1182 lines
31 KiB
Plaintext
1182 lines
31 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class
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// -------------------------------------------------
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// Name: XCXFIMASignaller ...
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// Description: XFIMA Signaller Class ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XFIMA Signaller Class"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.x-signaller.class.mq5"
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#include "../../Helpers/x-saherelm.xfima.helper.mq5"
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#include "../Classes/x-saherelm.xfima.x-poi.detector.class.mq5"
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#include "../Classes/x-saherelm.xfima.x-poi.drawer.class.mq5"
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//
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// Implementation ...
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//
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// Base XFIMA base Signaller ...
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class XCXFIMABaseSignaller : public XCBaseSignaller
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{
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//
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// Public ...
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public:
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//
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// Props ...
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//
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bool ignoreTargets; // Ignore Signal Targets ...
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CArrayObj drawnObjects; // Drawing Objects Holder ...
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XFIMAInputs fimaInputs; // XFIMA Inputs ...
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XCXFIMAHelper *fimaHelper; // XFIMA Indicator Helper ...
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XCXFIMAPOIDrawer *poiDrawer; // XFIMA POI Drawer ...
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XCXFIMAPOIDetector *poiDetector; // XFIMA POI Detector ...
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XFIMAMarketStructureConfig structureConfig; // XFIMA Market Structure Detector Config ...
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XFIMAMarketStructureDrawerConfig structureDrawConfig; // XFIMA Market Structure Draw Config ...
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//
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// Constructor ...
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XCXFIMABaseSignaller(
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string _name, // Name ...
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCBaseSignaller(_name,
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_symbol,
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_period,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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//
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// Instantiating XFIMA Indicator Helper Class ...
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if (_fimaInputs.IsValid())
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{
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//
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fimaHelper = new XCXFIMAHelper();
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bool isInited = fimaHelper.Init(
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_symbol,
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_period,
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_fimaInputs //
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);
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if (isInited)
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{
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fimaInputs = _fimaInputs;
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}
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else
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{
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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}
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}
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//
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poiDrawer = new XCXFIMAPOIDrawer();
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poiDetector = new XCXFIMAPOIDetector(fimaHelper);
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//
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// Configure ...
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structureConfig.Default();
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structureDrawConfig.Default();
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}
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//
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// Deconstructor ...
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~XCXFIMABaseSignaller()
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{
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Destroy();
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}
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//
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// Overrides ...
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//
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// Actions ...
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/**
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* Destroy ...
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*/
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void Destroy()
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{
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//
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BeforeDestroy();
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//
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fimaInputs.Clean();
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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//
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delete poiDrawer;
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ZeroMemory(poiDrawer);
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//
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delete poiDetector;
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ZeroMemory(poiDetector);
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//
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structureConfig.Clean();
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structureDrawConfig.Clean();
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}
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//
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// Virtuals ...
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/**
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* Before Destroy ...
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*/
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void virtual BeforeDestroy()
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{
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}
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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}
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/**
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* Check Guards Based on MarketConditions ...
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*
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* @param guards: XGuard, reference collection to holds result ...
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* @param positions: XPosition, reference collection to provides positions ...
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* @param barIndex: int
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*
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* @return ( int )
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*/
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int virtual CheckForGuard(
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XGuard &guards[],
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XPosition &positions[],
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int barIndex = 0 //
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)
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{
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//
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int result = 0;
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//
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SpecifiedClean(guards);
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//
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result = ArraySize(guards);
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//
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return result;
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}
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/**
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* Check Additional Validations on Childs Instances ...
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*
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* @return ( bool virtual )
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*/
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bool virtual CheckAdditionslSignallerValidations()
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{
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//
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bool result = false;
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//
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// Validate Fima Helper Requirements ...
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result = fimaInputs.IsValid() &&
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fimaHelper != NULL &&
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poiDetector != NULL;
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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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return result;
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}
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/**
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* Normalizing Signal by Signaller Custom Props ...
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*
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* @param signal: XSignal ...
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*/
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void virtual NormalizeSignal(XSignal &signal)
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{
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}
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//
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// Protected ...
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protected:
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//
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//
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// Protected Actions ...
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//
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// Private ...
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private:
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//
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};
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//
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// XFIMA Strategy 2 Signaller Class ...
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class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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{
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//
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// Public ...
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public:
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//
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// Props ...
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XFIMAConditions conditions; // XFIMA Conditions ...
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XFIMAMarketStructure structure; // XFIMA Market Structure ...
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//
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// Constructor ...
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XCXFIMAStrategy1Signaller(
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCXFIMABaseSignaller("XFIMA1",
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_symbol,
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_period,
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_fimaInputs,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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//
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// Configure ...
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structureConfig.Default();
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structureDrawConfig.Default();
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//
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structure.Clean();
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//
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// Ignore Signal Targets ...
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ignoreTargets = false;
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}
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//
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// Deconstructor ...
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~XCXFIMAStrategy1Signaller()
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{
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//
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Destroy();
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//
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structure.Clean();
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}
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//
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// Overrides ...
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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//
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// Normalize ...
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barIndex = NormalizeInt(barIndex, 0);
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//
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XOHCL iBar;
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int count = 0;
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XBoxZone iZone;
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XSignal iSignal;
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bool has = false;
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XTarget iTargets[];
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string iName = NULL;
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bool isBullish = false;
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bool isBearish = false;
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ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
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//
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// Initialize Bar as CBar ...
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has = iBar.Init(
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symbol,
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period,
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barIndex //
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);
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if (!has)
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{
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//
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iBar.Clean();
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return;
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}
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//
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// Strategy X ...
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has = StrategyXHasSignal(
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iBar,
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iZone,
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iTargets,
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iDir //
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);
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//
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// Handle Resting Signals ...
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has = HasDirection(iDir) &&
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iZone.IsValid();
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if (has)
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{
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//
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// has = false;
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// iZone.Clean();
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// iDir = X_DIRECTION_NONE;
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}
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//
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// Prepare Signal ...
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if (has)
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{
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//
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isBullish = IsXBullish(iDir);
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isBearish = IsXBearish(iDir);
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//
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// Provided SL ...
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double _point = GetPoints(iBar.symbol);
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double slAddition =
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slAdditionDistance <= 0
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? 0
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: slAdditionDistance * _point;
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double slPrice =
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isBullish
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? iZone.lower - slAddition
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: iZone.upper + slAddition;
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//
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// Preparing Signal Targets ...
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XTarget iTarget;
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double spread = GetSpread(iZone.symbol);
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double entry = GetEntry(iZone.symbol, iZone.dir);
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double risk = MathAbs(entry - (isBullish ? iZone.lower : iZone.upper));
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//
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// Handle Partial Close Position if Reached TP 1.5 ...
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iTarget.Clean();
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iTarget.doRF = true;
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iTarget.actingDistance = 20;
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iTarget.volumeMultiplier = 0.5;
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iTarget.target = isBullish ? entry + (1.5 * risk) : entry - (1.5 * risk);
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iTarget.tpValue = isBullish ? entry + (2.5 * risk) : entry - (2.5 * risk);
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AddRef(iTarget, iTargets);
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//
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// Handle Ignore Signal Targets if Forced ...
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if (ignoreTargets)
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{
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XClean(iTargets);
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}
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//
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// Handle Restrictions Based Signal Targets ...
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if (risk > 0 && HasRestrictions())
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{
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//
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// Here we Can Do Target Preparing if Signaller Restricted and
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// then ignore restrictions if required ...
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//
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// Risk Free On Entry:
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iTarget.Clean();
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iTarget.doRF = true;
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iTarget.actingDistance = (5 * spread) / _point;
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iTarget.target = isBullish ? entry + (2 * spread) : entry - (2 * spread);
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AddRef(iTarget, iTargets);
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//
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// Partial Close Position Half on TP 1 ...
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// Increase Rewards to TP 3 ...
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iTarget.Clean();
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iTarget.actingDistance = 1;
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iTarget.volumeMultiplier = 0.5;
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iTarget.target = isBullish ? entry + risk : entry - risk;
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iTarget.tpValue = isBullish ? entry + (3 * risk) : entry - (3 * risk);
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AddRef(iTarget, iTargets);
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//
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// Reset Restrictions ...
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if (loosingTrades == 1)
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{
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ResetRestrictions();
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}
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}
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//
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// Prepare Founded Signal ...
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has = PrepareSignal(
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iSignal,
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iDir,
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iTargets,
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0, // Use Default R2R ...
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slPrice, // Provided Price for SL ...
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0 // Specified Risk in Point ....
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);
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if (has)
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{
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//
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// Notify On Signal Event ...
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NotifySignalEventListeners(iSignal);
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}
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//
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// Cleanup ...
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iTarget.Clean();
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}
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//
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// Cleanup ...
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iBar.Clean();
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iZone.Clean();
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iSignal.Clean();
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SpecifiedClean(iTargets);
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}
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/**
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* Check Guards Based on MarketConditions ...
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*
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* @param guards: XGuard, reference collection to holds result ...
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* @param positions: XPosition, reference collection to provides positions ...
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* @param barIndex: int
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*
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* @return ( int )
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*/
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int virtual CheckForGuard(
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XGuard &guards[],
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XPosition &positions[],
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int barIndex = 0 //
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)
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{
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//
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int result = 0;
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//
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SpecifiedClean(guards);
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//
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result = ArraySize(guards);
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//
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return result;
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}
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//
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// Private ...
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private:
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//
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// Props ...
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//
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// Implementing Strategies ...
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/**
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* Check Bar Has Signal Based on Strategy X ...
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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 StrategyXHasSignal(
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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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// result = Strategy2HasSignal(
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// bar,
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// zone,
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// targets,
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// dir //
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// );
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//
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if (!result)
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{
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//
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result = Strategy3HasSignal(
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bar,
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zone,
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targets,
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dir //
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);
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}
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//
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if (result)
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{
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// Print("Salam");
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}
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//
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return result;
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}
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|
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/**
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* Check Bar Has Signal Based on Strategy 3 ...
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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 Strategy2HasSignal(
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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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// Prepare ...
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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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// Validate ...
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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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// Define Requirements ...
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//
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XOHCL pBar;
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bool isBullish = false;
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bool isBearish = false;
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//
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// Read PBar ...
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result = bar.GetPreviousBar(pBar);
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if (!result)
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{
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//
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pBar.Clean();
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return result;
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}
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//
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// Reading Conditions ...
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int pullBackStartBar = -1;
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bool isPullBack = result &&
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poiDetector.IsPullbackPattern(
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pBar,
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zone,
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dir,
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2,
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false // Force Break ...
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);
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bool isPullbackBullish = isPullBack &&
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IsXBullish(dir);
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bool isPullbackBearish = isPullBack &&
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IsXBearish(dir);
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if (isPullBack)
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{
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pullBackStartBar = zone.FromIndex();
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}
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//
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// Reading HK Bond ...
|
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|
|
//
|
|
double pHKBondUpper = fimaHelper.GetHKBondUpper(pBar.Index());
|
|
double pHKBondLower = fimaHelper.GetHKBondLower(pBar.Index());
|
|
int overHKBondUpperCount = fimaHelper.CountOverHKBondUpper(pullBackStartBar, X_PRICE_LOW);
|
|
int underHKBondLowerCount = fimaHelper.CountUnderHKBondLower(pullBackStartBar, X_PRICE_HIGH);
|
|
|
|
//
|
|
// Reading PV Requirements ...
|
|
|
|
//
|
|
int lastPeakOverLastIDX = -1;
|
|
int lastValeUnderLastIDX = -1;
|
|
double pPeak = fimaHelper.GetPeak(pBar.Index());
|
|
double pVale = fimaHelper.GetVale(pBar.Index());
|
|
int samePeaks = fimaHelper.CountSamePeaks(pBar.Index());
|
|
int sameVales = fimaHelper.CountSameVales(pBar.Index());
|
|
fimaHelper.FindLastPeakOverLast(lastPeakOverLastIDX, pBar.Index());
|
|
fimaHelper.FindLastValeUnderLast(lastValeUnderLastIDX, pBar.Index());
|
|
|
|
//
|
|
// Reading pBar Patterns ...
|
|
XPatternAnalysis pBarAnalysis;
|
|
poiDetector.AnalyseBarPatterns(
|
|
pBar,
|
|
pBarAnalysis,
|
|
structureConfig.barsAnalysisConfig //
|
|
);
|
|
|
|
//
|
|
// Check Bar Patterns ...
|
|
bool isPBarHasBullishPatterns =
|
|
(bar.close > pBar.low ||
|
|
bar.open > pBar.low) &&
|
|
(
|
|
//
|
|
pBarAnalysis.IsPinned(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsEngulfed(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsMomentum(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsPiercing(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsSignalKey(X_DIRECTION_BULLISH)
|
|
//
|
|
);
|
|
bool isPBarHasBearishPatterns =
|
|
(bar.close < pBar.high ||
|
|
bar.open < pBar.high) &&
|
|
(
|
|
//
|
|
pBarAnalysis.IsPinned(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsEngulfed(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsMomentum(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsPiercing(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsSignalKey(X_DIRECTION_BEARISH)
|
|
//
|
|
);
|
|
|
|
//
|
|
// Check PBar Close Over Under Fast Ma ...
|
|
bool isPBarCloseOverFast = pBar.close > fimaHelper.GetMAFast(pBar.Index());
|
|
bool isPBarCloseUnderFast = pBar.close < fimaHelper.GetMAFast(pBar.Index());
|
|
|
|
//
|
|
// Try To Find Affected Zone ...
|
|
|
|
//
|
|
// Collecting Zones ...
|
|
XBoxZone zones[];
|
|
XBoxZone affectedZones[];
|
|
XBoxZone affectedZonesBullish[];
|
|
XBoxZone affectedZonesBearish[];
|
|
int zonesCount = poiDetector.CollectZones(
|
|
pBar,
|
|
zones, //
|
|
5, // Zones Loopback ...
|
|
3 // Zones Validation Length ...
|
|
// Required Zones ...
|
|
// Loopback ...
|
|
);
|
|
int affectedZonesCount = ExtractAffectedZones(
|
|
pBar,
|
|
zones,
|
|
affectedZones //
|
|
);
|
|
int affectedZonesBullishCount = ExtractByDirection(
|
|
affectedZonesBullish,
|
|
affectedZones,
|
|
X_DIRECTION_BULLISH //
|
|
);
|
|
int affectedZonesBearishCount = ExtractByDirection(
|
|
affectedZonesBearish,
|
|
affectedZones,
|
|
X_DIRECTION_BEARISH //
|
|
);
|
|
|
|
//
|
|
int insideBullishIDX = -1;
|
|
int insideBearishIDX = -1;
|
|
bool hasBullishInside =
|
|
pBar.IsBullish() &&
|
|
HasInside(
|
|
insideBullishIDX,
|
|
pBar,
|
|
affectedZonesBullish //
|
|
);
|
|
bool hasBearishInside =
|
|
pBar.IsBearish() &&
|
|
HasInside(
|
|
insideBearishIDX,
|
|
pBar,
|
|
affectedZonesBearish //
|
|
);
|
|
|
|
//
|
|
// Do ...
|
|
|
|
//
|
|
isBullish =
|
|
//
|
|
hasBullishInside &&
|
|
isPullbackBullish &&
|
|
isPBarHasBullishPatterns &&
|
|
fimaHelper.IsSarBullish(pBar.Index()) &&
|
|
(pVale >= affectedZonesBullish[insideBullishIDX].lower &&
|
|
pVale <= affectedZonesBullish[insideBullishIDX].upper)
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
hasBearishInside &&
|
|
isPullbackBearish &&
|
|
isPBarHasBearishPatterns &&
|
|
fimaHelper.IsSarBearish(pBar.Index()) &&
|
|
(pPeak >= affectedZonesBearish[insideBearishIDX].lower &&
|
|
pPeak <= affectedZonesBearish[insideBearishIDX].upper)
|
|
//
|
|
;
|
|
|
|
//
|
|
// Validate ...
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (result)
|
|
{
|
|
//
|
|
if (isBullish)
|
|
{
|
|
//
|
|
poiDrawer.DrawZone(
|
|
affectedZonesBullish[insideBullishIDX],
|
|
structureDrawConfig.drawConfig //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
poiDrawer.DrawZone(
|
|
affectedZonesBearish[insideBearishIDX],
|
|
structureDrawConfig.drawConfig //
|
|
);
|
|
}
|
|
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
result = HasDirection(dir);
|
|
}
|
|
|
|
//
|
|
// Prepare Zone ...
|
|
if (result)
|
|
{
|
|
//
|
|
zone.Clean();
|
|
if (isBullish)
|
|
{
|
|
zone = affectedZonesBullish[insideBullishIDX];
|
|
}
|
|
else
|
|
{
|
|
zone = affectedZonesBearish[insideBearishIDX];
|
|
}
|
|
|
|
//
|
|
result = zone.IsValid();
|
|
}
|
|
|
|
//
|
|
// Prepare Targets ...
|
|
if (result)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Cleanup ...
|
|
if (!result)
|
|
{
|
|
//
|
|
zone.Clean();
|
|
XClean(targets);
|
|
dir = X_DIRECTION_NONE;
|
|
}
|
|
pBar.Clean();
|
|
XClean(zones);
|
|
pBarAnalysis.Clean();
|
|
XClean(affectedZones);
|
|
XClean(affectedZonesBullish);
|
|
XClean(affectedZonesBearish);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Bar Has Signal Based on Strategy 3 ...
|
|
*
|
|
* @param bar: XOHCL, reference to Bar ...
|
|
* @param zone: XBoxZone, reference to holds affected zone ...
|
|
* @param targets: XTarget, reference to detected Signal's Targets collections ...
|
|
* @param dir: ENUM_X_DIRECTION, detected Signal's direction ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool Strategy3HasSignal(
|
|
XOHCL &bar,
|
|
XBoxZone &zone,
|
|
XTarget &targets[],
|
|
ENUM_X_DIRECTION &dir //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Prepare ...
|
|
zone.Clean();
|
|
XClean(targets);
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
// Validate ...
|
|
result = bar.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Define Requirements ...
|
|
|
|
//
|
|
XOHCL pBar;
|
|
XOHCL p2Bar;
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
// Read PBar ...
|
|
result = bar.GetPreviousBar(pBar);
|
|
result = result &&
|
|
pBar.GetPreviousBar(p2Bar);
|
|
if (!result)
|
|
{
|
|
//
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Reading pBar Patterns ...
|
|
XPatternAnalysis pBarAnalysis;
|
|
poiDetector.AnalyseBarPatterns(
|
|
pBar,
|
|
pBarAnalysis,
|
|
structureConfig.barsAnalysisConfig //
|
|
);
|
|
|
|
//
|
|
// Check Bar Patterns ...
|
|
bool isPBarHasBullishPatterns =
|
|
(bar.close > pBar.low ||
|
|
bar.open > pBar.low) &&
|
|
(
|
|
//
|
|
pBarAnalysis.IsPinned(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsEngulfed(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsMomentum(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsPiercing(X_DIRECTION_BULLISH) ||
|
|
pBarAnalysis.IsSignalKey(X_DIRECTION_BULLISH)
|
|
//
|
|
);
|
|
bool isPBarHasBearishPatterns =
|
|
(bar.close < pBar.high ||
|
|
bar.open < pBar.high) &&
|
|
(
|
|
//
|
|
pBarAnalysis.IsPinned(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsEngulfed(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsMomentum(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsPiercing(X_DIRECTION_BEARISH) ||
|
|
pBarAnalysis.IsSignalKey(X_DIRECTION_BEARISH)
|
|
//
|
|
);
|
|
|
|
//
|
|
double peak = fimaHelper.GetPeak(bar.Index());
|
|
double vale = fimaHelper.GetVale(bar.Index());
|
|
double pPeak = fimaHelper.GetPeak(pBar.Index());
|
|
double pVale = fimaHelper.GetVale(pBar.Index());
|
|
double p2Peak = fimaHelper.GetPeak(p2Bar.Index());
|
|
double p2Vale = fimaHelper.GetVale(p2Bar.Index());
|
|
bool isPPeakOverLast = fimaHelper.IsPeakOverLast(pBar.Index());
|
|
bool isPValeUnderLast = fimaHelper.IsValeUnderLast(pBar.Index());
|
|
bool isP2PeakOverLast = fimaHelper.IsPeakOverLast(p2Bar.Index());
|
|
bool isP2ValeUnderLast = fimaHelper.IsValeUnderLast(p2Bar.Index());
|
|
bool isPeakOverLast = isPPeakOverLast ||
|
|
isP2PeakOverLast;
|
|
bool isValeUnderLast = isPValeUnderLast ||
|
|
isP2ValeUnderLast;
|
|
bool isP2ValeOverLast = pVale > p2Vale;
|
|
bool isP2PeakUnderLast = pPeak < p2Peak;
|
|
|
|
//
|
|
// Check PBar Close Over Under Fast Ma ...
|
|
bool isPBarCloseOverFast = pBar.close > fimaHelper.GetMAFast(pBar.Index());
|
|
bool isPBarCloseUnderFast = pBar.close < fimaHelper.GetMAFast(pBar.Index());
|
|
bool isFastOverLast = fimaHelper.GetMAFast(pBar.Index()) > fimaHelper.GetMAFast(p2Bar.Index());
|
|
bool isFastUnderLast = fimaHelper.GetMAFast(pBar.Index()) < fimaHelper.GetMAFast(p2Bar.Index());
|
|
|
|
//
|
|
// Force P2Bar is Pin Bar ...
|
|
ENUM_X_DIRECTION p2Dir;
|
|
bool isP2BarPinned = poiDetector.IsPinnedBar(
|
|
p2Bar,
|
|
p2Dir //
|
|
);
|
|
bool isP2BarBullishPinned =
|
|
isP2BarPinned &&
|
|
IsXBullish(p2Dir);
|
|
bool isP2BarBearishPinned =
|
|
isP2BarPinned &&
|
|
IsXBearish(p2Dir);
|
|
|
|
//
|
|
// Do ...
|
|
|
|
//
|
|
isBullish =
|
|
//
|
|
isFastOverLast &&
|
|
isValeUnderLast &&
|
|
!isP2PeakUnderLast &&
|
|
isPBarCloseOverFast &&
|
|
isP2BarBullishPinned &&
|
|
isPBarHasBullishPatterns
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
isPeakOverLast &&
|
|
isFastUnderLast &&
|
|
!isP2ValeOverLast &&
|
|
isPBarCloseUnderFast &&
|
|
isP2BarBearishPinned &&
|
|
isPBarHasBearishPatterns
|
|
//
|
|
;
|
|
|
|
//
|
|
// Validate ...
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (result)
|
|
{
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
result = HasDirection(dir);
|
|
}
|
|
|
|
//
|
|
// Prepare Zone ...
|
|
if (result)
|
|
{
|
|
//
|
|
zone.Clean();
|
|
result = ToBox(
|
|
p2Bar,
|
|
zone,
|
|
dir,
|
|
X_BAR_PATTERN_PINNED //
|
|
);
|
|
|
|
//
|
|
// Manage Stops ...
|
|
if (result)
|
|
{
|
|
//
|
|
double entry = GetEntry(zone.symbol, zone.dir);
|
|
double riskSide = zone.IsBullish() ? zone.lower : zone.upper;
|
|
double risk = MathAbs(entry - riskSide);
|
|
|
|
//
|
|
// Collecting Affected Zones ...
|
|
XBoxZone tmps[];
|
|
XBoxZone zones[];
|
|
XBoxZone actedZones[];
|
|
XBoxZone insideZones[];
|
|
XBoxZone breakedZones[];
|
|
XBoxZone affectedZones[];
|
|
|
|
//
|
|
// Support and Resistances ...
|
|
poiDetector.CollectZones(bar, tmps);
|
|
Copy(tmps, zones, false);
|
|
|
|
//
|
|
// OBS ...
|
|
poiDetector.CollectOBs(bar, tmps);
|
|
Copy(tmps, zones, false);
|
|
|
|
//
|
|
// FVGs ...
|
|
poiDetector.CollectFVGs(bar, tmps);
|
|
Copy(tmps, zones, false);
|
|
|
|
//
|
|
ExtractAffectedZones(bar, zones, affectedZones);
|
|
|
|
//
|
|
// Acteds Zones ...
|
|
ExtractActeds(bar, actedZones, affectedZones);
|
|
|
|
//
|
|
// Inside Zones ...
|
|
ExtractInsides(bar, insideZones, affectedZones);
|
|
|
|
//
|
|
// Breaked Zones ...
|
|
ExtractBreakeds(bar, breakedZones, affectedZones);
|
|
|
|
//
|
|
// Draw Affected Zones ...
|
|
if (HasChild(affectedZones))
|
|
{
|
|
//
|
|
UpdateToTime(affectedZones, bar.time);
|
|
poiDrawer.DrawZones(affectedZones, structureDrawConfig.drawConfig);
|
|
}
|
|
|
|
//
|
|
// Draw Acted Zones ...
|
|
// if (HasChild(actedZones))
|
|
// {
|
|
// poiDrawer.DrawZones(actedZones, structureDrawConfig.drawConfig);
|
|
// }
|
|
|
|
//
|
|
// Draw Inside Zones ...
|
|
// if (HasChild(insideZones))
|
|
// {
|
|
// poiDrawer.DrawZones(insideZones, structureDrawConfig.drawConfig);
|
|
// }
|
|
|
|
// //
|
|
// // Draw Breaked Zones ...
|
|
// if (HasChild(breakedZones))
|
|
// {
|
|
// poiDrawer.DrawZones(breakedZones, structureDrawConfig.drawConfig);
|
|
// }
|
|
|
|
//
|
|
// Cleanup ...
|
|
XClean(tmps);
|
|
XClean(zones);
|
|
XClean(actedZones);
|
|
XClean(insideZones);
|
|
XClean(breakedZones);
|
|
XClean(affectedZones);
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
zone.to = bar.time;
|
|
|
|
//
|
|
poiDrawer.DrawZone(
|
|
zone,
|
|
structureDrawConfig.drawConfig //
|
|
);
|
|
}
|
|
|
|
//
|
|
result = zone.IsValid();
|
|
}
|
|
|
|
//
|
|
// Prepare Targets ...
|
|
if (result)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Cleanup ...
|
|
if (!result)
|
|
{
|
|
//
|
|
zone.Clean();
|
|
XClean(targets);
|
|
dir = X_DIRECTION_NONE;
|
|
}
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |