591 lines
13 KiB
Plaintext
591 lines
13 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Library
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// -------------------------------------------------
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// Name: XCXFIMAEALib ...
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// Description: XFIMAEA Library ...
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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 XFIMAEA Library"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.x-cobject.class.mq5"
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#include "../../Helpers/x-saherelm.xfima.helper.mq5"
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#include "../../Libraries/x-saherelm.x-pivot.analysis.lib.mq5"
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#include "../Classes/x-saherelm.xfima.parser.class.mq5"
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//
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// Definitions ...
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/**
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* XFIMA Base Market Structure ...
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* AnalyseMarket result ...
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**/
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struct XFIMAMarketStructure
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{
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//
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XOHCL bar; // Spacified Start Bar for Analysing ...
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XPatternAnalysis barAnalysis; // Structure Bar Pattern Analysis ...
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//
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XBoxZone orderFlow[]; // Specified Order Flow Zones ...
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ENUM_X_DIRECTION orderFlowDir; // Specified Order Flow Direction ...
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//
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XPivot pvPivots[]; // XPV Pivots ...
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XPivot zgPivots[]; // XZG Pivots ...
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XPivot maPivots[]; // XMA Pivots ...
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XPivot hkPivots[]; // XHK Pivots ...
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XPivot sarPivots[]; // XSAR Pivots ...
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//
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XPivotAnalysis pvAnalysis; // XPV Pivot Analysis Result ...
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XPivotAnalysis zgAnalysis; // XZG Pivot Analysis Result ...
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XPivotAnalysis maAnalysis; // XMA Pivot Analysis Result ...
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XPivotAnalysis hkAnalysis; // XHK Pivot Analysis Result ...
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XPivotAnalysis sarAnalysis; // XSAR Pivot Analysis Result ...
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//
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XPatternAnalysis barsAnalysis[]; // Anaysed Bars ...
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//
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// Constructor ...
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XFIMAMarketStructure()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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bar.Clean();
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barAnalysis.Clean();
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//
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XClean(pvPivots);
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XClean(zgPivots);
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XClean(maPivots);
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XClean(hkPivots);
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XClean(sarPivots);
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//
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pvAnalysis.Clean();
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zgAnalysis.Clean();
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maAnalysis.Clean();
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hkAnalysis.Clean();
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sarAnalysis.Clean();
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//
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XClean(barsAnalysis);
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//
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XClean(orderFlow);
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orderFlowDir = X_DIRECTION_NONE;
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//
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ZeroMemory(this);
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = bar.IsValid() &&
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barAnalysis.IsValid();
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//
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return result;
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}
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//
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// Checkers ...
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/**
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* Check Market Strucutre Has Order Flow or not ...
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*
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* @return ( bool )
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*/
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bool HasOrderFlow()
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{
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//
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bool result = false;
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//
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result = IsValid() &&
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HasChild(orderFlow) &&
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HasDirection(orderFlowDir);
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//
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return result;
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}
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/**
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* Check Market Structure Has Bullish Order Flow or not ...
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*
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* @return ( bool )
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*/
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bool HasBullishOrderFlow()
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{
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return HasOrderFlow() &&
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IsXBullish(orderFlowDir);
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}
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/**
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* Check Market Structure Has Bearish Order Flow or not ...
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*
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* @return ( bool )
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*/
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bool HasBearishOrderFlow()
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{
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return HasOrderFlow() &&
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IsXBearish(orderFlowDir);
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}
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//
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// Collectors ...
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/**
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* Collect all Pivots ...
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*
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* @param dest: XPivot, collection reference to holds result ...
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* @param containsPatterns: bool, Specified to Add Pivots Bar Directionl Patterns ...
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* @param forDir: ENUM_X_DIRECTION, Specified Extraction Direction ...
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*
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* @return ( int )
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*/
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int CollectPivots(
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XPivot &dest[],
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bool containsPatterns = false,
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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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int result = 0;
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//
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// Prepare ...
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XClean(dest);
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//
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// Normalize ...
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bool has = IsValid();
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if (!has)
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{
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return result;
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}
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//
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// Do ...
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//
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Copy(pvPivots, dest, false);
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Copy(hkPivots, dest, false);
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Copy(maPivots, dest, false);
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Copy(zgPivots, dest, false);
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Copy(sarPivots, dest, false);
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//
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// Apply Direction Filtering ...
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if (HasDirection(forDir))
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{
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//
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XPivot tmps[];
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ExtractByDirection(
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tmps,
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dest,
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forDir //
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);
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XClean(dest);
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Copy(tmps, dest);
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XClean(tmps);
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}
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//
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// Contains Pattern Pivots ...
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if (containsPatterns && HasChild(dest) && HasChild(barsAnalysis))
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{
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//
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XPivot tmp;
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int idx = -1;
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XPivot tmps[];
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XPivot sames[];
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XPivot patterns[];
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Copy(dest, tmps);
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XClean(dest);
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//
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while (HasChild(tmps))
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{
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//
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tmp.Clean();
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tmp = tmps[0];
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ArrayRemove(tmps, 0, 1);
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//
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XClean(sames);
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ExtractSameTimePivots(tmp, sames, tmps);
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if (HasChild(sames))
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{
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//
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has = FindByTime(idx, tmp.time, barsAnalysis);
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if (has)
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{
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//
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barsAnalysis[idx].GetPatterns(patterns, sames[0].dir);
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Copy(patterns, dest, false);
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}
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//
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Copy(sames, dest, false);
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Removes(sames, tmps);
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}
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}
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//
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XClean(tmps);
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XClean(sames);
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XClean(patterns);
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}
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//
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result = ArraySize(dest);
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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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/**
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* Configure How to Detect Market Structure ...
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**/
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struct XFIMAMarketStructureConfig
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{
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//
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// Props ...
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//
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// Detector Flags ...
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//
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bool analysePVPivots; // Analyse PV Pivots ...
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bool analyseZGPivots; // Analyse ZG Pivots ...
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bool analyseHKPivots; // Analyse HK Pivots ...
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bool analyseMAPivots; // Analyse MA Pivots ...
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bool analyseSARPivots; // Analyse SAR Pivots ...
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//
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bool analyseBarPatterns; // Analyse Bar Patterns ...
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//
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bool detectOrderFlow; // Detect Order Flow ...
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//
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// Detector Configs ...
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//
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int loopback; // Max Allowed Looping Back Length ...
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int requiredPivots; // Required Extracted Pivots for Analysis ...
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//
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int orderFlowValidation; // Order Flow Sequential Validation ...
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bool orderFlowUseOB; // Order Flow Use Order Blocks ...
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bool orderFlowUseFVG; // Order Flow Use Fair Value Gaps ...
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bool orderFlowUseSupportAndResistance; // Order Flow Use Support and Resistance (s) ...
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//
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XPatternAnalysisConfig barsAnalysisConfig; // Bars Analyser Config ...
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//
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// Constructor ...
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XFIMAMarketStructureConfig()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* This function fulfills the will of the developer
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*/
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void Clean()
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{
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//
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// Detector Flags ...
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detectOrderFlow = false;
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analysePVPivots = false;
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analyseZGPivots = false;
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analyseHKPivots = false;
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analyseMAPivots = false;
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analyseSARPivots = false;
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analyseBarPatterns = false;
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//
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// Configure Detectors ...
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loopback = 0;
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requiredPivots = 0;
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//
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orderFlowValidation = 0;
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orderFlowUseOB = false;
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orderFlowUseFVG = false;
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orderFlowUseSupportAndResistance = false;
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//
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barsAnalysisConfig.Clean();
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//
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ZeroMemory(this);
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}
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/**
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* Default Configurations ...
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*/
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void Default()
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{
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//
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// Detector Flags ...
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detectOrderFlow = true;
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analysePVPivots = true;
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analyseZGPivots = true;
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analyseHKPivots = true;
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analyseMAPivots = true;
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analyseSARPivots = true;
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analyseBarPatterns = true;
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//
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// Configure Detectors ...
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loopback = 200;
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requiredPivots = 10;
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//
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orderFlowValidation = 2;
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orderFlowUseOB = false;
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orderFlowUseFVG = true;
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orderFlowUseSupportAndResistance = false;
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//
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barsAnalysisConfig.Default();
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barsAnalysisConfig.FullPattern();
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//
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barsAnalysisConfig.supportAndResistanceLoopbackLength = 5;
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barsAnalysisConfig.supportAndResistanceValidationLength = 11;
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}
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/**
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* No Draw Abilioty ...
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*/
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void Off()
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{
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//
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// Detector Flags ...
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detectOrderFlow = false;
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analysePVPivots = false;
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analyseZGPivots = false;
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analyseHKPivots = false;
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analyseMAPivots = false;
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analyseSARPivots = false;
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analyseBarPatterns = false;
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}
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/**
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* Full Draw Abilioty ...
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*/
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void Full()
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{
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//
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// Detector Flags ...
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detectOrderFlow = true;
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analysePVPivots = true;
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analyseZGPivots = true;
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analyseHKPivots = true;
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analyseMAPivots = true;
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analyseSARPivots = true;
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analyseBarPatterns = true;
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}
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//
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};
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/**
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* Configure Market Structure Drawer ...
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**/
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struct XFIMAMarketStructureDrawerConfig
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{
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//
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// Props ...
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//
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bool drawPVAnalysis;
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bool drawZGAnalysis;
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bool drawMAAnalysis;
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bool drawHKAnalysis;
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bool drawSARAnalysis;
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bool drawBarsAnalysis;
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//
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XPOIDrawConfig drawConfig;
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XPivotAnalysisDrawConfig pivotAnalysisDrawConfig;
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XPatternAnalysisDrawConfig barAnalysisDrawConfig;
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//
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// Constructor ...
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XFIMAMarketStructureDrawerConfig()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* This function fulfills the will of the developer
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*/
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void Clean()
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{
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//
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// Drawing Flags ...
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//
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drawPVAnalysis = false;
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drawZGAnalysis = false;
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drawMAAnalysis = false;
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drawHKAnalysis = false;
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drawSARAnalysis = false;
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drawBarsAnalysis = false;
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//
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// Drawing Configs ...
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drawConfig.Clean();
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barAnalysisDrawConfig.Clean();
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pivotAnalysisDrawConfig.Clean();
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//
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ZeroMemory(this);
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}
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/**
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* Default Configurations ...
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*/
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void Default()
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{
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//
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// Drawing Flags ...
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//
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drawPVAnalysis = true;
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drawZGAnalysis = true;
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drawMAAnalysis = true;
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drawHKAnalysis = true;
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drawSARAnalysis = true;
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drawBarsAnalysis = true;
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//
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// Drawing Configs ...
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drawConfig.Default();
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pivotAnalysisDrawConfig.Default();
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//
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barAnalysisDrawConfig.Default();
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barAnalysisDrawConfig.Full();
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XClean(barAnalysisDrawConfig.allowedDrawZones);
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Add(
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X_BAR_PATTERN_SUPPORT,
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barAnalysisDrawConfig.allowedDrawZones);
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Add(
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X_BAR_PATTERN_RESISTANCE,
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barAnalysisDrawConfig.allowedDrawZones);
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}
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/**
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* No Draw Abilioty ...
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*/
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void Off()
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{
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//
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// Drawing Flags ...
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//
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drawPVAnalysis = false;
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drawZGAnalysis = false;
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drawMAAnalysis = false;
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drawHKAnalysis = false;
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drawSARAnalysis = false;
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drawBarsAnalysis = false;
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//
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// Drawing Configs ...
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barAnalysisDrawConfig.Off();
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pivotAnalysisDrawConfig.Off();
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}
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/**
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* Full Draw Abilioty ...
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*/
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void Full()
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{
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//
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// Drawing Flags ...
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//
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drawPVAnalysis = true;
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drawZGAnalysis = true;
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drawMAAnalysis = true;
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drawHKAnalysis = true;
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drawSARAnalysis = true;
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drawBarsAnalysis = true;
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//
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// Drawing Configs ...
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barAnalysisDrawConfig.Full();
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pivotAnalysisDrawConfig.Full();
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}
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void ApplyDrawConfig()
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{
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//
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barAnalysisDrawConfig.drawConfig = drawConfig;
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barAnalysisDrawConfig.ConfigureQuarterDraws();
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pivotAnalysisDrawConfig.drawConfig = drawConfig;
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}
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void ApplyDrawConfig(XPOIDrawConfig &_drawConfig)
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{
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//
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drawConfig = _drawConfig;
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ApplyDrawConfig();
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}
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//
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};
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// |