/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Class // ------------------------------------------------- // Name: XSTRPV // 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-121.smc.guard.lib.mq5" // // Definitions ... struct X121SMCStrategyXSTRPVSignalConditions { // // 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; // XPriceZones priceZone; bool isPriceZoneValidForPeak; bool isPriceZoneValidForVale; // XPVPivot pivotZone; // // Constructor ... X121SMCStrategyXSTRPVSignalConditions() { 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(); } /** * 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; // priceZone.Clean(); pivotZone.Clean(); isPriceZoneValidForPeak = false; isPriceZoneValidForVale = false; } // }; // // Signaller Data Sources ... X121SMCStrategyXSTRPVSignalConditions mXSTRPVConditions; X121SMCStrategyXSTRPVSignalConditions mXSTRPVConditionsCollection[]; // double X121SMCXSTRPVPivotPeak; double X121SMCXSTRPVPivotVale; datetime X121SMCXSTRPVPivotEnd; datetime X121SMCXSTRPVPivotStart; ENUM_XPV_PIVOTS X121SMCXSTRPVPivotType = XPV_NONE; // // Extension Functions ... // // Detect Setup Conditions ... bool DetectX121SMCXSTRPVSiganlSetup( string _symbol, ENUM_TIMEFRAMES _period, // X121SMCStrategyXSTRPVSignalConditions &conditions, // XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper // ) { // 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; // XOHCL zBar; result = zBar.Init( symbol, period, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = cBar.Init( symbol, period, cIndex // ); if (!result) { return result; } // XOHCL pBar; result = pBar.Init( symbol, period, pIndex // ); if (!result) { return result; } // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); double points = GetPoints(symbol); // int swingLoopback = 3; 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 ... // // 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 ... // // Detect Trend ... // // Consolidation ... ENUM_X_DIRECTION consolidationTrendDir; bool hasConsolidationTrend = consolidationCycleHelper .DetectMarketStructure( consolidationTrendDir // ); bool hasConsolidationBullishTrend = hasConsolidationTrend && IsBullish(consolidationTrendDir); bool hasConsolidationBearishTrend = hasConsolidationTrend && IsBearish(consolidationTrendDir); // // Verification ... ENUM_X_DIRECTION verificationTrendDir; bool hasVerificationTrend = verificationCycleHelper .DetectMarketStructure( verificationTrendDir // ); bool hasVerificationBullishTrend = hasVerificationTrend && IsBullish(verificationTrendDir); bool hasVerificationBearishTrend = hasVerificationTrend && IsBearish(verificationTrendDir); // // Analyse ... ENUM_X_DIRECTION analyseTrendDir; bool hasAnalyseTrend = analyseCycleHelper .DetectMarketStructure( analyseTrendDir // ); bool hasAnalyseBullishTrend = hasAnalyseTrend && IsBullish(analyseTrendDir); bool hasAnalyseBearishTrend = hasAnalyseTrend && IsBearish(analyseTrendDir); // // Decision ... ENUM_X_DIRECTION decisionTrendDir; bool hasDecisionTrend = decisionCycleHelper .DetectMarketStructure( decisionTrendDir // ); bool hasDecisionBullishTrend = hasDecisionTrend && IsBullish(decisionTrendDir); bool hasDecisionBearishTrend = hasDecisionTrend && IsBearish(decisionTrendDir); // // Detect Bar State ... // // Engulf ... ENUM_X_DIRECTION cBarEngulfDir; bool isCBarEngulfed = decisionCycleHelper .mBarAnalyser .IsEngulfBar( cBar, cBarEngulfDir, 0 // Extended ... ); bool isCBarBullishEngulfed = isCBarEngulfed && IsBullish(cBarEngulfDir); bool isCBarBearishEngulfed = isCBarEngulfed && IsBearish(cBarEngulfDir); // // Momentum ... ENUM_X_DIRECTION cBarMomentumDir; bool isCBarMomentum = decisionCycleHelper .mBarAnalyser .IsMomentumBar( cBar, cBarMomentumDir, 0 // Extended ... ); bool isCBarBullishMomentum = isCBarMomentum && IsBullish(cBarMomentumDir); bool isCBarBearishMomentum = isCBarMomentum && IsBearish(cBarMomentumDir); // // Reject ... ENUM_X_DIRECTION cBarRejectDir; bool isCBarRejected = decisionCycleHelper .mBarAnalyser .IsRejectionBar( cBar, cBarRejectDir, 0 // Extended ... ); bool isCBarBullishRejected = isCBarRejected && IsBullish(cBarRejectDir); bool isCBarBearishRejected = isCBarRejected && IsBearish(cBarRejectDir); // // HH/LL Break ... // bool isCBarBreaksUpHH = IsBarBreak( hh, X_DIRECTION_BULLISH, cBar // ); // bool isCBarBreaksDownLL = IsBarBreak( hh, X_DIRECTION_BEARISH, cBar // ); // // Bar Checking Summary ... // // Bullish ... bool isCBarBullishFormed = // isCBarBreaksUpHH || isCBarBullishEngulfed || isCBarBullishMomentum || isCBarBullishRejected // ; // // Bearish ... bool isCBarBearishFormed = // isCBarBreaksDownLL || isCBarBearishEngulfed || isCBarBearishMomentum || isCBarBearishRejected // ; // // Detect PV Pivot ... // bool isPivotPeakZoneRejected = false; bool isPivotPeakZoneBreakedUp = false; bool isPivotPeakZoneBreakedDown = false; bool isPivotValeZoneRejected = false; bool isPivotValeZoneBreakedUp = false; bool isPivotValeZoneBreakedDown = false; bool hasPivot = conditions.pivotZone.IsValid(); if (!hasPivot) { // hasPivot = IsValid(X121SMCXSTRPVPivotStart); if (!hasPivot) { // bool isNewVale = decisionXConditions.isNewVale; bool isNewValeOverLast = decisionXConditions.isNewValeOverLast; bool isNewValeUnderLast = decisionXConditions.isNewValeUnderLast; bool isSameVales = decisionXConditions.valesBuffer[1] == decisionXConditions.valesBuffer[2] && decisionXConditions.valesBuffer[2] == decisionXConditions.valesBuffer[3]; bool isSameCycleVales = decisionXConditions.valesBuffer[1] == analyseXConditions.valesBuffer[1] && analyseXConditions.valesBuffer[1] == verificationXConditions.valesBuffer[1]; // bool isNewPeak = decisionXConditions.isNewPeak; bool isNewPeakOverLast = decisionXConditions.isNewPeakOverLast; bool isNewPeakUnderLast = decisionXConditions.isNewPeakUnderLast; bool isSamePeaks = decisionXConditions.peaksBuffer[1] == decisionXConditions.peaksBuffer[2] && decisionXConditions.peaksBuffer[2] == decisionXConditions.peaksBuffer[3]; bool isSameCyclePeaks = decisionXConditions.peaksBuffer[1] == analyseXConditions.peaksBuffer[1] && analyseXConditions.peaksBuffer[1] == verificationXConditions.peaksBuffer[1]; // bool isValeStart = // isSameVales; isSameVales && isSameCycleVales; bool isPeakStart = // isSamePeaks; isSamePeaks && isSameCyclePeaks; // bool isStart = isPeakStart || isValeStart; if (isStart) { // X121SMCXSTRPVPivotStart = cTime; X121SMCXSTRPVPivotType = isPeakStart ? XPV_PEAK : XPV_VALE; // X121SMCXSTRPVPivotPeak = decisionXConditions.peaksBuffer[1]; X121SMCXSTRPVPivotVale = decisionXConditions.valesBuffer[1]; } // hasPivot = IsValid(X121SMCXSTRPVPivotStart); // // Create XPVPivot instance ... if (hasPivot) { // conditions.pivotZone.symbol = symbol; conditions.pivotZone.period = period; // conditions.pivotZone.to = cTime; conditions.pivotZone.repetition = 3; // conditions.pivotZone.upper = X121SMCXSTRPVPivotPeak; conditions.pivotZone.lower = X121SMCXSTRPVPivotVale; // conditions.pivotZone.type = X121SMCXSTRPVPivotType; conditions.pivotZone.from = X121SMCXSTRPVPivotStart; } } } // if (hasPivot) { // bool isBreaked = X121SMCXSTRPVPivotType == XPV_PEAK ? decisionXConditions.isBreakedUpPrevPeak : decisionXConditions.isBreakedDownPrevVale; // if (!isBreaked) { // X121SMCXSTRPVPivotPeak = decisionXConditions.peaksBuffer[1]; X121SMCXSTRPVPivotVale = decisionXConditions.valesBuffer[1]; // conditions.pivotZone.to = cTime; conditions.pivotZone.repetition++; conditions.pivotZone.upper = X121SMCXSTRPVPivotPeak; conditions.pivotZone.lower = X121SMCXSTRPVPivotVale; } else { // X121SMCXSTRPVPivotEnd = cTime; conditions.pivotZone.to = cTime; } // // Fill Pivot State ... // XPOIState analysePivotState; DetectPivotPOIs( conditions.pivotZone, analyseState, analysePivotState // ); // XPOIState decisionPivotState; DetectPivotPOIs( conditions.pivotZone, decisionState, decisionPivotState // ); // // Combine two State ... XPOIState combinedPivotState; XPOIState iStates[]; AddRef( analysePivotState, iStates // ); AddRef( decisionPivotState, iStates // ); CombineStates( combinedPivotState, iStates // ); combinedPivotState = decisionPivotState; // ArrayFree(iStates); // combinedPivotState.time = decisionPivotState.time; combinedPivotState.symbol = decisionPivotState.symbol; combinedPivotState.period = decisionPivotState.period; // // Hold Only Areas Which on Upper or Lower bondary of Pivot Zone ... FilterPivotState( conditions.pivotZone, combinedPivotState // ); // conditions.pivotZone.state = combinedPivotState; // double peakUpper = 0; double peakLower = 0; double valeUpper = 0; double valeLower = 0; // datetime peakTo = NULL; datetime valeTo = NULL; datetime peakFrom = NULL; datetime valeFrom = NULL; // bool hasBoxData = DetectPivotStateBoxData( conditions.pivotZone, peakUpper, peakLower, peakFrom, peakTo, valeUpper, valeLower, valeFrom, valeTo // ); // // Calculate Pivot Tick Zones ... // int ticksLevels = decisionCycleHelper .mPOIDetector .TicksRangeZoneLevel(); int ticksRange = decisionCycleHelper .mPOIDetector .TicksRangeZoneRange(); // CalculatePivotTickZone( conditions.pivotZone, ticksLevels, ticksRange // ); // isPivotPeakZoneRejected = hasBoxData && ( // IsBarReject( peakLower, X_DIRECTION_BEARISH, cBar // ) // || // IsBarReject( peakUpper, X_DIRECTION_BEARISH, cBar // ) // ); isPivotPeakZoneBreakedUp = hasBoxData && IsBarBreak( peakUpper, X_DIRECTION_BULLISH, cBar // ); isPivotPeakZoneBreakedDown = hasBoxData && IsBarBreak( peakLower, X_DIRECTION_BEARISH, cBar // ); // isPivotValeZoneRejected = hasBoxData && ( // IsBarReject( valeLower, X_DIRECTION_BULLISH, cBar // ) // || // IsBarReject( valeUpper, X_DIRECTION_BULLISH, cBar // ) // ); isPivotValeZoneBreakedUp = hasBoxData && IsBarBreak( valeUpper, X_DIRECTION_BULLISH, cBar // ); isPivotValeZoneBreakedDown = hasBoxData && IsBarBreak( valeLower, X_DIRECTION_BEARISH, cBar // ); } // bool isPivotEnded = IsValid(X121SMCXSTRPVPivotEnd); if (isPivotEnded) { // X121SMCXSTRPVPivotPeak = 0; X121SMCXSTRPVPivotVale = 0; X121SMCXSTRPVPivotEnd = NULL; X121SMCXSTRPVPivotStart = NULL; X121SMCXSTRPVPivotType = XPV_NONE; // conditions.pivotZone.Clean(); } // // Detect Price Zone ... // double pzPeak = decisionXConditions.peaksBuffer[1]; double pzVale = decisionXConditions.valesBuffer[1]; // // Detecting Analyse Price ones ... XPriceZones analysePriceZone; bool hasAnalysePriceZone = CalculatePriceInsideZones( analysePriceZone, analyseState, cBar // ); double analysePriceZoneUpper = 0; double analysePriceZoneLower = 0; bool isAnalysePriceZoneValidForPeak = false; bool isAnalysePriceZoneValidForVale = false; if (hasAnalysePriceZone) { // bool hasBoundary = analysePriceZone.GetBoundary( X_DIRECTION_ALL, analysePriceZoneUpper, analysePriceZoneLower // ); // isAnalysePriceZoneValidForPeak = hasBoundary && pzPeak <= analysePriceZoneUpper && pzPeak >= analysePriceZoneLower; // isAnalysePriceZoneValidForVale = hasBoundary && pzVale <= analysePriceZoneUpper && pzVale >= analysePriceZoneLower; } // // Detecting Verification Price ones ... XPriceZones verificationPriceZone; bool hasVerificationPriceZone = CalculatePriceInsideZones( verificationPriceZone, verificationState, cBar // ); double verificationPriceZoneUpper = 0; double verificationPriceZoneLower = 0; bool isVerificationPriceZoneValidForPeak = false; bool isVerificationPriceZoneValidForVale = false; if (hasVerificationPriceZone) { // bool hasBoundary = verificationPriceZone.GetBoundary( X_DIRECTION_ALL, verificationPriceZoneUpper, verificationPriceZoneLower // ); // isVerificationPriceZoneValidForPeak = hasBoundary && pzPeak <= verificationPriceZoneUpper && pzPeak >= verificationPriceZoneLower; // isVerificationPriceZoneValidForVale = hasBoundary && pzVale <= verificationPriceZoneUpper && pzVale >= verificationPriceZoneLower; } // // // // // Summarize Conditions ... // // Decision Conditions ... // bool isDecisionBullish = // hasPivot && // hasAnalysePriceZone && analysePriceZone.IsBullish() && isAnalysePriceZoneValidForVale && // // Decision ... hasVerificationBullishTrend && hasAnalyseBullishTrend && hasDecisionBullishTrend && decisionXConditions.isBreakedDownPrevAtrUpper && ( // ((decisionXConditions.isSarBullish && decisionXConditions.isCheBullish && decisionXConditions.isBreakedUpPrevStr && decisionXConditions.isStrSwitchedToBullish) || (decisionXConditions.isStrBullish && decisionXConditions.isSarBullish && decisionXConditions.isBreakedUpPrevCheMax && decisionXConditions.isCheSwitchedToBullish) || (decisionXConditions.isStrBullish && decisionXConditions.isCheBullish && decisionXConditions.isBreakedUpPrevSar && decisionXConditions.isSarSwitchedToBullish)) // ) // ; // bool isDecisionBearish = // hasPivot && // hasAnalysePriceZone && analysePriceZone.IsBearish() && isAnalysePriceZoneValidForPeak && // // Decision ... hasVerificationBearishTrend && hasAnalyseBearishTrend && hasDecisionBearishTrend && decisionXConditions.isBreakedDownPrevAtrLower && ( // ((decisionXConditions.isSarBearish && decisionXConditions.isCheBearish && decisionXConditions.isBreakedDownPrevStr && decisionXConditions.isStrSwitchedToBearish) || (decisionXConditions.isStrBearish && decisionXConditions.isSarBearish && decisionXConditions.isCheSwitchedToBearish && decisionXConditions.isBreakedDownPrevCheMin) || (decisionXConditions.isStrBearish && decisionXConditions.isCheBearish && decisionXConditions.isBreakedDownPrevSar && decisionXConditions.isSarSwitchedToBearish)) // ) // ; // bool hasDecisionCondition = isDecisionBullish || isDecisionBearish; if (hasDecisionCondition) { // conditions.priceZone = analysePriceZone; conditions.isPriceZoneValidForPeak = isAnalysePriceZoneValidForPeak; conditions.isPriceZoneValidForVale = isAnalysePriceZoneValidForVale; // pzPeak = analysePriceZoneUpper; pzVale = analysePriceZoneLower; // double point = GetEntry( conditions.symbol, conditions.dir // ); // // Manipulate Conditions Point ... // point = isDecisionBullish ? pzPeak : pzVale; conditions.point = point; // // Manipulate Conditions Pivot ... // conditions.pivot = isDecisionBullish ? pzVale : pzPeak; } // // Analyse Conditions ... // bool isAnalyseBullish = // hasPivot && // !hasDecisionCondition && // hasVerificationPriceZone && verificationPriceZone.IsBullish() && isVerificationPriceZoneValidForVale && // hasConsolidationBullishTrend && hasVerificationBullishTrend && hasAnalyseBullishTrend && analyseXConditions.isBreakedDownPrevAtrUpper && // ( // ((analyseXConditions.isSarBullish && analyseXConditions.isCheBullish && analyseXConditions.isBreakedUpPrevStr && analyseXConditions.isStrSwitchedToBullish) || (analyseXConditions.isStrBullish && analyseXConditions.isSarBullish && analyseXConditions.isBreakedUpPrevCheMax && analyseXConditions.isCheSwitchedToBullish) || (analyseXConditions.isStrBullish && analyseXConditions.isCheBullish && analyseXConditions.isBreakedUpPrevSar && analyseXConditions.isSarSwitchedToBullish)) // ) // ; // bool isAnalyseBearish = // hasPivot && // !hasDecisionCondition && // hasVerificationPriceZone && verificationPriceZone.IsBearish() && isVerificationPriceZoneValidForPeak && // hasConsolidationBearishTrend && hasVerificationBearishTrend && hasAnalyseBearishTrend && analyseXConditions.isBreakedDownPrevAtrLower && // ( // ((analyseXConditions.isSarBearish && analyseXConditions.isCheBearish && analyseXConditions.isBreakedDownPrevStr && analyseXConditions.isStrSwitchedToBearish) || (analyseXConditions.isStrBearish && analyseXConditions.isSarBearish && analyseXConditions.isCheSwitchedToBearish && analyseXConditions.isBreakedDownPrevCheMin) || (analyseXConditions.isStrBearish && analyseXConditions.isCheBearish && analyseXConditions.isBreakedDownPrevSar && analyseXConditions.isSarSwitchedToBearish)) // ) // ; // bool hasAnalyseCondition = isAnalyseBullish || isAnalyseBearish; if (hasAnalyseCondition) { // conditions.priceZone = analysePriceZone; conditions.isPriceZoneValidForPeak = isVerificationPriceZoneValidForPeak; conditions.isPriceZoneValidForVale = isVerificationPriceZoneValidForVale; // pzPeak = analysePriceZoneUpper; pzVale = analysePriceZoneLower; // double point = GetEntry( conditions.symbol, conditions.dir // ); // // Manipulate Conditions Point ... // point = isAnalyseBullish ? pzPeak : pzVale; conditions.point = point; // // Manipulate Conditions Pivot ... // conditions.pivot = isAnalyseBullish ? pzVale : pzPeak; } // // // // isBullish = isAnalyseBullish || isDecisionBullish; // isBearish = isAnalyseBearish || isDecisionBearish; // result = isBullish || isBearish; if (!result) { // // Cleanup Arrays ... ArrayFree(triggerPoiEvents); ArrayFree(triggerCycleEvents); ArrayFree(decisionPoiEvents); ArrayFree(decisionCycleEvents); ArrayFree(analysePoiEvents); ArrayFree(analyseCycleEvents); ArrayFree(verificationPoiEvents); ArrayFree(verificationCycleEvents); ArrayFree(consolidationPoiEvents); ArrayFree(consolidationCycleEvents); ArrayFree(visionPoiEvents); ArrayFree(visionCycleEvents); // return result; } // conditions.setupTime = cTime; conditions.dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // // Cleanup Arrays ... ArrayFree(triggerPoiEvents); ArrayFree(triggerCycleEvents); ArrayFree(decisionPoiEvents); ArrayFree(decisionCycleEvents); ArrayFree(analysePoiEvents); ArrayFree(analyseCycleEvents); ArrayFree(verificationPoiEvents); ArrayFree(verificationCycleEvents); ArrayFree(consolidationPoiEvents); ArrayFree(consolidationCycleEvents); ArrayFree(visionPoiEvents); ArrayFree(visionCycleEvents); // return result; } // // Detect Trigger Conditions ... bool DetectX121SMCXSTRPVSiganlTrigger( // X121SMCStrategyXSTRPVSignalConditions &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 = zBar.Init( symbol, period, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = cBar.Init( symbol, period, cIndex // ); if (!result) { return result; } // XOHCL pBar; result = pBar.Init( symbol, period, 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 ... // // 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; // // Trigger Conditions ... // // SAR ... double sar = decisionXConditions.sarBuffer[1]; // // STR ... double str = decisionXConditions.strBuffer[1]; // // CHE ... double le1 = decisionXConditions.le1Buffer[1]; double le2 = decisionXConditions.le2Buffer[1]; double se1 = decisionXConditions.se1Buffer[1]; double se2 = decisionXConditions.se2Buffer[1]; // // ATR ... double atrUpper = decisionXConditions.atrUpperBuffer[1]; double atrLower = decisionXConditions.atrLowerBuffer[1]; // // PV ... double peak = decisionXConditions.peaksBuffer[1]; double vale = decisionXConditions.valesBuffer[1]; // int higherPeakIDX = -1; double higherPeak = decisionCycleHelper .mX121Helper .xpvHelper.GetHigherPeak( higherPeakIDX, peak // ); // int lowerValeIDX = -1; double lowerVale = decisionCycleHelper .mX121Helper .xpvHelper.GetLowerVale( lowerValeIDX, vale // ); // // 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 && cBar.IsBullish() // ; // isBearish = // isBearish && isPointBreaked && isSlopesBearish && cBar.IsBearish() // ; // result = isBullish || isBearish; if (!result) { // // Cleanup Setup Conditions ... int setupAge = conditions.GetSetupAge(); if (IsValidSize(setupAge) && IsValidSize(maxAllowedSetupAge) && setupAge >= maxAllowedSetupAge) { conditions.Clean(); } // // Cleanup Arrays ... ArrayFree(triggerPoiEvents); ArrayFree(triggerCycleEvents); ArrayFree(decisionPoiEvents); ArrayFree(decisionCycleEvents); ArrayFree(analysePoiEvents); ArrayFree(analyseCycleEvents); ArrayFree(verificationPoiEvents); ArrayFree(verificationCycleEvents); ArrayFree(consolidationPoiEvents); ArrayFree(consolidationCycleEvents); ArrayFree(visionPoiEvents); ArrayFree(visionCycleEvents); // return result; } // // Detect Nearest Pivot Point ... // // Detect Target ... double target = CalculateTarget( cBar, decisionState, setupDir // ); if (target == 0) { // target = CalculateTarget( cBar, analyseState, setupDir // ); // if (target == 0) { // target = CalculateTarget( cBar, verificationState, setupDir // ); } } target = 0; // double entry = GetEntry( conditions.symbol, setupDir // ); // // Filling SL Candidates ... double momentumBarPointsDif = 30 * points; // // Bullish Momentum Bar Selection ... XOHCL bullishMomentumBar; int bullishMomentumBarsCount = decisionState.CountBullishMomentumBars(); if (IsValidSize(bullishMomentumBarsCount)) { // for (int i = 0; i < bullishMomentumBarsCount; i++) { // XCMomentumBar *iMomentum = decisionState.bullishMomentumBars[i]; // XOHCL iBar; bool isFilled = iMomentum.FillBar(iBar); if (!isFilled) { continue; } // bool isValidDistane = (MathAbs(iBar.low) - entry) >= momentumBarPointsDif; if (!isValidDistane) { continue; } // bool isIndexPassed = iBar.Index() <= 5; if (!isIndexPassed) { continue; } // bool canSet = !bullishMomentumBar.IsValid() || (bullishMomentumBar.IsValid() && bullishMomentumBar.low < entry && bullishMomentumBar.Index() > iBar.Index()); if (canSet) { bullishMomentumBar = iBar; } } } // // Bearish Momentum Bar Selection ... XOHCL bearishMomentumBar; int bearishMomentumBarsCount = decisionState.CountBearishMomentumBars(); if (IsValidSize(bearishMomentumBarsCount)) { // for (int i = 0; i < bearishMomentumBarsCount; i++) { // XCMomentumBar *iMomentum = decisionState.bearishMomentumBars[i]; // XOHCL iBar; bool isFilled = iMomentum.FillBar(iBar); if (!isFilled) { continue; } // bool isValidDistane = (MathAbs(iBar.high) - entry) >= momentumBarPointsDif; if (!isValidDistane) { continue; } // bool isIndexPassed = iBar.Index() <= 5; if (!isIndexPassed) { continue; } // bool canSet = !bearishMomentumBar.IsValid() || (bearishMomentumBar.IsValid() && bearishMomentumBar.high > entry && bearishMomentumBar.Index() > iBar.Index()); if (canSet) { bearishMomentumBar = iBar; } } } // double sls[]; Add( sar, sls // ); Add( str, sls // ); // if (isBullish) { // Add( atrLower, sls // ); // // // Add( // vale, // sls // // ); // if (bullishMomentumBar.IsValid()) { // Add( bullishMomentumBar.low, sls // ); } // // // if (IsValidIndex(lowerValeIDX)) // { // // // Add( // lowerVale, // sls // // ); // } // if (le1 != EMPTY_VALUE) { // Add( le1, sls // ); } // if (le2 != EMPTY_VALUE) { // Add( le2, sls // ); } } else { // Add( atrUpper, sls // ); // // // Add( // peak, // sls // // ); // if (bearishMomentumBar.IsValid()) { // Add( bearishMomentumBar.high, sls // ); } // // if (IsValidIndex(higherPeakIDX)) // { // // // Add( // higherPeak, // sls // // ); // } // if (se1 != EMPTY_VALUE) { // Add( se1, sls // ); } // if (se2 != EMPTY_VALUE) { // Add( se2, sls // ); } } // double iAtr = decisionConditions.x121Conditions.atrBuffer[1]; // double slsMin = GetMin(sls); double slsMax = GetMax(sls); // double sl = isBullish ? slsMin - iAtr : slsMax + iAtr; double risk = MathAbs(entry - sl); double riskInPoints = risk / points; if (riskInPoints >= 150) { // target = isBullish ? entry + (points * 200) : entry - (points * 200); // target = 0; } // // 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 ... ArrayFree(triggerPoiEvents); ArrayFree(triggerCycleEvents); ArrayFree(decisionPoiEvents); ArrayFree(decisionCycleEvents); ArrayFree(analysePoiEvents); ArrayFree(analyseCycleEvents); ArrayFree(verificationPoiEvents); ArrayFree(verificationCycleEvents); ArrayFree(consolidationPoiEvents); ArrayFree(consolidationCycleEvents); ArrayFree(visionPoiEvents); ArrayFree(visionCycleEvents); // return result; } // bool DetectX121SMCXSTRPVGuards( 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_XSTRPV); // result = DetectX121SMCGuards( provider, guards, positions, triggerCycleHelper, decisionCycleHelper, analyseCycleHelper, verificationCycleHelper, consolidationCycleHelper, visionCycleHelper // ); // return result; } // int AddX121SMCXSTRPVConditionsIfNotExists( X121SMCStrategyXSTRPVSignalConditions &item, X121SMCStrategyXSTRPVSignalConditions &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 ... X121SMCStrategyXSTRPVSignalConditions tmpItems[]; Copy( items, tmpItems // ); // // Prese Item Data ... bool isBullish = IsBullish(item.dir); // for (int i = 0; i < count; i++) { // X121SMCStrategyXSTRPVSignalConditions 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; } // int DrawX121SMCXSTRPVConditions( X121SMCStrategyXSTRPVSignalConditions &conditions, XCBaseObject *&drawnObjects[], XCPOIDrawer *drawer // ) { // int result = 0; // Clean(drawnObjects); // if (drawer == NULL) { return result; } // bool isSetuped = conditions.IsSetuped(); if (!isSetuped) { return result; } // bool hasPriceZone = conditions.priceZone.IsValid(); if (!hasPriceZone) { return result; } // int zonesObjCount = drawer.DrawPriceZone( conditions.priceZone, drawnObjects, conditions.dir // ); result = zonesObjCount; // return result; } //