622 lines
16 KiB
Plaintext
622 lines
16 KiB
Plaintext
/**
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* Check Bar Has Signal Based on Strategy 1 ...
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* POI ...
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*
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* @param bar: XOHCL, reference to Bar ...
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* @param zone: XBoxZone, reference to holds affected zone ...
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* @param targets: XTarget, reference to detected Signal's Targets collections ...
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* @param dir: ENUM_X_DIRECTION, detected Signal's direction ...
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*
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* @return ( bool )
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*/
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bool Strategy1HasSignal(
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XOHCL &bar,
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XBoxZone &zone,
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XTarget &targets[],
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ENUM_X_DIRECTION &dir //
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)
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{
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//
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bool result = false;
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//
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zone.Clean();
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XClean(targets);
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dir = X_DIRECTION_NONE;
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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int scoreBullish = 0;
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int scoreBearish = 0;
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bool isBullish = false;
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bool isBearish = false;
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int barIndex = bar.Index() + 1;
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//
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// Initialize Indexed Bar ...
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XOHCL iBar;
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result = iBar.Init(bar.symbol, bar.period, barIndex);
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if (!result)
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{
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return result;
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}
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// #region Reading Conditions and Scoring ...
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//
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// ATR ...
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bool isATRUp = kiParser.IsVolatilityHigh(barIndex) ||
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kiParser.IsVolatilitySwitchdToHigh(barIndex);
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// #region KI ...
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//
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bool isKIReadyForBullish = ((kiParser.IsKIFastBearish(barIndex) ||
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(kiParser.IsKIFastBullish(barIndex) &&
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iBar.IsRejected(kiHelper.GetKIFast(barIndex), X_DIRECTION_BULLISH))) &&
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kiParser.IsKISlowBullish(barIndex));
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//
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bool isKIReadyForBearish = ((kiParser.IsKIFastBullish(barIndex) ||
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(kiParser.IsKIFastBearish(barIndex) &&
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iBar.IsRejected(kiHelper.GetKIFast(barIndex), X_DIRECTION_BEARISH))) &&
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kiParser.IsKISlowBearish(barIndex));
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//
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bool isKIBandBullish = (kiHelper.GetKIUpper(barIndex) > kiHelper.GetKIUpper(barIndex + 1) ||
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kiHelper.GetKILower(barIndex) > kiHelper.GetKILower(barIndex + 1));
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//
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bool isKIBandBearish = (kiHelper.GetKIUpper(barIndex) < kiHelper.GetKIUpper(barIndex + 1) ||
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kiHelper.GetKILower(barIndex) < kiHelper.GetKILower(barIndex + 1));
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//
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bool isKIBullish = (kiParser.IsKIFastBullish(barIndex) ||
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kiParser.IsKIFastSwitchedToBullish(barIndex)) &&
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(kiParser.IsKISlowBullish(barIndex) ||
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kiParser.IsKISlowSwitchedToBullish(barIndex));
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if (isKIBullish)
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{
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scoreBullish++;
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}
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//
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bool isKIBearish = (kiParser.IsKIFastBearish(barIndex) ||
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kiParser.IsKIFastSwitchedToBearish(barIndex)) &&
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(kiParser.IsKISlowBearish(barIndex) ||
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kiParser.IsKISlowSwitchedToBearish(barIndex));
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if (isKIBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region KI Wave ...
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//
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bool isKIWaveBullish = kiParser.IsKIWaveBullish(barIndex) ||
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kiParser.IsKIWaveSwitchedToBullish(barIndex);
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if (isKIWaveBullish)
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{
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scoreBullish++;
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}
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//
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bool isKIWaveBearish = kiParser.IsKIWaveBearish(barIndex) ||
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kiParser.IsKIWaveSwitchedToBearish(barIndex);
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if (isKIWaveBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region MA ...
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//
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bool isMaBullish = kiParser.IsMACrossoverBullish(barIndex) ||
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kiParser.IsMACrossoverSwitchedToBullish(barIndex);
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if (isMaBullish)
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{
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scoreBullish++;
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}
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//
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bool isMaBearish = kiParser.IsMACrossoverBearish(barIndex) ||
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kiParser.IsMACrossoverSwitchedToBearish(barIndex);
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if (isMaBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region LowerTF Candlstick ...
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//
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bool isLowerTFBullish = IsTFBullishPattern(barIndex, PERIOD_M5);
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if (isLowerTFBullish)
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{
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scoreBullish++;
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}
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//
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bool isLowerTFBearish = IsTFBearishPattern(barIndex, PERIOD_M5);
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if (isLowerTFBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region Candlestick ...
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//
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bool isCandlestickBullish = poiDetector.HasCandlestickDirection(
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iBar,
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X_DIRECTION_BULLISH //
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);
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if (isCandlestickBullish)
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{
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scoreBullish++;
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}
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//
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bool isCandlestickBearish = poiDetector.HasCandlestickDirection(
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iBar,
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X_DIRECTION_BEARISH //
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);
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if (isCandlestickBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #endregion
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// #region Summarize Directional Conditions ...
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//
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isBullish =
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isATRUp &&
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isLowerTFBullish &&
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isKIReadyForBullish &&
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isCandlestickBullish &&
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scoreBullish >= 2 &&
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(isKIBullish ||
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isMaBullish ||
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isKIWaveBullish ||
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isKIBandBullish);
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//
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isBearish =
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isATRUp &&
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isLowerTFBearish &&
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isKIReadyForBearish &&
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isCandlestickBearish &&
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scoreBearish >= 2 &&
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(isKIBearish ||
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isMaBearish ||
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isKIWaveBearish ||
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isKIBandBearish);
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// #endregion
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//
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// Validate Conditions ...
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result = isBullish || isBearish;
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if (!result)
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{
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//
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iBar.Clean();
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//
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return result;
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}
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//
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// Select Operational Zone ...
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if (isBullish)
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{
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//
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// Looking Bar Patterns to Detect Zone ...
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poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BULLISH);
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}
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else if (isBearish)
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{
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//
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// Looking Bar Patterns to Detect Zone ...
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poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BEARISH);
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}
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//
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// Refactor Result ...
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result = result &&
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zone.IsValid();
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if (result)
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{
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//
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// Refine Zone ...
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poiDetector.RefineZone(zone);
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//
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// SL Refactoring ...
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//
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XOHCL toBar;
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if (zone.ToBar(toBar))
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{
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//
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int to = zone.ToIndex();
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int from = zone.FromIndex();
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int length = from - to;
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double iValue =
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isBullish
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? toBar.FindLowest(length, MODE_LOW)
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: isBearish
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? toBar.FindHighest(length, MODE_HIGH)
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: EMPTY_VALUE;
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if (NotEmptyZero(iValue))
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{
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//
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if (isBullish)
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{
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zone.lower = MathMin(zone.lower, iValue);
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}
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//
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if (isBearish)
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{
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zone.upper = MathMax(zone.upper, iValue);
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}
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}
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}
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toBar.Clean();
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}
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//
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// Do Directional Validation ...
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if (result)
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{
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//
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// Bullish ...
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if (isBullish)
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{
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//
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isBullish =
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isBullish &&
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isLowerTFBullish &&
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isCandlestickBullish;
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}
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//
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// Bearish ...
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if (isBearish)
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{
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//
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isBearish =
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isBearish &&
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isLowerTFBearish &&
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isCandlestickBearish;
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}
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//
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result = isBullish || isBearish;
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if (!result)
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{
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//
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isBullish = false;
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isBearish = false;
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}
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}
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//
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// Validate Result ...
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if (!result)
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{
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//
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iBar.Clean();
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//
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return result;
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}
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//
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// Draws ...
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bool draw = true;
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if (draw && result)
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{
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//
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int drawn = 0;
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//
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XPOIDrawConfig config;
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config.Default();
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//
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if (zone.IsValid())
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{
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//
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drawn++;
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//
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config.zonesWidth = 3;
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config.bullishColor = clrYellow;
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config.bearishColor = clrOrange;
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//
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poiDrawer.DrawZone(zone, config);
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//
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config.Default();
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}
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//
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config.Clean();
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//
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if (drawn > 0)
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{
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// DebugBreak();
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}
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}
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//
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// Check and Prepare Direction ...
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dir =
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isBullish
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? X_DIRECTION_BULLISH
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: isBearish ? X_DIRECTION_BEARISH
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: X_DIRECTION_NONE;
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result = result &&
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HasDirection(dir);
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if (!result)
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{
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//
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iBar.Clean();
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//
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return result;
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}
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//
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// Prepare Zone ...
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double entry = GetEntry(iBar.symbol, dir);
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if (result)
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{
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//
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double upper = isBullish
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? entry
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: zone.upper;
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double lower = isBullish
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? zone.lower
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: entry;
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datetime to = bar.time;
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datetime from = isBullish
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? zone.from
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: zone.from;
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result = zone.Init(
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iBar.symbol,
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iBar.period,
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upper,
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lower,
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from,
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to,
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dir,
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"XS1" //
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);
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}
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//
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// Cleanup Resources ...
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iBar.Clean();
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//
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result =
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result &&
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zone.IsValid() &&
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HasDirection(dir);
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//
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return result;
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}
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bool HasRecentPatternTouched(
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XBoxZone &zone,
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double price,
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int barIndex = 0,
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int loopback = 5,
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int threshold = 5,
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ENUM_TIMEFRAMES forPeriod = NULL,
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ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
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)
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{
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//
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bool result = false;
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//
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zone.Clean();
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//
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// Validate ...
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result = NotEmptyZero(price);
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if (!result)
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{
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return result;
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}
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//
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// Normalize ...
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loopback = NormalizeInt(loopback, 2);
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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if (IsXValid(forPeriod))
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{
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forPeriod = period;
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}
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//
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XOHCL iBar;
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bool has = false;
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int iBullishIDX = -1;
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int iBearishIDX = -1;
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bool isBullish = false;
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bool isBearish = false;
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XBoxZone iBullishZones[];
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XBoxZone iBearishZones[];
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XPatternAnalysis iAnalysis;
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XPatternAnalysisConfig iConfig;
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//
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// Preparing Pattern Analysis Config ...
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iConfig.Default();
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//
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// Customize Patterns ...
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// iConfig.FullPattern();
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//
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// iConfig.AddPattern(X_BAR_PATTERN_OB);
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// iConfig.AddPattern(X_BAR_PATTERN_PINNED);
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// iConfig.AddPattern(X_BAR_PATTERN_ENGULFED);
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// iConfig.AddPattern(X_BAR_PATTERN_SIGNALKEY);
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//
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// iConfig.AddPattern(X_BAR_PATTERN_FVG);
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// iConfig.AddPattern(X_BAR_PATTERN_PIERCING);
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//
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// iConfig.AddPattern(X_BAR_PATTERN_STAR);
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// iConfig.AddPattern(X_BAR_PATTERN_RISING);
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// iConfig.AddPattern(X_BAR_PATTERN_MOMENTUM);
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// iConfig.AddPattern(X_BAR_PATTERN_CONSOLIDATION);
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// iConfig.AddPattern(X_BAR_PATTERN_LOW, X_DIRECTION_BULLISH);
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// iConfig.AddPattern(X_BAR_PATTERN_HIGH, X_DIRECTION_BEARISH);
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// iConfig.AddPattern(X_BAR_PATTERN_SUPPORT);
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// iConfig.AddPattern(X_BAR_PATTERN_RESISTANCE);
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//
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// XAUUSD ...
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iConfig.AddPattern(X_BAR_PATTERN_FVG);
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iConfig.AddPattern(X_BAR_PATTERN_PIERCING);
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//
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// Looping Back ...
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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// Initialize Bar ...
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has = iBar.Init(symbol, forPeriod, i);
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if (!has)
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{
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continue;
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}
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//
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// Analyse Patterns ...
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has = AnalyseBarPatterns(iBar, iAnalysis, iConfig);
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if (!has)
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{
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//
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iBar.Clean();
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continue;
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}
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//
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// Bullish ...
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has = iAnalysis.Count(X_DIRECTION_BULLISH) > 0;
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if (has)
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{
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//
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iAnalysis.GetPatterns(iBullishZones, X_DIRECTION_BULLISH);
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has = HasChild(iBullishZones);
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if (has)
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{
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//
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has = HasNearZone(
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iBullishIDX,
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price,
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threshold,
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iBullishZones //
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);
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if (has)
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{
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isBullish = true;
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}
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}
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}
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//
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// Bearish ...
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has = iAnalysis.Count(X_DIRECTION_BEARISH) > 0;
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if (has)
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{
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//
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iAnalysis.GetPatterns(iBearishZones, X_DIRECTION_BEARISH);
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has = HasChild(iBearishZones);
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if (has)
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{
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//
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has = HasNearZone(
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iBearishIDX,
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price,
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threshold,
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iBearishZones //
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);
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if (has)
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{
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isBearish = true;
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}
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}
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}
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//
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// Summarizing Result ...
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has =
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HasDirection(forDir)
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? (isBullish && !isBearish && IsXBullish(forDir)) ||
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(isBearish && !isBullish && IsXBearish(forDir))
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: (isBullish && !isBearish) || (isBearish && !isBullish);
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if (has)
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{
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//
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// Fill Zones ...
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if (isBullish)
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{
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zone = iBullishZones[iBullishIDX];
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}
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else
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{
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zone = iBearishZones[iBearishIDX];
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}
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break;
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}
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//
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// Cleanup Resource ...
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iBar.Clean();
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iAnalysis.Clean();
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XClean(iBullishZones);
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XClean(iBearishZones);
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}
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//
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// Cleanup Resources ...
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iBar.Clean();
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iConfig.Clean();
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iAnalysis.Clean();
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XClean(iBullishZones);
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XClean(iBearishZones);
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//
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return result;
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}
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//
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// XAUUSD ...
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// //
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// // FVG ...
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// Add(X_BAR_PATTERN_FVG, patterns);
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// Add(X_DIRECTION_NONE, patternsDir);
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// //
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// // Piercing ...
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// Add(X_BAR_PATTERN_PIERCING, patterns);
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// Add(X_DIRECTION_NONE, patternsDir);
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