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MQL5Data/Documents/BKP/1/signals/x-121.smc.xobs.signal.lib.mq5
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2025-02-04 03:33:59 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name: XOBS
// Description: provide all Signalling functions ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
// #include "../../Libraries/x-trade.lib"
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.guard.lib.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
struct XOBTest
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
XCOrderBlock *ob;
XCFVG *fvg;
//
datetime fvgActivatedAt;
datetime rewardedAt;
//
double reward;
//
// Constructor ...
XOBTest()
{
Clean();
}
//
// Tools ...
//
void Clean()
{
//
ob = NULL;
fvg = NULL;
symbol = NULL;
period = NULL;
rewardedAt = NULL;
fvgActivatedAt = NULL;
//
reward = 0;
}
};
//
// Definitions ...
struct X121SMCStrategyXOBSSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
double target;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
double pivot;
double point;
//
// Extwnsion ...
XOBTest obTests[];
//
// Constructor ...
X121SMCStrategyXOBSSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
target = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
//
ZeroMemory(this);
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
//
pivot = 0;
point = 0;
//
Clean(obTests);
}
//
};
//
// Signaller Data Sources ...
X121SMCStrategyXOBSSignalConditions mXOBSConditions;
X121SMCStrategyXOBSSignalConditions mXOBSConditionsCollection[];
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXOBSSignalSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXOBSSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int resetAfterUnActedZoneInMinutes = 120
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
XC121SMCCycleHelper *barCycle = triggerCycleHelper;
//
XOHCL zBar;
result = barCycle.GetBar(
zBar,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = barCycle.GetBar(
cBar,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = barCycle.GetBar(
pBar,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
int swingLoopback = 7;
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
double ll50 = cBar.FindLowest(50, MODE_LOW);
double hh50 = cBar.FindHighest(50, MODE_HIGH);
double llDown = cBar.FindLowesttDown(swingLoopback);
double hhUp = cBar.FindHighestUp(swingLoopback);
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Cycle X121Conditions ...
X121Conditions triggerXConditions = triggerConditions.x121Conditions;
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions verificationXConditions = verificationConditions.x121Conditions;
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
X121Conditions visionXConditions = visionConditions.x121Conditions;
//
// Setup Conditions ...
//
// Detect Trend ...
//
// Vision ...
ENUM_X_DIRECTION visionTrendDir;
bool hasVisionTrend =
visionCycleHelper
.DetectMarketStructure(
visionTrendDir //
);
bool hasVisionBullishTrend =
hasVisionTrend &&
IsBullish(visionTrendDir);
bool hasVisionBearishTrend =
hasVisionTrend &&
IsBearish(visionTrendDir);
//
// Consolidation ...
ENUM_X_DIRECTION consolidationTrendDir;
bool hasConsolidationTrend =
consolidationCycleHelper
.DetectMarketStructure(
consolidationTrendDir //
);
bool hasConsolidationBullishTrend =
hasConsolidationTrend &&
IsBullish(consolidationTrendDir);
bool hasConsolidationBearishTrend =
hasConsolidationTrend &&
IsBearish(consolidationTrendDir);
//
// Verification ...
ENUM_X_DIRECTION verificationTrendDir;
bool hasVerificationTrend =
verificationCycleHelper
.DetectMarketStructure(
verificationTrendDir //
);
bool hasVerificationBullishTrend =
hasVerificationTrend &&
IsBullish(verificationTrendDir);
bool hasVerificationBearishTrend =
hasVerificationTrend &&
IsBearish(verificationTrendDir);
//
// Analyse ...
ENUM_X_DIRECTION analyseTrendDir;
bool hasAnalyseTrend =
analyseCycleHelper
.DetectMarketStructure(
analyseTrendDir //
);
bool hasAnalyseBullishTrend =
hasAnalyseTrend &&
IsBullish(analyseTrendDir);
bool hasAnalyseBearishTrend =
hasAnalyseTrend &&
IsBearish(analyseTrendDir);
//
// Decision ...
ENUM_X_DIRECTION decisionTrendDir;
bool hasDecisionTrend =
decisionCycleHelper
.DetectMarketStructure(
decisionTrendDir //
);
bool hasDecisionBullishTrend =
hasDecisionTrend &&
IsBullish(decisionTrendDir);
bool hasDecisionBearishTrend =
hasDecisionTrend &&
IsBearish(decisionTrendDir);
//
// Detect Bar State ...
//
// PinBar ...
ENUM_X_DIRECTION cBarPinDir;
bool isCBarPin = decisionCycleHelper
.mBarAnalyser
.IsPinBar(
cBar,
cBarPinDir,
1 //
);
bool isCBarBullishPin =
isCBarPin &&
IsBullish(cBarPinDir);
bool isCBarBearishPin =
isCBarPin &&
IsBearish(cBarPinDir);
//
// Engulf ...
ENUM_X_DIRECTION cBarEngulfDir;
bool isCBarEngulfed = decisionCycleHelper
.mBarAnalyser
.IsEngulfBar(
cBar,
cBarEngulfDir,
0 // Extended ...
);
bool isCBarBullishEngulfed =
isCBarEngulfed &&
IsBullish(cBarEngulfDir);
bool isCBarBearishEngulfed =
isCBarEngulfed &&
IsBearish(cBarEngulfDir);
//
// Momentum ...
ENUM_X_DIRECTION cBarMomentumDir;
bool isCBarMomentum = decisionCycleHelper
.mBarAnalyser
.IsMomentumBar(
cBar,
cBarMomentumDir,
0 // Extended ...
);
bool isCBarBullishMomentum =
isCBarMomentum &&
IsBullish(cBarMomentumDir);
bool isCBarBearishMomentum =
isCBarMomentum &&
IsBearish(cBarMomentumDir);
//
// Reject ...
ENUM_X_DIRECTION cBarRejectDir;
bool isCBarRejected = decisionCycleHelper
.mBarAnalyser
.IsRejectionBar(
cBar,
cBarRejectDir,
0 // Extended ...
);
bool isCBarBullishRejected =
isCBarRejected &&
IsBullish(cBarRejectDir);
bool isCBarBearishRejected =
isCBarRejected &&
IsBearish(cBarRejectDir);
//
// Pull Back ...
ENUM_X_DIRECTION cBarPullbackDir;
bool isCBarPullbacked =
decisionCycleHelper
.mBarAnalyser
.HasPullBack(
cBarPullbackDir,
cBar //
);
bool isCBarBullishPullbacked =
isCBarPullbacked &&
IsBullish(cBarPullbackDir);
bool isCBarBearishPullbacked =
isCBarPullbacked &&
IsBearish(cBarPullbackDir);
//
// HH/LL Break ...
//
bool isCBarBreaksUpHH = IsBarBreak(
hh,
X_DIRECTION_BULLISH,
cBar //
);
//
bool isCBarBreaksDownLL = IsBarBreak(
hh,
X_DIRECTION_BEARISH,
cBar //
);
//
// Bars Pattern and Power and Pressures ...
//
bool hasCBarBullishPattern =
decisionCycleHelper
.mBarAnalyser
.HasBullishPattern(
cBar,
2 //
);
//
bool hasCBarBearishPattern =
decisionCycleHelper
.mBarAnalyser
.HasBearishPattern(
cBar,
2 //
);
//
bool isCBarHasBullishPower =
decisionCycleHelper
.mBarAnalyser
.HasBullishPower(
cBar,
2 //
);
//
bool isCBarHasBearishPower =
decisionCycleHelper
.mBarAnalyser
.HasBearishPower(
cBar,
2 //
);
//
bool isCBarHasBullishPressure =
decisionCycleHelper
.mBarAnalyser
.HasBullishPressure(
cBar,
2 //
);
//
bool isCBarHasBearishPressure =
decisionCycleHelper
.mBarAnalyser
.HasBearishPressure(
cBar,
2 //
);
//
// Bar Checking Summary ...
//
// Bullish ...
bool isCBarBullishFormed =
//
(
//
hasCBarBullishPattern &&
isCBarHasBullishPower &&
isCBarHasBullishPressure
//
)
//
||
//
(
//
isCBarBullishPin ||
isCBarBreaksUpHH ||
isCBarBullishEngulfed ||
isCBarBullishMomentum ||
isCBarBullishRejected
//
)
//
;
//
// Bearish ...
bool isCBarBearishFormed =
//
(
//
hasCBarBearishPattern &&
isCBarHasBearishPower &&
isCBarHasBearishPressure
//
)
//
||
//
(
//
isCBarBearishPin ||
isCBarBreaksDownLL ||
isCBarBearishEngulfed ||
isCBarBearishMomentum ||
isCBarBearishRejected
//
)
//
;
//
// Detect New Order Blocks ...
bool hasNewBullishOB = Contains(
X_BULLISH_ORDERBLOCK_DETECTED,
consolidationPoiEvents //
);
bool hasNewBearishOB = Contains(
X_BEARISH_ORDERBLOCK_DETECTED,
consolidationPoiEvents //
);
bool hasNewOB = hasNewBullishOB ||
hasNewBearishOB;
result = hasNewOB;
if (!result)
{
return result;
}
//
// Make Sure New Order Block Detected ...
XCOrderBlock *liveOB = NULL;
if (hasNewBullishOB)
{
//
bool hasBullishOBs = consolidationState.HasBullishOrderBlocks();
int bullishOBsCount = consolidationState.CountBullishOrderBlocks();
if (hasBullishOBs)
{
liveOB = consolidationState.bullishOrderBlocks[bullishOBsCount - 1];
}
}
else if (hasNewBearishOB)
{
//
bool hasBearishOBs = consolidationState.HasBearishOrderBlocks();
int bearishOBsCount = consolidationState.CountBearishOrderBlocks();
if (hasBearishOBs)
{
liveOB = consolidationState.bearishOrderBlocks[bearishOBsCount - 1];
}
}
bool hasLiveOB = liveOB != NULL &&
liveOB.IsValid();
result = hasLiveOB;
if (!result)
{
return result;
}
//
bool isLiveOBBullish = liveOB.IsBullish();
bool isLiveOBBearish = liveOB.IsBearish();
//
ENUM_X_DIRECTION forDir =
isLiveOBBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
XOHCL startedBar;
ENUM_X_DIRECTION startedDir;
bool isLiveOBStarted = liveOB.IsStarted(
forDir,
startedBar,
startedDir //
);
//
XOHCL activatedBar;
ENUM_X_DIRECTION activatedDir;
bool isLiveOBActivated = liveOB.IsActivated(
forDir,
activatedBar,
activatedDir //
);
//
// DRAW ...
//
//
if (isLiveOBStarted)
{
//
XCOHCLObject *barObj;
bool isCreated = consolidationCycleHelper
.mPOIDrawer
.CreateBar(
startedBar,
barObj //
);
}
//
if (isLiveOBActivated)
{
//
XCOHCLObject *barObj;
bool isCreated = consolidationCycleHelper
.mPOIDrawer
.CreateBar(
activatedBar,
barObj //
);
if (isCreated)
{
//
barObj.BodyColor(clrGold);
barObj.HighShadowColor(clrGold);
barObj.LowShadowColor(clrGold);
}
}
//
// Draw Live OB ...
if (isLiveOBBullish)
{
//
XCBullishOrderBlockObject *iObj;
bool isCreated = consolidationCycleHelper
.mPOIDrawer
.CreateBullishOrderBlock(
liveOB,
iObj //
);
}
else
{
//
XCBearishOrderBlockObject *iObj;
bool isCreated = consolidationCycleHelper
.mPOIDrawer
.CreateBearishOrderBlock(
liveOB,
iObj //
);
}
//
// END DRAW ...
//
//
// Test Market For Order Flow ...
int obTestsCount = ArraySize(conditions.obTests);
bool isOBTested = obTestsCount == 2;
if (!isOBTested)
{
//
XOBTest test;
bool hasTest = ReTestMarket(
test,
conditions.obTests,
consolidationState,
analyseState,
decisionState,
visionCycleHelper.mPOIDrawer //
);
if (hasTest)
{
//
AddRef(
test,
conditions.obTests);
}
}
//
// TODO:
return false;
//
double upper = 0;
double lower = 0;
//
//
//
//
// Summarize Conditions ...
//
bool isCondition1Bullish =
//
false
//
;
//
bool isCondition1Bearish =
//
false
//
;
//
bool hasCondition1 = isCondition1Bullish ||
isCondition1Bearish;
if (hasCondition1)
{
//
ENUM_X_DIRECTION pzDir =
isCondition1Bullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
double point = GetEntry(
conditions.symbol,
pzDir //
);
//
double longPivot = lower; // triggerXConditions.valesBuffer[1];
double shortPivot = upper; // triggerXConditions.peaksBuffer[1];
//
// Manipulate Conditions Point ...
//
conditions.point =
isCondition1Bullish
? shortPivot
: longPivot;
//
// Manipulate Conditions Pivot ...
//
conditions.pivot =
isCondition1Bullish
? longPivot
: shortPivot;
}
//
//
//
//
isBullish =
//
isCondition1Bullish
//
;
//
isBearish =
//
isCondition1Bearish
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Detect PriceOB Lifetime Bars ...
//
// Cleanup Arrays ...
Clean(triggerPoiEvents);
Clean(triggerCycleEvents);
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
Clean(verificationPoiEvents);
Clean(verificationCycleEvents);
Clean(consolidationPoiEvents);
Clean(consolidationCycleEvents);
Clean(visionPoiEvents);
Clean(visionCycleEvents);
//
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
// Cleanup Arrays ...
Clean(triggerPoiEvents);
Clean(triggerCycleEvents);
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
Clean(verificationPoiEvents);
Clean(verificationCycleEvents);
Clean(consolidationPoiEvents);
Clean(consolidationCycleEvents);
Clean(visionPoiEvents);
Clean(visionCycleEvents);
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXOBSSignalTrigger(
//
X121SMCStrategyXOBSSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = IsBullish(setupDir);
bool isBearish = IsBearish(setupDir);
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
XOHCL zBar;
result = decisionCycleHelper.GetBar(
zBar,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = decisionCycleHelper.GetBar(
cBar,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = decisionCycleHelper.GetBar(
pBar,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
int swingLoopback = 9;
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
double llDown = cBar.FindLowesttDown(swingLoopback);
double hhUp = cBar.FindHighestUp(swingLoopback);
//
// Cycles Conditions ...
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState decisionState = decisionConditions.state;
//
// Cycle X121Conditions ...
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
//
// Trigger Conditions ...
//
// Slopes ...
//
bool isRsiSlopeBullish = decisionXConditions.isRsiSlopeBullish;
bool isStrSlopeBullish = decisionXConditions.isStrSlopeBullish;
bool isAtrUpperSlopeBullish = decisionXConditions.isAtrUpperSlopeBullish;
bool isAtrLowerSlopeBullish = decisionXConditions.isAtrLowerSlopeBullish;
bool isVwapFastSlopeBullish = decisionXConditions.isVwapFastSlopeBullish;
bool isVwapMidSlopeBullish = decisionXConditions.isVwapMidSlopeBullish;
bool isVwapSlowSlopeBullish = decisionXConditions.isVwapSlowSlopeBullish;
//
bool isRsiSlopeBearish = decisionXConditions.isRsiSlopeBearish;
bool isStrSlopeBearish = decisionXConditions.isStrSlopeBearish;
bool isAtrUpperSlopeBearish = decisionXConditions.isAtrUpperSlopeBearish;
bool isAtrLowerSlopeBearish = decisionXConditions.isAtrLowerSlopeBearish;
bool isVwapFastSlopeBearish = decisionXConditions.isVwapFastSlopeBearish;
bool isVwapMidSlopeBearish = decisionXConditions.isVwapMidSlopeBearish;
bool isVwapSlowSlopeBearish = decisionXConditions.isVwapSlowSlopeBearish;
//
bool isSlopesBullish =
isRsiSlopeBullish &&
isStrSlopeBullish &&
isAtrUpperSlopeBullish &&
isAtrLowerSlopeBullish &&
isVwapFastSlopeBullish &&
isVwapMidSlopeBullish &&
isVwapSlowSlopeBullish;
//
bool isSlopesBearish =
isRsiSlopeBearish &&
isStrSlopeBearish &&
isAtrUpperSlopeBearish &&
isAtrLowerSlopeBearish &&
isVwapFastSlopeBearish &&
isVwapMidSlopeBearish &&
isVwapSlowSlopeBearish;
//
double point = conditions.point;
bool isPointBreaked = IsBarBreak(
point,
setupDir,
cBar //
);
//
// Summary ...
//
isBullish =
//
isBullish &&
isPointBreaked &&
isSlopesBullish
//
;
//
isBearish =
//
isBearish &&
isPointBreaked &&
isSlopesBearish
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
// Cleanup Arrays ...
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
return result;
}
//
// Detect Nearest Pivot Point ...
//
double entry = GetEntry(
conditions.symbol,
setupDir //
);
//
double sls[];
Add(
conditions.pivot,
sls //
);
//
double iAtr = decisionConditions.x121Conditions.atrBuffer[1];
iAtr *= 1.5;
//
double slsMin = GetMin(sls);
double slsMax = GetMax(sls);
//
double sl = isBullish
? slsMin - iAtr
: slsMax + iAtr;
double risk = MathAbs(entry - sl);
//
// Filling Conditions Props ...
conditions.sl = sl;
// conditions.target = target;
conditions.triggerTime = cTime;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
// Cleanup Arrays ...
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
return result;
}
//
// Detect Guards ...
bool DetectX121SMCXOBSGuards(
X121SMCGuard &guards[],
const XPosition &positions[],
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper //
)
{
//
bool result = false;
//
string provider = ToString(X_121_SMC_PROVIDER_X);
//
result = DetectX121SMCGuards(
provider,
guards,
positions,
triggerCycleHelper,
decisionCycleHelper,
analyseCycleHelper,
verificationCycleHelper,
consolidationCycleHelper,
visionCycleHelper,
//
true, // CloseOnTPNear Guard ...
true, // CloseLongsOnBearishTrend Guard ...
true, // CloseShortsOnBullishTrend Guard ...
true, // CloseAllWeekend Guard ...
true, // PartialCloseOnTrendChange Guard ...
true, // TrailStop Guard ...
true, // TrailTarget Guard ...
true // Hedge Guard ...
//
);
//
return result;
}
//
// Add Conditions to Conditions Collection ...
int AddX121SMCXOBSConditionsIfNotExists(
X121SMCStrategyXOBSSignalConditions &item,
X121SMCStrategyXOBSSignalConditions &items[],
int maxAllowed = 10 //
)
{
//
int result = 0;
//
bool isSetuped = IsValid(item.setupTime) &&
HasDirection(item.dir);
if (!isSetuped)
{
return result;
}
//
int count = ArraySize(items);
if (IsValidSize(count))
{
//
// Copy Original Items ...
X121SMCStrategyXOBSSignalConditions tmpItems[];
Copy(
items,
tmpItems //
);
//
// Prese Item Data ...
bool isBullish = IsBullish(item.dir);
//
for (int i = 0; i < count; i++)
{
//
X121SMCStrategyXOBSSignalConditions iItem = tmpItems[i];
//
bool canRemove = item.dir == iItem.dir &&
item.pivot == iItem.pivot;
if (canRemove)
{
//
ArrayRemove(
items,
i,
1 //
);
}
}
//
Clean(tmpItems);
}
//
AddRef(
item,
items //
);
//
// Remove Olds ...
CleanupArray(
items,
maxAllowed //
);
//
result = ArraySize(items);
//
return result;
}
//
//
//
bool ReTestMarket(
XOBTest &test,
XOBTest &tests[],
XPOIState &htfState,
XPOIState &mtfState,
XPOIState &ttfState, //
//
XCPOIDrawer *drawer
//
)
{
//
bool result = false;
//
test.Clean();
//
int testsCount = ArraySize(tests);
bool hasTests = IsValidSize(testsCount);
XOBTest lastTest;
if (hasTests)
{
lastTest = tests[testsCount - 1];
}
//
// Detect Order Blocks ...
// HTF ...
//
// Bullish OBs ...
XCOrderBlock *bullOBs[];
int bullOBsCount = ExtractUnActivatedOBs(
htfState.bullishOrderBlocks,
bullOBs,
drawer //
);
//
bool isBullOBsPassed = bullOBsCount >= 1;
//
// Bearish OBs ...
XCOrderBlock *bearOBs[];
int bearOBsCount = ExtractUnActivatedOBs(
htfState.bearishOrderBlocks,
bearOBs,
drawer //
);
//
bool isBearOBsPassed = bearOBsCount >= 1;
//
result = isBullOBsPassed ||
isBearOBsPassed;
if (!result)
{
return result;
}
//
Print("OBs Passed ...");
//
return result;
}
int ExtractUnActivatedOBs(
XCOrderBlock *&source[],
XCOrderBlock *&obs[], //
//
XCPOIDrawer *drawer
//
)
{
//
int result = 0;
//
Clean(obs);
//
int count = ArraySize(source);
bool hasOB = IsValidSize(count);
if (!hasOB)
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
bool isBullish = source[i].IsBullish();
ENUM_X_DIRECTION forDir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
XOHCL startedBar;
ENUM_X_DIRECTION startedDir;
bool isStarted = source[i].IsStarted(
forDir,
startedBar,
startedDir //
);
// if (isStarted)
// {
// //
// XCOHCLObject *barObj;
// bool isCreated = drawer.CreateBar(
// startedBar,
// barObj //
// );
//
// //
// if (isBullish)
// {
// //
// XCBullishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBullishOrderBlock(
// source[i],
// iObj //
// );
// }
// else
// {
// //
// XCBearishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBearishOrderBlock(
// source[i],
// iObj //
// );
// }
//
// //
// Print("Started ...");
// }
//
//
//
//
XOHCL activatedBar;
ENUM_X_DIRECTION activatedDir;
bool isActivated = source[i].IsActivated(
forDir,
activatedBar,
activatedDir //
);
if (isActivated)
{
// //
// XCOHCLObject *barObj;
// bool isCreated = drawer.CreateBar(
// activatedBar,
// barObj //
// );
// //
// if (isBullish)
// {
// //
// XCBullishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBullishOrderBlock(
// source[i],
// iObj //
// );
// }
// else
// {
// //
// XCBearishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBearishOrderBlock(
// source[i],
// iObj //
// );
// }
// //
// Print("Activated ...");
}
else
{
//
Print("UnActivated ...");
}
//
//
//
//
// if (isBullish)
// {
// //
// XCBullishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBullishOrderBlock(
// source[i],
// iObj //
// );
// }
// else
// {
// //
// XCBearishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBearishOrderBlock(
// source[i],
// iObj //
// );
// }
// //
// XOHCL activatedBar;
// ENUM_X_DIRECTION activatedDir;
// ENUM_X_DIRECTION forDir =
// isBullish
// ? X_DIRECTION_BULLISH
// : X_DIRECTION_BEARISH;
// bool isActivated = source[i].IsActivated(
// forDir,
// activatedBar,
// activatedDir //
// );
// if (!isActivated)
// {
// //
// XCOHCLObject *barObj;
// bool isCreated = drawer.CreateBar(
// activatedBar,
// barObj //
// );
// //
// bool isBullish = source[i].IsBullish();
// if (isBullish)
// {
// //
// XCBullishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBullishOrderBlock(
// source[i],
// iObj //
// );
// }
// else
// {
// //
// XCBearishOrderBlockObject *iObj;
// bool isCreated = drawer.CreateBearishOrderBlock(
// source[i],
// iObj //
// );
// }
// //
// Add(
// source[i],
// obs //
// );
// }
}
//
result = ArraySize(obs);
//
return result;
}
//