/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Class // ------------------------------------------------- // Name: X // 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-trade.lib" #include "../Classes/x-121.smc.market.cycle.helper.class.mq5" #include "../Libraries/x-121.smc.lib.mq5" #include "../Libraries/x-121.smc.guard.lib.mq5" // // Definitions ... struct X121SMCStrategyXSignalConditions { // // 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; // XCOrderBlock *bullishOBs[]; XCOrderBlock *bearishOBs[]; // // Constructor ... X121SMCStrategyXSignalConditions() { 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; // Clean(bullishOBs); Clean(bearishOBs); // } // int CountBullishOBs() { return ArraySize(bullishOBs); } // bool HasBullishOBs() { return IsValidSize(CountBullishOBs()); } // int CountBearishOBs() { return ArraySize(bearishOBs); } // bool HasBearishOBs() { return IsValidSize(CountBearishOBs()); } // }; // // Signaller Data Sources ... X121SMCStrategyXSignalConditions mXConditions; X121SMCStrategyXSignalConditions mXConditionsCollection[]; // // Extension Functions ... // // Detect Setup Conditions ... bool DetectX121SMCXSignalSetup( string _symbol, ENUM_TIMEFRAMES _period, // X121SMCStrategyXSignalConditions &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 = decisionCycleHelper.GetBar( zBar, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = decisionCycleHelper.GetBar( cBar, cIndex // ); if (!result) { return result; } // XOHCL pBar; result = decisionCycleHelper.GetBar( pBar, 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 ... // // PinBar ... ENUM_X_DIRECTION cBarPinDir; bool isCBarPin = decisionCycleHelper .mBarAnalyser .IsPinBar( cBar, cBarPinDir, 1 // ); bool isCBarBullishPin = isCBarPin && IsBullish(cBarPinDir); bool isCBarBearishPin = isCBarPin && IsBearish(cBarPinDir); // // 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); // // Pull Back ... ENUM_X_DIRECTION cBarPullbackDir; bool isCBarPullbacked = decisionCycleHelper .mBarAnalyser .HasPullBack( cBarPullbackDir, cBar // ); bool isCBarBullishPullbacked = isCBarPullbacked && IsBullish(cBarPullbackDir); bool isCBarBearishPullbacked = isCBarPullbacked && IsBearish(cBarPullbackDir); // // HH/LL Break ... // bool isCBarBreaksUpHH = IsBarBreak( hh, X_DIRECTION_BULLISH, cBar // ); // bool isCBarBreaksDownLL = IsBarBreak( hh, X_DIRECTION_BEARISH, cBar // ); // // Bars Pattern and Power and Pressures ... // bool hasCBarBullishPattern = decisionCycleHelper .mBarAnalyser .HasBullishPattern( cBar, 2 // ); // bool hasCBarBearishPattern = decisionCycleHelper .mBarAnalyser .HasBearishPattern( cBar, 2 // ); // bool isCBarHasBullishPower = decisionCycleHelper .mBarAnalyser .HasBullishPower( cBar, 2 // ); // bool isCBarHasBearishPower = decisionCycleHelper .mBarAnalyser .HasBearishPower( cBar, 2 // ); // bool isCBarHasBullishPressure = decisionCycleHelper .mBarAnalyser .HasBullishPressure( cBar, 2 // ); // bool isCBarHasBearishPressure = decisionCycleHelper .mBarAnalyser .HasBearishPressure( cBar, 2 // ); // // Bar Checking Summary ... // // Bullish ... bool isCBarBullishFormed = // ( // hasCBarBullishPattern && isCBarHasBullishPower && isCBarHasBullishPressure // ) // || // ( // isCBarBullishPin || isCBarBreaksUpHH || isCBarBullishEngulfed || isCBarBullishMomentum || isCBarBullishRejected // ) // ; // // Bearish ... bool isCBarBearishFormed = // ( // hasCBarBearishPattern && isCBarHasBearishPower && isCBarHasBearishPressure // ) // || // ( // isCBarBearishPin || isCBarBreaksDownLL || isCBarBearishEngulfed || isCBarBearishMomentum || isCBarBearishRejected // ) // ; // // Detect Order Block ... // bool hasBullishOrderBlocks = conditions.HasBullishOBs(); int bullishOrderBlocksCount = conditions.CountBullishOBs(); // bool hasBearishOrderBlocks = conditions.HasBearishOBs(); int bearishOrderBlocksCount = conditions.CountBearishOBs(); // bool hasOrderBlocks = hasBullishOrderBlocks && hasBearishOrderBlocks; if (!hasOrderBlocks) { // XCOrderBlock *bullishOBs[]; XCOrderBlock *bearishOBs[]; bool hasOrderBlocks = visionCycleHelper.DetectOrderBlocks( bullishOBs, bearishOBs // ); // if (!hasBullishOrderBlocks) { // Copy( bullishOBs, conditions.bullishOBs // ); } // if (!hasBearishOrderBlocks) { // Copy( bearishOBs, conditions.bearishOBs // ); } // hasBullishOrderBlocks = conditions.HasBullishOBs(); bullishOrderBlocksCount = conditions.CountBullishOBs(); // hasBearishOrderBlocks = conditions.HasBearishOBs(); bearishOrderBlocksCount = conditions.CountBearishOBs(); } // bool hasOldestBullishOB = false; bool hasYoungestBullishOB = false; XCOrderBlock *oldestBullishOB = NULL; XCOrderBlock *youngestBullishOB = NULL; if (hasBullishOrderBlocks) { // XCZone *zones[]; bool isConverted = ToZone( conditions.bullishOBs, zones // ); // int oldestIDX = GetOldest(zones); hasOldestBullishOB = IsValidIndex(oldestIDX); if (hasOldestBullishOB) { oldestBullishOB = conditions.bullishOBs[oldestIDX]; } // int youngestIDX = GetYoungest(zones); hasYoungestBullishOB = IsValidIndex(youngestIDX); if (hasYoungestBullishOB) { youngestBullishOB = conditions.bullishOBs[youngestIDX]; } } // bool hasOldestBearishOB = false; bool hasYoungestBearishOB = false; XCOrderBlock *oldestBearishOB = NULL; XCOrderBlock *youngestBearishOB = NULL; if (hasBearishOrderBlocks) { // XCZone *zones[]; bool isConverted = ToZone( conditions.bearishOBs, zones // ); // int oldestIDX = GetOldest(zones); hasOldestBearishOB = IsValidIndex(oldestIDX); if (hasOldestBearishOB) { oldestBearishOB = conditions.bearishOBs[oldestIDX]; } // int youngestIDX = GetYoungest(zones); hasYoungestBearishOB = IsValidIndex(youngestIDX); if (hasYoungestBearishOB) { youngestBearishOB = conditions.bearishOBs[youngestIDX]; } } // bool hasPriceInsideOB = false; XCOrderBlock *priceInsideOB = NULL; // if (!hasPriceInsideOB && hasBullishOrderBlocks) { // for (int i = 0; i < bullishOrderBlocksCount; i++) { // XCOrderBlock *iOb = conditions.bullishOBs[i]; // bool isInside = IsPriceInsideZone( decisionXConditions.valesBuffer[1], (XCZone *)iOb // ); if (isInside) { // hasPriceInsideOB = true; priceInsideOB = iOb; break; } } } // if (!hasPriceInsideOB && hasBearishOrderBlocks) { // for (int i = 0; i < bearishOrderBlocksCount; i++) { // XCOrderBlock *iOb = conditions.bearishOBs[i]; // bool isInside = IsPriceInsideZone( decisionXConditions.peaksBuffer[1], (XCZone *)iOb // ); if (isInside) { // hasPriceInsideOB = true; priceInsideOB = iOb; break; } } } // XStateZones obState; bool hasOBState = false; XOHCL priceInsideOBBreakerBar; if (hasPriceInsideOB) { // XOHCL toBar; XOHCL fromBar; ENUM_X_DIRECTION forDir = priceInsideOB.IsBullish() ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; bool hasBreakerBar = HasBreakerBar( toBar, fromBar, priceInsideOBBreakerBar, forDir, priceInsideOB.GetSymbol(), priceInsideOB.GetPeriod(), (XCZone *)priceInsideOB // ); if (hasBreakerBar) { // CalculateStateZones( obState, consolidationState, priceInsideOB.Upper(), priceInsideOB.Lower(), priceInsideOBBreakerBar.time // ); } // hasOBState = obState.IsValid(); } // bool isSameCyclesPeak = // triggerXConditions.peaksBuffer[1] == decisionXConditions.peaksBuffer[1] && decisionXConditions.peaksBuffer[1] == analyseXConditions.peaksBuffer[1] && analyseXConditions.peaksBuffer[1] == verificationXConditions.peaksBuffer[1] && verificationXConditions.peaksBuffer[1] == consolidationXConditions.peaksBuffer[1] // ; // bool isSameCyclesVale = // triggerXConditions.valesBuffer[1] == decisionXConditions.valesBuffer[1] && decisionXConditions.valesBuffer[1] == analyseXConditions.valesBuffer[1] && analyseXConditions.valesBuffer[1] == verificationXConditions.valesBuffer[1] && verificationXConditions.valesBuffer[1] == consolidationXConditions.valesBuffer[1] // ; // bool hasSameCyclesPV = hasOBState && hasPriceInsideOB && (isSameCyclesPeak || isSameCyclesVale); // // DRAW ... // // XCBaseObject *drawnObjects[]; // if (hasBullishOrderBlocks) { // for (int i = 0; i < bullishOrderBlocksCount; i++) { // XCOrderBlock *iOb = conditions.bullishOBs[i]; // XCBullishOrderBlockObject *iObObj; bool isCreated = visionCycleHelper .mPOIDrawer .CreateBullishOrderBlock( iOb, iObObj // ); if (isCreated) { // Add( (XCBaseObject *)iObObj, drawnObjects // ); } } } // if (hasBearishOrderBlocks) { // for (int i = 0; i < bearishOrderBlocksCount; i++) { // XCOrderBlock *iOb = conditions.bearishOBs[i]; // XCBearishOrderBlockObject *iObObj; bool isCreated = visionCycleHelper .mPOIDrawer .CreateBearishOrderBlock( iOb, iObObj // ); if (isCreated) { // Add( (XCBaseObject *)iObObj, drawnObjects // ); } } } // // if (hasOldestBullishOB) // { // // // XCBullishOrderBlockObject *iObj; // bool isCreated = visionCycleHelper // .mPOIDrawer // .CreateBullishOrderBlock( // oldestBullishOB, // iObj // // ); // if (isCreated) // { // } // } // // // if (hasYoungestBullishOB) // { // // // XCBullishOrderBlockObject *iObj; // bool isCreated = visionCycleHelper // .mPOIDrawer // .CreateBullishOrderBlock( // youngestBullishOB, // iObj // // ); // if (isCreated) // { // } // } // // // if (hasOldestBearishOB) // { // // // XCBearishOrderBlockObject *iObj; // bool isCreated = visionCycleHelper // .mPOIDrawer // .CreateBearishOrderBlock( // oldestBearishOB, // iObj // // ); // if (isCreated) // { // } // } // // // if (hasYoungestBearishOB) // { // // // XCBearishOrderBlockObject *iObj; // bool isCreated = visionCycleHelper // .mPOIDrawer // .CreateBearishOrderBlock( // youngestBearishOB, // iObj // // ); // if (isCreated) // { // } // } // if (hasPriceInsideOB) { // bool isBullish = priceInsideOB.IsBullish(); // bool isCreated = false; XCBaseObject *iObObj = NULL; if (isBullish) { // XCBullishOrderBlockObject *iObj; isCreated = visionCycleHelper .mPOIDrawer .CreateBullishOrderBlock( priceInsideOB, iObj // ); // if (isCreated) { // iObj.ZoneColor(clrYellow); iObObj = (XCBaseObject *)iObj; } } else { // XCBearishOrderBlockObject *iObj; isCreated = visionCycleHelper .mPOIDrawer .CreateBearishOrderBlock( priceInsideOB, iObj // ); // if (isCreated) { // iObj.ZoneColor(clrOrangeRed); iObObj = (XCBaseObject *)iObj; } } // if (isCreated) { // Add( iObObj, drawnObjects // ); } } // if (hasOBState) { // XCBaseObject *stateObjects[]; int stateObjectsCount = consolidationCycleHelper .mPOIDrawer .DrawStateZones( obState, stateObjects // ); if (IsValidSize(stateObjectsCount)) { // Copy( stateObjects, drawnObjects, false // ); } } // int drawnCount = ArraySize(drawnObjects); if (IsValidSize(drawnCount)) { } // // // // // Summarize Conditions ... // bool isCondition1Bullish = // hasSameCyclesPV && isCBarBullishFormed && priceInsideOB.IsBullish() && // (decisionXConditions.isBreakedUpPrevSar || decisionXConditions.isBreakedUpPrevStr || decisionXConditions.isVWapMaxBreakedUp || decisionXConditions.isBreakedUpPrevCheMax || decisionXConditions.isBreakedUpPrevAtrLower) && // (decisionXConditions.isSarSwitchedToBullish || decisionXConditions.isStrSwitchedToBullish || decisionXConditions.isCheSwitchedToBullish || decisionXConditions.isVWapSwitchedToBullishState || decisionXConditions.isVWapSwitchedToBullishOrdered) // ; // bool isCondition1Bearish = // hasSameCyclesPV && isCBarBearishFormed && priceInsideOB.IsBearish() && // (decisionXConditions.isBreakedDownPrevSar || decisionXConditions.isBreakedDownPrevStr || decisionXConditions.isVWapMinBreakedDown || decisionXConditions.isBreakedDownPrevCheMin || decisionXConditions.isBreakedDownPrevAtrUpper) && // (decisionXConditions.isSarSwitchedToBearish || decisionXConditions.isStrSwitchedToBearish || decisionXConditions.isCheSwitchedToBearish || decisionXConditions.isVWapSwitchedToBearishState || decisionXConditions.isVWapSwitchedToBearishOrdered) // ; // bool hasCondition1 = isCondition1Bullish || isCondition1Bearish; if (hasCondition1) { // ENUM_X_DIRECTION pzDir = isCondition1Bullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // double point = GetEntry( conditions.symbol, pzDir // ); // // Manipulate Conditions Point ... // conditions.point = point; // // Manipulate Conditions Pivot ... // conditions.pivot = isCondition1Bullish ? priceInsideOB.Upper() : priceInsideOB.Lower(); } // // // // isBullish = // isCondition1Bullish // ; // isBearish = // isCondition1Bearish // ; // 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 DetectX121SMCXSignalTrigger( // X121SMCStrategyXSignalConditions &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 = decisionCycleHelper.GetBar( zBar, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = decisionCycleHelper.GetBar( cBar, cIndex // ); if (!result) { return result; } // XOHCL pBar; result = decisionCycleHelper.GetBar( pBar, 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 ... // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { return result; } // // Cycles POI States ... XPOIState decisionState = decisionConditions.state; // // Cycle X121Conditions ... X121Conditions decisionXConditions = decisionConditions.x121Conditions; // // Trigger Conditions ... // // 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 // ; // isBearish = // isBearish // && // isPointBreaked && // isSlopesBearish // ; // result = isBullish || isBearish; if (!result) { // // Cleanup Setup Conditions ... int setupAge = conditions.GetSetupAge(); if (IsValidSize(setupAge) && IsValidSize(maxAllowedSetupAge) && setupAge >= maxAllowedSetupAge) { conditions.Clean(); } // // Cleanup Arrays ... ArrayFree(decisionPoiEvents); ArrayFree(decisionCycleEvents); // return result; } // // Detect Nearest Pivot Point ... // double entry = GetEntry( conditions.symbol, setupDir // ); // double sls[]; Add( conditions.pivot, sls // ); // double iAtr = decisionConditions.x121Conditions.atrBuffer[1]; iAtr *= 1.5; // double slsMin = GetMin(sls); double slsMax = GetMax(sls); // double sl = isBullish ? slsMin - iAtr : slsMax + iAtr; double risk = MathAbs(entry - sl); // // 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(decisionPoiEvents); ArrayFree(decisionCycleEvents); // return result; } // // Detect Guards ... bool DetectX121SMCXGuards( 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_X); // result = DetectX121SMCGuards( provider, guards, positions, triggerCycleHelper, decisionCycleHelper, analyseCycleHelper, verificationCycleHelper, consolidationCycleHelper, visionCycleHelper, // true, // CloseOnTPNear Guard ... true, // CloseLongsOnBearishTrend Guard ... true, // CloseShortsOnBullishTrend Guard ... true, // CloseAllWeekend Guard ... true, // PartialCloseOnTrendChange Guard ... true, // TrailStop Guard ... true, // TrailTarget Guard ... true // Hedge Guard ... // ); // return result; } // // Add Conditions to Conditions Collection ... int AddX121SMCXConditionsIfNotExists( X121SMCStrategyXSignalConditions &item, X121SMCStrategyXSignalConditions &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 ... X121SMCStrategyXSignalConditions tmpItems[]; Copy( items, tmpItems // ); // // Prese Item Data ... bool isBullish = IsBullish(item.dir); // for (int i = 0; i < count; i++) { // X121SMCStrategyXSignalConditions 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; } // // Draw Conditions ... int DrawX121SMCXConditions( X121SMCStrategyXSignalConditions &conditions, XCBaseObject *&drawnObjects[], XCPOIDrawer *drawer // ) { // int result = 0; // Clean(drawnObjects); // if (drawer == NULL) { return result; } // bool isSetuped = conditions.IsSetuped(); if (!isSetuped) { return result; } // return result; } //