/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Library // --------------------------------------- // Name: XCATBEASignallerLib // Description: required Parsers for XCATBEA Signaller ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property library #property copyright "Copyright `023, SaherElm IT Center" #property link "https://www.saherelm.ir" #property version "1.00" #property strict // // Imports ... #include "../Libraries/xcatbea.lib.mq5" #include "../../Classes/x-saherelm.x-bar.analyser.class.mq5" #include "../../Classes/x-saherelm.x-poi.drawer.class.mq5" // // Definiions ... // #define XLiquidityToken "XLQ"; #define XTriggerBlockToken "XTRG"; // struct XTriggerBlock { // // Props ... XBoxZone ob; // Order Block XBoxZone fvg; // Fair Value Gap XOHCL swingBar; // Swing of Trigger XBoxZone trigger; // Trigger Block XBoxZone rLiquidity; // Reversal Liquidity XBoxZone fLiquidity; // Following Liquidity // XSignal signal; // Pepared Signal // // Constructor ... XTriggerBlock() { Clean(); } // // Tools ... // // Cleanup ... void Clean() { // ob.Clean(); fvg.Clean(); signal.Clean(); trigger.Clean(); swingBar.Clean(); rLiquidity.Clean(); fLiquidity.Clean(); // ZeroMemory(this); } // // Validate ... bool IsValid() { // bool result = false; // result = ob.IsValid() && fvg.IsValid() && trigger.IsValid(); // return result; } // bool IsBullish() { return IsValid() && ob.IsBullish(); } // bool IsBearish() { return IsValid() && ob.IsBearish(); } // int ToIndex() { return trigger.ToIndex(); } // int FromIndex() { return trigger.FromIndex(); } // ENUM_X_DIRECTION GetDirection() { // ENUM_X_DIRECTION result = X_DIRECTION_NONE; // if (IsValid()) { result = ob.dir; } // return result; } // }; // // Trigger Block Validation Rules ... struct XTriggerBlockValidationRules { // // Props ... bool forceHasSwing; // Force Block to Has Propper Swing ... bool forceOBBarType; // Force Order Block to Has InDirectional Bars ... int minRequiredOBBar; // Min Required OB Bar ... bool forceFVGBarType; // Force Fair Value Gaps Bars Type ... double maxAllowedRange; // Max Allowed Order Block Range ... double minAllowedRange; // Min Allowed Order Block Range ... bool forceHasFLiquidity; // Force Order Block To Has Reversal Liquidity ... bool forceHasRLiquidity; // Force Order Block to Has Following Liquidity ... int liquidityLoopback; // Liquidity Detection Loopback ... bool validateGapSequence; // Validate Fair Value Gaps Bar Sequences ... bool validateBlockEdgeBreakout; // Validate Order Block Edge Breakeout ... // // Constructor(s) ... XTriggerBlockValidationRules() { Clean(); } // // Tools ... // // Cleanup ... void Clean() { // maxAllowedRange = 0; minAllowedRange = 0; minRequiredOBBar = 0; liquidityLoopback = 0; forceHasSwing = false; forceOBBarType = false; forceFVGBarType = false; forceHasFLiquidity = false; forceHasRLiquidity = false; validateGapSequence = false; validateBlockEdgeBreakout = false; // ZeroMemory(this); } }; // // Trigger Block Filters ... struct XTriggerBlockFilters { // // Props ... bool filterBasedOnPV; // Filter Based On PV ... bool filterBasedOnSar; // Filter Based On SAR ... bool filterBasedOnRSI; // Filter Based On RSI ... bool filterBasedOnADX; // Filter Based On ADX ... bool filterBasedOnATR; // Filter Based On ATR ... bool filterBasedOnTrend; // Filter Based On Trend ... bool filterBasedOnDelta; // Filter Based On Delta ... bool filterBasedOnVolume; // Filter Based On Volume ... bool filterBasedOnSignalBar; // Filter Based on Signal Bar ... bool filterBasedOnHKSignalBar; // Filter Based On HK Signal Bar ... // int bosLoopback; // PV Based Filtering BOS Lookup ... // // Constructor(s) ... XTriggerBlockFilters() { Clean(); } // // Tools ... // // Cleanup ... void Clean() { // filterBasedOnPV = false; filterBasedOnSar = false; filterBasedOnRSI = false; filterBasedOnADX = false; filterBasedOnATR = false; filterBasedOnTrend = false; filterBasedOnDelta = false; filterBasedOnVolume = false; filterBasedOnSignalBar = false; filterBasedOnHKSignalBar = false; // bosLoopback = 0; // ZeroMemory(this); } }; // // Extensions ... /** * Detect Trigger Block ... * * @param helper: XCX121XCatbHelper instance pointer ... * @param barAnalyser: XCBarAnalyser instance pointer ... * @param triggerBlock: XTriggerBlock Refrence, holds Detected Trigger Block ... * @param conditions: X121XCatbConditions Refrence, holds Trigger Block Conditions ... * @param validations: XTriggerBlockValidationRules Refrence, Provides Trigger Block Validation Rules ... * @param filters: XTriggerBlockFilters Refrence, Provides Trigger Block Filters ... * @param barIndex: int, Bar Index ... * @param loopback: int, Loopback for Conditions reading ... * * @return ( bool ) */ bool DetectTriggerBlock1( XCX121XCatbHelper *helper, XCBarAnalyser *barAnalyser, XTriggerBlock &triggerBlock, X121XCatbConditions &conditions, XTriggerBlockValidationRules &validations, XTriggerBlockFilters &filters, int barIndex = 0, int loopback = 10 // ) { // bool result = false; // // Normalize Args ... conditions.Clean(); triggerBlock.Clean(); barIndex = NormalizeInt(barIndex, 0); loopback = NormalizeInt(loopback, 0); // // Validate Args ... result = helper != NULL && barAnalyser != NULL; if (!result) { return result; } // int zIDX = 0; int cIDX = zIDX + 1; int pIDX = cIDX + 1; int p2IDX = pIDX + 1; int p3IDX = p2IDX + 1; int p4IDX = p3IDX + 1; // bool has = false; string symbol = helper.GetSymbol(); ENUM_TIMEFRAMES period = helper.GetPeriod(); // // Initial Requirements ... // // Required Bars ... XOHCL zBar; XOHCL cBar; result = result && zBar.Init( symbol, period, barIndex // ); result = result && zBar.GetPreviousBar(cBar); // // Here we Must Detect Order Block ... // then Detect FVG ... // then Prepare Trigger Box ... // // Select Application Bar ... XOHCL iBar; if (barIndex == 0) { iBar = cBar; } else if (barIndex > 0) { iBar = zBar; } iBar = cBar; result = result && iBar.IsValid(); // // Detect Order Block ... result = result && barAnalyser .IsOB( iBar, triggerBlock.ob, false, false // ); // // Detect Fair Value Gap ... result = result && barAnalyser .IsFVG( iBar, triggerBlock.fvg, false // ); // // Check Result and Create Trigger Box based on it ... if (result) { // triggerBlock.trigger = triggerBlock.ob; triggerBlock.trigger.type = XTriggerBlockToken; // // Update Upper and Lower ... int toIDX = triggerBlock.ob.ToIndex(); int fromIDX = triggerBlock.ob.FromIndex(); // iBar.Clean(); result = iBar.Init( symbol, period, toIDX // ); if (result) { // double iLL = iBar.FindLowest(fromIDX - toIDX, MODE_LOW); double iHH = iBar.FindHighest(fromIDX - toIDX, MODE_HIGH); // triggerBlock.trigger.upper = MathMax(iHH, triggerBlock.trigger.upper); triggerBlock.trigger.lower = MathMin(iLL, triggerBlock.trigger.lower); } // iBar.Clean(); } // // TODO: Remove this ... // Temparory Testing Configs ... // validations.maxAllowedRange = 200; // validations.forceHasSwing = true; // validations.forceFVGBarType = true; // validations.forceOBBarType = true; // validations.validateGapSequence = true; // validations.validateBlockEdgeBreakout = true; // validations.liquidityLoopback = 144; // validations.forceHasFLiquidity = true; // validations.forceHasRLiquidity = true; // // Apply Validations ... if (result) { // result = ValidateTriggerBlock( helper, barAnalyser, triggerBlock, conditions, validations, barIndex, loopback // ); // if (!result) { triggerBlock.Clean(); } } // // TODO: Remove this ... filters.bosLoopback = 30; filters.filterBasedOnPV = true; // // Apply Filtering ... if (result) { // result = FilterTriggerBlock( helper, barAnalyser, triggerBlock, conditions, filters, barIndex, loopback // ); // if (!result) { triggerBlock.Clean(); } } // // Summarizing Result ... result = result && triggerBlock.IsValid(); // // Preparing Signal ... if (result) { // } // // Cleanup Resources ... // iBar.Clean(); zBar.Clean(); cBar.Clean(); // if (!result) { triggerBlock.Clean(); } // return result; } /** * Validate a Trigger Block ... * * @param helper: XCX121XCatbHelper instance pointer ... * @param barAnalyser: XCBarAnalyser instance pointer ... * @param triggerBlock: XTriggerBlock Refrence, Trigger Block ... * @param conditions: X121XCatbConditions Refrence, Trigger Block Conditions ... * @param validations: XTriggerBlockValidationRules Refrence, Provides Trigger Block Validation Rules ... * @param barIndex: int, Bar Index ... * @param loopback: int, Loopback for Conditions reading ... * * @return ( bool ) */ bool ValidateTriggerBlock( XCX121XCatbHelper *helper, XCBarAnalyser *barAnalyser, XTriggerBlock &triggerBlock, X121XCatbConditions &conditions, XTriggerBlockValidationRules &validations, int barIndex = 0, int loopback = 10 // ) { // bool result = false; // // Checking Conditions ... // // Normalize Args ... conditions.Clean(); barIndex = NormalizeInt(barIndex, 0); loopback = NormalizeInt(loopback, 0); // // Validate Args ... result = helper != NULL && barAnalyser != NULL && triggerBlock.IsValid(); if (!result) { return result; } // // Reading Market Conditions ... result = helper.GetConditions( conditions, barIndex, loopback // ); if (!result) { // conditions.Clean(); // return result; } // int zIDX = 0; int cIDX = zIDX + 1; int pIDX = cIDX + 1; int p2IDX = pIDX + 1; int p3IDX = p2IDX + 1; int p4IDX = p3IDX + 1; // XOHCL iBar; int count = 0; int toIDX = -1; int fromIDX = -1; bool has = false; bool isBullish = triggerBlock.IsBullish(); bool isBearish = triggerBlock.IsBearish(); double points = GetPoints(triggerBlock.ob.symbol); ENUM_X_DIRECTION iDir = triggerBlock.GetDirection(); // // Checking Conditions ... // // Range Validation ... // // Max Allowed OB Range ... if (result && validations.maxAllowedRange > 0) { // double iRange = triggerBlock.ob.GetRange(); result = iRange <= (validations.maxAllowedRange * points); } // // Min Allowed OB Range ... if (result && validations.minAllowedRange > 0) { // double iRange = triggerBlock.ob.GetRange(); result = iRange >= (validations.maxAllowedRange * points); } // // Has Swing ... if (result && validations.forceHasSwing) { // bool isSwing = false; toIDX = triggerBlock.ToIndex(); fromIDX = triggerBlock.FromIndex(); ENUM_X_DIRECTION swingDir = X_DIRECTION_NONE; for (int i = toIDX; i <= fromIDX; i++) { // // Initialize iBar ... has = iBar.Init( conditions.symbol, conditions.period, i // ); isSwing = has && barAnalyser .IsSimpleSwing( iBar, swingDir // ); if (isSwing && swingDir == iDir) { break; } // iBar.Clean(); } // result = isSwing && iBar.IsValid() && swingDir == iDir; if (result) { // // Initialize Swing Bar ... result = triggerBlock .swingBar .Init( iBar.symbol, iBar.period, iBar.Index() + 2 // ); } // iBar.Clean(); } // // Force FVG Bar Types ... if (result && validations.forceFVGBarType) { // toIDX = triggerBlock.fvg.ToIndex(); fromIDX = triggerBlock.fvg.FromIndex(); for (int i = toIDX; i < fromIDX; i++) { // // Initialize iBar ... result = iBar.Init( conditions.symbol, conditions.period, i // ); result = result && iDir == iBar.GetDirection(); // iBar.Clean(); // if (!result) { break; } } // iBar.Clean(); } // // Force OB Start By InDirectional Bars ... if (result && validations.forceOBBarType) { // count = 0; fromIDX = triggerBlock.fvg.FromIndex() + 1; int sIDX = fromIDX; has = true; while (has) { // // Initialize iBar .. has = iBar.Init( conditions.symbol, conditions.period, fromIDX // ); has = has && iDir == Opposit(iBar.GetDirection()); if (has) { count++; } // fromIDX++; } // int required = validations.minRequiredOBBar > 0 ? validations.minRequiredOBBar : 1; // result = count >= required; // // Update Trigger Block Box based on OB Bar Types ... if (result) { // result = iBar.Init( conditions.symbol, conditions.period, sIDX // ); if (result) { // datetime iFrom = GetBarTime( conditions.symbol, conditions.period, sIDX + count // ); double iLL = iBar.FindLowest(count, MODE_LOW); double iHH = iBar.FindHighest(count, MODE_HIGH); // triggerBlock.trigger.from = iFrom; triggerBlock.trigger.upper = MathMax(iHH, triggerBlock.trigger.upper); triggerBlock.trigger.lower = MathMin(iLL, triggerBlock.trigger.lower); } } // iBar.Clean(); } // // Force Fair Value Gap to Following Sequence ... if (result && validations.validateGapSequence) { // XOHCL iPBar; toIDX = triggerBlock.fvg.ToIndex(); fromIDX = triggerBlock.fvg.FromIndex() - 1; for (int i = toIDX; i < fromIDX; i++) { // result = iBar.Init( conditions.symbol, conditions.period, i // ); result = result && iBar.GetPreviousBar(iPBar); result = result && (isBullish ? iBar.low > iPBar.low : iBar.high < iPBar.high); if (!result) { break; } // iBar.Clean(); iPBar.Clean(); } // iBar.Clean(); iPBar.Clean(); } // // Validate OB Edge Breakeout Using Gaps End Bar ... if (result && validations.validateBlockEdgeBreakout) { // // Initialize Gap End Bar ... toIDX = triggerBlock.fvg.ToIndex(); result = iBar.Init( conditions.symbol, conditions.period, toIDX // ); // result = result && (isBullish ? iBar.open < triggerBlock.ob.upper && iBar.close > triggerBlock.ob.upper : iBar.open > triggerBlock.ob.lower && iBar.close < triggerBlock.ob.lower); // // Here we Can Apply Edge Breakout Using Fibo ... // iBar.Clean(); } // // Force Block to Has Liquidity ... if (result && validations.liquidityLoopback > 0 && (validations.forceHasFLiquidity || validations.forceHasRLiquidity)) { // toIDX = triggerBlock.ToIndex(); fromIDX = triggerBlock.FromIndex(); ENUM_X_DIRECTION iLiqDir = X_DIRECTION_NONE; for (int i = toIDX; i < fromIDX + validations.liquidityLoopback; i++) { // // Initialize iBar ... has = iBar.Init( conditions.symbol, conditions.period, i // ); has = has && barAnalyser .IsRejected( iBar, iLiqDir, false, // Force Bar Type ... true // Force Fibo Pressure ... ); // bool isFLiq = has && iLiqDir == iDir; if (isFLiq && validations.forceHasFLiquidity && !triggerBlock.fLiquidity.IsValid()) { // FillLiquidity( iBar, iLiqDir, triggerBlock.fLiquidity, triggerBlock.trigger.to // ); } // bool isRLiq = has && iLiqDir == Opposit(iDir); if (isRLiq && validations.forceHasRLiquidity && !triggerBlock.rLiquidity.IsValid()) { // FillLiquidity( iBar, iLiqDir, triggerBlock.rLiquidity, triggerBlock.trigger.to // ); } // // Here We Can Apply Liquidity Validations ... ValidateTriggerBlockLiquidities( helper, barAnalyser, triggerBlock, conditions, validations // ); // // Check Liquidities ... has = (!validations.forceHasFLiquidity ? true : triggerBlock.fLiquidity.IsValid()) && (!validations.forceHasRLiquidity ? true : triggerBlock.rLiquidity.IsValid()); // iBar.Clean(); // if (has) { break; } } // // Check Result ... result = (!validations.forceHasFLiquidity ? true : triggerBlock.fLiquidity.IsValid()) && (!validations.forceHasRLiquidity ? true : triggerBlock.rLiquidity.IsValid()); // iBar.Clean(); } // if (!result) { triggerBlock.Clean(); } // // Summarize result ... result = triggerBlock.IsValid(); // // Cleanup Resources ... // iBar.Clean(); // if (!result) { // conditions.Clean(); triggerBlock.Clean(); } // return result; } /** * Filter a Trigger Block ... * * @param helper: XCX121XCatbHelper instance pointer ... * @param barAnalyser: XCBarAnalyser instance pointer ... * @param triggerBlock: XTriggerBlock Refrence, Trigger Block ... * @param conditions: X121XCatbConditions Refrence, Trigger Block Conditions ... * @param filters: XTriggerBlockFilters Refrence, Provides Trigger Block Filters ... * @param barIndex: int, Bar Index ... * @param loopback: int, Loopback for Conditions reading ... * * @return ( bool ) */ bool FilterTriggerBlock( XCX121XCatbHelper *helper, XCBarAnalyser *barAnalyser, XTriggerBlock &triggerBlock, X121XCatbConditions &conditions, XTriggerBlockFilters &filters, int barIndex = 0, int loopback = 10 // ) { // bool result = false; // // Checking Conditions ... // // Normalize Args ... conditions.Clean(); barIndex = NormalizeInt(barIndex, 0); loopback = NormalizeInt(loopback, 0); // // Validate Args ... result = helper != NULL && barAnalyser != NULL && triggerBlock.IsValid(); if (!result) { return result; } // // Reading Market Conditions ... result = helper.GetConditions( conditions, barIndex, loopback // ); if (!result) { // conditions.Clean(); // return result; } // int zIDX = 0; int cIDX = zIDX + 1; int pIDX = cIDX + 1; int p2IDX = pIDX + 1; int p3IDX = p2IDX + 1; int p4IDX = p3IDX + 1; // XOHCL iBar; int toIDX = -1; int fromIDX = -1; bool has = false; bool isBullish = triggerBlock.IsBullish(); bool isBearish = triggerBlock.IsBearish(); double points = GetPoints(triggerBlock.ob.symbol); ENUM_X_DIRECTION iDir = triggerBlock.GetDirection(); // // Checking Conditions ... // // Filter Based On PV ... if (result && filters.filterBasedOnPV) { // // For PV Filtering ... // // Detect Bos ... if (filters.bosLoopback > 0) { // has = true; bool isBOS = false; bool isPeakOverLast = false; bool isValeUnderLast = false; toIDX = triggerBlock.ob.ToIndex(); fromIDX = triggerBlock.ob.FromIndex(); int sIDX = fromIDX; while (has) { // double iPeak = helper.GetPeak(sIDX); double iPPeak = helper.GetPeak(sIDX + 1); // double iVale = helper.GetVale(sIDX); double iPVale = helper.GetVale(sIDX + 1); // isPeakOverLast = iPeak > 0 && iPeak > iPPeak; // isValeUnderLast = iVale > 0 && iVale < iPVale; // isBOS = (isBullish && isPeakOverLast) || (isBearish && isValeUnderLast); if (isBOS) { break; } // sIDX++; has = !isBOS && sIDX < fromIDX + filters.bosLoopback; } // result = isBOS; } } // if (!result) { triggerBlock.Clean(); } // // Summarize result ... result = triggerBlock.IsValid(); // // Cleanup Resources ... // iBar.Clean(); // if (!result) { // conditions.Clean(); triggerBlock.Clean(); } // return result; } // void ValidateTriggerBlockLiquidities( XCX121XCatbHelper *helper, XCBarAnalyser *barAnalyser, XTriggerBlock &triggerBlock, X121XCatbConditions &conditions, XTriggerBlockValidationRules &validations // ) { // bool has = false; // has = helper != NULL && barAnalyser != NULL && triggerBlock.IsValid() && (triggerBlock.fLiquidity.IsValid() || triggerBlock.rLiquidity.IsValid()); if (!has) { return; } // bool hasFLiq = triggerBlock.fLiquidity.IsValid(); bool hasRLiq = triggerBlock.rLiquidity.IsValid(); // // TODO: Implement Liquidity Validation ... } // bool DetectSignalZone( XCPOIDrawer *&drawer, XCX121XCatbHelper *helper, XCBarAnalyser *barAnalyser, XBoxZone &signalZone, X121XCatbConditions &conditions, int barIndex = 0, int loopback = 10 // ) { // bool result = false; // // Checking Conditions ... // // Normalize Args ... signalZone.Clean(); conditions.Clean(); barIndex = NormalizeInt(barIndex, 0); loopback = NormalizeInt(loopback, 0); // // Validate Args ... result = helper != NULL && barAnalyser != NULL; if (!result) { return result; } // // Reading Market Conditions ... result = helper.GetConditions( conditions, barIndex, loopback // ); if (!result) { // signalZone.Clean(); conditions.Clean(); // return result; } // int zIDX = 0; int cIDX = zIDX + 1; int pIDX = cIDX + 1; int p2IDX = pIDX + 1; int p3IDX = p2IDX + 1; int p4IDX = p3IDX + 1; // double sl = 0; double tp = 0; double upper = 0; double lower = 0; datetime to = NULL; datetime from = NULL; string signalProvider = NULL; // // Checking Conditions ... // // Detect Bar Verifications ... // ENUM_X_DIRECTION iDir; // // Rejected ... bool isRejected = barAnalyser .IsRejected( conditions.bars[cIDX], iDir // ); bool isBullishRejected = isRejected && IsBullish(iDir); bool isBearishRejected = isRejected && IsBearish(iDir); // // Engulfed ... bool isEngulfed = barAnalyser .IsEngulfed( conditions.bars[cIDX], iDir // ); bool isBullishEngulfed = isEngulfed && IsBullish(iDir); bool isBearishEngulfed = isEngulfed && IsBearish(iDir); // // Momentum ... bool isMomentum = barAnalyser .IsMomentum( conditions.bars[cIDX], iDir // ); bool isBullishMomentum = isMomentum && IsBullish(iDir); bool isBearishMomentum = isMomentum && IsBearish(iDir); // bool isBarBullishPressured = isBullishRejected || isBullishEngulfed || isBullishMomentum; // bool isBarBearishPressured = isBearishRejected || isBearishEngulfed || isBearishMomentum; // // Detect Indicator Base Start Directional Movement ... // // SAR ... // bool isSarBullishStart = // ( // // Current SAR is Directional ... conditions.isSarBullish && // // Previous InDirectional Sar Exists ... helper.lastSarBearish.IsValid() && // // Current Close is Over previous Sar ... conditions.bars[cIDX].close > helper.lastSarBearish.after && // // Before Close is not Over previous Sar ... conditions.bars[pIDX].close <= helper.lastSarBearish.after // ) // ; // bool isSarBearishStart = // ( // // Current SAR is Directional ... conditions.isSarBearish && // // Previous InDirectional Sar Exists ... helper.lastSarBullish.IsValid() && // // Current Close is Under previous ... conditions.bars[cIDX].close < helper.lastSarBullish.after && // // Before Close is not Under previous ... conditions.bars[pIDX].close >= helper.lastSarBullish.after // ) // ; // // TREND ... // bool isTrendBullishStart = // ( // // Current Trend is Directional ... conditions.isTrendBullish && // // Previous InDirectiona; Trend Exists ... helper.lastTrendBearish.IsValid() && // // Current Close is Over previous ... conditions.bars[cIDX].close > helper.lastTrendBearish.after && // // Before close is not Over previous ... conditions.bars[pIDX].close <= helper.lastTrendBearish.after // ) // ; // bool isTrendBearishStart = // ( // // Current Trend is Directional ... conditions.isTrendBearish && // // Previous InDirectiona; Trend Exists ... helper.lastTrendBullish.IsValid() && // // Current Close is Under previous ... conditions.bars[cIDX].close < helper.lastTrendBullish.after && // // Before close is not Under previous ... conditions.bars[pIDX].close >= helper.lastTrendBullish.after // ) // ; // // ADX ... // bool isADXBullishStart = // ( // // ADX Value is Switched to Strong ... conditions.adxBuffer[cIDX] > conditions.adxThreshold && conditions.adxBuffer[pIDX] <= conditions.adxThreshold && // // ADX must Up ... conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] && // // ADX +DI is Bigger than -DI ... conditions.adxpBuffer[cIDX] > conditions.adxnBuffer[cIDX] && // // ADX +DI is Up ... conditions.adxpBuffer[cIDX] > conditions.adxpBuffer[pIDX] // ) // ; // bool isADXBearishStart = // ( // // ADX Value is Switched to Strong ... conditions.adxBuffer[cIDX] > conditions.adxThreshold && conditions.adxBuffer[pIDX] <= conditions.adxThreshold && // // ADX must Up ... conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] && // // ADX -DI is Bigger than +DI ... conditions.adxnBuffer[cIDX] > conditions.adxpBuffer[cIDX] && // // ADX -DI is Up ... conditions.adxnBuffer[cIDX] > conditions.adxnBuffer[pIDX] // ) // ; // // DELTA ... // bool isDeltaBullishStart = // // Check State ... ( // // Delta is Up ... conditions.deltaBuffer[cIDX] > conditions.deltaBuffer[pIDX] && // // Delta Signal is Up ... conditions.deltaSignalBuffer[cIDX] > conditions.deltaSignalBuffer[pIDX] && // // Delta Crossed Over Delta Signal ... conditions.deltaBuffer[cIDX] > conditions.deltaSignalBuffer[cIDX] // ) // && // // Check Last InDirectional Exists ... helper.lastDeltaBearish.IsValid() && // // Current Close is Over last ... conditions.bars[cIDX].close > helper.lastDeltaBearish.after && // // Before Close is not Over last ... conditions.bars[pIDX].close <= helper.lastDeltaBearish.after // ; // bool isDeltaBearishStart = // // Check State ... ( // // Delta is Down ... conditions.deltaBuffer[cIDX] < conditions.deltaBuffer[pIDX] && // // Delta Signal is Down ... conditions.deltaSignalBuffer[cIDX] < conditions.deltaSignalBuffer[pIDX] && // // Delta Crossed Under Delta Signal ... conditions.deltaBuffer[cIDX] < conditions.deltaSignalBuffer[cIDX] // ) // && // // Check Last InDirectional Exists ... helper.lastDeltaBullish.IsValid() && // // Current Close is Under last ... conditions.bars[cIDX].close < helper.lastDeltaBullish.after && // // Before Close is not Under last ... conditions.bars[pIDX].close >= helper.lastDeltaBullish.after // ; // // VOLUME ... // bool isVolumeBullishStart = // ( // // // Volume is Up ... conditions.bullishVolumeBuffer[1] > conditions.bullishVolumeBuffer[2] && // // Volume Signal is Up ... conditions.bullishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[2] && // // Volume Signals Crossed Over ... conditions.bullishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[1] // ) // && // // Check Last InDirectional Exists ... helper.lastVolumeBearish.IsValid() && // // Current Close is Over last ... conditions.bars[cIDX].close > helper.lastVolumeBearish.after && // // Before Close is not Over last ... conditions.bars[pIDX].close <= helper.lastVolumeBearish.after // ; // bool isVolumeBearishStart = // ( // // // Volume is Up ... conditions.bearishVolumeBuffer[1] > conditions.bearishVolumeBuffer[2] && // // Volume Signal is Up ... conditions.bearishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[2] && // // Volume Signals Crossed Over ... conditions.bearishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[1] // ) // && // // Check Last InDirectional Exists ... helper.lastVolumeBullish.IsValid() && // // Current Close is Over last ... conditions.bars[cIDX].close < helper.lastVolumeBullish.after && // // Before Close is not Over last ... conditions.bars[pIDX].close >= helper.lastVolumeBullish.after // ; // // SIGNAL Bar ... // bool isSBarBullishStart = // ( // // Check Direction ... conditions.isSBarBullish && // // Previous InDirectional Exists ... helper.lastSignalBarBearish.IsValid() && // // Current Signal Bar close over prev ... conditions.sBarCloseBuffer[cIDX] > helper.lastSignalBarBearish.after && // // Prev Signal Bar not close over prev ... conditions.sBarCloseBuffer[pIDX] <= helper.lastSignalBarBearish.after // ) // ; // bool isSBarBearishStart = // ( // // Check Direction ... conditions.isSBarBearish && // // Previous InDirectional Exists ... helper.lastSignalBarBullish.IsValid() && // // Current Signal Bar close over prev ... conditions.sBarCloseBuffer[cIDX] < helper.lastSignalBarBullish.after && // // Prev Signal Bar not close over prev ... conditions.sBarCloseBuffer[pIDX] >= helper.lastSignalBarBullish.after // ) // ; // // HKSIGNAL Bar ... // bool isHKSBarBullishStart = // ( // // Check Direction ... conditions.isHKSBarBullish && // // Previous InDirectional Exists ... helper.lastHKSignalBarBearish.IsValid() && // // Current Signal Bar close over prev ... conditions.hkSBarCloseBuffer[cIDX] > helper.lastHKSignalBarBearish.after && // // Prev Signal Bar not close over prev ... conditions.hkSBarCloseBuffer[pIDX] <= helper.lastHKSignalBarBearish.after // ) // ; // bool isHKSBarBearishStart = // ( // // Check Direction ... conditions.isHKSBarBearish && // // Previous InDirectional Exists ... helper.lastHKSignalBarBullish.IsValid() && // // Current Signal Bar close over prev ... conditions.hkSBarCloseBuffer[cIDX] < helper.lastHKSignalBarBullish.after && // // Prev Signal Bar not close over prev ... conditions.hkSBarCloseBuffer[pIDX] >= helper.lastHKSignalBarBullish.after // ) // ; // // Check for Vale and Peak ... // bool isPeakOverLast = // (conditions.peakBuffer[cIDX] > conditions.peakBuffer[pIDX] && conditions.peakBuffer[pIDX] <= conditions.peakBuffer[p2IDX] && conditions.bars[cIDX].close > conditions.peakBuffer[pIDX]) // ; // bool isValeUnderLast = // (conditions.valeBuffer[cIDX] < conditions.valeBuffer[pIDX] && conditions.valeBuffer[pIDX] >= conditions.valeBuffer[p2IDX] && conditions.bars[cIDX].close < conditions.valeBuffer[pIDX]) // ; // // Start Different Conditions Implemntation ... // // Condition 1: // --------------------------- // Descriptions: // // // --------------------------- // // Bullish ... bool isCond1Bullish = false; // // Bearish ... bool isCond1Bearish = false; // bool isCond1 = isCond1Bullish || isCond1Bearish; if (isCond1) { // // Prepare Cond1 Based Requirements ... // to = NULL; upper = 0; lower = 0; from = NULL; // // Provider Definition ... signalProvider = "Cond1"; } // // Try to Summarize Conditions ... // bool isBullish = // isCond1Bullish // ; // bool isBearish = // isCond1Bearish // ; // // Summarize Result ... result = isBullish || isBearish; if (result) { // // Prepare Signal Zone ... // signalZone.to = to; signalZone.from = from; signalZone.upper = upper; signalZone.lower = lower; signalZone.type = signalProvider; signalZone.symbol = conditions.symbol; signalZone.period = conditions.period; // signalZone.dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // // Validate Signal Zone ... result = signalZone.IsValid(); } // // Cleanup Resources ... // if (!result) { // signalZone.Clean(); conditions.Clean(); } // return result; } // // Draw Specific Trigger Block ... bool DrawTriggerBlock( XTriggerBlock &trigger, XCPOIDrawer *drawer, CArrayObj &objects, datetime to = NULL, // bool _drawSignals = false, int rrZoneLength = 10, // Styles ... // // Trigger Block ... int tbWidth = 1, // Trigger Block Width color tbBullishColor = clrAqua, // Trigger Block Bullish Color color tbBearishColor = clrMagenta, // Trigger Block Bearish Color ENUM_LINE_STYLE tbStyle = STYLE_DASHDOTDOT, // Trigger Block Style // // OB ... int obWidth = 1, // OB Width color obBullishColor = clrLime, // OB Bullish Color color obBearishColor = clrRed, // OB Bearish Color ENUM_LINE_STYLE obStyle = STYLE_DOT, // OB Style // // FVG ... int fvgWidth = 2, // FVG Width color fvgBullishColor = clrLime, // FVG Bullish Color color fvgBearishColor = clrRed, // FVG Bearish Color ENUM_LINE_STYLE fvgStyle = STYLE_SOLID // FVG Style ) { // bool result = false; // // Validate Args ... result = trigger.IsValid() && drawer != NULL; if (!result) { return result; } // // Update To ... bool canUpdateTo = IsValid(to); if (canUpdateTo) { // trigger.trigger.to = to; trigger.rLiquidity.to = to; trigger.fLiquidity.to = to; } // bool isBullish = trigger.IsBullish(); // // Draw OB ... if (trigger.ob.IsValid()) { // XCBoxObject *iOBObj; result = drawer.DrawBox( trigger.ob, iOBObj // ); if (result) { // // Style Object ... // color iClr = isBullish ? obBullishColor : obBearishColor; // iOBObj.BoxColor(iClr); iOBObj.BoxWidth(obWidth); iOBObj.BoxStyle(obStyle); // // Store Object ... objects.Add(iOBObj); } ZeroMemory(iOBObj); // if (!result) { return result; } } // // Draw FVG ... if (trigger.fvg.IsValid()) { // XCBoxObject *iFVGObj; result = drawer.DrawBox( trigger.fvg, iFVGObj // ); if (result) { // // Style Object ... // color iClr = isBullish ? fvgBullishColor : fvgBearishColor; // iFVGObj.BoxColor(iClr); iFVGObj.BoxWidth(fvgWidth); iFVGObj.BoxStyle(fvgStyle); // // Store Object ... objects.Add(iFVGObj); } ZeroMemory(iFVGObj); // if (!result) { return result; } } // // Draw Trigger ... if (trigger.trigger.IsValid()) { // XCBoxObject *iTriggerObj; result = drawer.DrawBox( trigger.trigger, iTriggerObj // ); if (result) { // // Style Object ... // color iClr = isBullish ? tbBullishColor : tbBearishColor; // iTriggerObj.BoxColor(iClr); iTriggerObj.BoxWidth(tbWidth); iTriggerObj.BoxStyle(tbStyle); // // Store Object ... objects.Add(iTriggerObj); } ZeroMemory(iTriggerObj); // if (!result) { return result; } } // // Draw Liquidities ... // // Reversla Liquidity ... if (trigger.rLiquidity.IsValid()) { // XCBoxObject *iLiqObj; result = drawer.DrawBox( trigger.rLiquidity, iLiqObj // ); if (result) { objects.Add(iLiqObj); } ZeroMemory(iLiqObj); // if (!result) { return result; } } // // Following Liquidity ... if (trigger.fLiquidity.IsValid()) { // XCBoxObject *iLiqObj; result = drawer.DrawBox( trigger.fLiquidity, iLiqObj // ); if (result) { objects.Add(iLiqObj); } ZeroMemory(iLiqObj); // if (!result) { return result; } } // // Draw Swing Bar ... if (trigger.swingBar.IsValid()) { // color swingColor = trigger.fvg.IsBullish() ? clrAqua : clrMagenta; ENUM_X_PRICE swingPType = trigger.fvg.IsBullish() ? X_PRICE_LOW : X_PRICE_HIGH; // XCBarArrowObject *swingObj; result = drawer.CreateBarArrow( trigger.swingBar, swingObj, swingPType, 159, swingColor // ); if (result) { objects.Add(swingObj); } ZeroMemory(swingObj); // if (!result) { return result; } } // // Draw RR of Signal ... if (_drawSignals && trigger.signal.IsValid() && rrZoneLength > 0) { // XCRRObject *iRRObj; iRRObj = new XCRRObject(); result = iRRObj.Create( drawer.ChartIdentification(), drawer.SubWindowIdentification(), trigger.signal, rrZoneLength // ); if (result) { // int iWidth = 2; ENUM_LINE_STYLE iStyle = STYLE_SOLID; // iRRObj.TPWidth(iWidth); iRRObj.SLWidth(iWidth); iRRObj.EntryWidth(iWidth); iRRObj.TargetWidth(iWidth); // iRRObj.TPStyle(iStyle); iRRObj.SLStyle(iStyle); iRRObj.EntryStyle(iStyle); iRRObj.TargetStyle(iStyle); // iRRObj.TPColor(clrLime); iRRObj.SLColor(clrRed); iRRObj.EntryColor(clrYellow); iRRObj.TargetColor(clrLightBlue); // objects.Add(iRRObj); } ZeroMemory(iRRObj); // if (result) { return result; } } // return result; }