/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Class // ------------------------------------------------- // Name: XCX121XKISignaller ... // Description: X121XKI Signaller Class ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property library #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://saherelm.ir" #property version "1.00" #property description "SaherElm X121XKI Signaller Class" #property strict // // Imports ... #include "../../Classes/x-saherelm.x-signaller.class.mq5" #include "../../Helpers/x-saherelm.x121.xki.helper.mq5" #include "../Classes/x-saherelm.x121.xki.parser.class.mq5" #include "../Classes/x-saherelm.x121.xki.x-poi.detector.class.mq5" #include "../Classes/x-saherelm.x121.xki.x-poi.drawer.class.mq5" #include "../Libraries/x-saherelm.x121.xki.lib.mq5" // // Implementation ... // // Base X121XKI base Signaller ... class XCX121XKIBaseSignaller : public XCBaseSignaller { // // Public ... public: // // Props ... // CArrayObj drawnObjects; // Drawing Objects Holder ... X121XKIInputs kiInputs; // X121XKI Inputs ... XCX121XKIHelper *kiHelper; // X121XKI Indicator Helper ... XCX121XKIPOIDrawer *poiDrawer; // X121XKI POI Drawer ... XCX121XKIPOIDetector *poiDetector; // X121XKI POI Detector ... XCX121XKIHelperParser *kiParser; // X121XKI Helper Parser ... // // Constructor ... XCX121XKIBaseSignaller( string _name, // Name ... string _symbol, // Symbol ... ENUM_TIMEFRAMES _period, // Period ... X121XKIInputs &_kiInputs, // X121XKIInputs ... bool _processAllTicks = false, // Process All Ticks ... double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ... double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ... double _defaultSignalVolume = 0.01 // Default Signal Volume ... ) : XCBaseSignaller(_name, _symbol, _period, _processAllTicks, _defaultSignalR2R, _defaultSignalRiskInPoint, _defaultSignalVolume // ) { // // Instantiating X121XKI Indicator Helper Class ... if (_kiInputs.IsValid()) { // kiHelper = new XCX121XKIHelper(); bool isInited = kiHelper.Init( _symbol, _period, _kiInputs // ); if (isInited) { kiInputs = _kiInputs; } else { // delete kiHelper; ZeroMemory(kiHelper); } } // // Instantiate X121XKI Helper Parser ... kiParser = new XCX121XKIHelperParser(kiHelper); // poiDrawer = new XCX121XKIPOIDrawer(); poiDetector = new XCX121XKIPOIDetector(kiHelper, kiParser); } // // Deconstructor ... ~XCX121XKIBaseSignaller() { Destroy(); } // // Overrides ... // // Actions ... /** * Destroy ... */ void Destroy() { // BeforeDestroy(); // kiInputs.Clean(); // delete poiDrawer; ZeroMemory(poiDrawer); // delete poiDetector; ZeroMemory(poiDetector); // delete kiHelper; ZeroMemory(kiHelper); } // // Virtuals ... /** * Before Destroy ... */ void virtual BeforeDestroy() { } /** * Processing Tick ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessTick(int barIndex = 0) { } /** * Processing New Bar ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessNewBar(int barIndex = 0) { } /** * Check Guards Based on MarketConditions ... * * @param guards: XGuard, reference collection to holds result ... * @param positions: XPosition, reference collection to provides positions ... * @param barIndex: int * * @return ( int ) */ int virtual CheckForGuard( XGuard &guards[], XPosition &positions[], int barIndex = 0 // ) { // int result = 0; // SpecifiedClean(guards); // result = ArraySize(guards); // return result; } /** * Check Additional Validations on Childs Instances ... * * @return ( bool virtual ) */ bool virtual CheckAdditionslSignallerValidations() { // bool result = false; // // Validate Fima Helper Requirements ... result = kiInputs.IsValid() && kiHelper != NULL && poiDetector != NULL; if (!result) { return result; } // return result; } /** * Normalizing Signal by Signaller Custom Props ... * * @param signal: XSignal ... */ void virtual NormalizeSignal(XSignal &signal) { } // // Protected ... protected: // // // Protected Actions ... // // Private ... private: // }; // // X121XKI Strategy 1 Signaller Class ... class XCX121XKIStrategy1Signaller : public XCX121XKIBaseSignaller { // // Public ... public: // // Props ... // // Constructor ... XCX121XKIStrategy1Signaller( string _symbol, // Symbol ... ENUM_TIMEFRAMES _period, // Period ... X121XKIInputs &_kiInputs, // X121XKIInputs ... bool _processAllTicks = false, // Process All Ticks ... double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ... double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ... double _defaultSignalVolume = 0.01 // Default Signal Volume ... ) : XCX121XKIBaseSignaller("X121XKI1", _symbol, _period, _kiInputs, _processAllTicks, _defaultSignalR2R, _defaultSignalRiskInPoint, _defaultSignalVolume // ) { } // // Deconstructor ... ~XCX121XKIStrategy1Signaller() { // Destroy(); } // // Overrides ... /** * Processing Tick ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessTick(int barIndex = 0) { } /** * Processing New Bar ... * * @param barIndex: int, Specified Bar Index ... */ virtual void ProcessNewBar(int barIndex = 0) { // // Normalize ... barIndex = NormalizeInt(barIndex, 0); // XOHCL iBar; XBoxZone iZone; XSignal iSignal; bool has = false; XTarget iTargets[]; bool isBullish = false; bool isBearish = false; ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; // // Initialize Bar as CBar ... has = iBar.Init( symbol, period, barIndex // ); if (!has) { // iBar.Clean(); return; } // // Strategy X ... has = HasSignal( iBar, iZone, iTargets, iDir // ); // // Handle Resting Signals ... has = HasDirection(iDir) && iZone.IsValid(); // // Prepare Signal ... if (has) { // isBullish = IsXBullish(iDir); isBearish = IsXBearish(iDir); // // Provided SL ... double points = GetPoints(symbol); double spread = GetSpread(symbol); double entry = GetEntry(symbol, iDir); // // Calculate SL Addition ... double slAddition = slAdditionDistance <= 0 ? 0 : slAdditionDistance * points; // // Calculate SL Price ... double sl = isBullish ? iZone.lower - slAddition : iZone.upper + slAddition; // // Prepare Signal ... has = PrepareSignal( iSignal, iDir, iTargets, 0, // Use Default R2R ... sl, // Provided Price for SL ... 0 // Specified Risk in Point .... ); if (has) { iSignal.provider += "_" + iZone.type; } } // // Notify On Signal Event ... if (has) { NotifySignalEventListeners(iSignal); } // // Cleanup ... iBar.Clean(); iZone.Clean(); iSignal.Clean(); XClean(iTargets); } /** * Check Guards Based on MarketConditions ... * * @param guards: XGuard, reference collection to holds result ... * @param positions: XPosition, reference collection to provides positions ... * @param barIndex: int * * @return ( int ) */ int virtual CheckForGuard( XGuard &guards[], XPosition &positions[], int barIndex = 0 // ) { // int result = 0; // XClean(guards); return result; // int positionsCount = ArraySize(positions); if (!IsValidSize(positionsCount)) { return result; } // // Requirements ... XGuard iGuard; bool has = false; int samePeaks = 0; int sameVales = 0; double iValue = 0; double points10 = 0; double points50 = 0; double points100 = 0; string provider = NULL; int samePVValidation = 5; bool isPeakOverLast = false; bool isValeUnderLast = false; // for (int i = 0; i < positionsCount; i++) { // points10 = 10 * positions[i].GetPointsValue(); points50 = 50 * positions[i].GetPointsValue(); points100 = 100 * positions[i].GetPointsValue(); // // Check Provided By Strategy 1 ... provider = positions[i].provider; StringReplace( provider, name, "" // ); has = Contains(ToXString(X121_XKI_STRATEGY_1), positions[i].provider); if (has) { // // Now we Check Exit ... // if (positions[i].IsLong()) // { // has = ExitBullishPOILong(); // } // else if (positions[i].IsShort()) // { // has = ExitBearishPOIShort(); // } // // // if (has) // { // } } } // result = ArraySize(guards); // // Cleanup ... iGuard.Clean(); // return result; } // // Protected ... protected: // // // Private ... private: // // Props ... // // Implementing Strategies ... /** * Check Bar Has Signal Based on Strategy X ... * * @param bar: XOHCL, reference to Bar ... * @param zone: XBoxZone, reference to holds affected zone ... * @param targets: XTarget, reference to detected Signal's Targets collections ... * @param dir: ENUM_X_DIRECTION, detected Signal's direction ... * * @return ( bool ) */ bool HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // // Configuration Flags ... // // Signaller Flags ... bool useSignaller1 = true; bool useSignaller2 = false; bool useSignaller3 = false; bool useSignaller4 = false; bool useSignaller5 = false; bool useSignaller6 = false; // XBoxZone tmpZone; string provider = NULL; ENUM_X_DIRECTION tmpDir; // bool signaller1HasSignal = false; bool signaller2HasSignal = false; bool signaller3HasSignal = false; bool signaller4HasSignal = false; bool signaller5HasSignal = false; bool signaller6HasSignal = false; // // Validator Flags ... bool validateByOrderFlow = false; // // Target Flags ... bool hasPartialCloseOnTp1 = false; // bool doRFOnEntryOnTP1 = false; // // Draw Flags ... bool draw = true; // // Signal Checking ... // // Signal Detection Flags ... // // Signaller 1 ... // POI ... if (useSignaller1) { // signaller1HasSignal = Strategy1HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller1HasSignal) { // provider += ToXString(X121_XKI_STRATEGY_1); // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 2 ... // Breakout POI ... if (useSignaller2) { // signaller2HasSignal = Strategy2HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller2HasSignal) { // provider += ToXString(X121_XKI_STRATEGY_2); // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 3 ... // Reversal ... if (useSignaller3) { // signaller3HasSignal = Strategy3HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller3HasSignal) { // provider += ToXString(X121_XKI_STRATEGY_3); // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 4 ... // Continuation ... if (useSignaller4) { // signaller4HasSignal = Strategy4HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller4HasSignal) { // provider += ToXString(X121_XKI_STRATEGY_4); // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 5 ... // Exhaustion ... if (useSignaller5) { // signaller5HasSignal = Strategy5HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller5HasSignal) { // provider += ToXString(X121_XKI_STRATEGY_5); // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Signaller 6 ... // Trend Exhaustion ... if (useSignaller6) { // signaller6HasSignal = Strategy6HasSignal( bar, tmpZone, targets, tmpDir // ); // if (signaller6HasSignal) { // provider += ToXString(X121_XKI_STRATEGY_6); // if (!zone.IsValid()) { // dir = tmpDir; zone = tmpZone; } } // tmpZone.Clean(); tmpDir = X_DIRECTION_NONE; } // // Summarize Signallers Result ... result = signaller1HasSignal || signaller2HasSignal || signaller3HasSignal || signaller4HasSignal || signaller5HasSignal || signaller6HasSignal; // // Signal Validating ... // // Targets, Restrictions and Risk Management ... if (result) { // // Requirements ... XTarget iTarget; // // Checking Direction of Signal ... bool isBullish = IsXBullish(dir); bool isBearish = IsXBearish(dir); // // Provided SL ... double points = GetPoints(symbol); double spread = GetSpread(symbol); double entry = GetEntry(symbol, dir); // // Calculate SL Addition ... double slAddition = slAdditionDistance <= 0 ? 0 : slAdditionDistance * points; // // Calculate SL Price ... double sl = isBullish ? zone.lower - slAddition : zone.upper + slAddition; // // Calculate Risk ... double risk = MathAbs(entry - sl); // // Calculate Reward ... double reward = defaultSignalR2R * risk; // // Calculate TP1 ... double tp1 = isBullish ? entry + risk : entry - risk; double tp2 = isBullish ? entry + (2 * risk) : entry - (2 * risk); // // Calculate TP ... double tp = isBullish ? entry + reward : entry - reward; // // Check Max Allowed Risk ... bool hasTooMuchRisk = maxAllowedRiskDistance <= 0 ? false : risk >= (maxAllowedRiskDistance * points); if (hasTooMuchRisk) { // // Clean Signal if Too much Risk ... zone.Clean(); dir = X_DIRECTION_NONE; } // // Common Targets ... // // Partial Close on TP 1 ... if (hasPartialCloseOnTp1) { // iTarget.Clean(); iTarget.target = tp1; iTarget.actingDistance = 5; iTarget.volumeMultiplier = 0.8; iTarget.doRFOnEntry = doRFOnEntryOnTP1; // AddRef(iTarget, targets); } // // Custom Signaller Targets ... // // Restrictions Handling ... if (risk > 0 && HasRestrictions()) { // // Reset Restricitons if necessary ... ResetRestrictions(); // // Handle Custom Restrictions Senario ... } // // Ignore Targets ... if (ignoreTargets) { XClean(targets); } // // Summarize Result ... result = zone.IsValid() && HasDirection(dir); if (result) { zone.type = "" + provider; } // // Cleanup ... iTarget.Clean(); } // // Draws ... if (result && draw) { // // Other Drawing Materials ... XPOIDrawConfig drawConfig; drawConfig.Default(); // poiDrawer.DrawZone(zone, drawConfig); } // // Cleanup ... if (!result) { // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; } // // Cleanup ... tmpZone.Clean(); // return result; } // #region Custom Signal Strategies ... /** * Check Bar Has Signal Based on Strategy 1 ... * POI ... * * @param bar: XOHCL, reference to Bar ... * @param zone: XBoxZone, reference to holds affected zone ... * @param targets: XTarget, reference to detected Signal's Targets collections ... * @param dir: ENUM_X_DIRECTION, detected Signal's direction ... * * @return ( bool ) */ bool Strategy1HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // int scoreBullish = 0; int scoreBearish = 0; bool isBullish = false; bool isBearish = false; int barIndex = bar.Index() + 1; // // Initialize Indexed Bar ... XOHCL iBar; result = iBar.Init(bar.symbol, bar.period, barIndex); if (!result) { return result; } // #region Market Structure ... XBoxZone supports[]; XBoxZone resistances[]; XBoxZone minorSupport; XBoxZone majorSupport; XBoxZone minorResistance; XBoxZone majorResistance; poiDetector.GetCurrentStructure( supports, resistances, minorSupport, majorSupport, minorResistance, majorResistance, barIndex, bar.symbol, iBar.period, // Minor ... PERIOD_H1, // Major ... 50, 14, 21, 0 // ); // // Refining Zones ... int refineLoopback = 500; double refineBreakThreshold = 10; ENUM_X_PRICE refineBreakBy = X_PRICE_CLOSE; poiDetector.RefineStructure( supports, resistances, minorSupport, majorSupport, minorResistance, majorResistance, refineLoopback, refineBreakThreshold, refineBreakBy // ); // #endregion // #region Reading Conditions and Scoring ... // // ATR ... bool isATRUp = kiParser.IsVolatilityHigh(barIndex) || kiParser.IsVolatilitySwitchdToHigh(barIndex); // #region KI ... // bool isKIBullish = (kiParser.IsKIFastBullish(barIndex) || kiParser.IsKIFastSwitchedToBullish(barIndex)) && (kiParser.IsKISlowBullish(barIndex) || kiParser.IsKISlowSwitchedToBullish(barIndex)); if (isKIBullish) { scoreBullish++; } // bool isKIBearish = (kiParser.IsKIFastBearish(barIndex) || kiParser.IsKIFastSwitchedToBearish(barIndex)) && (kiParser.IsKISlowBearish(barIndex) || kiParser.IsKISlowSwitchedToBearish(barIndex)); if (isKIBearish) { scoreBearish++; } // #endregion // #region KI Wave ... // bool isKIWaveBullish = kiParser.IsKIWaveBullish(barIndex) || kiParser.IsKIWaveSwitchedToBullish(barIndex); if (isKIWaveBullish) { scoreBullish++; } // bool isKIWaveBearish = kiParser.IsKIWaveBearish(barIndex) || kiParser.IsKIWaveSwitchedToBearish(barIndex); if (isKIWaveBearish) { scoreBearish++; } // #endregion // #region MA ... // bool isMaBullish = kiParser.IsMACrossoverBullish(barIndex) || kiParser.IsMACrossoverSwitchedToBullish(barIndex); if (isMaBullish) { scoreBullish++; } // bool isMaBearish = kiParser.IsMACrossoverBearish(barIndex) || kiParser.IsMACrossoverSwitchedToBearish(barIndex); if (isMaBearish) { scoreBearish++; } // #endregion // #region LowerTF Candlstick ... // bool isLowerTFBullish = IsTFBullishPattern(barIndex, PERIOD_M5); if (isLowerTFBullish) { scoreBullish++; } // bool isLowerTFBearish = IsTFBearishPattern(barIndex, PERIOD_M5); if (isLowerTFBearish) { scoreBearish++; } // #endregion // #region Candlestick ... // bool isCandlestickBullish = poiDetector.HasCandlestickDirection( iBar, X_DIRECTION_BULLISH // ); if (isCandlestickBullish) { scoreBullish++; } // bool isCandlestickBearish = poiDetector.HasCandlestickDirection( iBar, X_DIRECTION_BEARISH // ); if (isCandlestickBearish) { scoreBearish++; } // #endregion // #region NearInside Support/Resistance ... // int tmpSupportIDX = -1; bool isNearSupport = poiDetector.HasNearZone(tmpSupportIDX, iBar.close, 5, supports); if (isNearSupport) { scoreBullish++; } // int tmpResistanceIDX = -1; bool isNearResistance = poiDetector.HasNearZone(tmpResistanceIDX, iBar.close, 5, resistances); if (isNearResistance) { scoreBearish++; } // #endregion // #endregion // #region Summarize Directional Conditions ... // isBullish = isATRUp && scoreBullish >= 4 && (isMaBullish || isNearSupport || isKIWaveBullish || isLowerTFBullish || isCandlestickBullish); // isBearish = isATRUp && scoreBearish >= 4 && (isMaBearish || isNearResistance || isKIWaveBearish || isLowerTFBearish || isCandlestickBearish); // #endregion // // Validate Conditions ... result = isBullish || isBearish; if (!result) { // iBar.Clean(); XClean(supports); XClean(resistances); minorSupport.Clean(); majorSupport.Clean(); minorResistance.Clean(); majorResistance.Clean(); // return result; } // // Select Operational Zone ... if (isBullish) { // // Nearest Support ... if (IsValidIndex(tmpSupportIDX)) { zone = supports[tmpSupportIDX]; } // // Make Sure Zone Exists ... if (!zone.IsValid()) { // // Looking Bar Patterns to Detect Zone ... poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BULLISH); } } else if (isBearish) { // // Nearest Resistance ... if (IsValidIndex(tmpResistanceIDX)) { zone = resistances[tmpResistanceIDX]; } // // Make Sure Zone Exists ... if (!zone.IsValid()) { // // Looking Bar Patterns to Detect Zone ... poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BEARISH); } } // // Refactor Result ... result = result && zone.IsValid(); if (result) { // // Refine Zone ... poiDetector.RefineZone(zone); // // SL Refactoring ... // XOHCL toBar; if (zone.ToBar(toBar)) { // int to = zone.ToIndex(); int from = zone.FromIndex(); int length = from - to; double iValue = isBullish ? toBar.FindLowest(length, MODE_LOW) : isBearish ? toBar.FindHighest(length, MODE_HIGH) : EMPTY_VALUE; if (NotEmptyZero(iValue)) { // if (isBullish) { zone.lower = MathMin(zone.lower, iValue); } // if (isBearish) { zone.upper = MathMax(zone.upper, iValue); } } } toBar.Clean(); } // // Do Directional Validation ... if (result) { // // Bullish ... if (isBullish) { // isBullish = isBullish && isLowerTFBullish && isCandlestickBullish; } // // Bearish ... if (isBearish) { // isBearish = isBearish && isLowerTFBearish && isCandlestickBearish; } // result = isBullish || isBearish; if (!result) { // isBullish = false; isBearish = false; } } // // Validate Result ... if (!result) { // iBar.Clean(); XClean(supports); XClean(resistances); minorSupport.Clean(); majorSupport.Clean(); minorResistance.Clean(); majorResistance.Clean(); // return result; } // // Draws ... bool draw = true; if (draw && result) { // int drawn = 0; // XPOIDrawConfig config; config.Default(); // if (zone.IsValid()) { // drawn++; // config.zonesWidth = 3; config.bullishColor = clrYellow; config.bearishColor = clrOrange; // poiDrawer.DrawZone(zone, config); // config.Default(); } // // Minors ... if (minorSupport.IsValid()) { // drawn++; poiDrawer.DrawZone(minorSupport, config); } if (minorResistance.IsValid()) { // drawn++; poiDrawer.DrawZone(minorResistance, config); } // // Majors ... config.bullishColor = clrLime; config.bearishColor = clrRed; config.zonesWidth = 4; // if (majorSupport.IsValid()) { // drawn++; poiDrawer.DrawZone(majorSupport, config); } if (majorResistance.IsValid()) { // drawn++; poiDrawer.DrawZone(majorResistance, config); } // config.Clean(); // if (drawn > 0) { DebugBreak(); } } // // Check and Prepare Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = result && HasDirection(dir); if (!result) { // iBar.Clean(); XClean(supports); XClean(resistances); minorSupport.Clean(); majorSupport.Clean(); minorResistance.Clean(); majorResistance.Clean(); // return result; } // // Prepare Zone ... double entry = GetEntry(iBar.symbol, dir); if (result) { // double upper = isBullish ? entry : zone.upper; double lower = isBullish ? zone.lower : entry; datetime to = bar.time; datetime from = isBullish ? zone.from : zone.from; result = zone.Init( iBar.symbol, iBar.period, upper, lower, from, to, dir, "XS1" // ); } // // Cleanup Resources ... iBar.Clean(); XClean(supports); XClean(resistances); minorSupport.Clean(); majorSupport.Clean(); minorResistance.Clean(); majorResistance.Clean(); // result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 2 ... * Breakout POI ... * * @return ( bool ) */ bool Strategy2HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // int barIndex = bar.Index() + 1; // // Retrieve Base Conditions ... bool isBullish = false; bool isBearish = false; // // Validate Conditions ... result = isBullish || isBearish; if (!result) { return result; } // // Do Validation and Filtering Market Structure if required ... // // Check and Prepare Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = HasDirection(dir); if (!result) { return result; } // // Prepare Zone ... // result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 3 ... * Reversal ... * * @return ( bool ) */ bool Strategy3HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // int barIndex = bar.Index() + 1; // // Retrieve Base Conditions ... bool isBullish = false; bool isBearish = false; // // Validate Conditions ... result = isBullish || isBearish; if (!result) { return result; } // // Do Validation and Filtering Market Structure if required ... // // Check and Prepare Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = HasDirection(dir); if (!result) { return result; } // // Prepare Zone ... // result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 4 ... * Continuation ... * * @return ( bool ) */ bool Strategy4HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // int barIndex = bar.Index() + 1; // // Retrieve Base Conditions ... bool isBullish = false; bool isBearish = false; // // Validate Conditions ... result = isBullish || isBearish; if (!result) { return result; } // // Do Validation and Filtering Market Structure if required ... // // Check and Prepare Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = HasDirection(dir); if (!result) { return result; } // // Prepare Zone ... // result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 5 ... * Exhaustion ... * * @return ( bool ) */ bool Strategy5HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // int barIndex = bar.Index() + 1; // // Retrieve Base Conditions ... bool isBullish = false; bool isBearish = false; // // Validate Conditions ... result = isBullish || isBearish; if (!result) { return result; } // // Do Validation and Filtering Market Structure if required ... // // Check and Prepare Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = HasDirection(dir); if (!result) { return result; } // // Prepare Zone ... // result = result && zone.IsValid() && HasDirection(dir); // return result; } /** * Check Bar Has Signal Based on Strategy 6 ... * Trend Exhaustion ... * * @return ( bool ) */ bool Strategy6HasSignal( XOHCL &bar, XBoxZone &zone, XTarget &targets[], ENUM_X_DIRECTION &dir // ) { // bool result = false; // zone.Clean(); XClean(targets); dir = X_DIRECTION_NONE; // result = bar.IsValid(); if (!result) { return result; } // int barIndex = bar.Index() + 1; // // Retrieve Base Conditions ... bool isBullish = false; bool isBearish = false; // // Validate Conditions ... result = isBullish || isBearish; if (!result) { return result; } // // Do Validation and Filtering Market Structure if required ... // // Check and Prepare Direction ... dir = isBullish ? X_DIRECTION_BULLISH : isBearish ? X_DIRECTION_BEARISH : X_DIRECTION_NONE; result = HasDirection(dir); if (!result) { return result; } // // Prepare Zone ... // result = result && zone.IsValid() && HasDirection(dir); // return result; } // #endregion // #region Signals ... // #region POI ... bool IsBullishPOILongEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // // IMPORTANT: Use near Support/Resistance ... bool result = poiDetector.IsBullishPOI(barIndex) && kiParser.IsSafeBullishEntry(barIndex) && IsTFBullishPattern(barIndex, lowerTF); // return result; } bool IsBearishPOIShortEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // // IMPORTANT: Use near Support/Resistance ... bool result = poiDetector.IsBearishPOI(barIndex) && kiParser.IsSafeBearishEntry(barIndex) && IsTFBearishPattern(barIndex, lowerTF); // return result; } bool ExitBullishPOILong(int barIndex = 0) { // bool result = poiDetector.IsBearishReversalPOI(barIndex) || poiDetector.IsBearishBreakoutPOI(barIndex) || poiDetector.IsBearishExhaustionPOI(barIndex); // return result; } bool ExitBearishPOIShort(int barIndex = 0) { // bool result = poiDetector.IsBullishReversalPOI(barIndex) || poiDetector.IsBullishBreakoutPOI(barIndex) || poiDetector.IsBullishExhaustionPOI(barIndex); // return result; } // #endregion // #region Breakout ... bool IsBreakoutLongEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = false; // result = kiParser.IsVolatilityHigh(barIndex) && IsTFBullishPattern(barIndex, lowerTF) && poiDetector.IsBullishBreakoutPOI(barIndex); // return result; } bool IsBreakoutShortEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = false; // result = kiParser.IsVolatilityHigh(barIndex) && IsTFBearishPattern(barIndex, lowerTF) && poiDetector.IsBearishBreakoutPOI(barIndex); // return result; } bool ExitBreakoutLong(int barIndex = 0) { // bool result = poiDetector.IsBearishReversalPOI(barIndex) || poiDetector.IsBearishExhaustionPOI(barIndex); // return result; } bool ExitBreakoutShort(int barIndex = 0) { // bool result = poiDetector.IsBullishReversalPOI(barIndex) || poiDetector.IsBullishExhaustionPOI(barIndex); // return result; } // #endregion // #region Reversal ... bool IsReversalLongEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = kiParser.IsRSIBullish(barIndex) && IsTFBullishPattern(barIndex, lowerTF) && poiDetector.IsBullishReversalPOI(barIndex); // return result; } bool IsReversalShortEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = kiParser.IsRSIBearish(barIndex) && IsTFBearishPattern(barIndex, lowerTF) && poiDetector.IsBearishReversalPOI(barIndex); // return result; } bool ExitReversalLong(int barIndex = 0) { // bool result = poiDetector.IsBearishBreakoutPOI(barIndex) || poiDetector.IsBearishContinuationPOI(barIndex); // return result; } bool ExitReversalShort(int barIndex = 0) { // bool result = poiDetector.IsBullishBreakoutPOI(barIndex) || poiDetector.IsBullishContinuationPOI(barIndex); // return result; } // #endregion // #region Continuation ... bool IsContinuationLongEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = IsTFBullishPattern(barIndex, lowerTF) && kiParser.IsTrendStrongBullish(barIndex) && poiDetector.IsBullishContinuationPOI(barIndex); // return result; } bool IsContinuationShortEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = IsTFBearishPattern(barIndex, lowerTF) && kiParser.IsTrendStrongBearish(barIndex) && poiDetector.IsBearishContinuationPOI(barIndex); // return result; } bool ExitContinuationLong(int barIndex = 0) { // bool result = poiDetector.IsBearishReversalPOI(barIndex) || poiDetector.IsBearishExhaustionPOI(barIndex); // return result; } bool ExitContinuationShort(int barIndex = 0) { // bool result = poiDetector.IsBullishReversalPOI(barIndex) || poiDetector.IsBullishExhaustionPOI(barIndex); // return result; } // #endregion // #region Exhaustion ... bool IsExhaustionLongEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = IsTFBullishPattern(barIndex, lowerTF) && poiDetector.IsBearishExhaustionPOI(barIndex); // return result; } bool IsExhaustionShortEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = IsTFBearishPattern(barIndex, lowerTF) && poiDetector.IsBullishExhaustionPOI(barIndex); // return result; } bool ExitExhaustionLong(int barIndex = 0) { return poiDetector.IsBearishBreakoutPOI(barIndex); } bool ExitExhaustionShort(int barIndex = 0) { return poiDetector.IsBullishBreakoutPOI(barIndex); } // #endregion // #region Trend Exhaustion ... bool IsTrendExhaustionLongEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = IsTFBullishPattern(barIndex, lowerTF) && poiDetector.IsBearishTrendExhaustedPOI(barIndex); // return result; } bool IsTrendExhaustionShortEntry( int barIndex = 0, ENUM_TIMEFRAMES lowerTF = PERIOD_M5 // ) { // bool result = IsTFBearishPattern(barIndex, lowerTF) && poiDetector.IsBullishTrendExhaustedPOI(barIndex); // return result; } bool ExitTrendExhaustionLong(int barIndex = 0) { // bool result = poiDetector.IsBearishBreakoutPOI(barIndex) || poiDetector.IsBearishContinuationPOI(barIndex); // return result; } bool ExitTrendExhaustionShort(int barIndex = 0) { // bool result = poiDetector.IsBullishBreakoutPOI(barIndex) || poiDetector.IsBullishContinuationPOI(barIndex); // return result; } // #endregion // #endregion // #region TF Patterns ... bool IsTFBullishPattern( int barIndex = 0, ENUM_TIMEFRAMES forPeriod = NULL // ) { // bool result = false; // // Normalize ... barIndex = kiParser.NormalizeBarIndex(barIndex); if (!IsXValid(forPeriod)) { forPeriod = period; } // XOHCL bar; result = bar.Init(symbol, forPeriod, barIndex) && poiDetector.HasCandlestickDirection(bar, X_DIRECTION_BULLISH); bar.Clean(); // return result; } bool IsTFBearishPattern( int barIndex = 0, ENUM_TIMEFRAMES forPeriod = NULL // ) { // bool result = false; // // Normalize ... barIndex = kiParser.NormalizeBarIndex(barIndex); if (!IsXValid(forPeriod)) { forPeriod = period; } // XOHCL bar; result = bar.Init(symbol, forPeriod, barIndex) && poiDetector.HasCandlestickDirection(bar, X_DIRECTION_BEARISH); bar.Clean(); // return result; } // #endregion // }; //