA_HK_LOW_LINE = 16, XFIMA_HK_CLOSE_LINE = 17, XFIMA_HK_COLOR_LINE = 18, XFIMA_HK_RAW_OPEN_LINE = 34, XFIMA_HK_RAW_HIGH_LINE = 35, XFIMA_HK_RAW_LOW_LINE = 36, XFIMA_HK_RAW_CLOSE_LINE = 37, // 19 Ma Fast State // 20 Ma Slow State // 21 Sar State XFIMA_SC_HH_LINE = 22, XFIMA_SC_LL_LINE = 23, XFIMA_MC_HH_LINE = 24, XFIMA_MC_LL_LINE = 25, XFIMA_LC_HH_LINE = 26, XFIMA_LC_LL_LINE = 27, XFIMA_HC_HH_LINE = 28, XFIMA_HC_LL_LINE = 29, // 30 ZigZag Highs // 31 ZigZag Highs Time // 32 ZigZag Lows // 33 ZigZag Lows Time // 34 HK Raw Open // 35 HK Raw High // 36 HK Raw Low // 37 HK Raw Close }; // // Input Models ... struct XFIMAInputs { // // Props ... // // Calculation ... ENUM_X_PERIOD_METHOD scMethod; // How to Find Short Period ENUM_TIMEFRAMES scPeriod; // Short Period ENUM_X_PERIOD_METHOD mcMethod; // How to Find Medium Period ENUM_TIMEFRAMES mcPeriod; // Medium Period ENUM_X_PERIOD_METHOD lcMethod; // How to Find Long Period ENUM_TIMEFRAMES lcPeriod; // Long Period ENUM_X_PERIOD_METHOD hcMethod; // How to Find Hind Period ENUM_TIMEFRAMES hcPeriod; // Hind Period ENUM_SERIESMODE upperMode; // Peak Method ENUM_SERIESMODE lowerMode; // Vale Method ENUM_X_FIBO_LEVELS fiboUpperZoneLevel; // Upper Zone Level ENUM_X_FIBO_LEVELS fiboMiddleZoneLevel; // Upper Zone Level ENUM_X_FIBO_LEVELS fiboLowerZoneLevel; // Lower Zone Level double sarStep; // SAR Step double sarMax; // SAR Maximum ENUM_MA_METHOD maMethod; // MA Method ENUM_APPLIED_PRICE maAppliedTo; // MA Applied To int maFastLength; // Fast MA Length int maSlowLength; // Slow MA Length int maBandLength; // MA Band Length int zigzagDepth; // ZigZag Depth int zigzagDeviation; // ZigZag Deviation int zigzagBackStep; // ZigZag Back Step ENUM_X_PRICE zigzagUppersMode; // ZigZag High Detect Mode ENUM_X_PRICE zigzagLowersMode; // ZigZag Low Detect Mode bool hkIgnoreShadows; // HK Remove noises int hkSmoothingLength; // HK Smoothing Length ENUM_X_MA_METHOD hkSmoothingMode; // HK Smoothing Method // // Presentation ... bool showPV; // Show PV bool showHK; // Show HK bool showSAR; // Show Sar bool showMAFast; // Show MA Fast bool showMASlow; // Show MA Slow bool showMABand; // Show MA Band bool showZigZag; // Show ZigZag bool showFiboZone; // Show Fibo Zone int startCalculationForLastBars; // Calculate Last n Bars int sarArrowCode; // Parabolic Sar Arrow Code int peakArrowCode; // Peaks Arrow Code int valeArrowCode; // Vales Arrow Code // // Constructor(s) ... XFIMAInputs() { Clean(); } // // Tools ... // // Clean ... void Clean() { ZeroMemory(this); } // // Default ... void Default() { // // Calculations ... scMethod = X_PERIOD_AUTO; // How to Find Short Period scPeriod = NULL; // Short Period mcMethod = X_PERIOD_AUTO; // How to Find Medium Period mcPeriod = NULL; // Medium Period lcMethod = X_PERIOD_AUTO; // How to Find Long Period lcPeriod = NULL; // Long Period hcMethod = X_PERIOD_AUTO; // How to Find Hind Period hcPeriod = NULL; // Hind Period upperMode = MODE_HIGH; // Peak Method lowerMode = MODE_LOW; // Vale Method fiboUpperZoneLevel = X_FIBO_LEVEL_382; // Upper Zone Level fiboMiddleZoneLevel = X_FIBO_LEVEL_500; // Upper Zone Level fiboLowerZoneLevel = X_FIBO_LEVEL_618; // Lower Zone Level sarStep = 0.02; // SAR Step sarMax = 0.2; // SAR Maximum maMethod = MODE_EMA; // MA Method maAppliedTo = PRICE_CLOSE; // MA Applied To maFastLength = 7; // Fast MA Length maSlowLength = 20; // Slow MA Length maBandLength = 7; // MA Band Length zigzagDepth = 12; // ZigZag Depth zigzagDeviation = 5; // ZigZag Deviation zigzagBackStep = 3; // ZigZag Back Step zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode hkIgnoreShadows = true; // HK Remove noises hkSmoothingLength = 21; // HK Smoothing Length hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method // // Presentation ... showPV = true; // Show PV showHK = true; // Show HK showSAR = true; // Show Sar showMAFast = true; // Show MA Fast showMASlow = true; // Show MA Slow showMABand = true; // Show MA Band showZigZag = true; // Show ZigZag showFiboZone = true; // Show Fibo Zone startCalculationForLastBars = 1500; // Calculate Last n Bars sarArrowCode = 159; // Parabolic Sar Arrow Code peakArrowCode = 159; // Peaks Arrow Code valeArrowCode = 159; // Vales Arrow Code } // // Hide all Visible Buffers ... void Hide() { // showPV = false; showHK = false; showSAR = false; showMAFast = false; showMASlow = false; showMABand = false; showZigZag = false; showFiboZone = false; } // // Validate ... bool IsValid() { // bool result = false; // result = // // MA ... maFastLength >= 2 && maSlowLength >= 2 && maBandLength >= 2 && maSlowLength > maFastLength && // // SAR ... sarMax > 0 && sarStep > 0 && sarMax > sarStep && // // CYCLES ... (IsSpecifiedValid(scMethod, scPeriod) && IsSpecifiedValid(mcMethod, mcPeriod) && IsSpecifiedValid(lcMethod, lcPeriod) && IsSpecifiedValid(hcMethod, hcPeriod)) && // // ZIGZAG ... zigzagDepth > 0 && zigzagDeviation > 0 && zigzagBackStep > 0 && // // Validate Upper Mode Detection ... IsXValid(zigzagUppersMode) && // // Validate Lower Mode Detection ... IsXValid(zigzagLowersMode) // ; // return result; } }; // // Conditions ... struct XFIMAConditions { // // Common ... string symbol; ENUM_TIMEFRAMES period; datetime time; // datetime to; datetime from; XOHCL bars[]; // // Buffers ... double maFastBuffer[]; double maFastColorBuffer[]; double maFastStateBuffer[]; double maSlowBuffer[]; double maSlowColorBuffer[]; double maSlowStateBuffer[]; double maBandUpperBuffer[]; double maBandLowerBuffer[]; double sarBuffer[]; double sarColorBuffer[]; double sarStateBuffer[]; double peakBuffer[]; double valeBuffer[]; double fiboUpperBuffer[]; double fiboMiddleBuffer[]; double fiboLowerBuffer[]; double zigzagBuffer[]; double sHHBuffer[]; double sLLBuffer[]; double mHHBuffer[]; double mLLBuffer[]; double lHHBuffer[]; double lLLBuffer[]; double hHHBuffer[]; double hLLBuffer[]; double highsBuffer[]; double highsTimeBuffer[]; double lowsBuffer[]; double lowsTimeBuffer[]; double hkOpenBuffer[]; double hkHighBuffer[]; double hkLowBuffer[]; double hkCloseBuffer[]; double hkColorBuffer[]; // // Conditions ... // // Constructor ... XFIMAConditions() { Clean(); } // // Tools ... /** * Cleaning Up ... */ void Clean() { // // Commons ... to = NULL; from = NULL; time = NULL; symbol = NULL; period = NULL; // // Buffers ... // SpecifiedClean(bars); // SpecifiedClean(maFastBuffer); SpecifiedClean(maFastColorBuffer); SpecifiedClean(maFastStateBuffer); SpecifiedClean(maSlowBuffer); SpecifiedClean(maSlowColorBuffer); SpecifiedClean(maSlowStateBuffer); SpecifiedClean(maBandUpperBuffer); SpecifiedClean(maBandLowerBuffer); SpecifiedClean(sarBuffer); SpecifiedClean(sarColorBuffer); SpecifiedClean(sarStateBuffer); SpecifiedClean(peakBuffer); SpecifiedClean(valeBuffer); SpecifiedClean(fiboUpperBuffer); SpecifiedClean(fiboMiddleBuffer); SpecifiedClean(fiboLowerBuffer); SpecifiedClean(zigzagBuffer); SpecifiedClean(sHHBuffer); SpecifiedClean(sLLBuffer); SpecifiedClean(mHHBuffer); SpecifiedClean(mLLBuffer); SpecifiedClean(lHHBuffer); SpecifiedClean(lLLBuffer); SpecifiedClean(hHHBuffer); SpecifiedClean(hLLBuffer); SpecifiedClean(highsBuffer); SpecifiedClean(highsTimeBuffer); SpecifiedClean(lowsBuffer); SpecifiedClean(lowsTimeBuffer); SpecifiedClean(hkOpenBuffer); SpecifiedClean(hkHighBuffer); SpecifiedClean(hkLowBuffer); SpecifiedClean(hkCloseBuffer); SpecifiedClean(hkColorBuffer); // // Conditions ... // ArraySetAsSeries(bars, true); // ArraySetAsSeries(maFastBuffer, true); ArraySetAsSeries(maFastColorBuffer, true); ArraySetAsSeries(maFastStateBuffer, true); ArraySetAsSeries(maSlowBuffer, true); ArraySetAsSeries(maSlowColorBuffer, true); ArraySetAsSeries(maSlowStateBuffer, true); ArraySetAsSeries(maBandUpperBuffer, true); ArraySetAsSeries(maBandLowerBuffer, true); ArraySetAsSeries(sarBuffer, true); ArraySetAsSeries(sarColorBuffer, true); ArraySetAsSeries(sarStateBuffer, true); ArraySetAsSeries(peakBuffer, true); ArraySetAsSeries(valeBuffer, true); ArraySetAsSeries(fiboUpperBuffer, true); ArraySetAsSeries(fiboMiddleBuffer, true); ArraySetAsSeries(fiboLowerBuffer, true); ArraySetAsSeries(zigzagBuffer, false); // Fix this ... ArraySetAsSeries(sHHBuffer, true); ArraySetAsSeries(sLLBuffer, true); ArraySetAsSeries(mHHBuffer, true); ArraySetAsSeries(mLLBuffer, true); ArraySetAsSeries(lHHBuffer, true); ArraySetAsSeries(lLLBuffer, true); ArraySetAsSeries(hHHBuffer, true); ArraySetAsSeries(hLLBuffer, true); ArraySetAsSeries(highsBuffer, true); ArraySetAsSeries(highsTimeBuffer, true); ArraySetAsSeries(lowsBuffer, true); ArraySetAsSeries(lowsTimeBuffer, true); ArraySetAsSeries(hkOpenBuffer, true); ArraySetAsSeries(hkHighBuffer, true); ArraySetAsSeries(hkLowBuffer, true); ArraySetAsSeries(hkCloseBuffer, true); ArraySetAsSeries(hkColorBuffer, true); // ZeroMemory(this); } /** * Generate Conditions Scores ... * * @param bullishScore: Double, Directional Scores Reference ... * @param bearishScore: Double, Directional Scores Reference ... */ void GenerateScore( double &bullishScore, double &bearishScore // ) { } /** * Generate Summary String for Represent Conditions State ... * * @param onlyCommons: Boolean, Just Generate Only Commons Conditions ... * @param onlyConditions: Boolean, Just Generate Only Conditions ... * @param includeScores: Boolean, Attach Scores Representations on Result ... * @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ... * @param separator: String, Separate Lines ... * * @return ( string ) */ string GenerateSummary( bool onlyCommons = false, bool onlyConditions = false, bool includeScores = true, bool ignoreFalseConditions = true, string separator = "\n" // ) { return ""; } /** * Retrieve Unique Tag Identifier ... * * @return ( string ) */ string GetTag() { return GetToken(this); } }; // // Class ... class XCXFIMAHelper : public XCBaseHelper { // // Public ... public: // // Props ... // // Constructors ... XCXFIMAHelper() : XCBaseHelper(_Symbol, _Period) { } // // Deconstructor ... ~XCXFIMAHelper() { } // // Tools ... // // Initialize Helper Cleass ... bool Init( string symbol, // Trading Symbol ENUM_TIMEFRAMES period, // Trading Period XFIMAInputs &inputs // Inputs ) { // bool result = false; // mSymbol = symbol; mPeriod = period; // result = inputs.IsValid(); if (!result) { return result; } // mInputs = inputs; // mHandler = iCustom( mSymbol, mPeriod, "x-saherelm.xfima", "", // Calculation ... mInputs.scMethod, mInputs.scPeriod, mInputs.mcMethod, mInputs.mcPeriod, mInputs.lcMethod, mInputs.lcPeriod, mInputs.hcMethod, mInputs.hcPeriod, mInputs.upperMode, mInputs.lowerMode, mInputs.fiboUpperZoneLevel, mInputs.fiboMiddleZoneLevel, mInputs.fiboLowerZoneLevel, mInputs.sarStep, mInputs.sarMax, mInputs.maMethod, mInputs.maAppliedTo, mInputs.maFastLength, mInputs.maSlowLength, mInputs.maBandLength, mInputs.zigzagDepth, mInputs.zigzagDeviation, mInputs.zigzagBackStep, mInputs.zigzagUppersMode, mInputs.zigzagLowersMode, mInputs.hkIgnoreShadows, mInputs.hkSmoothingLength, mInputs.hkSmoothingMode, "", // Presentation ... mInputs.showPV, mInputs.showHK, mInputs.showSAR, mInputs.showMAFast, mInputs.showMASlow, mInputs.showMABand, mInputs.showZigZag, mInputs.showFiboZone, mInputs.startCalculationForLastBars, mInputs.sarArrowCode, mInputs.peakArrowCode, mInputs.valeArrowCode // ); result = mHandler != INVALID_HANDLE; if (!result) { return result; } // return result; } // // Inputs ... // XFIMAInputs GetInputs() { return mInputs; } // bool SetInputs( XFIMAInputs &inputs // Configs ) { // return Init( mSymbol, mPeriod, inputs // ); } // // Tools ... // bool GetConditions( XFIMAConditions &conditions, // int barIndex = 0, // int loopback = 5 // ) { // bool result = true; // if (loopback < 5) { loopback = 5; } // conditions.Clean(); // conditions.symbol = mSymbol; conditions.period = mPeriod; conditions.time = TimeCurrent(); // // Filling Bars ... int barsCount = GetBars( conditions.bars, mSymbol, mPeriod, barIndex, loopback // ); result = barsCount == loopback; if (!result) { // conditions.Clean(); // return result; } // int zIDX = 0; int cIDX = 1; int pIDX = cIDX + 1; int p2IDX = pIDX + 1; int p3IDX = p2IDX + 1; int p4IDX = p3IDX + 1; // conditions.to = conditions.bars[0].time; conditions.from = conditions.bars[ArraySize(conditions.bars) - 1].time; // int zIndex = barIndex; // // Buffers ... // CopyMAFast( zIndex, loopback, conditions.maFastBuffer // ); // CopyMAFastState( zIndex, loopback, conditions.maFastStateBuffer // ); // CopyMASlow( zIndex, loopback, conditions.maSlowBuffer // ); // CopyMASlowState( zIndex, loopback, conditions.maSlowStateBuffer // ); // CopyMABandUpper( zIndex, loopback, conditions.maBandUpperBuffer // ); // CopyMABandLower( zIndex, loopback, conditions.maBandLowerBuffer // ); // CopySar( zIndex, loopback, conditions.sarBuffer // ); // CopySarState( zIndex, loopback, conditions.sarStateBuffer // ); // CopyPeak( zIndex, loopback, conditions.peakBuffer // ); // CopyVale( zIndex, loopback, conditions.valeBuffer // ); // CopyFiboUpper( zIndex, loopback, conditions.fiboUpperBuffer // ); // CopyFiboMiddle( zIndex, loopback, conditions.fiboMiddleBuffer // ); // CopyFiboLower( zIndex, loopback, conditions.fiboLowerBuffer // ); // CopyZigZag( zIndex, loopback, conditions.zigzagBuffer // ); // CopySHH( zIndex, loopback, conditions.sHHBuffer // ); // CopySLL( zIndex, loopback, conditions.sLLBuffer // ); // CopyMHH( zIndex, loopback, conditions.mHHBuffer // ); // CopyMLL( zIndex, loopback, conditions.mLLBuffer // ); // CopyLHH( zIndex, loopback, conditions.lHHBuffer // ); // CopyLLL( zIndex, loopback, conditions.lLLBuffer // ); // CopyHHH( zIndex, loopback, conditions.hHHBuffer // ); // CopyHLL( zIndex, loopback, conditions.hLLBuffer // ); // CopyHKOpen( zIndex, loopback, conditions.hkOpenBuffer // ); // CopyHKHigh( zIndex, loopback, conditions.hkHighBuffer // ); // CopyHKLow( zIndex, loopback, conditions.hkLowBuffer // ); // CopyHKClose( zIndex, loopback, conditions.hkCloseBuffer // ); // CopyHKColor( zIndex, loopback, conditions.hkColorBuffer // ); // // Conditions ... // return result; } // // Pivot Actions ... /** * Check Specified Bar has MA Cross or not ... * * @param dir: reference for holds cross Direction ... * @param barIndex: int, Specified Bar Index ... * @param validCrossDiffMultiplier: double, validate diff between MAs on Cross happens ... * * @return ( bool ) */ bool HasMACross( ENUM_X_DIRECTION &dir, int barIndex = 0, double validCrossDiffMultiplier = 1 // ) { // bool result = false; // // Prepare ... dir = X_DIRECTION_NONE; // // Normalize ... barIndex = NormalizeInt(barIndex, 0); validCrossDiffMultiplier = NormalizeDouble(validCrossDiffMultiplier, 0); // double fast[]; int fastCount = CopyMAFast(barIndex, 2, fast); // double slow[]; int slowCount = CopyMASlow(barIndex, 2, slow); // bool isBullish = false; bool isBearish = false; // // Validate Readed Values ... int count = MathMin(fastCount, slowCount); result = IsValidSize(count) && count >= 2; if (result) { // // Detect Direction Change ... // bool notEmpty = NotEmptyZero(fast[0]) && NotEmptyZero(fast[1]) && NotEmptyZero(slow[0]) && NotEmptyZero(slow[1]); // isBullish = notEmpty && fast[0] > slow[0] && fast[1] < slow[1]; // isBearish = notEmpty && fast[0] < slow[0] && fast[1] > slow[1]; // result = isBullish || isBearish; // // Validate Direction Change ... if (result && validCrossDiffMultiplier > 0) { // double _points = GetPoints(GetSymbol()); double diff = MathAbs(fast[0] - slow[0]); // result = diff >= (validCrossDiffMultiplier * _points); } } // if (result) { // // Setting Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; } // // Cleanup Resources ... XClean(fast); XClean(slow); // return result; } /** * Check Specified Bar has HK Switch or not ... * * @param dir: reference for holds cross Direction ... * @param barIndex: int, Specified Bar Index ... * * @return ( bool ) */ bool HasHKSwitch( ENUM_X_DIRECTION &dir, int barIndex = 0 // ) { // bool result = false; // // Prepare ... dir = X_DIRECTION_NONE; // // Normalize ... barIndex = NormalizeInt(barIndex, 0); // double open[]; int openCount = CopyHKOpen(barIndex, 2, open); // double close[]; int closeCount = CopyHKClose(barIndex, 2, close); // bool isBullish = false; bool isBearish = false; // // Validate Readed Values ... int count = MathMin(openCount, closeCount); result = IsValidSize(count) && count >= 2; if (result) { // // Detect Direction Change ... // bool notEmpty = NotEmptyZero(open[0]) && NotEmptyZero(open[1]) && NotEmptyZero(close[0]) && NotEmptyZero(close[1]); // isBullish = notEmpty && open[0] < close[0] && open[1] > close[1]; // isBearish = notEmpty && open[0] > close[0] && open[1] < close[1]; // result = isBullish || isBearish; } // if (result) { // // Setting Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; } // // Cleanup Resources ... XClean(open); XClean(close); // return result; } /** * Check Specified Bar has SAR Switch or not ... * * @param dir: reference for holds cross Direction ... * @param barIndex: int, Specified Bar Index ... * * @return ( bool ) */ bool HasSARSwitch( ENUM_X_DIRECTION &dir, int barIndex = 0 // ) { // bool result = false; // // Prepare ... dir = X_DIRECTION_NONE; // // Normalize ... barIndex = NormalizeInt(barIndex, 0); // // Validate ... result = mHandler != INVALID_HANDLE; if (!result) { return result; } // double sars[]; int count = CopySarState(barIndex, 2, sars); // bool isBullish = false; bool isBearish = false; // // Validate Readed Values ... result = IsValidSize(count) && count >= 2; if (result) { // // Detect Direction Change ... // isBullish = sars[0] >= 1 && sars[1] <= -1; // isBearish = sars[0] <= -1 && sars[1] >= 1; // result = isBullish || isBearish; } // if (result) { // // Setting Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; } // // Cleanup Resources ... XClean(sars); // return result; } /** * Extract Specified Kind of Pivots ... * * @param pivots: XPivot, refrence Collection to hold Extracted pivots ... * @param barIndex: int, Specified Bar Index ... * @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ... * @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ... * @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ... * * @return ( int ) */ int ExtractPVPivots( XPivot &pivots[], int barIndex = 0, int requiredNumberOFPivots = 50, int maxAllowedLoopbackLength = 1500, int validationLength = 0 // ) { // int result = 0; // // Prepare ... SpecifiedClean(pivots); // // Normalize ... barIndex = NormalizeInt(barIndex, 0); validationLength = NormalizeInt(validationLength, 0); requiredNumberOFPivots = NormalizeInt(requiredNumberOFPivots, 2); maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50); // // Validate ... if (mHandler == INVALID_HANDLE) { return result; } // bool lookupPeaks = true; bool lookupVales = true; // XOHCL iBar; XPivot iPivot; bool has = false; int idx = barIndex - 1; int samePeaksCount = 0; int sameValesCount = 0; double tmpPeaksBuffer[]; double tmpValesBuffer[]; string symbol = GetSymbol(); double iPValue = EMPTY_VALUE; double iVValue = EMPTY_VALUE; double pPValue = EMPTY_VALUE; double pVValue = EMPTY_VALUE; ENUM_TIMEFRAMES period = GetPeriod(); ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; ENUM_X_PIVOT_TYPE iType = X_PIVOT_TYPE_NONE; int maxAllowed = barIndex + maxAllowedLoopbackLength - 1; while (idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots) { // idx++; // // Prepare ... iBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpPeaksBuffer); SpecifiedClean(tmpValesBuffer); // // Ignore First Item ... if (idx == barIndex) { continue; } // // Initialize Bar ... has = iBar.Init( symbol, period, idx // ); if (!has) { continue; } // // Detecting ... // // Peak ... if (lookupPeaks) { // // Reading Buffer ... CopyBuffer( mHandler, // Handler ... XFIMA_PEAK_LINE, // Handler Buffer Number ... idx, // Bar Index ... 2, // Number of Requirements ... tmpPeaksBuffer // Buffer ... ); ArraySetAsSeries(tmpPeaksBuffer, true); // // Reading Values ... iPValue = tmpPeaksBuffer[0]; pPValue = tmpPeaksBuffer[1]; // // Validate Value ... if (NotEmptyZero(iPValue)) { // // Check New Peak ... has = !NotEmptyZero(pPValue) ? true : iPValue != pPValue; if (has) { // // Calculate and Validate Type ... // Peaks Only Valid when Confirmed by Bar High ... iType = iPValue == iBar.high ? X_PIVOT_TYPE_PEAK : X_PIVOT_TYPE_NONE; has = IsXValid(iType); // // Calculate and Validate Dir ... iDir = IsXPeak(iType) ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; has = has && HasDirection(iDir); // // Check Validation Length ... has = has && (validationLength <= 0 ? true : samePeaksCount >= validationLength); if (has) { // // Initialize and Validate Pivot ... has = iPivot.Init( iPValue, iBar.time, symbol, iDir, period, iType // ); if (has) { // // Add Pivot to Collection only if not Exists ... AddIfNotExists( iPivot, pivots // ); } } // // Cleanup Resources ... iPivot.Clean(); samePeaksCount = 0; } else if (iPValue == pPValue) { samePeaksCount++; } } } // // Vale ... if (lookupVales) { // // Reading Buffer ... CopyBuffer( mHandler, // Handler ... XFIMA_VALE_LINE, // Handler Buffer Number ... idx, // Bar Index ... 2, // Number of Requirements ... tmpValesBuffer // Buffer ... ); ArraySetAsSeries(tmpValesBuffer, true); // // Reading Values ... iVValue = tmpValesBuffer[0]; pVValue = tmpValesBuffer[1]; // // Validate Value ... if (NotEmptyZero(iVValue)) { // // Check New Vale ... has = !NotEmptyZero(pVValue) ? true : iVValue != pVValue; if (has) { // // Calculate and Validate Type ... // Vales Only Valid when Confirmed by Bar Low ... iType = iVValue == iBar.low ? X_PIVOT_TYPE_VALE : X_PIVOT_TYPE_NONE; has = IsXValid(iType); // // Calculate and Validate Dir ... iDir = IsXVale(iType) ? X_DIRECTION_BULLISH : X_DIRECTION_NONE; has = has && HasDirection(iDir); // // Check Validation Length ... has = has && (validationLength <= 0 ? true : sameValesCount >= validationLength); if (has) { // // Initialize and Validate Pivot ... has = iPivot.Init( iVValue, iBar.time, symbol, iDir, period, iType // ); if (has) { // // Add Pivot to Collection only if not Exists ... AddIfNotExists( iPivot, pivots // ); } } // // Cleanup Resources ... iPivot.Clean(); sameValesCount = 0; } else if (iVValue == pVValue) { sameValesCount++; } } } // // Cleanup Resources ... iBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpPeaksBuffer); SpecifiedClean(tmpValesBuffer); // // Check Moving Forward Condition ... has = idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots; if (!has) { break; } } // result = ArraySize(pivots); // // Cleanup Resources ... iBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpPeaksBuffer); SpecifiedClean(tmpValesBuffer); // return result; } /** * Extract Specified Kind of Pivots ... * * @param pivots: XPivot, refrence Collection to hold Extracted pivots ... * @param barIndex: int, Specified Bar Index ... * @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ... * @param validCrossDiffMultiplier: double, validate diff between MAs on Cross happens ... * @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ... * * @return ( int ) */ int ExtractMAPivots( XPivot &pivots[], int barIndex = 0, int requiredNumberOFPivots = 50, double validCrossDiffMultiplier = 1, int maxAllowedLoopbackLength = 1500 // ) { // int result = 0; // // Prepare ... SpecifiedClean(pivots); // // Normalize ... barIndex = NormalizeInt(barIndex, 0); requiredNumberOFPivots = NormalizeInt(requiredNumberOFPivots, 2); maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50); validCrossDiffMultiplier = NormalizeDouble(validCrossDiffMultiplier, 0); // // Validate ... if (mHandler == INVALID_HANDLE) { return result; } // double fast[]; double slow[]; XPivot iPivot; int count = 0; bool has = false; int idx = barIndex - 1; datetime iPivotTime = NULL; string symbol = GetSymbol(); double iFValue = EMPTY_VALUE; double pFValue = EMPTY_VALUE; double iSValue = EMPTY_VALUE; double pSValue = EMPTY_VALUE; bool isSwitchedToBullish = false; bool isSwitchedToBearish = false; double iSelectedValue = EMPTY_VALUE; ENUM_TIMEFRAMES period = GetPeriod(); ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; ENUM_X_PIVOT_TYPE iType = X_PIVOT_TYPE_NONE; int maxAllowed = barIndex + maxAllowedLoopbackLength - 1; while (idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots) { // idx++; // // Prepare ... XClean(fast); XClean(slow); iPivot.Clean(); // // Ignore First Item ... if (idx == barIndex) { continue; } // // Reading Buffer ... int fastCount = CopyMAFast(idx, 2, fast); int slowCount = CopyMASlow(idx, 2, slow); count = MathMin(fastCount, slowCount); has = IsValidSize(count); // // Reading Values ... // iFValue = fast[0]; pFValue = fast[1]; // iSValue = slow[0]; pSValue = slow[1]; // // Validate Value ... has = HasMACross( iDir, idx, validCrossDiffMultiplier // ) && NotEmptyZero(iFValue) && NotEmptyZero(iSValue) && NotEmptyZero(pFValue) && NotEmptyZero(pSValue); if (has) { // // Check Direction Changed ... isSwitchedToBullish = IsXBullish(iDir); isSwitchedToBearish = IsXBearish(iDir); has = isSwitchedToBullish || isSwitchedToBearish; if (has) { // // Calculate and Validate Type ... // Peaks Only Valid when Confirmed by Bar High ... iType = isSwitchedToBearish ? X_PIVOT_TYPE_PEAK : isSwitchedToBullish ? X_PIVOT_TYPE_VALE : X_PIVOT_TYPE_NONE; has = IsXValid(iType); // // Calculate and Validate Dir ... iDir = IsXPeak(iType) ? X_DIRECTION_BEARISH : IsXVale(iType) ? X_DIRECTION_BULLISH : X_DIRECTION_NONE; has = has && HasDirection(iDir); // if (has) { // iPivotTime = GetBarTime( symbol, period, idx // ); // // Select Value based on Pivot Type ... iSelectedValue = IsXPeak(iType) ? MathMax(iFValue, iSValue) : MathMin(iFValue, iSValue); // // Initialize and Validate Pivot ... has = iPivot.Init( iSelectedValue, iPivotTime, symbol, iDir, period, iType // ); if (has) { // // Add Pivot to Collection only if not Exists ... AddIfNotExists( iPivot, pivots // ); } } // // Cleanup Resources ... iPivot.Clean(); } } // // Cleanup Resources ... XClean(fast); XClean(slow); iPivot.Clean(); // // Check Moving Forward Condition ... has = idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots; if (!has) { break; } } // result = ArraySize(pivots); // // Cleanup Resources ... XClean(fast); XClean(slow); iPivot.Clean(); // return result; } /** * Extract Specified Kind of Pivots ... * * @param pivots: XPivot, refrence Collection to hold Extracted pivots ... * @param barIndex: int, Specified Bar Index ... * @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ... * @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ... * * @return ( int ) */ int ExtractHKPivots( XPivot &pivots[], int barIndex = 0, int requiredNumberOFPivots = 50, int maxAllowedLoopbackLength = 1500 // ) { // int result = 0; // // Prepare ... SpecifiedClean(pivots); // // Normalize ... barIndex = NormalizeInt(barIndex, 0); requiredNumberOFPivots = NormalizeInt(requiredNumberOFPivots, 2); maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50); // // Validate ... if (mHandler == INVALID_HANDLE) { return result; } // double open[]; XPivot iPivot; int count = 0; double close[]; bool has = false; int idx = barIndex - 1; datetime iPivotTime = NULL; string symbol = GetSymbol(); bool isSwitchedToBullish = false; bool isSwitchedToBearish = false; double iSelectedValue = EMPTY_VALUE; ENUM_TIMEFRAMES period = GetPeriod(); ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; ENUM_X_PIVOT_TYPE iType = X_PIVOT_TYPE_NONE; int maxAllowed = barIndex + maxAllowedLoopbackLength - 1; while (idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots) { // idx++; // // Prepare ... XClean(open); XClean(close); iPivot.Clean(); // // Ignore First Item ... if (idx == barIndex) { continue; } // // Reading Buffer ... int openCount = CopyHKOpen(idx, 2, open); int closeCount = CopyHKClose(idx, 2, close); count = MathMin(openCount, closeCount); has = IsValidSize(count); // // Validate Value ... has = HasHKSwitch( iDir, idx // ) && NotEmptyZero(open[0]) && NotEmptyZero(open[1]) && NotEmptyZero(close[0]) && NotEmptyZero(close[1]); if (has) { // // Check Direction Changed ... isSwitchedToBullish = IsXBullish(iDir); isSwitchedToBearish = IsXBearish(iDir); has = isSwitchedToBullish || isSwitchedToBearish; if (has) { // // Calculate and Validate Type ... // Peaks Only Valid when Confirmed by Bar High ... iType = isSwitchedToBearish ? X_PIVOT_TYPE_PEAK : isSwitchedToBullish ? X_PIVOT_TYPE_VALE : X_PIVOT_TYPE_NONE; has = IsXValid(iType); // // Calculate and Validate Dir ... iDir = IsXPeak(iType) ? X_DIRECTION_BEARISH : IsXVale(iType) ? X_DIRECTION_BULLISH : X_DIRECTION_NONE; has = has && HasDirection(iDir); // if (has) { // iPivotTime = GetBarTime( symbol, period, idx // ); // // Select Value based on Pivot Type ... iSelectedValue = IsXPeak(iType) ? MathMax(open[0], close[0]) : MathMin(open[0], close[0]); // // Initialize and Validate Pivot ... has = iPivot.Init( iSelectedValue, iPivotTime, symbol, iDir, period, iType // ); if (has) { // // Add Pivot to Collection only if not Exists ... AddIfNotExists( iPivot, pivots // ); } } // // Cleanup Resources ... iPivot.Clean(); } } // // Cleanup Resources ... XClean(open); XClean(close); iPivot.Clean(); // // Check Moving Forward Condition ... has = idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots; if (!has) { break; } } // result = ArraySize(pivots); // // Cleanup Resources ... XClean(open); XClean(close); iPivot.Clean(); // return result; } /** * Extract Specified Kind of Pivots ... * * @param pivots: XPivot, refrence Collection to hold Extracted pivots ... * @param barIndex: int, Specified Bar Index ... * @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ... * @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ... * * @return ( int ) */ int ExtractSARPivots( XPivot &pivots[], int barIndex = 0, int requiredNumberOFPivots = 50, int maxAllowedLoopbackLength = 1500 // ) { // int result = 0; // // Prepare ... SpecifiedClean(pivots); // // Normalize ... barIndex = NormalizeInt(barIndex, 0); requiredNumberOFPivots = NormalizeInt(requiredNumberOFPivots, 2); maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50); // // Validate ... if (mHandler == INVALID_HANDLE) { return result; } // XOHCL iBar; XOHCL pBar; XPivot iPivot; bool has = false; double tmpSarBuffer[]; int idx = barIndex - 1; string symbol = GetSymbol(); double iValue = EMPTY_VALUE; double pValue = EMPTY_VALUE; bool isSwitchedToBullish = false; bool isSwitchedToBearish = false; ENUM_TIMEFRAMES period = GetPeriod(); ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; ENUM_X_PIVOT_TYPE iType = X_PIVOT_TYPE_NONE; int maxAllowed = barIndex + maxAllowedLoopbackLength - 1; while (idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots) { // idx++; // // Prepare ... iBar.Clean(); pBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpSarBuffer); // // Ignore First Item ... if (idx == barIndex) { continue; } // // Initialize Bar ... has = iBar.Init( symbol, period, idx // ); has = has && iBar.GetPreviousBar(pBar); if (!has) { continue; } // // Reading Buffer ... CopyBuffer( mHandler, // Handler ... XFIMA_SAR_LINE, // Handler Buffer Number ... idx, // Bar Index ... 2, // Number of Requirements ... tmpSarBuffer // Buffer ... ); ArraySetAsSeries(tmpSarBuffer, true); // // Reading Values ... iValue = tmpSarBuffer[0]; pValue = tmpSarBuffer[1]; // // Validate Value ... if (NotEmptyZero(iValue)) { // // Check Sar Direction Changed ... isSwitchedToBullish = iValue < iBar.low && pValue > pBar.high; isSwitchedToBearish = iValue > iBar.high && pValue < pBar.low; has = isSwitchedToBullish || isSwitchedToBearish; if (has) { // // Calculate and Validate Type ... // Peaks Only Valid when Confirmed by Bar High ... iType = isSwitchedToBearish ? X_PIVOT_TYPE_PEAK : isSwitchedToBullish ? X_PIVOT_TYPE_VALE : X_PIVOT_TYPE_NONE; has = IsXValid(iType); // // Calculate and Validate Dir ... iDir = IsXPeak(iType) ? X_DIRECTION_BEARISH : IsXVale(iType) ? X_DIRECTION_BULLISH : X_DIRECTION_NONE; has = has && HasDirection(iDir); // // TODO: we can also Add other Validations Here ... // if (has) { // // Initialize and Validate Pivot ... has = iPivot.Init( iValue, iBar.time, symbol, iDir, period, iType // ); if (has) { // // Add Pivot to Collection only if not Exists ... AddIfNotExists( iPivot, pivots // ); } } // // Cleanup Resources ... iPivot.Clean(); } } // // Cleanup Resources ... iBar.Clean(); pBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpSarBuffer); // // Check Moving Forward Condition ... has = idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots; if (!has) { break; } } // result = ArraySize(pivots); // // Cleanup Resources ... iBar.Clean(); pBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpSarBuffer); // return result; } /** * Extract Specified Kind of Pivots ... * * @param pivots: XPivot, refrence Collection to hold Extracted pivots ... * @param barIndex: int, Specified Bar Index ... * @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ... * @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ... * * @return ( int ) */ int ExtractZigZagPivots( XPivot &pivots[], int barIndex = 0, int requiredNumberOFPivots = 50, int maxAllowedLoopbackLength = 1500 // ) { // int result = 0; // // Prepare ... SpecifiedClean(pivots); // // Normalize ... barIndex = NormalizeInt(barIndex, 0); requiredNumberOFPivots = NormalizeInt(requiredNumberOFPivots, 2); maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50); // // Validate ... if (mHandler == INVALID_HANDLE) { return result; } // XOHCL iBar; XPivot iPivot; bool has = false; int idx = barIndex - 1; double tmpZigZagBuffer[]; double iValue = EMPTY_VALUE; string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; ENUM_X_PIVOT_TYPE iType = X_PIVOT_TYPE_NONE; int maxAllowed = barIndex + maxAllowedLoopbackLength - 1; while (idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots) { // idx++; // // Prepare ... iBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpZigZagBuffer); // // Ignore First Item ... if (idx == barIndex) { continue; } // // Initialize Bar ... has = iBar.Init( symbol, period, idx // ); if (!has) { continue; } // // Reading Buffer ... CopyBuffer( mHandler, // Handler ... XFIMA_ZIGZAG_LINE, // Handler Buffer Number ... idx, // Bar Index ... 1, // Number of Requirements ... tmpZigZagBuffer // Buffer ... ); ArraySetAsSeries(tmpZigZagBuffer, true); // // Read and Validate Value ... iValue = tmpZigZagBuffer[0]; has = NotEmptyZero(iValue); if (!has) { // iBar.Clean(); SpecifiedClean(tmpZigZagBuffer); continue; } // // Calculate and Validate Type ... iType = iValue == iBar.high ? X_PIVOT_TYPE_PEAK : iValue == iBar.low ? X_PIVOT_TYPE_VALE : X_PIVOT_TYPE_NONE; has = IsXValid(iType); if (!has) { // iBar.Clean(); SpecifiedClean(tmpZigZagBuffer); continue; } // // Calculate and Validate Dir ... iDir = IsXVale(iType) ? X_DIRECTION_BULLISH : IsXPeak(iType) ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; has = HasDirection(iDir); if (!has) { // iBar.Clean(); SpecifiedClean(tmpZigZagBuffer); continue; } // // Initialize and Validate Pivot ... has = iPivot.Init( iValue, iBar.time, symbol, iDir, period, iType // ); if (has) { // // Add Pivot to Collection only if not Exists ... AddIfNotExists( iPivot, pivots // ); } // // Cleanup Resources ... iBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpZigZagBuffer); // // Check Moving Forward Condition ... has = idx < maxAllowed && ArraySize(pivots) < requiredNumberOFPivots; if (!has) { break; } } // result = ArraySize(pivots); // // Cleanup Resources ... iBar.Clean(); iPivot.Clean(); SpecifiedClean(tmpZigZagBuffer); // return result; } /** * Extract Validated Zones ... * * @param zones: XBoxZone, collection reference to holds results ... * @param barIndex: int, Specified Bar Index ... * @param requiredNumberOFZones: int, required Number of Zones ... * @param breakValidLength: int, Breake Validation Length of Zones ... * @param validateFakeBreakes: bool, Validation Fake Breaked Zones ... * @param shadowMultiplier: double a Shadow Multiplier for Validation ... * @param validationStrength: double, Minimum Strngth Multiplier in Point to Validate ... * @param validationLength: int, Validation Length of Zones ... * @param maxAllowedLoopbackLength: int, max Allowed Loopback Length ... * * @return ( int ) */ int ExtractHKZones( XBoxZone &zones[], int barIndex = 0, int requiredNumberOFZones = 50, int breakValidLength = 3, bool validateFakeBreakes = true, double shadowMultiplier = 3, double validationStrength = 1, int validationLength = 21, int maxAllowedLoopbackLength = 1500 // ) { // int result = 0; // // Prepare ... SpecifiedClean(zones); // // Normalize ... barIndex = NormalizeInt(barIndex, 0); validationLength = NormalizeInt(validationLength, 7); shadowMultiplier = NormalizeDouble(shadowMultiplier, 1); validationStrength = NormalizeDouble(validationStrength, 1); requiredNumberOFZones = NormalizeInt(requiredNumberOFZones, 5); maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 100); // // Reading Values ... // string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); double minAllowedStrength = (validationStrength * GetPoints(symbol)); // int count = 0; XBoxZone zone; bool has = false; int start = barIndex; bool isBullish = false; bool isBearish = false; double up = EMPTY_VALUE; double low = EMPTY_VALUE; double open = EMPTY_VALUE; double high = EMPTY_VALUE; double down = EMPTY_VALUE; double body = EMPTY_VALUE; double close = EMPTY_VALUE; double range = EMPTY_VALUE; bool lowShadowPassed = false; bool highShadowPassed = false; double lowShadow = EMPTY_VALUE; double highShadow = EMPTY_VALUE; double startHKLow = EMPTY_VALUE; double startHKOpen = EMPTY_VALUE; double startHKHigh = EMPTY_VALUE; double startHKClose = EMPTY_VALUE; ENUM_X_DIRECTION dir = X_DIRECTION_NONE; int end = start + maxAllowedLoopbackLength; for (int i = start; i < end; i++) { // // Cleanup ... zone.Clean(); dir = X_DIRECTION_NONE; // // Reading HK Buffesr ... low = GetHKLow(i); open = GetHKOpen(i); high = GetHKHigh(i); close = GetHKClose(i); // // Initialized Start Bar ... if (i == start) { // startHKLow = low; startHKOpen = open; startHKHigh = high; startHKClose = close; } // // Check Direction ... isBullish = open < close; isBearish = open > close; dir = (isBullish && !isBearish) ? X_DIRECTION_BULLISH : (isBearish && !isBullish) ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; has = HasDirection(dir); if (!has) { continue; } // // Calculate Requirements for Processing ... up = isBullish ? close : open; down = isBullish ? open : close; body = MathAbs(up - down); range = high - low; highShadow = high - up; lowShadow = down - low; // // Detecting Shadows ... // // Low Shadow ... lowShadowPassed = lowShadow >= (shadowMultiplier * highShadow); // // High Shadow ... highShadowPassed = highShadow >= (shadowMultiplier * lowShadow); // has = (lowShadowPassed && !highShadowPassed) || (highShadowPassed && !lowShadowPassed); if (!has) { continue; } // // Filling Zone ... // zone.symbol = symbol; zone.period = period; zone.from = GetBarTime( zone.symbol, zone.period, i // ); zone.dir = lowShadowPassed ? X_DIRECTION_BULLISH : highShadowPassed ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; // zone.upper = IsXBullish(zone.dir) ? down : IsXBearish(zone.dir) ? high : EMPTY_VALUE; // zone.lower = IsXBullish(zone.dir) ? low : IsXBearish(zone.dir) ? up : EMPTY_VALUE; // zone.to = TimeCurrent(); zone.type = "XHK_" + (IsXBullish(zone.dir) ? "Support" : IsXBearish(zone.dir) ? "Resistance" : "") + "_" + ToXString(TimeToSeconds(zone.from)); // // Validate ... has = zone.IsValid() && HasDirection(zone.dir) && NotEmptyZero(zone.upper) && NotEmptyZero(zone.lower) && (zone.IsBullish() ? startHKLow > zone.upper : startHKHigh < zone.lower) && (zone.upper - zone.lower) >= minAllowedStrength && ValidateHKZone(zone, validationLength, breakValidLength, validateFakeBreakes); if (has) { // AddIfNotExists( zone, zones // ); } // // Cleanup Resources ... zone.Clean(); // // Validating ... result = ArraySize(zones); has = IsValidSize(result) && result >= requiredNumberOFZones; if (has) { break; } } // // Cleanup Resources ... zone.Clean(); // return result; } // // Values Retrievers ... // // Fast MA ... // double GetMAFast( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MA_FAST_LINE, barIndex // ); } // int CopyMAFast( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MA_FAST_LINE, start, count, asSeries // ); } // // Fast MA State ... // double GetMAFastState( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MA_FAST_STATE_LINE, barIndex // ); } // int CopyMAFastState( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MA_FAST_STATE_LINE, start, count, asSeries // ); } // // Slow MA ... // double GetMASlow( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MA_SLOW_LINE, barIndex // ); } // int CopyMASlow( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MA_SLOW_LINE, start, count, asSeries // ); } // // Slow MA State ... // double GetMASlowState( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MA_SLOW_STATE_LINE, barIndex // ); } // int CopyMASlowState( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MA_SLOW_STATE_LINE, start, count, asSeries // ); } // // Upper MA ... // double GetMABandUpper( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MA_BAND_UPPER_LINE, barIndex // ); } // int CopyMABandUpper( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MA_BAND_UPPER_LINE, start, count, asSeries // ); } // // Lower MA ... // double GetMABandLower( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MA_BAND_LOWER_LINE, barIndex // ); } // int CopyMABandLower( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MA_BAND_LOWER_LINE, start, count, asSeries // ); } // // SAR ... // double GetSar( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_SAR_LINE, barIndex // ); } // int CopySar( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_SAR_LINE, start, count, asSeries // ); } // // SAR State ... // double GetSarState( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_SAR_STATE_LINE, barIndex // ); } // int CopySarState( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_SAR_STATE_LINE, start, count, asSeries // ); } // // PEAK ... // double GetPeak( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_PEAK_LINE, barIndex // ); } // int CopyPeak( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_PEAK_LINE, start, count, asSeries // ); } // // VALE ... // double GetVale( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_VALE_LINE, barIndex // ); } // int CopyVale( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_VALE_LINE, start, count, asSeries // ); } // // FIBO Zone ... // // FIBO Upper ... // double GetFiboUpper( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_FIBO_UPPER_LINE, barIndex // ); } // int CopyFiboUpper( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_FIBO_UPPER_LINE, start, count, asSeries // ); } // // FIBO Middle ... // double GetFiboMiddle( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_FIBO_MIDDLE_LINE, barIndex // ); } // int CopyFiboMiddle( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_FIBO_MIDDLE_LINE, start, count, asSeries // ); } // // FIBO Lower ... // double GetFiboLower( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_FIBO_LOWER_LINE, barIndex // ); } // int CopyFiboLower( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_FIBO_LOWER_LINE, start, count, asSeries // ); } // // ZigZag ... // double GetZigZag( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_ZIGZAG_LINE, barIndex // ); } // int CopyZigZag( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_ZIGZAG_LINE, start, count, asSeries // ); } // // CYCLES Range ... // // SHORT ... // // HH ... // double GetSHH( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_SC_HH_LINE, barIndex // ); } // int CopySHH( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_SC_HH_LINE, start, count, asSeries // ); } // // LL ... // double GetSLL( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_SC_LL_LINE, barIndex // ); } // int CopySLL( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_SC_LL_LINE, start, count, asSeries // ); } // // MEDIUM ... // // HH ... // double GetMHH( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MC_HH_LINE, barIndex // ); } // int CopyMHH( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MC_HH_LINE, start, count, asSeries // ); } // // LL ... // double GetMLL( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_MC_LL_LINE, barIndex // ); } // int CopyMLL( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_MC_LL_LINE, start, count, asSeries // ); } // // LONG ... // // HH ... // double GetLHH( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_LC_HH_LINE, barIndex // ); } // int CopyLHH( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_LC_HH_LINE, start, count, asSeries // ); } // // LL ... // double GetLLL( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_LC_LL_LINE, barIndex // ); } // int CopyLLL( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_LC_LL_LINE, start, count, asSeries // ); } // // HIND ... // // HH ... // double GetHHH( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_HC_HH_LINE, barIndex // ); } // int CopyHHH( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_HC_HH_LINE, start, count, asSeries // ); } // // LL ... // double GetHLL( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_HC_LL_LINE, barIndex // ); } // int CopyHLL( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_HC_LL_LINE, start, count, asSeries // ); } // // XHK ... // // XHK Open ... // double GetHKOpen( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_HK_OPEN_LINE, barIndex // ); } // int CopyHKOpen( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_HK_OPEN_LINE, start, count, asSeries // ); } // // XHK High ... // double GetHKHigh( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_HK_HIGH_LINE, barIndex // ); } // int CopyHKHigh( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_HK_HIGH_LINE, start, count, asSeries // ); } // // XHK Low ... // double GetHKLow( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_HK_LOW_LINE, barIndex // ); } // int CopyHKLow( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_HK_LOW_LINE, start, count, asSeries // ); } // // XHK Close ... // double GetHKClose( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_HK_CLOSE_LINE, barIndex // ); } // int CopyHKClose( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_HK_CLOSE_LINE, start, count, asSeries // ); } // // XHK Color ... // double GetHKColor( int barIndex // Bar Index ) { // return ReadValue( (int)XFIMA_HK_COLOR_LINE, barIndex // ); } // int CopyHKColor( int start, // Start int count, // Number of Items for read double &buffer[], // Dest Buffer bool asSeries = true // As Series Flag ) { // return ReadValues( buffer, (int)XFIMA_HK_COLOR_LINE, start, count, asSeries // ); } // // Protected ... protected: // // Private ... private: // // Props ... XFIMAInputs mInputs; // Inputs ... // // XHK Helper ... /** * Validate HK Zone ... * * @param zone: XBoxZone, reference to Specified Zone ... * @param validationLength: int, Validation Length of Zones ... * @param breakValidLength: int, Break Validation Length of Zones ... * @param validateFakeBreakes: bool, Validation Fake Breaked Zones ... * * @return ( bool ) */ bool ValidateHKZone( XBoxZone &zone, int validationLength = 1, int breakValidLength = 3, bool validateFakeBreakes = true // ) { // bool result = false; // // Normalize ... validationLength = NormalizeInt(validationLength, 1); breakValidLength = NormalizeInt(breakValidLength, 2); // // Validate ... result = zone.IsValid(); if (!result) { return result; } // // Requirements ... double low = EMPTY_VALUE; double open = EMPTY_VALUE; double high = EMPTY_VALUE; double close = EMPTY_VALUE; // int count = 0; int start = zone.FromIndex() + 1; int end = start + validationLength; // // Validate Before ... for (int i = start; i < end; i++) { // // Reading HK ... low = GetHKLow(i); high = GetHKHigh(i); result = NotEmptyZero(low) && NotEmptyZero(high); if (!result) { break; } // result = zone.IsBullish() ? low > zone.lower : high < zone.upper; if (!result) { break; } } // // Validating After ... if (result) { // start = zone.ToIndex() + 1; count = zone.FromIndex() - start; end = start + count; for (int i = start; i < end; i++) { // // Read HK ... low = GetHKLow(i); high = GetHKHigh(i); result = NotEmptyZero(low) && NotEmptyZero(high); if (!result) { break; } // result = zone.IsBullish() ? low > zone.lower : high < zone.upper; if (!result) { // // Check For Fake Breake ... if (validateFakeBreakes && breakValidLength > 0) { // result = i - 1 >= 0; if (result) { // for (int j = i - 1; j >= zone.ToIndex(); j--) { // // Reading HK ... close = GetHKClose(j); result = NotEmptyZero(close); if (!result) { break; } // result = zone.IsBullish() ? close > zone.upper : close < zone.lower; if (result) { // result = MathAbs(j - i) <= breakValidLength; if (result) { break; } } } } } // if (!result) { break; } } } } // // Cleanup Resource ... // return result; } // }; //