4122 lines
103 KiB
Plaintext
4122 lines
103 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: XCAEAHelper Lib
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// Description: Library for XCAEA Signaller ...
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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 Library for XCAEA Helper"
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#property strict
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//
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// Imports ...
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#include "../../Libraries/x-saherelm.common.lib.mq5"
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#include "../Classes/xcaea.x-poi.detector.class.mq5"
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#include "../Helpers/xcaea.helper.mq5"
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//
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// Definitions ...
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enum ENUM_XCAEA_TIGGER_TYPE
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{
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XCA_TRIGGER_NONE, // None
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XCA_TRIGGER_BULL, // TriggerBull
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XCA_TRIGGER_BEAR, // TriggerBear
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};
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//
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bool IsValid(ENUM_XCAEA_TIGGER_TYPE value)
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{
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return value != XCA_TRIGGER_NONE;
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}
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//
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string ToString(ENUM_XCAEA_TIGGER_TYPE value)
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{
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return EnumToString(value);
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}
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//
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ENUM_XCAEA_TIGGER_TYPE GetType(string type)
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{
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//
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ENUM_XCAEA_TIGGER_TYPE result = XCA_TRIGGER_NONE;
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//
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bool isTriggerBull = type == ToString(XCA_TRIGGER_BULL);
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bool isTriggerBear = type == ToString(XCA_TRIGGER_BEAR);
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//
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if (isTriggerBull)
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{
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result = XCA_TRIGGER_BULL;
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}
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else if (isTriggerBear)
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{
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result = XCA_TRIGGER_BEAR;
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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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ENUM_X_DIRECTION GetDirection(ENUM_XCAEA_TIGGER_TYPE value)
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{
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return value == XCA_TRIGGER_BULL
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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}
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//
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// Structues ...
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struct XCAEATriggerBlockConfiguration
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{
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//
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// Props ...
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//
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// Trigger Detection ...
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//
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double maxAllowedRange; // Maximum Allowed Range
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int minAllowedBlockEdgeLength; // Minimum Required Block Edge Length
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//
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bool forceOBOppositBar; // Force OB to Start by Opposit Bars
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bool forceFVGBarType; // Force FVG to Has Same Type of Bars
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bool forceGapBarBreakout; // Force FVG's Gap Bar to Breakeout OB Edge Side
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bool forceHasSwingBar; // Force Has Propper Swing
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bool forceHasLiquidity; // Force Has Following Liquidity Zone
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bool forceHasReversalLiquidity; // Force Has Reversal Liquidity Zone
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//
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// Validating ...
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int minZoneLength; // Minimum Length of Consolidation Zone
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bool forceHasSwing; // Force Zone's Has Propper Swing
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bool forceHasPinBarEntry; // Force Zone's Ends with a Pin Bar
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bool forceGapBarsBreakout; // Force Zone's Gap Bar's Breakes Out
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double maxZoneRangeInPoints; // Max Zone Range in Point
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double maxAllowedEntryDistance; // Max Allowed Entry Distance
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//
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// Filtering ...
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bool filterBasedOnSar; // Filter Trigger Block Based on Sar
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bool filterBasedOnRSI; // Filter Trigger Block Based on RSI
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bool filterBasedOnADX; // Filter Trigger Block Based on ADX
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bool filterBasedOnTrend; // Filter Trigger Block Based on Trend
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bool filterBasedOnScores; // Filter Trigger Block Based on Scores
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bool filterBasedOnVolumes; // Filter Trigger Block Based on Volumes
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//
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// Constructor ...
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XCAEATriggerBlockConfiguration()
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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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void Clean()
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{
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//
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//
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// Validating ...
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minZoneLength = 0;
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forceHasSwing = false;
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maxZoneRangeInPoints = 0.0;
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forceHasPinBarEntry = false;
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forceGapBarsBreakout = false;
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maxAllowedEntryDistance = 0.0;
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//
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// Filtering ...
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filterBasedOnSar = false;
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filterBasedOnRSI = false;
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filterBasedOnADX = false;
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filterBasedOnTrend = false;
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//
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ZeroMemory(this);
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}
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//
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// Preset Configurations ...
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//
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// Commons Verifications which used in all
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// Preset Configurations ...
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void ConfigureCommons()
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{
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//
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minZoneLength = 7;
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forceHasSwing = true;
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maxZoneRangeInPoints = 70;
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forceHasPinBarEntry = true;
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forceGapBarsBreakout = true;
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maxAllowedEntryDistance = 30;
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}
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//
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// Cleanup Range Verifications ...
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void CleanRanges()
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{
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//
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maxZoneRangeInPoints = 0;
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maxAllowedEntryDistance = 0;
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}
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//
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void ConfigureFullFilter()
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{
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//
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// Apply Common Configurations ...
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ConfigureCommons();
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//
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// Apply Full Filters ...
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filterBasedOnSar = true;
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filterBasedOnRSI = true;
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filterBasedOnADX = true;
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filterBasedOnTrend = true;
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}
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//
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void ConfigureFullFilterNoRange()
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{
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//
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// Apply Common Configurations ...
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ConfigureCommons();
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//
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// Clean Ranges ...
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CleanRanges();
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//
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// Apply Full Filters ...
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filterBasedOnSar = true;
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filterBasedOnRSI = true;
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filterBasedOnADX = true;
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filterBasedOnTrend = true;
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}
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//
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void ConfigureSarRsiAdxFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnTrend = false;
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}
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//
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void ConfigureSarRsiTrendFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnADX = false;
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}
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//
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void ConfigureSarAdxTrendFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnRSI = false;
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}
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//
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void ConfigureRsiAdxTrendFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnSar = false;
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}
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//
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void ConfigureSarRsiFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnADX = false;
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filterBasedOnTrend = false;
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}
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//
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void ConfigureSarAdxFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnRSI = false;
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filterBasedOnTrend = false;
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}
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//
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void ConfigureSarTrendFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnRSI = false;
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filterBasedOnADX = false;
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}
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//
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void ConfigureRsiAdxFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnSar = false;
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filterBasedOnTrend = false;
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}
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//
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void ConfigureRsiTrendFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnSar = false;
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filterBasedOnADX = false;
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}
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//
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void ConfigureAdxTrendFilter()
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{
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//
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ConfigureFullFilter();
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//
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filterBasedOnSar = false;
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filterBasedOnRSI = false;
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}
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//
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};
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//
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struct XTriggerBlock
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{
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//
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// Props ...
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XBoxZone ob; // Order Block
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XBoxZone fvg; // Fair Value Gap
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XOHCL swingBar; // Swing of Trigger
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XBoxZone trigger; // Trigger Block
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XBoxZone rLiquidity; // Reversal Liquidity
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XBoxZone fLiquidity; // Following Liquidity
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XCAEAConditions conditions; // Market Conditions
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XCAEATriggerBlockConfiguration configuration; // Detection Configuration
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//
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// Constructor ...
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XTriggerBlock()
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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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void Clean()
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{
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//
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ob.Clean();
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fvg.Clean();
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trigger.Clean();
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swingBar.Clean();
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rLiquidity.Clean();
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fLiquidity.Clean();
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conditions.Clean();
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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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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 = ob.IsValid() &&
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fvg.IsValid() &&
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trigger.IsValid();
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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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// Extensions ...
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/**
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* Detect a Trigger Block ...
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*
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* @param triggerBlock: XBoxZone instance reference, The Detected Trigger Block ...
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* @param conditions: XCAEAConditions instance reference, The Block Verification Conditions ...
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* @param helper: XCXCAEAHelper instance pointer, Specified The Helper Class Instance which used to Detect Conditions ...
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* @param config: XCAEATriggerBlockConfiguration instance reference, Specified The Trigger Block Detection Configuration ...
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* @param bar_index: int, Specified The Bar Index to Start Detection ...
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* @param loopback: int, Specified The Loopback Length to Detect Helper Conditions ...
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*
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* @return ( bool )
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*/
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bool DetectTriggerBlock(
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XBoxZone &triggerBlock,
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XCAEAConditions &conditions,
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XCXCAEAHelper *helper,
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XCAEATriggerBlockConfiguration &config,
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int bar_index = 0,
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int loopback = 6 //
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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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conditions.Clean();
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triggerBlock.Clean();
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//
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// Normalize Args ...
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loopback = NormalizeInt(loopback, 6);
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bar_index = NormalizeInt(bar_index, 0);
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//
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// Validate Args ...
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result = helper != 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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// Provide base Requirements ...
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//
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string symbol = helper.GetSymbol();
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double points = GetPoints(symbol);
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ENUM_TIMEFRAMES period = helper.GetPeriod();
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//
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// Conditions Reading Indexes ...
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int zIDX = 0;
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int cIDX = zIDX + 1;
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int pIDX = cIDX + 1;
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int p2IDX = pIDX + 1;
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int p3IDX = p2IDX + 1;
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int p4IDX = p3IDX + 1;
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//
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double ll = 0;
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double hh = 0;
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bool has = false;
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ENUM_X_DIRECTION iDir;
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//
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// Retrieve Current Conditions ...
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result = helper.GetConditions(
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conditions,
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bar_index,
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loopback //
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);
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//
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// Retrieve Required Bars ...
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//
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XOHCL zBar; // Current Start Checking Bar (Usually Used for Triggering) ...
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XOHCL cBar; // Current Finished Bar which Start Detecting Structures based on it ( End of Block and FVG Bar ) ...
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XOHCL pBar; // Determines Block Gap Bar (all Filtering must applied and Check using this Bar and it's Next Bar) ...
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XOHCL p2Bar; // Determines FVG's Start Bar in a Block ...
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XOHCL p3Bar; // First Verification of Block ...
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XOHCL p4Bar; // Seccond Verification of Block ...
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//
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result = zBar.Init(
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symbol,
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period,
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bar_index //
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);
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result =
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result &&
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zBar.GetPreviousBar(cBar);
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result =
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result &&
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cBar.GetPreviousBar(pBar);
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result =
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result &&
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pBar.GetPreviousBar(p2Bar);
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result =
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result &&
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p2Bar.GetPreviousBar(p3Bar);
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result =
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result &&
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p3Bar.GetPreviousBar(p4Bar);
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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p2Bar.Clean();
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p3Bar.Clean();
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p4Bar.Clean();
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conditions.Clean();
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triggerBlock.Clean();
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//
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return result;
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}
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//
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// Detect Based Order Block using CBar ...
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result =
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helper
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.barAnalyser
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.IsOB(
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cBar,
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triggerBlock,
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true, // Force FVG Bar Type ...
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true // Force Block Two Bar Checking ...
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);
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//
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// Ensure a Block is Detected ...
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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p2Bar.Clean();
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p3Bar.Clean();
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p4Bar.Clean();
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conditions.Clean();
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triggerBlock.Clean();
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//
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return result;
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}
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//
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// Reading Some Block Based Requirements ...
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//
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bool isBullish =
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result &&
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triggerBlock.IsBullish();
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//
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bool isBearish =
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result &&
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triggerBlock.IsBearish();
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//
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int toIDX = triggerBlock.ToIndex();
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int fromIDX = triggerBlock.FromIndex();
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//
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// Start Validating ...
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//
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// Validating p2Bar and p3Bar Direction ...
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if (result)
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{
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//
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iDir = Opposit(triggerBlock.dir);
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//
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result =
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iDir == p3Bar.GetDirection() ||
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iDir == p4Bar.GetDirection();
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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p2Bar.Clean();
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p3Bar.Clean();
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p4Bar.Clean();
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conditions.Clean();
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triggerBlock.Clean();
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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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// Validating Using Max Range ...
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result = config.maxZoneRangeInPoints > 0;
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if (result)
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{
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//
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double range = triggerBlock.GetRange();
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result = range <= config.maxZoneRangeInPoints * points;
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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p2Bar.Clean();
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p3Bar.Clean();
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p4Bar.Clean();
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conditions.Clean();
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triggerBlock.Clean();
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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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// Validate Gap Endup with PinBar ...
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result = config.forceHasPinBarEntry;
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if (result)
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{
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//
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bool isBullishRejected =
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isBullish &&
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cBar.IsBullish() &&
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cBar.GetLowShadow() > cBar.GetHighShadow();
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//
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bool isBearishRejected =
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isBearish &&
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cBar.IsBearish() &&
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cBar.GetLowShadow() < cBar.GetHighShadow();
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|
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//
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result = isBullishRejected ||
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isBearishRejected;
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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p2Bar.Clean();
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p3Bar.Clean();
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p4Bar.Clean();
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conditions.Clean();
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triggerBlock.Clean();
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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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// Validating Gap Bar must a Momentum Bar and
|
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// Breakes out Zone's Directional Edge ...
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// for Bullish: Upper
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// for Bearish: Lower
|
|
result = config.forceGapBarsBreakout;
|
|
if (result)
|
|
{
|
|
//
|
|
// Gap Bar is PBar ...
|
|
|
|
//
|
|
// Check Gap Bar is Momentum Bar ...
|
|
result =
|
|
helper
|
|
.barAnalyser
|
|
.IsMomentum(
|
|
pBar,
|
|
iDir //
|
|
);
|
|
bool isBullishMomentum =
|
|
result &&
|
|
IsBullish(iDir);
|
|
bool isBearishMomentum =
|
|
result &&
|
|
IsBearish(iDir);
|
|
|
|
//
|
|
// Check Gap Bar's Breakout ...
|
|
|
|
//
|
|
bool isBullishBreakedout =
|
|
isBullish &&
|
|
pBar.IsBullish() &&
|
|
isBullishMomentum &&
|
|
pBar.GetUp() > triggerBlock.upper &&
|
|
pBar.GetDown() < triggerBlock.upper;
|
|
|
|
//
|
|
bool isBearishBreakedout =
|
|
isBearish &&
|
|
pBar.IsBearish() &&
|
|
isBearishMomentum &&
|
|
pBar.GetUp() > triggerBlock.lower &&
|
|
pBar.GetDown() < triggerBlock.lower;
|
|
|
|
//
|
|
result = isBullishBreakedout ||
|
|
isBearishBreakedout;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validate Zone Has Propper Swing ...
|
|
// for Bullish: p2Bar or p3Bar must be a Swing Low ...
|
|
// for Bearish: p2Bar or p3Bar must be a Swing High ...
|
|
result = config.forceHasSwing;
|
|
if (result)
|
|
{
|
|
//
|
|
// p2Bar ...
|
|
bool isP2BarSwing =
|
|
helper
|
|
.barAnalyser
|
|
.IsSimpleSwing(
|
|
p2Bar,
|
|
iDir //
|
|
);
|
|
bool isP2BarSwingLow =
|
|
isP2BarSwing &&
|
|
IsBullish(iDir);
|
|
bool isP2BarSwingHigh =
|
|
isP2BarSwing &&
|
|
IsBearish(iDir);
|
|
|
|
//
|
|
// p3Bar ...
|
|
bool isP3BarSwing =
|
|
helper
|
|
.barAnalyser
|
|
.IsSimpleSwing(
|
|
p3Bar,
|
|
iDir //
|
|
);
|
|
bool isP3BarSwingLow =
|
|
isP3BarSwing &&
|
|
IsBullish(iDir);
|
|
bool isP3BarSwingHigh =
|
|
isP3BarSwing &&
|
|
IsBearish(iDir);
|
|
|
|
//
|
|
bool hasSwingLow =
|
|
isBullish &&
|
|
(isP2BarSwingLow ||
|
|
isP3BarSwingLow);
|
|
|
|
//
|
|
bool hasSwingHigh =
|
|
isBearish &&
|
|
(isP2BarSwingHigh ||
|
|
isP3BarSwingHigh);
|
|
|
|
//
|
|
result =
|
|
hasSwingLow ||
|
|
hasSwingHigh;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validating Using Swing Length ...
|
|
result = config.minZoneLength > 0;
|
|
if (result)
|
|
{
|
|
//
|
|
XOHCL fromBar;
|
|
has = triggerBlock.FromBar(fromBar);
|
|
if (result)
|
|
{
|
|
//
|
|
// Retrieve HH and LL ...
|
|
ll = fromBar.FindLowest(config.minZoneLength, MODE_LOW);
|
|
hh = fromBar.FindHighest(config.minZoneLength, MODE_HIGH);
|
|
|
|
//
|
|
// Validate Using HH and LL ...
|
|
|
|
//
|
|
bool isBullishValid =
|
|
isBullish &&
|
|
ll >= triggerBlock.lower;
|
|
|
|
//
|
|
bool isBearishValid =
|
|
isBearish &&
|
|
hh <= triggerBlock.upper;
|
|
|
|
//
|
|
result = isBullishValid ||
|
|
isBearishValid;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Update Zone's From Time ...
|
|
triggerBlock.from = GetBarTime(
|
|
triggerBlock.symbol,
|
|
triggerBlock.period,
|
|
fromBar.Index() + config.minZoneLength //
|
|
);
|
|
}
|
|
|
|
//
|
|
fromBar.Clean();
|
|
}
|
|
|
|
//
|
|
// Validate Max Allowed Entry Distance ...
|
|
result = config.maxAllowedEntryDistance > 0;
|
|
if (result)
|
|
{
|
|
//
|
|
double base =
|
|
isBullish
|
|
? triggerBlock.upper
|
|
: triggerBlock.lower;
|
|
double entryDistance = MathAbs(zBar.open - base);
|
|
result = entryDistance <= config.maxAllowedEntryDistance * points;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Here we Ensure which have a Valid Zone using Different Applied Validations ...
|
|
// from now we are Going to Filterd Validate Zones ...
|
|
|
|
//
|
|
// Check Exists Filters or not ...
|
|
result = config.filterBasedOnSar ||
|
|
config.filterBasedOnRSI ||
|
|
config.filterBasedOnADX ||
|
|
config.filterBasedOnTrend;
|
|
if (result)
|
|
{
|
|
//
|
|
// Do Apply Several Exists Filters ...
|
|
|
|
//
|
|
// SAR Filter ...
|
|
if (config.filterBasedOnSar)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
double zSar = conditions.sarBuffer[zIDX];
|
|
double cSar = conditions.sarBuffer[cIDX];
|
|
double pSar = conditions.sarBuffer[pIDX];
|
|
double p2Sar = conditions.sarBuffer[p2IDX];
|
|
double p3Sar = conditions.sarBuffer[p3IDX];
|
|
double p4Sar = conditions.sarBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
bool isZSarBullish = zSar < zBar.low;
|
|
bool isZSarBearish = zSar > zBar.high;
|
|
|
|
//
|
|
bool isCSarBullish = cSar < cBar.low;
|
|
bool isCSarBearish = cSar > cBar.high;
|
|
|
|
//
|
|
bool isPSarBullish = pSar < pBar.low;
|
|
bool isPSarBearish = pSar > pBar.high;
|
|
|
|
//
|
|
bool isP2SarBullish = p2Sar < p2Bar.low;
|
|
bool isP2SarBearish = p2Sar > p2Bar.high;
|
|
|
|
//
|
|
bool isCSarSwitchedToBullish =
|
|
isZSarBullish &&
|
|
isCSarBullish &&
|
|
!isPSarBullish &&
|
|
cBar.IsBullish() &&
|
|
cBar.GetUp() > pSar;
|
|
|
|
//
|
|
bool isCSarSwitchedToBearish =
|
|
isZSarBearish &&
|
|
isCSarBearish &&
|
|
!isPSarBearish &&
|
|
cBar.IsBearish() &&
|
|
cBar.GetDown() < pSar;
|
|
|
|
//
|
|
bool isPSarSwitchedToBullish =
|
|
isZSarBullish &&
|
|
isCSarBullish &&
|
|
isPSarBullish &&
|
|
!isP2SarBullish &&
|
|
pBar.IsBullish() &&
|
|
pBar.GetUp() > p2Sar;
|
|
|
|
//
|
|
bool isPSarSwitchedToBearish =
|
|
isZSarBearish &&
|
|
isCSarBearish &&
|
|
isPSarBearish &&
|
|
!isP2SarBearish &&
|
|
pBar.IsBearish() &&
|
|
pBar.GetDown() < p2Sar;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(isCSarSwitchedToBullish ||
|
|
isPSarSwitchedToBullish);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(isCSarSwitchedToBearish ||
|
|
isPSarSwitchedToBearish);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// RSI Filter ...
|
|
if (config.filterBasedOnRSI)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
double rsiTrend = (conditions.rsiOBLevel + conditions.rsiOSLevel) / 2;
|
|
|
|
//
|
|
double zRSI = conditions.rsiBuffer[zIDX];
|
|
double cRSI = conditions.rsiBuffer[cIDX];
|
|
double pRSI = conditions.rsiBuffer[pIDX];
|
|
double p2RSI = conditions.rsiBuffer[p2IDX];
|
|
double p3RSI = conditions.rsiBuffer[p3IDX];
|
|
double p4RSI = conditions.rsiBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
bool isZRSIBullish = zRSI > rsiTrend;
|
|
bool isZRSIBearish = zRSI < rsiTrend;
|
|
|
|
//
|
|
bool isCRSIBullish = cRSI > rsiTrend;
|
|
bool isCRSIBearish = cRSI < rsiTrend;
|
|
|
|
//
|
|
bool isPRSIBullish = pRSI > rsiTrend;
|
|
bool isPRSIBearish = pRSI < rsiTrend;
|
|
|
|
//
|
|
bool isP2RSIBullish = p2RSI > rsiTrend;
|
|
bool isP2RSIBearish = p2RSI < rsiTrend;
|
|
|
|
//
|
|
bool isP3RSIBullish = p3RSI > rsiTrend;
|
|
bool isP3RSIBearish = p3RSI < rsiTrend;
|
|
|
|
//
|
|
// Trending Conditions ...
|
|
|
|
//
|
|
bool isCRSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
!isPRSIBullish;
|
|
|
|
//
|
|
bool isCRSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
!isPRSIBearish;
|
|
|
|
//
|
|
bool isPRSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
isPRSIBullish &&
|
|
!isP2RSIBullish;
|
|
|
|
//
|
|
bool isPRSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
isPRSIBearish &&
|
|
!isP2RSIBearish;
|
|
|
|
//
|
|
bool isP2RSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
isPRSIBullish &&
|
|
isP2RSIBullish &&
|
|
!isP3RSIBullish;
|
|
|
|
//
|
|
bool isP2RSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
isPRSIBearish &&
|
|
isP2RSIBearish &&
|
|
!isP3RSIBearish;
|
|
|
|
//
|
|
// Crosses Conditions ...
|
|
|
|
//
|
|
bool isCBarCrossedOverOS =
|
|
zRSI > conditions.rsiOSLevel &&
|
|
cRSI > conditions.rsiOSLevel &&
|
|
pRSI <= conditions.rsiOSLevel;
|
|
|
|
//
|
|
bool isCBarCrossedUnderOB =
|
|
zRSI < conditions.rsiOBLevel &&
|
|
cRSI < conditions.rsiOBLevel &&
|
|
pRSI >= conditions.rsiOBLevel;
|
|
|
|
//
|
|
bool isPBarCrossedOverOS =
|
|
zRSI > conditions.rsiOSLevel &&
|
|
cRSI > conditions.rsiOSLevel &&
|
|
pRSI > conditions.rsiOSLevel &&
|
|
p2RSI <= conditions.rsiOSLevel;
|
|
|
|
//
|
|
bool isPBarCrossedUnderOB =
|
|
zRSI < conditions.rsiOBLevel &&
|
|
cRSI < conditions.rsiOBLevel &&
|
|
pRSI < conditions.rsiOBLevel &&
|
|
p2RSI >= conditions.rsiOBLevel;
|
|
|
|
//
|
|
// V Pattern Conditions ...
|
|
|
|
//
|
|
bool isCRSIHasVBullishPattern =
|
|
zRSI >= cRSI &&
|
|
cRSI > pRSI &&
|
|
p2RSI > pRSI &&
|
|
cRSI >= p2RSI;
|
|
|
|
//
|
|
bool isCRSIHasVBearishPattern =
|
|
zRSI <= cRSI &&
|
|
cRSI < pRSI &&
|
|
p2RSI < pRSI &&
|
|
cRSI <= p2RSI;
|
|
|
|
//
|
|
// Continuation Conditions ...
|
|
|
|
//
|
|
bool isRSIUp =
|
|
zRSI >= cRSI &&
|
|
(cRSI >= pRSI ||
|
|
pRSI >= p2RSI ||
|
|
p2RSI >= p3RSI);
|
|
|
|
//
|
|
bool isRSIDown =
|
|
zRSI <= cRSI &&
|
|
(cRSI <= pRSI ||
|
|
pRSI <= p2RSI ||
|
|
p2RSI <= p3RSI);
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isRSIUp
|
|
//
|
|
||
|
|
//
|
|
// Crosses ...
|
|
(isCBarCrossedOverOS ||
|
|
isPBarCrossedOverOS)
|
|
//
|
|
||
|
|
//
|
|
// V Pattern ...
|
|
isCRSIHasVBullishPattern
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCRSISwitchedToBullish ||
|
|
isPRSISwitchedToBullish ||
|
|
isP2RSISwitchedToBullish)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isRSIDown
|
|
//
|
|
||
|
|
//
|
|
// Crosses ...
|
|
(isCBarCrossedUnderOB ||
|
|
isPBarCrossedUnderOB)
|
|
//
|
|
||
|
|
//
|
|
// V Pattern ...
|
|
isCRSIHasVBearishPattern
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCRSISwitchedToBearish ||
|
|
isPRSISwitchedToBearish ||
|
|
isP2RSISwitchedToBearish)
|
|
//
|
|
);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// ADX Filter ...
|
|
if (config.filterBasedOnADX)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
// ADX ...
|
|
double zADX = conditions.adxBuffer[zIDX];
|
|
double cADX = conditions.adxBuffer[cIDX];
|
|
double pADX = conditions.adxBuffer[pIDX];
|
|
double p2ADX = conditions.adxBuffer[p2IDX];
|
|
double p3ADX = conditions.adxBuffer[p3IDX];
|
|
double p4ADX = conditions.adxBuffer[p4IDX];
|
|
|
|
//
|
|
// ADX +DI ...
|
|
double zADXP = conditions.adxpBuffer[zIDX];
|
|
double cADXP = conditions.adxpBuffer[cIDX];
|
|
double pADXP = conditions.adxpBuffer[pIDX];
|
|
double p2ADXP = conditions.adxpBuffer[p2IDX];
|
|
double p3ADXP = conditions.adxpBuffer[p3IDX];
|
|
double p4ADXP = conditions.adxpBuffer[p4IDX];
|
|
|
|
//
|
|
// ADX -DI ...
|
|
double zADXN = conditions.adxnBuffer[zIDX];
|
|
double cADXN = conditions.adxnBuffer[cIDX];
|
|
double pADXN = conditions.adxnBuffer[pIDX];
|
|
double p2ADXN = conditions.adxnBuffer[p2IDX];
|
|
double p3ADXN = conditions.adxnBuffer[p3IDX];
|
|
double p4ADXN = conditions.adxnBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
// Grows ...
|
|
|
|
//
|
|
bool isADXUp =
|
|
zADX >= cADX &&
|
|
(cADX >= pADX ||
|
|
pADX >= p2ADX);
|
|
|
|
//
|
|
bool isADXDown =
|
|
zADX <= cADX &&
|
|
(cADX <= pADX ||
|
|
pADX <= p2ADX);
|
|
|
|
//
|
|
// Trending ...
|
|
|
|
//
|
|
bool isZADXBullish = zADX > conditions.adxThreshold;
|
|
bool isZADXBearish = zADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isCADXBullish = cADX > conditions.adxThreshold;
|
|
bool isCADXBearish = cADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isPADXBullish = pADX > conditions.adxThreshold;
|
|
bool isPADXBearish = pADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP2ADXBullish = p2ADX > conditions.adxThreshold;
|
|
bool isP2ADXBearish = p2ADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP3ADXBullish = p3ADX > conditions.adxThreshold;
|
|
bool isP3ADXBearish = p3ADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP4ADXBullish = p4ADX > conditions.adxThreshold;
|
|
bool isP4ADXBearish = p4ADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isCADXSwitchedToBullish =
|
|
isZADXBullish &&
|
|
isCADXBullish &&
|
|
!isPADXBullish;
|
|
|
|
//
|
|
bool isCADXSwitchedToBearish =
|
|
isZADXBearish &&
|
|
isCADXBearish &&
|
|
!isPADXBearish;
|
|
|
|
//
|
|
bool isPADXSwitchedToBullish =
|
|
isZADXBullish &&
|
|
isCADXBullish &&
|
|
isPADXBullish &&
|
|
!isP2ADXBullish;
|
|
|
|
//
|
|
bool isPADXSwitchedToBearish =
|
|
isZADXBearish &&
|
|
isCADXBearish &&
|
|
isPADXBearish &&
|
|
!isP2ADXBearish;
|
|
|
|
//
|
|
// Powering ...
|
|
|
|
//
|
|
bool isZADXHasBullishPower = zADXP > zADXN;
|
|
bool isZADXHasBearishPower = zADXN > zADXP;
|
|
|
|
//
|
|
bool isCADXHasBullishPower = cADXP > cADXN;
|
|
bool isCADXHasBearishPower = cADXN > cADXP;
|
|
|
|
//
|
|
bool isPADXHasBullishPower = pADXP > pADXN;
|
|
bool isPADXHasBearishPower = pADXN > pADXP;
|
|
|
|
//
|
|
bool isP2ADXHasBullishPower = p2ADXP > p2ADXN;
|
|
bool isP2ADXHasBearishPower = p2ADXN > p2ADXP;
|
|
|
|
//
|
|
bool isP3ADXHasBullishPower = p3ADXP > p3ADXN;
|
|
bool isP3ADXHasBearishPower = p3ADXN > p3ADXP;
|
|
|
|
//
|
|
bool isP4ADXHasBullishPower = p4ADXP > p4ADXN;
|
|
bool isP4ADXHasBearishPower = p4ADXN > p4ADXP;
|
|
|
|
//
|
|
bool isCADXSwitchedToBullishPower =
|
|
isZADXHasBullishPower &&
|
|
isCADXHasBullishPower &&
|
|
!isPADXHasBullishPower;
|
|
|
|
//
|
|
bool isCADXSwitchedToBearishPower =
|
|
isZADXHasBearishPower &&
|
|
isCADXHasBearishPower &&
|
|
!isPADXHasBearishPower;
|
|
|
|
//
|
|
bool isPADXSwitchedToBullishPower =
|
|
isZADXHasBullishPower &&
|
|
isCADXHasBullishPower &&
|
|
isPADXHasBullishPower &&
|
|
!isP2ADXHasBullishPower;
|
|
|
|
//
|
|
bool isPADXSwitchedToBearishPower =
|
|
isZADXHasBearishPower &&
|
|
isCADXHasBearishPower &&
|
|
isPADXHasBearishPower &&
|
|
!isP2ADXHasBearishPower;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isADXUp
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCADXSwitchedToBullish ||
|
|
isPADXSwitchedToBullish)
|
|
//
|
|
||
|
|
//
|
|
// Powering ...
|
|
(isCADXSwitchedToBullishPower ||
|
|
isPADXSwitchedToBullishPower)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isADXDown
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCADXSwitchedToBearish ||
|
|
isPADXSwitchedToBearish)
|
|
//
|
|
||
|
|
//
|
|
// Powering ...
|
|
(isCADXSwitchedToBearishPower ||
|
|
isPADXSwitchedToBearishPower)
|
|
//
|
|
);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// TREND Filter ...
|
|
if (config.filterBasedOnTrend)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
double zTrend = conditions.trendBuffer[zIDX];
|
|
double cTrend = conditions.trendBuffer[cIDX];
|
|
double pTrend = conditions.trendBuffer[pIDX];
|
|
double p2Trend = conditions.trendBuffer[p2IDX];
|
|
double p3Trend = conditions.trendBuffer[p3IDX];
|
|
double p4Trend = conditions.trendBuffer[p4IDX];
|
|
|
|
//
|
|
double trends[] = {
|
|
zTrend,
|
|
cTrend,
|
|
pTrend,
|
|
p2Trend,
|
|
p3Trend,
|
|
p4Trend //
|
|
};
|
|
double trendsMin = GetMin(trends);
|
|
double trendsMax = GetMax(trends);
|
|
double trendsAVG = GetAverage(trends);
|
|
|
|
//
|
|
double zTrendState = conditions.trendStateBuffer[zIDX];
|
|
double cTrendState = conditions.trendStateBuffer[cIDX];
|
|
double pTrendState = conditions.trendStateBuffer[pIDX];
|
|
double p2TrendState = conditions.trendStateBuffer[p2IDX];
|
|
double p3TrendState = conditions.trendStateBuffer[p3IDX];
|
|
double p4TrendState = conditions.trendStateBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
// Grows ...
|
|
|
|
//
|
|
bool isTrendUp =
|
|
zTrend >= cTrend &&
|
|
cTrend >= trendsAVG &&
|
|
cTrend > trendsMin;
|
|
|
|
//
|
|
bool isTrendDown =
|
|
zTrend <= cTrend &&
|
|
cTrend <= trendsAVG &&
|
|
cTrend < trendsMax;
|
|
|
|
//
|
|
// Stating ...
|
|
|
|
//
|
|
bool isCTrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0;
|
|
|
|
//
|
|
bool isCTrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0;
|
|
|
|
//
|
|
bool isPTrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0 &&
|
|
pTrendState > 0;
|
|
|
|
//
|
|
bool isPTrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0 &&
|
|
pTrendState < 0;
|
|
|
|
//
|
|
bool isP2TrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0 &&
|
|
pTrendState > 0 &&
|
|
p2TrendState > 0;
|
|
|
|
//
|
|
bool isP2TrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0 &&
|
|
pTrendState < 0 &&
|
|
p2TrendState < 0;
|
|
|
|
//
|
|
bool isCTrendSwitchedToBullish =
|
|
isCTrendBullish &&
|
|
!isPTrendBullish;
|
|
|
|
//
|
|
bool isCTrendSwitchedToBearish =
|
|
isCTrendBearish &&
|
|
!isPTrendBearish;
|
|
|
|
//
|
|
bool isPTrendSwitchedToBullish =
|
|
isCTrendBullish &&
|
|
isPTrendBullish &&
|
|
!isP2TrendBullish;
|
|
|
|
//
|
|
bool isPTrendSwitchedToBearish =
|
|
isCTrendBearish &&
|
|
isPTrendBearish &&
|
|
!isP2TrendBearish;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isTrendUp
|
|
//
|
|
||
|
|
//
|
|
// Trend Stating ...
|
|
(isCTrendBullish &&
|
|
isPTrendBullish)
|
|
//
|
|
||
|
|
//
|
|
// Switching ...
|
|
(isCTrendSwitchedToBullish ||
|
|
isPTrendSwitchedToBullish)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isTrendDown
|
|
//
|
|
||
|
|
//
|
|
// Trend Stating ...
|
|
(isCTrendBearish &&
|
|
isPTrendBearish)
|
|
//
|
|
||
|
|
//
|
|
// Switching ...
|
|
(isCTrendSwitchedToBearish ||
|
|
isPTrendSwitchedToBearish)
|
|
//
|
|
);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// SCORE Filter ...
|
|
|
|
//
|
|
// VOLUME Filter ...
|
|
}
|
|
|
|
//
|
|
result = triggerBlock.IsValid();
|
|
if (result)
|
|
{
|
|
//
|
|
triggerBlock.type =
|
|
isBullish
|
|
? ToString(XCA_TRIGGER_BULL)
|
|
: ToString(XCA_TRIGGER_BEAR);
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
};
|
|
|
|
bool DetectTriggerBlock1(
|
|
XBoxZone &triggerBlock,
|
|
XCAEAConditions &conditions,
|
|
XCXCAEAHelper *helper,
|
|
XCAEATriggerBlockConfiguration &config,
|
|
int bar_index = 0,
|
|
int loopback = 6 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
// Normalize Args ...
|
|
loopback = NormalizeInt(loopback, 6);
|
|
bar_index = NormalizeInt(bar_index, 0);
|
|
|
|
//
|
|
// Validate Args ...
|
|
result = helper != NULL;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Provide base Requirements ...
|
|
|
|
//
|
|
string symbol = helper.GetSymbol();
|
|
double points = GetPoints(symbol);
|
|
ENUM_TIMEFRAMES period = helper.GetPeriod();
|
|
|
|
//
|
|
// Conditions Reading Indexes ...
|
|
int zIDX = 0;
|
|
int cIDX = zIDX + 1;
|
|
int pIDX = cIDX + 1;
|
|
int p2IDX = pIDX + 1;
|
|
int p3IDX = p2IDX + 1;
|
|
int p4IDX = p3IDX + 1;
|
|
|
|
//
|
|
double ll = 0;
|
|
double hh = 0;
|
|
bool has = false;
|
|
ENUM_X_DIRECTION iDir;
|
|
|
|
//
|
|
// Retrieve Current Conditions ...
|
|
result = helper.GetConditions(
|
|
conditions,
|
|
bar_index,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
// Retrieve Required Bars ...
|
|
|
|
//
|
|
XOHCL zBar; // Current Start Checking Bar (Usually Used for Triggering) ...
|
|
XOHCL cBar; // Current Finished Bar which Start Detecting Structures based on it ( End of Block and FVG Bar ) ...
|
|
XOHCL pBar; // Determines Block Gap Bar (all Filtering must applied and Check using this Bar and it's Next Bar) ...
|
|
XOHCL p2Bar; // Determines FVG's Start Bar in a Block ...
|
|
XOHCL p3Bar; // First Verification of Block ...
|
|
XOHCL p4Bar; // Seccond Verification of Block ...
|
|
|
|
//
|
|
result = zBar.Init(
|
|
symbol,
|
|
period,
|
|
bar_index //
|
|
);
|
|
result =
|
|
result &&
|
|
zBar.GetPreviousBar(cBar);
|
|
result =
|
|
result &&
|
|
cBar.GetPreviousBar(pBar);
|
|
result =
|
|
result &&
|
|
pBar.GetPreviousBar(p2Bar);
|
|
result =
|
|
result &&
|
|
p2Bar.GetPreviousBar(p3Bar);
|
|
result =
|
|
result &&
|
|
p3Bar.GetPreviousBar(p4Bar);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Based Order Block using CBar ...
|
|
result =
|
|
helper
|
|
.barAnalyser
|
|
.IsOB(
|
|
cBar,
|
|
triggerBlock,
|
|
true, // Force FVG Bar Type ...
|
|
true // Force Block Two Bar Checking ...
|
|
);
|
|
|
|
//
|
|
// Ensure a Block is Detected ...
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
return result;
|
|
|
|
//
|
|
// Reading Some Block Based Requirements ...
|
|
|
|
//
|
|
bool isBullish =
|
|
result &&
|
|
triggerBlock.IsBullish();
|
|
|
|
//
|
|
bool isBearish =
|
|
result &&
|
|
triggerBlock.IsBearish();
|
|
|
|
//
|
|
int toIDX = triggerBlock.ToIndex();
|
|
int fromIDX = triggerBlock.FromIndex();
|
|
|
|
//
|
|
// Start Validating ...
|
|
|
|
//
|
|
// Validating p2Bar and p3Bar Direction ...
|
|
if (result)
|
|
{
|
|
//
|
|
iDir = Opposit(triggerBlock.dir);
|
|
|
|
//
|
|
result =
|
|
iDir == p3Bar.GetDirection() ||
|
|
iDir == p4Bar.GetDirection();
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validating Using Max Range ...
|
|
result = config.maxZoneRangeInPoints > 0;
|
|
if (result)
|
|
{
|
|
//
|
|
double range = triggerBlock.GetRange();
|
|
result = range <= config.maxZoneRangeInPoints * points;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validate Gap Endup with PinBar ...
|
|
result = config.forceHasPinBarEntry;
|
|
if (result)
|
|
{
|
|
//
|
|
bool isBullishRejected =
|
|
isBullish &&
|
|
cBar.IsBullish() &&
|
|
cBar.GetLowShadow() > cBar.GetHighShadow();
|
|
|
|
//
|
|
bool isBearishRejected =
|
|
isBearish &&
|
|
cBar.IsBearish() &&
|
|
cBar.GetLowShadow() < cBar.GetHighShadow();
|
|
|
|
//
|
|
result = isBullishRejected ||
|
|
isBearishRejected;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validating Gap Bar must a Momentum Bar and
|
|
// Breakes out Zone's Directional Edge ...
|
|
// for Bullish: Upper
|
|
// for Bearish: Lower
|
|
result = config.forceGapBarsBreakout;
|
|
if (result)
|
|
{
|
|
//
|
|
// Gap Bar is PBar ...
|
|
|
|
//
|
|
// Check Gap Bar is Momentum Bar ...
|
|
result =
|
|
helper
|
|
.barAnalyser
|
|
.IsMomentum(
|
|
pBar,
|
|
iDir //
|
|
);
|
|
bool isBullishMomentum =
|
|
result &&
|
|
IsBullish(iDir);
|
|
bool isBearishMomentum =
|
|
result &&
|
|
IsBearish(iDir);
|
|
|
|
//
|
|
// Check Gap Bar's Breakout ...
|
|
|
|
//
|
|
bool isBullishBreakedout =
|
|
isBullish &&
|
|
pBar.IsBullish() &&
|
|
isBullishMomentum &&
|
|
pBar.GetUp() > triggerBlock.upper &&
|
|
pBar.GetDown() < triggerBlock.upper;
|
|
|
|
//
|
|
bool isBearishBreakedout =
|
|
isBearish &&
|
|
pBar.IsBearish() &&
|
|
isBearishMomentum &&
|
|
pBar.GetUp() > triggerBlock.lower &&
|
|
pBar.GetDown() < triggerBlock.lower;
|
|
|
|
//
|
|
result = isBullishBreakedout ||
|
|
isBearishBreakedout;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validate Zone Has Propper Swing ...
|
|
// for Bullish: p2Bar or p3Bar must be a Swing Low ...
|
|
// for Bearish: p2Bar or p3Bar must be a Swing High ...
|
|
result = config.forceHasSwing;
|
|
if (result)
|
|
{
|
|
//
|
|
// p2Bar ...
|
|
bool isP2BarSwing =
|
|
helper
|
|
.barAnalyser
|
|
.IsSimpleSwing(
|
|
p2Bar,
|
|
iDir //
|
|
);
|
|
bool isP2BarSwingLow =
|
|
isP2BarSwing &&
|
|
IsBullish(iDir);
|
|
bool isP2BarSwingHigh =
|
|
isP2BarSwing &&
|
|
IsBearish(iDir);
|
|
|
|
//
|
|
// p3Bar ...
|
|
bool isP3BarSwing =
|
|
helper
|
|
.barAnalyser
|
|
.IsSimpleSwing(
|
|
p3Bar,
|
|
iDir //
|
|
);
|
|
bool isP3BarSwingLow =
|
|
isP3BarSwing &&
|
|
IsBullish(iDir);
|
|
bool isP3BarSwingHigh =
|
|
isP3BarSwing &&
|
|
IsBearish(iDir);
|
|
|
|
//
|
|
bool hasSwingLow =
|
|
isBullish &&
|
|
(isP2BarSwingLow ||
|
|
isP3BarSwingLow);
|
|
|
|
//
|
|
bool hasSwingHigh =
|
|
isBearish &&
|
|
(isP2BarSwingHigh ||
|
|
isP3BarSwingHigh);
|
|
|
|
//
|
|
result =
|
|
hasSwingLow ||
|
|
hasSwingHigh;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validating Using Swing Length ...
|
|
result = config.minZoneLength > 0;
|
|
if (result)
|
|
{
|
|
//
|
|
XOHCL fromBar;
|
|
has = triggerBlock.FromBar(fromBar);
|
|
if (result)
|
|
{
|
|
//
|
|
// Retrieve HH and LL ...
|
|
ll = fromBar.FindLowest(config.minZoneLength, MODE_LOW);
|
|
hh = fromBar.FindHighest(config.minZoneLength, MODE_HIGH);
|
|
|
|
//
|
|
// Validate Using HH and LL ...
|
|
|
|
//
|
|
bool isBullishValid =
|
|
isBullish &&
|
|
ll >= triggerBlock.lower;
|
|
|
|
//
|
|
bool isBearishValid =
|
|
isBearish &&
|
|
hh <= triggerBlock.upper;
|
|
|
|
//
|
|
result = isBullishValid ||
|
|
isBearishValid;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Update Zone's From Time ...
|
|
triggerBlock.from = GetBarTime(
|
|
triggerBlock.symbol,
|
|
triggerBlock.period,
|
|
fromBar.Index() + config.minZoneLength //
|
|
);
|
|
}
|
|
|
|
//
|
|
fromBar.Clean();
|
|
}
|
|
|
|
//
|
|
// Validate Max Allowed Entry Distance ...
|
|
result = config.maxAllowedEntryDistance > 0;
|
|
if (result)
|
|
{
|
|
//
|
|
double base =
|
|
isBullish
|
|
? triggerBlock.upper
|
|
: triggerBlock.lower;
|
|
double entryDistance = MathAbs(zBar.open - base);
|
|
result = entryDistance <= config.maxAllowedEntryDistance * points;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Here we Ensure which have a Valid Zone using Different Applied Validations ...
|
|
// from now we are Going to Filterd Validate Zones ...
|
|
|
|
//
|
|
// Check Exists Filters or not ...
|
|
result = config.filterBasedOnSar ||
|
|
config.filterBasedOnRSI ||
|
|
config.filterBasedOnADX ||
|
|
config.filterBasedOnTrend;
|
|
if (result)
|
|
{
|
|
//
|
|
// Do Apply Several Exists Filters ...
|
|
|
|
//
|
|
// SAR Filter ...
|
|
if (config.filterBasedOnSar)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
double zSar = conditions.sarBuffer[zIDX];
|
|
double cSar = conditions.sarBuffer[cIDX];
|
|
double pSar = conditions.sarBuffer[pIDX];
|
|
double p2Sar = conditions.sarBuffer[p2IDX];
|
|
double p3Sar = conditions.sarBuffer[p3IDX];
|
|
double p4Sar = conditions.sarBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
bool isZSarBullish = zSar < zBar.low;
|
|
bool isZSarBearish = zSar > zBar.high;
|
|
|
|
//
|
|
bool isCSarBullish = cSar < cBar.low;
|
|
bool isCSarBearish = cSar > cBar.high;
|
|
|
|
//
|
|
bool isPSarBullish = pSar < pBar.low;
|
|
bool isPSarBearish = pSar > pBar.high;
|
|
|
|
//
|
|
bool isP2SarBullish = p2Sar < p2Bar.low;
|
|
bool isP2SarBearish = p2Sar > p2Bar.high;
|
|
|
|
//
|
|
bool isCSarSwitchedToBullish =
|
|
isZSarBullish &&
|
|
isCSarBullish &&
|
|
!isPSarBullish &&
|
|
cBar.IsBullish() &&
|
|
cBar.GetUp() > pSar;
|
|
|
|
//
|
|
bool isCSarSwitchedToBearish =
|
|
isZSarBearish &&
|
|
isCSarBearish &&
|
|
!isPSarBearish &&
|
|
cBar.IsBearish() &&
|
|
cBar.GetDown() < pSar;
|
|
|
|
//
|
|
bool isPSarSwitchedToBullish =
|
|
isZSarBullish &&
|
|
isCSarBullish &&
|
|
isPSarBullish &&
|
|
!isP2SarBullish &&
|
|
pBar.IsBullish() &&
|
|
pBar.GetUp() > p2Sar;
|
|
|
|
//
|
|
bool isPSarSwitchedToBearish =
|
|
isZSarBearish &&
|
|
isCSarBearish &&
|
|
isPSarBearish &&
|
|
!isP2SarBearish &&
|
|
pBar.IsBearish() &&
|
|
pBar.GetDown() < p2Sar;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(isCSarSwitchedToBullish ||
|
|
isPSarSwitchedToBullish);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(isCSarSwitchedToBearish ||
|
|
isPSarSwitchedToBearish);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// RSI Filter ...
|
|
if (config.filterBasedOnRSI)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
double rsiTrend = (conditions.rsiOBLevel + conditions.rsiOSLevel) / 2;
|
|
|
|
//
|
|
double zRSI = conditions.rsiBuffer[zIDX];
|
|
double cRSI = conditions.rsiBuffer[cIDX];
|
|
double pRSI = conditions.rsiBuffer[pIDX];
|
|
double p2RSI = conditions.rsiBuffer[p2IDX];
|
|
double p3RSI = conditions.rsiBuffer[p3IDX];
|
|
double p4RSI = conditions.rsiBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
bool isZRSIBullish = zRSI > rsiTrend;
|
|
bool isZRSIBearish = zRSI < rsiTrend;
|
|
|
|
//
|
|
bool isCRSIBullish = cRSI > rsiTrend;
|
|
bool isCRSIBearish = cRSI < rsiTrend;
|
|
|
|
//
|
|
bool isPRSIBullish = pRSI > rsiTrend;
|
|
bool isPRSIBearish = pRSI < rsiTrend;
|
|
|
|
//
|
|
bool isP2RSIBullish = p2RSI > rsiTrend;
|
|
bool isP2RSIBearish = p2RSI < rsiTrend;
|
|
|
|
//
|
|
bool isP3RSIBullish = p3RSI > rsiTrend;
|
|
bool isP3RSIBearish = p3RSI < rsiTrend;
|
|
|
|
//
|
|
// Trending Conditions ...
|
|
|
|
//
|
|
bool isCRSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
!isPRSIBullish;
|
|
|
|
//
|
|
bool isCRSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
!isPRSIBearish;
|
|
|
|
//
|
|
bool isPRSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
isPRSIBullish &&
|
|
!isP2RSIBullish;
|
|
|
|
//
|
|
bool isPRSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
isPRSIBearish &&
|
|
!isP2RSIBearish;
|
|
|
|
//
|
|
bool isP2RSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
isPRSIBullish &&
|
|
isP2RSIBullish &&
|
|
!isP3RSIBullish;
|
|
|
|
//
|
|
bool isP2RSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
isPRSIBearish &&
|
|
isP2RSIBearish &&
|
|
!isP3RSIBearish;
|
|
|
|
//
|
|
// Crosses Conditions ...
|
|
|
|
//
|
|
bool isCBarCrossedOverOS =
|
|
zRSI > conditions.rsiOSLevel &&
|
|
cRSI > conditions.rsiOSLevel &&
|
|
pRSI <= conditions.rsiOSLevel;
|
|
|
|
//
|
|
bool isCBarCrossedUnderOB =
|
|
zRSI < conditions.rsiOBLevel &&
|
|
cRSI < conditions.rsiOBLevel &&
|
|
pRSI >= conditions.rsiOBLevel;
|
|
|
|
//
|
|
bool isPBarCrossedOverOS =
|
|
zRSI > conditions.rsiOSLevel &&
|
|
cRSI > conditions.rsiOSLevel &&
|
|
pRSI > conditions.rsiOSLevel &&
|
|
p2RSI <= conditions.rsiOSLevel;
|
|
|
|
//
|
|
bool isPBarCrossedUnderOB =
|
|
zRSI < conditions.rsiOBLevel &&
|
|
cRSI < conditions.rsiOBLevel &&
|
|
pRSI < conditions.rsiOBLevel &&
|
|
p2RSI >= conditions.rsiOBLevel;
|
|
|
|
//
|
|
// V Pattern Conditions ...
|
|
|
|
//
|
|
bool isCRSIHasVBullishPattern =
|
|
zRSI >= cRSI &&
|
|
cRSI > pRSI &&
|
|
p2RSI > pRSI &&
|
|
cRSI >= p2RSI;
|
|
|
|
//
|
|
bool isCRSIHasVBearishPattern =
|
|
zRSI <= cRSI &&
|
|
cRSI < pRSI &&
|
|
p2RSI < pRSI &&
|
|
cRSI <= p2RSI;
|
|
|
|
//
|
|
// Continuation Conditions ...
|
|
|
|
//
|
|
bool isRSIUp =
|
|
zRSI >= cRSI &&
|
|
(cRSI >= pRSI ||
|
|
pRSI >= p2RSI ||
|
|
p2RSI >= p3RSI);
|
|
|
|
//
|
|
bool isRSIDown =
|
|
zRSI <= cRSI &&
|
|
(cRSI <= pRSI ||
|
|
pRSI <= p2RSI ||
|
|
p2RSI <= p3RSI);
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isRSIUp
|
|
//
|
|
||
|
|
//
|
|
// Crosses ...
|
|
(isCBarCrossedOverOS ||
|
|
isPBarCrossedOverOS)
|
|
//
|
|
||
|
|
//
|
|
// V Pattern ...
|
|
isCRSIHasVBullishPattern
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCRSISwitchedToBullish ||
|
|
isPRSISwitchedToBullish ||
|
|
isP2RSISwitchedToBullish)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isRSIDown
|
|
//
|
|
||
|
|
//
|
|
// Crosses ...
|
|
(isCBarCrossedUnderOB ||
|
|
isPBarCrossedUnderOB)
|
|
//
|
|
||
|
|
//
|
|
// V Pattern ...
|
|
isCRSIHasVBearishPattern
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCRSISwitchedToBearish ||
|
|
isPRSISwitchedToBearish ||
|
|
isP2RSISwitchedToBearish)
|
|
//
|
|
);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// ADX Filter ...
|
|
if (config.filterBasedOnADX)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
// ADX ...
|
|
double zADX = conditions.adxBuffer[zIDX];
|
|
double cADX = conditions.adxBuffer[cIDX];
|
|
double pADX = conditions.adxBuffer[pIDX];
|
|
double p2ADX = conditions.adxBuffer[p2IDX];
|
|
double p3ADX = conditions.adxBuffer[p3IDX];
|
|
double p4ADX = conditions.adxBuffer[p4IDX];
|
|
|
|
//
|
|
// ADX +DI ...
|
|
double zADXP = conditions.adxpBuffer[zIDX];
|
|
double cADXP = conditions.adxpBuffer[cIDX];
|
|
double pADXP = conditions.adxpBuffer[pIDX];
|
|
double p2ADXP = conditions.adxpBuffer[p2IDX];
|
|
double p3ADXP = conditions.adxpBuffer[p3IDX];
|
|
double p4ADXP = conditions.adxpBuffer[p4IDX];
|
|
|
|
//
|
|
// ADX -DI ...
|
|
double zADXN = conditions.adxnBuffer[zIDX];
|
|
double cADXN = conditions.adxnBuffer[cIDX];
|
|
double pADXN = conditions.adxnBuffer[pIDX];
|
|
double p2ADXN = conditions.adxnBuffer[p2IDX];
|
|
double p3ADXN = conditions.adxnBuffer[p3IDX];
|
|
double p4ADXN = conditions.adxnBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
// Grows ...
|
|
|
|
//
|
|
bool isADXUp =
|
|
zADX >= cADX &&
|
|
(cADX >= pADX ||
|
|
pADX >= p2ADX);
|
|
|
|
//
|
|
bool isADXDown =
|
|
zADX <= cADX &&
|
|
(cADX <= pADX ||
|
|
pADX <= p2ADX);
|
|
|
|
//
|
|
// Trending ...
|
|
|
|
//
|
|
bool isZADXBullish = zADX > conditions.adxThreshold;
|
|
bool isZADXBearish = zADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isCADXBullish = cADX > conditions.adxThreshold;
|
|
bool isCADXBearish = cADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isPADXBullish = pADX > conditions.adxThreshold;
|
|
bool isPADXBearish = pADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP2ADXBullish = p2ADX > conditions.adxThreshold;
|
|
bool isP2ADXBearish = p2ADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP3ADXBullish = p3ADX > conditions.adxThreshold;
|
|
bool isP3ADXBearish = p3ADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP4ADXBullish = p4ADX > conditions.adxThreshold;
|
|
bool isP4ADXBearish = p4ADX < conditions.adxThreshold;
|
|
|
|
//
|
|
bool isCADXSwitchedToBullish =
|
|
isZADXBullish &&
|
|
isCADXBullish &&
|
|
!isPADXBullish;
|
|
|
|
//
|
|
bool isCADXSwitchedToBearish =
|
|
isZADXBearish &&
|
|
isCADXBearish &&
|
|
!isPADXBearish;
|
|
|
|
//
|
|
bool isPADXSwitchedToBullish =
|
|
isZADXBullish &&
|
|
isCADXBullish &&
|
|
isPADXBullish &&
|
|
!isP2ADXBullish;
|
|
|
|
//
|
|
bool isPADXSwitchedToBearish =
|
|
isZADXBearish &&
|
|
isCADXBearish &&
|
|
isPADXBearish &&
|
|
!isP2ADXBearish;
|
|
|
|
//
|
|
// Powering ...
|
|
|
|
//
|
|
bool isZADXHasBullishPower = zADXP > zADXN;
|
|
bool isZADXHasBearishPower = zADXN > zADXP;
|
|
|
|
//
|
|
bool isCADXHasBullishPower = cADXP > cADXN;
|
|
bool isCADXHasBearishPower = cADXN > cADXP;
|
|
|
|
//
|
|
bool isPADXHasBullishPower = pADXP > pADXN;
|
|
bool isPADXHasBearishPower = pADXN > pADXP;
|
|
|
|
//
|
|
bool isP2ADXHasBullishPower = p2ADXP > p2ADXN;
|
|
bool isP2ADXHasBearishPower = p2ADXN > p2ADXP;
|
|
|
|
//
|
|
bool isP3ADXHasBullishPower = p3ADXP > p3ADXN;
|
|
bool isP3ADXHasBearishPower = p3ADXN > p3ADXP;
|
|
|
|
//
|
|
bool isP4ADXHasBullishPower = p4ADXP > p4ADXN;
|
|
bool isP4ADXHasBearishPower = p4ADXN > p4ADXP;
|
|
|
|
//
|
|
bool isCADXSwitchedToBullishPower =
|
|
isZADXHasBullishPower &&
|
|
isCADXHasBullishPower &&
|
|
!isPADXHasBullishPower;
|
|
|
|
//
|
|
bool isCADXSwitchedToBearishPower =
|
|
isZADXHasBearishPower &&
|
|
isCADXHasBearishPower &&
|
|
!isPADXHasBearishPower;
|
|
|
|
//
|
|
bool isPADXSwitchedToBullishPower =
|
|
isZADXHasBullishPower &&
|
|
isCADXHasBullishPower &&
|
|
isPADXHasBullishPower &&
|
|
!isP2ADXHasBullishPower;
|
|
|
|
//
|
|
bool isPADXSwitchedToBearishPower =
|
|
isZADXHasBearishPower &&
|
|
isCADXHasBearishPower &&
|
|
isPADXHasBearishPower &&
|
|
!isP2ADXHasBearishPower;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isADXUp
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCADXSwitchedToBullish ||
|
|
isPADXSwitchedToBullish)
|
|
//
|
|
||
|
|
//
|
|
// Powering ...
|
|
(isCADXSwitchedToBullishPower ||
|
|
isPADXSwitchedToBullishPower)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isADXDown
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCADXSwitchedToBearish ||
|
|
isPADXSwitchedToBearish)
|
|
//
|
|
||
|
|
//
|
|
// Powering ...
|
|
(isCADXSwitchedToBearishPower ||
|
|
isPADXSwitchedToBearishPower)
|
|
//
|
|
);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// TREND Filter ...
|
|
if (config.filterBasedOnTrend)
|
|
{
|
|
//
|
|
// Reading Conditions Values ...
|
|
|
|
//
|
|
double zTrend = conditions.trendBuffer[zIDX];
|
|
double cTrend = conditions.trendBuffer[cIDX];
|
|
double pTrend = conditions.trendBuffer[pIDX];
|
|
double p2Trend = conditions.trendBuffer[p2IDX];
|
|
double p3Trend = conditions.trendBuffer[p3IDX];
|
|
double p4Trend = conditions.trendBuffer[p4IDX];
|
|
|
|
//
|
|
double trends[] = {
|
|
zTrend,
|
|
cTrend,
|
|
pTrend,
|
|
p2Trend,
|
|
p3Trend,
|
|
p4Trend //
|
|
};
|
|
double trendsMin = GetMin(trends);
|
|
double trendsMax = GetMax(trends);
|
|
double trendsAVG = GetAverage(trends);
|
|
|
|
//
|
|
double zTrendState = conditions.trendStateBuffer[zIDX];
|
|
double cTrendState = conditions.trendStateBuffer[cIDX];
|
|
double pTrendState = conditions.trendStateBuffer[pIDX];
|
|
double p2TrendState = conditions.trendStateBuffer[p2IDX];
|
|
double p3TrendState = conditions.trendStateBuffer[p3IDX];
|
|
double p4TrendState = conditions.trendStateBuffer[p4IDX];
|
|
|
|
//
|
|
// Create Required Conditions ...
|
|
|
|
//
|
|
// Grows ...
|
|
|
|
//
|
|
bool isTrendUp =
|
|
zTrend >= cTrend &&
|
|
cTrend >= trendsAVG &&
|
|
cTrend > trendsMin;
|
|
|
|
//
|
|
bool isTrendDown =
|
|
zTrend <= cTrend &&
|
|
cTrend <= trendsAVG &&
|
|
cTrend < trendsMax;
|
|
|
|
//
|
|
// Stating ...
|
|
|
|
//
|
|
bool isCTrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0;
|
|
|
|
//
|
|
bool isCTrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0;
|
|
|
|
//
|
|
bool isPTrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0 &&
|
|
pTrendState > 0;
|
|
|
|
//
|
|
bool isPTrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0 &&
|
|
pTrendState < 0;
|
|
|
|
//
|
|
bool isP2TrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0 &&
|
|
pTrendState > 0 &&
|
|
p2TrendState > 0;
|
|
|
|
//
|
|
bool isP2TrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0 &&
|
|
pTrendState < 0 &&
|
|
p2TrendState < 0;
|
|
|
|
//
|
|
bool isCTrendSwitchedToBullish =
|
|
isCTrendBullish &&
|
|
!isPTrendBullish;
|
|
|
|
//
|
|
bool isCTrendSwitchedToBearish =
|
|
isCTrendBearish &&
|
|
!isPTrendBearish;
|
|
|
|
//
|
|
bool isPTrendSwitchedToBullish =
|
|
isCTrendBullish &&
|
|
isPTrendBullish &&
|
|
!isP2TrendBullish;
|
|
|
|
//
|
|
bool isPTrendSwitchedToBearish =
|
|
isCTrendBearish &&
|
|
isPTrendBearish &&
|
|
!isP2TrendBearish;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isTrendUp
|
|
//
|
|
||
|
|
//
|
|
// Trend Stating ...
|
|
(isCTrendBullish &&
|
|
isPTrendBullish)
|
|
//
|
|
||
|
|
//
|
|
// Switching ...
|
|
(isCTrendSwitchedToBullish ||
|
|
isPTrendSwitchedToBullish)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isTrendDown
|
|
//
|
|
||
|
|
//
|
|
// Trend Stating ...
|
|
(isCTrendBearish &&
|
|
isPTrendBearish)
|
|
//
|
|
||
|
|
//
|
|
// Switching ...
|
|
(isCTrendSwitchedToBearish ||
|
|
isPTrendSwitchedToBearish)
|
|
//
|
|
);
|
|
|
|
//
|
|
result =
|
|
isBullishFilterd ||
|
|
isBearishFilterd;
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// SCORE Filter ...
|
|
|
|
//
|
|
// VOLUME Filter ...
|
|
}
|
|
|
|
//
|
|
result = triggerBlock.IsValid();
|
|
if (result)
|
|
{
|
|
//
|
|
triggerBlock.type =
|
|
isBullish
|
|
? ToString(XCA_TRIGGER_BULL)
|
|
: ToString(XCA_TRIGGER_BEAR);
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
triggerBlock.Clean();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Trigger Block ...
|
|
*
|
|
* @param trigger: XTriggerBlock instance Reference, hold founded Trigger Block
|
|
* @param helper: XCXCAEAHelper instance Reference Pointer, XCAEA Market nalyser Helper for acc Drawer
|
|
* @param config: XCAEATriggerBlockConfiguration instance Reference, Trigger Block Detecting Configuration
|
|
* @param bar_index: int, Bar Index to Start Detecting
|
|
* @param loopback: int, Loopback Bars Count
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectTriggerBlock(
|
|
XTriggerBlock &trigger,
|
|
XCXCAEAHelper *helper,
|
|
XCAEATriggerBlockConfiguration &config,
|
|
int bar_index = 0,
|
|
int loopback = 10 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Normalize Args ...
|
|
trigger.Clean();
|
|
loopback = NormalizeInt(loopback, 10);
|
|
bar_index = NormalizeInt(bar_index, 0);
|
|
|
|
//
|
|
// Validate Args ...
|
|
result = helper != NULL;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Extract Required Informations ...
|
|
|
|
//
|
|
string symbol = helper.GetSymbol();
|
|
ENUM_TIMEFRAMES period = helper.GetPeriod();
|
|
|
|
//
|
|
double points = GetPoints(symbol);
|
|
|
|
//
|
|
// Retrieve Indexed Bar ...
|
|
XOHCL zBar;
|
|
XOHCL cBar;
|
|
XOHCL pBar;
|
|
XOHCL p2Bar;
|
|
result = zBar.Init(
|
|
symbol,
|
|
period,
|
|
bar_index //
|
|
);
|
|
result = result &&
|
|
zBar.GetPreviousBar(cBar);
|
|
result = result &&
|
|
cBar.GetPreviousBar(pBar);
|
|
result = result &&
|
|
pBar.GetPreviousBar(p2Bar);
|
|
|
|
//
|
|
int zIDX = 0;
|
|
int cIDX = zIDX + 1;
|
|
int pIDX = cIDX + 1;
|
|
int p2IDX = pIDX + 1;
|
|
int p3IDX = p2IDX + 1;
|
|
int p4IDX = p3IDX + 1;
|
|
|
|
//
|
|
// Check Trigger Block Exists ...
|
|
result =
|
|
result &&
|
|
helper
|
|
.barAnalyser
|
|
.IsTrigger(
|
|
cBar,
|
|
trigger.trigger,
|
|
trigger.ob,
|
|
trigger.fvg,
|
|
trigger.rLiquidity,
|
|
trigger.fLiquidity,
|
|
trigger.swingBar,
|
|
loopback,
|
|
config.maxAllowedRange,
|
|
config.minAllowedBlockEdgeLength,
|
|
config.forceOBOppositBar,
|
|
config.forceFVGBarType,
|
|
config.forceGapBarBreakout,
|
|
config.forceHasSwingBar,
|
|
config.forceHasLiquidity,
|
|
config.forceHasReversalLiquidity //
|
|
);
|
|
|
|
//
|
|
// Now we Have to Implement Required Validations ...
|
|
|
|
//
|
|
bool isBullish = trigger.trigger.IsBullish();
|
|
bool isBearish = trigger.trigger.IsBearish();
|
|
|
|
//
|
|
// First Reading Market Conditions ...
|
|
result =
|
|
result &&
|
|
helper.GetConditions(
|
|
trigger.conditions,
|
|
bar_index,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
// All Custom andAdditional Validations and Filters
|
|
// Applied here ...
|
|
|
|
//
|
|
// SAR Filter ...
|
|
if (config.filterBasedOnSar)
|
|
{
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
// Reading Values ...
|
|
|
|
//
|
|
double zSar = trigger.conditions.sarBuffer[zIDX];
|
|
double cSar = trigger.conditions.sarBuffer[cIDX];
|
|
double pSar = trigger.conditions.sarBuffer[pIDX];
|
|
double p2Sar = trigger.conditions.sarBuffer[p2IDX];
|
|
double p3Sar = trigger.conditions.sarBuffer[p3IDX];
|
|
double p4Sar = trigger.conditions.sarBuffer[p4IDX];
|
|
|
|
//
|
|
// Preparing Conditions ...
|
|
|
|
//
|
|
bool isZSarBullish = zSar < zBar.low;
|
|
bool isZSarBearish = zSar > zBar.high;
|
|
|
|
//
|
|
bool isCSarBullish = cSar < cBar.low;
|
|
bool isCSarBearish = cSar > cBar.high;
|
|
|
|
//
|
|
bool isPSarBullish = pSar < pBar.low;
|
|
bool isPSarBearish = pSar > pBar.high;
|
|
|
|
//
|
|
bool isP2SarBullish = p2Sar < p2Bar.low;
|
|
bool isP2SarBearish = p2Sar > p2Bar.high;
|
|
|
|
//
|
|
bool isCSarSwitchedToBullish =
|
|
isZSarBullish &&
|
|
isCSarBullish &&
|
|
!isPSarBullish &&
|
|
cBar.IsBullish() &&
|
|
cBar.GetUp() > pSar;
|
|
|
|
//
|
|
bool isCSarSwitchedToBearish =
|
|
isZSarBearish &&
|
|
isCSarBearish &&
|
|
!isPSarBearish &&
|
|
cBar.IsBearish() &&
|
|
cBar.GetDown() < pSar;
|
|
|
|
//
|
|
bool isPSarSwitchedToBullish =
|
|
isZSarBullish &&
|
|
isCSarBullish &&
|
|
isPSarBullish &&
|
|
!isP2SarBullish &&
|
|
pBar.IsBullish() &&
|
|
pBar.GetUp() > p2Sar;
|
|
|
|
//
|
|
bool isPSarSwitchedToBearish =
|
|
isZSarBearish &&
|
|
isCSarBearish &&
|
|
isPSarBearish &&
|
|
!isP2SarBearish &&
|
|
pBar.IsBearish() &&
|
|
pBar.GetDown() < p2Sar;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(isCSarSwitchedToBullish ||
|
|
isPSarSwitchedToBullish);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(isCSarSwitchedToBearish ||
|
|
isPSarSwitchedToBearish);
|
|
|
|
//
|
|
// Apply Result ....
|
|
|
|
//
|
|
result =
|
|
result &&
|
|
(isBullishFilterd ||
|
|
isBearishFilterd);
|
|
}
|
|
}
|
|
|
|
//
|
|
// RSI Filter ...
|
|
if (config.filterBasedOnRSI)
|
|
{
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
// Reading Values ...
|
|
|
|
//
|
|
double rsiTrend = (trigger.conditions.rsiOBLevel + trigger.conditions.rsiOSLevel) / 2;
|
|
|
|
//
|
|
double zRSI = trigger.conditions.rsiBuffer[zIDX];
|
|
double cRSI = trigger.conditions.rsiBuffer[cIDX];
|
|
double pRSI = trigger.conditions.rsiBuffer[pIDX];
|
|
double p2RSI = trigger.conditions.rsiBuffer[p2IDX];
|
|
double p3RSI = trigger.conditions.rsiBuffer[p3IDX];
|
|
double p4RSI = trigger.conditions.rsiBuffer[p4IDX];
|
|
|
|
//
|
|
// Preparing Conditions ...
|
|
|
|
//
|
|
bool isZRSIBullish = zRSI > rsiTrend;
|
|
bool isZRSIBearish = zRSI < rsiTrend;
|
|
|
|
//
|
|
bool isCRSIBullish = cRSI > rsiTrend;
|
|
bool isCRSIBearish = cRSI < rsiTrend;
|
|
|
|
//
|
|
bool isPRSIBullish = pRSI > rsiTrend;
|
|
bool isPRSIBearish = pRSI < rsiTrend;
|
|
|
|
//
|
|
bool isP2RSIBullish = p2RSI > rsiTrend;
|
|
bool isP2RSIBearish = p2RSI < rsiTrend;
|
|
|
|
//
|
|
bool isP3RSIBullish = p3RSI > rsiTrend;
|
|
bool isP3RSIBearish = p3RSI < rsiTrend;
|
|
|
|
//
|
|
// Trending Conditions ...
|
|
|
|
//
|
|
bool isCRSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
!isPRSIBullish;
|
|
|
|
//
|
|
bool isCRSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
!isPRSIBearish;
|
|
|
|
//
|
|
bool isPRSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
isPRSIBullish &&
|
|
!isP2RSIBullish;
|
|
|
|
//
|
|
bool isPRSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
isPRSIBearish &&
|
|
!isP2RSIBearish;
|
|
|
|
//
|
|
bool isP2RSISwitchedToBullish =
|
|
isZRSIBullish &&
|
|
isCRSIBullish &&
|
|
isPRSIBullish &&
|
|
isP2RSIBullish &&
|
|
!isP3RSIBullish;
|
|
|
|
//
|
|
bool isP2RSISwitchedToBearish =
|
|
isZRSIBearish &&
|
|
isCRSIBearish &&
|
|
isPRSIBearish &&
|
|
isP2RSIBearish &&
|
|
!isP3RSIBearish;
|
|
|
|
//
|
|
// Crosses Conditions ...
|
|
|
|
//
|
|
bool isCBarCrossedOverOS =
|
|
zRSI > trigger.conditions.rsiOSLevel &&
|
|
cRSI > trigger.conditions.rsiOSLevel &&
|
|
pRSI <= trigger.conditions.rsiOSLevel;
|
|
|
|
//
|
|
bool isCBarCrossedUnderOB =
|
|
zRSI < trigger.conditions.rsiOBLevel &&
|
|
cRSI < trigger.conditions.rsiOBLevel &&
|
|
pRSI >= trigger.conditions.rsiOBLevel;
|
|
|
|
//
|
|
bool isPBarCrossedOverOS =
|
|
zRSI > trigger.conditions.rsiOSLevel &&
|
|
cRSI > trigger.conditions.rsiOSLevel &&
|
|
pRSI > trigger.conditions.rsiOSLevel &&
|
|
p2RSI <= trigger.conditions.rsiOSLevel;
|
|
|
|
//
|
|
bool isPBarCrossedUnderOB =
|
|
zRSI < trigger.conditions.rsiOBLevel &&
|
|
cRSI < trigger.conditions.rsiOBLevel &&
|
|
pRSI < trigger.conditions.rsiOBLevel &&
|
|
p2RSI >= trigger.conditions.rsiOBLevel;
|
|
|
|
//
|
|
// V Pattern Conditions ...
|
|
|
|
//
|
|
bool isCRSIHasVBullishPattern =
|
|
zRSI >= cRSI &&
|
|
cRSI > pRSI &&
|
|
p2RSI > pRSI &&
|
|
cRSI >= p2RSI;
|
|
|
|
//
|
|
bool isCRSIHasVBearishPattern =
|
|
zRSI <= cRSI &&
|
|
cRSI < pRSI &&
|
|
p2RSI < pRSI &&
|
|
cRSI <= p2RSI;
|
|
|
|
//
|
|
// Continuation Conditions ...
|
|
|
|
//
|
|
bool isRSIUp =
|
|
zRSI >= cRSI &&
|
|
(cRSI >= pRSI ||
|
|
pRSI >= p2RSI ||
|
|
p2RSI >= p3RSI);
|
|
|
|
//
|
|
bool isRSIDown =
|
|
zRSI <= cRSI &&
|
|
(cRSI <= pRSI ||
|
|
pRSI <= p2RSI ||
|
|
p2RSI <= p3RSI);
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isRSIUp
|
|
//
|
|
||
|
|
//
|
|
// Crosses ...
|
|
(isCBarCrossedOverOS ||
|
|
isPBarCrossedOverOS)
|
|
//
|
|
||
|
|
//
|
|
// V Pattern ...
|
|
isCRSIHasVBullishPattern
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCRSISwitchedToBullish ||
|
|
isPRSISwitchedToBullish ||
|
|
isP2RSISwitchedToBullish)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isRSIDown
|
|
//
|
|
||
|
|
//
|
|
// Crosses ...
|
|
(isCBarCrossedUnderOB ||
|
|
isPBarCrossedUnderOB)
|
|
//
|
|
||
|
|
//
|
|
// V Pattern ...
|
|
isCRSIHasVBearishPattern
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCRSISwitchedToBearish ||
|
|
isPRSISwitchedToBearish ||
|
|
isP2RSISwitchedToBearish)
|
|
//
|
|
);
|
|
|
|
//
|
|
// Apply Result ....
|
|
|
|
//
|
|
result =
|
|
result &&
|
|
(isBullishFilterd ||
|
|
isBearishFilterd);
|
|
}
|
|
}
|
|
|
|
//
|
|
// ADX Filter ...
|
|
if (config.filterBasedOnADX)
|
|
{
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
// Reading Values ...
|
|
|
|
//
|
|
// ADX ...
|
|
double zADX = trigger.conditions.adxBuffer[zIDX];
|
|
double cADX = trigger.conditions.adxBuffer[cIDX];
|
|
double pADX = trigger.conditions.adxBuffer[pIDX];
|
|
double p2ADX = trigger.conditions.adxBuffer[p2IDX];
|
|
double p3ADX = trigger.conditions.adxBuffer[p3IDX];
|
|
double p4ADX = trigger.conditions.adxBuffer[p4IDX];
|
|
|
|
//
|
|
// ADX +DI ...
|
|
double zADXP = trigger.conditions.adxpBuffer[zIDX];
|
|
double cADXP = trigger.conditions.adxpBuffer[cIDX];
|
|
double pADXP = trigger.conditions.adxpBuffer[pIDX];
|
|
double p2ADXP = trigger.conditions.adxpBuffer[p2IDX];
|
|
double p3ADXP = trigger.conditions.adxpBuffer[p3IDX];
|
|
double p4ADXP = trigger.conditions.adxpBuffer[p4IDX];
|
|
|
|
//
|
|
// ADX -DI ...
|
|
double zADXN = trigger.conditions.adxnBuffer[zIDX];
|
|
double cADXN = trigger.conditions.adxnBuffer[cIDX];
|
|
double pADXN = trigger.conditions.adxnBuffer[pIDX];
|
|
double p2ADXN = trigger.conditions.adxnBuffer[p2IDX];
|
|
double p3ADXN = trigger.conditions.adxnBuffer[p3IDX];
|
|
double p4ADXN = trigger.conditions.adxnBuffer[p4IDX];
|
|
|
|
//
|
|
// Preparing Conditions ...
|
|
|
|
//
|
|
// Grows ...
|
|
|
|
//
|
|
bool isADXUp =
|
|
zADX >= cADX &&
|
|
(cADX >= pADX ||
|
|
pADX >= p2ADX);
|
|
|
|
//
|
|
bool isADXDown =
|
|
zADX <= cADX &&
|
|
(cADX <= pADX ||
|
|
pADX <= p2ADX);
|
|
|
|
//
|
|
// Trending ...
|
|
|
|
//
|
|
bool isZADXBullish = zADX > trigger.conditions.adxThreshold;
|
|
bool isZADXBearish = zADX < trigger.conditions.adxThreshold;
|
|
|
|
//
|
|
bool isCADXBullish = cADX > trigger.conditions.adxThreshold;
|
|
bool isCADXBearish = cADX < trigger.conditions.adxThreshold;
|
|
|
|
//
|
|
bool isPADXBullish = pADX > trigger.conditions.adxThreshold;
|
|
bool isPADXBearish = pADX < trigger.conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP2ADXBullish = p2ADX > trigger.conditions.adxThreshold;
|
|
bool isP2ADXBearish = p2ADX < trigger.conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP3ADXBullish = p3ADX > trigger.conditions.adxThreshold;
|
|
bool isP3ADXBearish = p3ADX < trigger.conditions.adxThreshold;
|
|
|
|
//
|
|
bool isP4ADXBullish = p4ADX > trigger.conditions.adxThreshold;
|
|
bool isP4ADXBearish = p4ADX < trigger.conditions.adxThreshold;
|
|
|
|
//
|
|
bool isCADXSwitchedToBullish =
|
|
isZADXBullish &&
|
|
isCADXBullish &&
|
|
!isPADXBullish;
|
|
|
|
//
|
|
bool isCADXSwitchedToBearish =
|
|
isZADXBearish &&
|
|
isCADXBearish &&
|
|
!isPADXBearish;
|
|
|
|
//
|
|
bool isPADXSwitchedToBullish =
|
|
isZADXBullish &&
|
|
isCADXBullish &&
|
|
isPADXBullish &&
|
|
!isP2ADXBullish;
|
|
|
|
//
|
|
bool isPADXSwitchedToBearish =
|
|
isZADXBearish &&
|
|
isCADXBearish &&
|
|
isPADXBearish &&
|
|
!isP2ADXBearish;
|
|
|
|
//
|
|
// Powering ...
|
|
|
|
//
|
|
bool isZADXHasBullishPower = zADXP > zADXN;
|
|
bool isZADXHasBearishPower = zADXN > zADXP;
|
|
|
|
//
|
|
bool isCADXHasBullishPower = cADXP > cADXN;
|
|
bool isCADXHasBearishPower = cADXN > cADXP;
|
|
|
|
//
|
|
bool isPADXHasBullishPower = pADXP > pADXN;
|
|
bool isPADXHasBearishPower = pADXN > pADXP;
|
|
|
|
//
|
|
bool isP2ADXHasBullishPower = p2ADXP > p2ADXN;
|
|
bool isP2ADXHasBearishPower = p2ADXN > p2ADXP;
|
|
|
|
//
|
|
bool isP3ADXHasBullishPower = p3ADXP > p3ADXN;
|
|
bool isP3ADXHasBearishPower = p3ADXN > p3ADXP;
|
|
|
|
//
|
|
bool isP4ADXHasBullishPower = p4ADXP > p4ADXN;
|
|
bool isP4ADXHasBearishPower = p4ADXN > p4ADXP;
|
|
|
|
//
|
|
bool isCADXSwitchedToBullishPower =
|
|
isZADXHasBullishPower &&
|
|
isCADXHasBullishPower &&
|
|
!isPADXHasBullishPower;
|
|
|
|
//
|
|
bool isCADXSwitchedToBearishPower =
|
|
isZADXHasBearishPower &&
|
|
isCADXHasBearishPower &&
|
|
!isPADXHasBearishPower;
|
|
|
|
//
|
|
bool isPADXSwitchedToBullishPower =
|
|
isZADXHasBullishPower &&
|
|
isCADXHasBullishPower &&
|
|
isPADXHasBullishPower &&
|
|
!isP2ADXHasBullishPower;
|
|
|
|
//
|
|
bool isPADXSwitchedToBearishPower =
|
|
isZADXHasBearishPower &&
|
|
isCADXHasBearishPower &&
|
|
isPADXHasBearishPower &&
|
|
!isP2ADXHasBearishPower;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isADXUp
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCADXSwitchedToBullish ||
|
|
isPADXSwitchedToBullish)
|
|
//
|
|
||
|
|
//
|
|
// Powering ...
|
|
(isCADXSwitchedToBullishPower ||
|
|
isPADXSwitchedToBullishPower)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isADXDown
|
|
//
|
|
||
|
|
//
|
|
// Trending ...
|
|
(isCADXSwitchedToBearish ||
|
|
isPADXSwitchedToBearish)
|
|
//
|
|
||
|
|
//
|
|
// Powering ...
|
|
(isCADXSwitchedToBearishPower ||
|
|
isPADXSwitchedToBearishPower)
|
|
//
|
|
);
|
|
|
|
//
|
|
// Apply Result ....
|
|
|
|
//
|
|
result =
|
|
result &&
|
|
(isBullishFilterd ||
|
|
isBearishFilterd);
|
|
}
|
|
}
|
|
|
|
//
|
|
// TREND Filter ...
|
|
if (config.filterBasedOnTrend)
|
|
{
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
// Reading Values ...
|
|
|
|
//
|
|
double zTrend = trigger.conditions.trendBuffer[zIDX];
|
|
double cTrend = trigger.conditions.trendBuffer[cIDX];
|
|
double pTrend = trigger.conditions.trendBuffer[pIDX];
|
|
double p2Trend = trigger.conditions.trendBuffer[p2IDX];
|
|
double p3Trend = trigger.conditions.trendBuffer[p3IDX];
|
|
double p4Trend = trigger.conditions.trendBuffer[p4IDX];
|
|
|
|
//
|
|
double trends[] = {
|
|
zTrend,
|
|
cTrend,
|
|
pTrend,
|
|
p2Trend,
|
|
p3Trend,
|
|
p4Trend //
|
|
};
|
|
double trendsMin = GetMin(trends);
|
|
double trendsMax = GetMax(trends);
|
|
double trendsAVG = GetAverage(trends);
|
|
|
|
//
|
|
double zTrendState = trigger.conditions.trendStateBuffer[zIDX];
|
|
double cTrendState = trigger.conditions.trendStateBuffer[cIDX];
|
|
double pTrendState = trigger.conditions.trendStateBuffer[pIDX];
|
|
double p2TrendState = trigger.conditions.trendStateBuffer[p2IDX];
|
|
double p3TrendState = trigger.conditions.trendStateBuffer[p3IDX];
|
|
double p4TrendState = trigger.conditions.trendStateBuffer[p4IDX];
|
|
|
|
//
|
|
// Preparing Conditions ...
|
|
|
|
//
|
|
// Grows ...
|
|
|
|
//
|
|
bool isTrendUp =
|
|
zTrend >= cTrend &&
|
|
cTrend >= trendsAVG &&
|
|
cTrend > trendsMin;
|
|
|
|
//
|
|
bool isTrendDown =
|
|
zTrend <= cTrend &&
|
|
cTrend <= trendsAVG &&
|
|
cTrend < trendsMax;
|
|
|
|
//
|
|
// Stating ...
|
|
|
|
//
|
|
bool isCTrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0;
|
|
|
|
//
|
|
bool isCTrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0;
|
|
|
|
//
|
|
bool isPTrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0 &&
|
|
pTrendState > 0;
|
|
|
|
//
|
|
bool isPTrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0 &&
|
|
pTrendState < 0;
|
|
|
|
//
|
|
bool isP2TrendBullish =
|
|
zTrendState > 0 &&
|
|
cTrendState > 0 &&
|
|
pTrendState > 0 &&
|
|
p2TrendState > 0;
|
|
|
|
//
|
|
bool isP2TrendBearish =
|
|
zTrendState < 0 &&
|
|
cTrendState < 0 &&
|
|
pTrendState < 0 &&
|
|
p2TrendState < 0;
|
|
|
|
//
|
|
bool isCTrendSwitchedToBullish =
|
|
isCTrendBullish &&
|
|
!isPTrendBullish;
|
|
|
|
//
|
|
bool isCTrendSwitchedToBearish =
|
|
isCTrendBearish &&
|
|
!isPTrendBearish;
|
|
|
|
//
|
|
bool isPTrendSwitchedToBullish =
|
|
isCTrendBullish &&
|
|
isPTrendBullish &&
|
|
!isP2TrendBullish;
|
|
|
|
//
|
|
bool isPTrendSwitchedToBearish =
|
|
isCTrendBearish &&
|
|
isPTrendBearish &&
|
|
!isP2TrendBearish;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isTrendUp
|
|
//
|
|
||
|
|
//
|
|
// Trend Stating ...
|
|
(isCTrendBullish &&
|
|
isPTrendBullish)
|
|
//
|
|
||
|
|
//
|
|
// Switching ...
|
|
(isCTrendSwitchedToBullish ||
|
|
isPTrendSwitchedToBullish)
|
|
//
|
|
);
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
(
|
|
//
|
|
// Grows ...
|
|
isTrendDown
|
|
//
|
|
||
|
|
//
|
|
// Trend Stating ...
|
|
(isCTrendBearish &&
|
|
isPTrendBearish)
|
|
//
|
|
||
|
|
//
|
|
// Switching ...
|
|
(isCTrendSwitchedToBearish ||
|
|
isPTrendSwitchedToBearish)
|
|
//
|
|
);
|
|
|
|
//
|
|
// Apply Result ....
|
|
|
|
//
|
|
result =
|
|
result &&
|
|
(isBullishFilterd ||
|
|
isBearishFilterd);
|
|
}
|
|
}
|
|
|
|
//
|
|
// SCORE Filter ...
|
|
if (config.filterBasedOnScores)
|
|
{
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
// Reading Values ...
|
|
|
|
//
|
|
double bullishScore = 0;
|
|
double bearishScore = 0;
|
|
|
|
//
|
|
trigger.conditions.GenerateScore(
|
|
bullishScore,
|
|
bearishScore //
|
|
);
|
|
|
|
//
|
|
// Preparing Conditions ...
|
|
|
|
//
|
|
bool isScoreBullish = bullishScore > bearishScore;
|
|
bool isScoreBearish = bearishScore > bullishScore;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
isScoreBullish;
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
isScoreBearish;
|
|
|
|
//
|
|
// Apply Result ....
|
|
|
|
//
|
|
result =
|
|
result &&
|
|
(isBullishFilterd ||
|
|
isBearishFilterd);
|
|
}
|
|
}
|
|
|
|
//
|
|
// VOLUME Filter ...
|
|
if (config.filterBasedOnVolumes)
|
|
{
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
// Reading Values ...
|
|
|
|
//
|
|
double bullishVolume = 0;
|
|
double bearishVolume = 0;
|
|
|
|
//
|
|
helper
|
|
.barAnalyser
|
|
.CalculateRangeVolume(
|
|
zBar,
|
|
bullishVolume,
|
|
bearishVolume,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
// Preparing Conditions ...
|
|
|
|
//
|
|
bool isVolumeBullish = bullishVolume > bearishVolume;
|
|
bool isVolumeBearish = bearishVolume > bullishVolume;
|
|
|
|
//
|
|
// Summarize Filtering ...
|
|
|
|
//
|
|
bool isBullishFilterd =
|
|
isBullish &&
|
|
isVolumeBullish;
|
|
|
|
//
|
|
bool isBearishFilterd =
|
|
isBearish &&
|
|
isVolumeBearish;
|
|
|
|
//
|
|
// Apply Result ....
|
|
|
|
//
|
|
result =
|
|
result &&
|
|
(isBullishFilterd ||
|
|
isBearishFilterd);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
trigger.Clean();
|
|
}
|
|
|
|
//
|
|
// Attach Configuration if Trigger Block Founded ...
|
|
if (result)
|
|
{
|
|
trigger.configuration = config;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Draw Specified Trigger Block ...
|
|
*
|
|
* @param trigger: XTriggerBlock instance Reference, specified Trigger Block to Draw
|
|
* @param objects: CArrayObj instance Reference Pointer, Objects Array for Providing Drawn Objects
|
|
* @param helper: XCXCAEAHelper instance Reference Pointer, XCAEA Market nalyser Helper for acc Drawer
|
|
* @param to: datetime, specified Time for update Trigger parts
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DrawTriggerBlock(
|
|
XTriggerBlock &trigger,
|
|
CArrayObj *&objects,
|
|
XCXCAEAHelper *helper,
|
|
datetime to = NULL //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Validate Args ...
|
|
result = helper != NULL &&
|
|
trigger.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Update To ...
|
|
bool canUpdateTo = IsValid(to);
|
|
if (canUpdateTo)
|
|
{
|
|
//
|
|
trigger.trigger.to = to;
|
|
trigger.rLiquidity.to = to;
|
|
trigger.fLiquidity.to = to;
|
|
}
|
|
|
|
//
|
|
// Draw OB ...
|
|
if (trigger.ob.IsValid())
|
|
{
|
|
//
|
|
XCBoxObject *iOBObj;
|
|
result = helper.poiDrawer.DrawBox(
|
|
trigger.ob,
|
|
iOBObj //
|
|
);
|
|
if (result)
|
|
{
|
|
objects.Add(iOBObj);
|
|
}
|
|
ZeroMemory(iOBObj);
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Draw FVG ...
|
|
if (trigger.fvg.IsValid())
|
|
{
|
|
//
|
|
XCBoxObject *iFVGObj;
|
|
result = helper.poiDrawer.DrawBox(
|
|
trigger.fvg,
|
|
iFVGObj //
|
|
);
|
|
if (result)
|
|
{
|
|
//
|
|
// Style Object ...
|
|
color clr =
|
|
trigger.fvg.IsBullish()
|
|
? clrAqua
|
|
: clrMagenta;
|
|
iFVGObj.BoxWidth(2);
|
|
iFVGObj.BoxColor(clr);
|
|
iFVGObj.BoxStyle(STYLE_SOLID);
|
|
|
|
//
|
|
// Store Object ...
|
|
objects.Add(iFVGObj);
|
|
}
|
|
ZeroMemory(iFVGObj);
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Draw Trigger ...
|
|
if (trigger.trigger.IsValid())
|
|
{
|
|
//
|
|
XCBoxObject *iTriggerObj;
|
|
result = helper.poiDrawer.DrawBox(
|
|
trigger.trigger,
|
|
iTriggerObj //
|
|
);
|
|
if (result)
|
|
{
|
|
objects.Add(iTriggerObj);
|
|
}
|
|
ZeroMemory(iTriggerObj);
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Draw Liquidities ...
|
|
|
|
//
|
|
// Reversla Liquidity ...
|
|
if (trigger.rLiquidity.IsValid())
|
|
{
|
|
//
|
|
XCBoxObject *iLiqObj;
|
|
result = helper.poiDrawer.DrawBox(
|
|
trigger.rLiquidity,
|
|
iLiqObj //
|
|
);
|
|
if (result)
|
|
{
|
|
objects.Add(iLiqObj);
|
|
}
|
|
ZeroMemory(iLiqObj);
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Following Liquidity ...
|
|
if (trigger.fLiquidity.IsValid())
|
|
{
|
|
//
|
|
XCBoxObject *iLiqObj;
|
|
result = helper.poiDrawer.DrawBox(
|
|
trigger.fLiquidity,
|
|
iLiqObj //
|
|
);
|
|
if (result)
|
|
{
|
|
objects.Add(iLiqObj);
|
|
}
|
|
ZeroMemory(iLiqObj);
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Draw Swing Bar ...
|
|
if (trigger.swingBar.IsValid())
|
|
{
|
|
//
|
|
color swingColor =
|
|
trigger.fvg.IsBullish()
|
|
? clrAqua
|
|
: clrMagenta;
|
|
ENUM_X_PRICE swingPType =
|
|
trigger.fvg.IsBullish()
|
|
? X_PRICE_LOW
|
|
: X_PRICE_HIGH;
|
|
|
|
//
|
|
XCBarArrowObject *swingObj;
|
|
result = helper.poiDrawer.CreateBarArrow(
|
|
trigger.swingBar,
|
|
swingObj,
|
|
swingPType,
|
|
159,
|
|
swingColor //
|
|
);
|
|
if (result)
|
|
{
|
|
objects.Add(swingObj);
|
|
}
|
|
ZeroMemory(swingObj);
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |