// // Detect Trigger Block ... bool DetectTriggerBlock( // string symbol, ENUM_TIMEFRAMES period, // XTriggerBlock &tb, // XCBarAnalyser *barAnalyser, // // Required Buffers ... const double &_atrBuffer[], const double &_rsiBuffer[], const double &_adxBuffer[], const double &_adxpBuffer[], const double &_adxnBuffer[], const double &_peakBuffer[], const double &_valeBuffer[], const double &_deltaBuffer[], const double &_sarBuffer[], const double &_sarStateBuffer[], const double &_trendBuffer[], const double &_trendStateBuffer[], const double &_atrUpperBuffer[], const double &_atrLowerBuffer[], const double &_sBarOpenSBuffer[], const double &_sBarCloseBuffer[], const double &_hkSBarOpenBuffer[], const double &_hkSBarCloseBuffer[], const double &_peakGoldenBuffer[], const double &_valeGoldenBuffer[], const double &_deltaSignalBuffer[], const double &_bullishVolumeSignalBuffer[], const double &_bearishVolumeSignalBuffer[], // int barIndex, // int _r2r, double _slAtrMultiplier, // // Configs ... double _rsiOBLevel, double _rsiOSLevel, double _adxThreshold, // // Validators ... // bool _forceOBBarType = false, bool _forceFVGBarType = false, bool _forceHasSwing = false, bool _forceHasFLiquidity = false, bool _forceHasRLiquidity = false, bool _validateGapSequence = false, bool _validateBlockEdgeBreakout = false, // // Filters ... bool _filterBasedOnPV = false, bool _filterBasedOnSar = false, bool _filterBasedOnRSI = false, bool _filterBasedOnADX = false, bool _filterBasedOnATR = false, bool _filterBasedOnTrend = false, bool _filterBasedOnDelta = false, bool _filterBasedOnVolume = false, bool _filterBasedOnSignalBar = false, bool _filterBasedOnHKSignalBar = false // ) { // bool result = false; // // Custom Configs ... // // // _r2r = 2; // _slAtrMultiplier = 1; // // // // Validators ... // _forceHasSwing = true; // _forceOBBarType = true; // _forceFVGBarType = true; // _validateGapSequence = true; // // // _forceHasFLiquidity = false; // _forceHasRLiquidity = false; // _validateBlockEdgeBreakout = true; // // // // Filters ... // _filterBasedOnPV = true; // _filterBasedOnATR = true; // _filterBasedOnDelta = true; // _filterBasedOnVolume = true; // // // _filterBasedOnSar = true; // _filterBasedOnRSI = false; // _filterBasedOnADX = false; // _filterBasedOnTrend = false; // _filterBasedOnSignalBar = true; // _filterBasedOnHKSignalBar = true; // tb.Clean(); // result = barAnalyser != NULL; if (!result) { return result; } // int zIDX = 0; bool has = false; bool isDone = false; ENUM_X_DIRECTION iDir = X_DIRECTION_NONE; // // Retrieve Required Bars ... // XOHCL iBar; XOHCL zBar; // Current Start Checking Bar (Usually Used for Triggering) ... has = zBar.Init( symbol, period, barIndex // ); // // Detect Based Order Block ... has = has && barAnalyser.IsOB( zBar, tb.ob, _forceFVGBarType, // Force FVG Bar Type ... _forceOBBarType // Force Block Two Bar Checking ... ); // // Detect Based Fair Value Gap ... has = has && barAnalyser.IsFVG( zBar, tb.fvg, _forceFVGBarType // Force FVG Bar Type ... ); // // Clone Trigger Block ... if (has) { // tb.trigger = tb.ob; tb.trigger.type = "XTRGB"; } // bool isBullish = has && tb.IsBullish(); // bool isBearish = has && tb.IsBearish(); // int toIDX = tb.ToIndex(); int fromIDX = tb.FromIndex(); // // Verifications and Filters ... // int loopback = 144; // // Forces ... // // Force Has Proper Swing ... if (has && _forceHasSwing) { // XOHCL iPBar; XOHCL iP2Bar; toIDX = tb.ToIndex(); fromIDX = tb.FromIndex(); for (int i = toIDX; i <= fromIDX; i++) { // // Initialize iBar ... isDone = iBar.Init( zBar.symbol, zBar.period, i // ); isDone = isDone && iBar.GetPreviousBar(iPBar); isDone = isDone && iPBar.GetPreviousBar(iP2Bar); isDone = isDone && barAnalyser.IsSimpleSwing( iBar, iDir // ) && iDir == tb.GetDirection(); if (isDone) { // bool canSet = !tb.swingBar.IsValid() ? true : (isBullish ? tb.swingBar.low > iP2Bar.low : tb.swingBar.high < iP2Bar.high); if (canSet) { tb.swingBar = iP2Bar; } } // iBar.Clean(); iPBar.Clean(); iP2Bar.Clean(); } // has = tb.swingBar.IsValid(); } // // Force Has Liquidity ... // TODO: Add Validation based on Liquidities // if necessary ... if (has && (_forceHasFLiquidity || _forceHasRLiquidity)) { // toIDX = tb.ToIndex(); fromIDX = tb.FromIndex(); for (int i = toIDX; i < fromIDX + loopback; i++) { // // Initialize iBar ... isDone = iBar.Init( zBar.symbol, zBar.period, i // ); // bool isRejected = isDone && barAnalyser.IsRejected( iBar, iDir, false, // Force Bar Type ... true // Force Fibo Pressure ... ); // // Following Liquidity ... bool isFLiq = isDone && isRejected && iDir == tb.GetDirection() && (isBullish ? iBar.low < tb.trigger.lower : iBar.high > tb.trigger.upper); if (isFLiq && _forceHasFLiquidity && !tb.fLiquidity.IsValid()) { // FillLiquidity( iBar, iDir, tb.fLiquidity, tb.trigger.to // ); } // // Reversal Liquidity ... bool isRLiq = isDone && isRejected && Opposit(iDir) == tb.GetDirection() && (isBullish ? iBar.low > tb.trigger.upper : iBar.high < tb.trigger.lower); if (isRLiq && _forceHasRLiquidity && !tb.rLiquidity.IsValid()) { // FillLiquidity( iBar, iDir, tb.rLiquidity, tb.trigger.to // ); } // // Checking Conditions ... isDone = (!_forceHasFLiquidity ? true : tb.fLiquidity.IsValid()) && (!_forceHasRLiquidity ? true : tb.rLiquidity.IsValid()); if (isDone) { // iBar.Clean(); break; } // iBar.Clean(); } // // Checking Conditions ... has = (!_forceHasFLiquidity ? true : tb.fLiquidity.IsValid()) && (!_forceHasRLiquidity ? true : tb.rLiquidity.IsValid()); } // // Validations ... // // Validating Gap Sequence means // Gap Bars must Follow each Other ... if (has && _validateGapSequence) { // XOHCL iPBar; toIDX = tb.fvg.ToIndex(); fromIDX = tb.fvg.FromIndex(); // for (int i = toIDX; i < fromIDX - 1; i++) { // // Initialize iBar ... has = iBar.Init( zBar.symbol, zBar.period, i // ); has = has && iBar.GetPreviousBar(iPBar); has = has && (isBullish ? iBar.low > iPBar.low : iBar.high < iPBar.high); if (!has) { break; } } // iBar.Clean(); iPBar.Clean(); } // // Validate Block Edge Breakout ... if (has && _validateBlockEdgeBreakout) { // has = tb.fvg.ToBar(iBar); has = has && (isBullish ? (iBar.GetDown() < tb.ob.upper && iBar.GetUp() > tb.ob.upper) : (iBar.GetDown() < tb.ob.lower && iBar.GetUp() > tb.ob.lower)); // iBar.Clean(); } // // Filters ... // // PV ... if (has && _filterBasedOnPV) { // double iPeak = _peakBuffer[barIndex]; double iPPeak = _peakBuffer[barIndex + 1]; double iP2Peak = _peakBuffer[barIndex + 2]; // double iPeakGolden = _peakGoldenBuffer[barIndex]; double iPPeakGolden = _peakGoldenBuffer[barIndex + 1]; double iP2PeakGolden = _peakGoldenBuffer[barIndex + 2]; // double iVale = _valeBuffer[barIndex]; double iPVale = _valeBuffer[barIndex + 1]; double iP2Vale = _valeBuffer[barIndex + 2]; // double iValeGolden = _valeGoldenBuffer[barIndex]; double iPValeGolden = _valeGoldenBuffer[barIndex + 1]; double iP2ValeGolden = _valeGoldenBuffer[barIndex + 2]; // // TODO: Fix this ... has = has && (isBullish ? (tb.trigger.lower <= iVale && tb.trigger.upper < iPeak // || tb.trigger.lower <= iValeGolden ) : (tb.trigger.upper >= iPeak && tb.trigger.lower > iVale // || tb.trigger.upper >= iPeakGolden )); } // // SAR ... if (has && _filterBasedOnSar) { // double iSarState = _sarStateBuffer[barIndex]; double iPSarState = _sarStateBuffer[barIndex + 1]; double iP2SarState = _sarStateBuffer[barIndex + 2]; // bool isSarBullish = iSarState > 0; bool isPSarBullish = iPSarState > 0; bool isP2SarBullish = iP2SarState > 0; // bool isSarBearish = iSarState < 0; bool isPSarBearish = iPSarState < 0; bool isP2SarBearish = iP2SarState < 0; // bool isSarSwitchedToBullish = isSarBullish && !isPSarBullish; // bool isSarSwitchedToBearish = isSarBearish && !isPSarBearish; // bool isSarPSwitchedToBullish = isPSarBullish && !isP2SarBullish; // bool isSarPSwitchedToBearish = isPSarBearish && !isP2SarBearish; // has = has && (isBullish ? (isSarSwitchedToBullish || isSarPSwitchedToBullish) : (isSarSwitchedToBearish || isSarPSwitchedToBearish)); } // // RSI ... if (has && _filterBasedOnRSI) { // double rsiTrend = (_rsiOBLevel + _rsiOSLevel) / 2; // double iRSI = _rsiBuffer[barIndex]; double iPRSI = _rsiBuffer[barIndex + 1]; double iP2RSI = _rsiBuffer[barIndex + 2]; // bool isRSICrossedOverOS = iRSI > _rsiOSLevel && iPRSI <= _rsiOSLevel; // bool isRSICrossedUnderOB = iRSI < _rsiOBLevel && iPRSI >= _rsiOBLevel; // bool isPRSICrossedOverOS = iPRSI > _rsiOSLevel && iP2RSI <= _rsiOSLevel; // bool isPRSICrossedUnderOB = iPRSI < _rsiOBLevel && iP2RSI >= _rsiOBLevel; // has = has && (isBullish ? (isRSICrossedOverOS || isPRSICrossedOverOS) : (isRSICrossedUnderOB || isPRSICrossedUnderOB)); } // // ADX ... if (has && _filterBasedOnADX) { // // ADX ... double iADX = _adxBuffer[barIndex]; double iPADX = _adxBuffer[barIndex + 1]; double iP2ADX = _adxBuffer[barIndex + 2]; // // ADX +DI ... double iADXP = _adxpBuffer[barIndex]; double iPADXP = _adxpBuffer[barIndex + 1]; double iP2ADXP = _adxpBuffer[barIndex + 2]; // // ADX -DI ... double iADXN = _adxnBuffer[barIndex]; double iPADXN = _adxnBuffer[barIndex + 1]; double iP2ADXN = _adxnBuffer[barIndex + 2]; // // Preparing Conditions ... // bool isADXBullish = iADX > _adxThreshold; bool isADXBearish = iADX < _adxThreshold; // bool isPADXBullish = iPADX > _adxThreshold; bool isPADXBearish = iPADX < _adxThreshold; // bool isP2ADXBullish = iP2ADX > _adxThreshold; bool isP2ADXBearish = iP2ADX < _adxThreshold; // bool isADXSwitchedToBullish = isADXBullish && !isPADXBullish; // bool isADXSwitchedToBearish = isADXBearish && !isPADXBearish; // bool isPADXSwitchedToBullish = isPADXBullish && !isP2ADXBullish; // bool isPADXSwitchedToBearish = isPADXBearish && !isP2ADXBearish; // has = has && (isBullish ? (isADXSwitchedToBullish || isPADXSwitchedToBullish) : (isADXSwitchedToBearish || isPADXSwitchedToBearish)); } // // ATR ... if (has && _filterBasedOnATR) { // fromIDX = tb.FromIndex(); double iATRUpper = _atrUpperBuffer[fromIDX]; double iATRLower = _atrLowerBuffer[fromIDX]; // has = has && (isBullish ? tb.trigger.lower < iATRLower : tb.trigger.upper > iATRUpper); } // // TREND ... if (has && _filterBasedOnTrend) { // double iTrendState = _trendStateBuffer[barIndex]; double iPTrendState = _trendStateBuffer[barIndex + 1]; // bool isTrendBullish = iTrendState > 0; bool isPTrendBullish = iPTrendState > 0; // bool isTrendBearish = iTrendState < 0; bool isPTrendBearish = iPTrendState < 0; // double trends[]; int toIDX = tb.ToIndex(); int fromIDX = tb.FromIndex(); double iTrend = _trendBuffer[toIDX]; for (int i = toIDX; i <= fromIDX; i++) { // Add( _trendBuffer[i], trends // ); } double trendsMin = GetMin(trends); double trendsMax = GetMax(trends); double trendsAVG = GetAverage(trends); // bool isTrendUp = iTrend > trendsMin && iTrend >= trendsAVG; // bool isTrendDown = iTrend < trendsMax && iTrend <= trendsAVG; // bool isTrendSwitchedToBullish = isTrendUp && isTrendBullish && !isPTrendBullish; // bool isTrendSwitchedToBearish = isTrendDown && isTrendBearish && !isPTrendBearish; // has = has && (isBullish ? isTrendSwitchedToBullish : isTrendSwitchedToBearish); } // // DELTA ... if (has && _filterBasedOnDelta) { // double iDelta = _deltaBuffer[barIndex]; double iPDelta = _deltaBuffer[barIndex + 1]; // bool isDeltaUp = iDelta > iPDelta; bool isDeltaDown = iDelta < iPDelta; // double iDeltaSignal = _deltaSignalBuffer[barIndex]; double iPDeltaSignal = _deltaSignalBuffer[barIndex + 1]; // bool isDeltaSignalUp = iDeltaSignal > iPDeltaSignal; bool isDeltaSignalDown = iDeltaSignal < iPDeltaSignal; // bool isDeltaSwitchedToBullish = isDeltaUp && isDeltaSignalUp && iDelta > iDeltaSignal && iPDelta < iPDeltaSignal; // bool isDeltaSwitchedToBearish = isDeltaDown && isDeltaSignalDown && iDelta < iDeltaSignal && iPDelta > iPDeltaSignal; // has = has && (isBullish ? isDeltaSwitchedToBullish : isDeltaSwitchedToBearish); } // // VOLUME ... if (has && _filterBasedOnVolume) { // double iBullishVolumeSignal = _bullishVolumeSignalBuffer[barIndex]; double iPBullishVolumeSignal = _bullishVolumeSignalBuffer[barIndex + 1]; // bool isBullishVolumeSignalUp = iBullishVolumeSignal > iPBullishVolumeSignal; bool isBullishVolumeSignalDown = iBullishVolumeSignal < iPBullishVolumeSignal; // double iBearishVolumeSignal = _bearishVolumeSignalBuffer[barIndex]; double iPBearishVolumeSignal = _bearishVolumeSignalBuffer[barIndex + 1]; // bool isBearishVolumeSignalUp = iBearishVolumeSignal > iPBearishVolumeSignal; bool isBearishVolumeSignalDown = iBearishVolumeSignal < iPBearishVolumeSignal; // bool isVolumeSwitchdToBullish = isBullishVolumeSignalUp && !isBearishVolumeSignalUp && iBullishVolumeSignal > iBearishVolumeSignal && iPBullishVolumeSignal < iPBearishVolumeSignal; // bool isVolumeSwitchdToBearish = isBearishVolumeSignalUp && !isBullishVolumeSignalUp && iBearishVolumeSignal > iBullishVolumeSignal && iPBearishVolumeSignal < iPBullishVolumeSignal; // has = has && (isBullish ? isVolumeSwitchdToBullish : isVolumeSwitchdToBearish); } // // SIGNAL Bar ... if (has && _filterBasedOnSignalBar) { // double iSignalOpen = _sBarOpenSBuffer[barIndex]; double iPSignalOpen = _sBarOpenSBuffer[barIndex + 1]; // double iSignalClose = _sBarCloseBuffer[barIndex]; double iPSignalClose = _sBarCloseBuffer[barIndex + 1]; // bool isSignalBarBullish = iSignalOpen < iSignalClose; bool isPSignalBarBullish = iPSignalOpen < iPSignalClose; // bool isSignalBarBearish = iSignalOpen > iSignalClose; bool isPSignalBarBearish = iPSignalOpen > iPSignalClose; // bool isSignalBarSwitchedToBullish = isSignalBarBullish && !isPSignalBarBullish; // bool isSignalBarSwitchedToBearish = isSignalBarBearish && !isPSignalBarBearish; // has = has && (isBullish ? isSignalBarSwitchedToBullish : isSignalBarSwitchedToBearish); } // // HK SIGNAL Bar ... if (has && _filterBasedOnHKSignalBar) { // double iHKSignalOpen = _hkSBarOpenBuffer[barIndex]; double iPHKSignalOpen = _hkSBarOpenBuffer[barIndex + 1]; // double iHKSignalClose = _hkSBarCloseBuffer[barIndex]; double iPHKSignalClose = _hkSBarCloseBuffer[barIndex + 1]; // bool isHKSignalBarBullish = iHKSignalOpen < iHKSignalClose; bool isPHKSignalBarBullish = iPHKSignalOpen < iPHKSignalClose; // bool isHKSignalBarBearish = iHKSignalOpen > iHKSignalClose; bool isPHKSignalBarBearish = iPHKSignalOpen > iPHKSignalClose; // bool isHKSignalBarSwitchedToBullish = isHKSignalBarBullish && !isPHKSignalBarBullish; // bool isHKSignalBarSwitchedToBearish = isHKSignalBarBearish && !isPHKSignalBarBearish; // has = has && (isBullish ? isHKSignalBarSwitchedToBullish : isHKSignalBarSwitchedToBearish); } // // Valdating Directional Trending ... bool _filterBasedOnDirection = false; if (has && _filterBasedOnDirection) { // iBar.Clean(); fromIDX = tb.FromIndex(); int loopbackForValidating = 30; for (int i = fromIDX; i < fromIDX + loopbackForValidating; i++) { // // Initialize iBar ... iBar.Clean(); has = iBar.Init( symbol, period, i // ); // has = has && (isBullish ? iBar.high < tb.trigger.upper : iBar.low > tb.trigger.lower); if (!has) { break; } } // // Update Trigger Block ... if (has) { tb.trigger.from = iBar.time; } // iBar.Clean(); } // // Preparing Signal ... if (has) { // // CArrayObj *tbObjects = new CArrayObj(); // DrawTriggerBlock( // tb, // drawer, // tbObjects, // NULL // // ); // double targets[]; for (int i = 1; i <= _r2r; i++) { // Add( (double)i, targets // ); } // double iATR = 0; if (barIndex > 0 && barIndex < ArraySize(_atrBuffer)) { iATR = _atrBuffer[barIndex]; } double slAdditional = _slAtrMultiplier * iATR; // has = ToSignal( tb.trigger, tb.signal, targets, slAdditional // ); } // result = has; // return result; }