1177 lines
24 KiB
Plaintext
1177 lines
24 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XPOI
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// Description: Bar Analysing ...
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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://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-saherelm.base.class.mq5"
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//
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// Definitions ...
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//
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// Implementations ...
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class XCBarAnalyser : public XSCBase
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{
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//
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public:
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//
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//
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// Constructor(s) ...
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void XCBarAnalyser()
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{
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}
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//
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// Deconstructor ...
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void ~XCBarAnalyser()
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{
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}
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//
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// Getter(s) / Setter(s) ...
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//
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// Providers ...
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//
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// Actions ...
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//
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// Commons ...
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/**
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* Check Specified Bar's Range is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool HasExtendedRange(
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XOHCL &bar,
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int loopback = 3 //
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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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if (loopback < 3)
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{
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loopback = 3;
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}
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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int index = bar.Index();
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int start = index + 1;
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int end = start + loopback;
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int count = end - start;
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result = count >= 1;
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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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double sum = 0;
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XOHCL iBar = bar;
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for (int i = start; i < end; i++)
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{
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//
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bool isRetrieved = iBar.GetPreviousBar(iBar);
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if (!isRetrieved)
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{
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continue;
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}
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//
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sum += iBar.GetRange();
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}
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//
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result = sum > 0;
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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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double avg = sum / count;
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//
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result = bar.GetRange() >= avg;
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//
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return result;
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}
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/**
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* Check Specified Bar's Body is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool HasExtendedBody(
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XOHCL &bar,
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int loopback = 3 //
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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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if (loopback < 3)
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{
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loopback = 3;
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}
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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int index = bar.Index();
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int start = index + 1;
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int end = start + loopback;
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int count = end - start;
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result = count >= 1;
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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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double sum = 0;
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XOHCL iBar = bar;
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for (int i = start; i < end; i++)
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{
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//
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bool isRetrieved = iBar.GetPreviousBar(iBar);
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if (!isRetrieved)
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{
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continue;
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}
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//
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sum += iBar.GetBody();
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}
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//
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result = sum > 0;
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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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double avg = sum / count;
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//
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result = bar.GetBody() >= avg;
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//
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return result;
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}
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/**
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* Check Specified Bar's Body and Range is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsExtended(
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XOHCL &bar,
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int loopback = 3 //
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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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bool hasExtendedBody = HasExtendedBody(bar, loopback);
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bool hasExtendedRange = HasExtendedRange(bar, loopback);
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result = hasExtendedBody &&
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hasExtendedRange;
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//
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return result;
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}
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//
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// Rejection Bar ...
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/**
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* Check Specific Bar is Rejection Bar or not ...
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*
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* @param dir: ENUM_X_DIRECTION member, Specified Direction ...
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsRejectionBar(
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ENUM_X_DIRECTION &dir,
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XOHCL &bar,
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double strength //
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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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if (strength < 20)
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{
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strength = 20;
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}
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//
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dir = X_DIRECTION_NONE;
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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double barLowShadow = bar.GetLowShadow();
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double barHighShadow = bar.GetHighShadow();
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double barRange = bar.GetRange();
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double barRangePercent = barRange / 100;
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//
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bool isBullishRejectionBar =
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barLowShadow > barHighShadow &&
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barLowShadow > barRangePercent * 40;
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//
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bool isBearishRejectionBar =
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barHighShadow > barLowShadow &&
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barHighShadow > barRangePercent * 40;
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//
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result = isBullishRejectionBar ||
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isBearishRejectionBar;
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if (result)
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{
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//
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dir = isBullishRejectionBar
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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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return result;
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}
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/**
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* Check Specific Bar is Bullish Rejection Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBullishRejectionBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsRejectionBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BULLISH;
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//
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return result;
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}
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/**
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* Check Specific Bar is Bearish Rejection Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBearishRejectionBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsRejectionBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BEARISH;
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//
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return result;
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}
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//
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// Momentum Bar ...
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/**
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* Check Specific Bar is Momentum Bar or not ...
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*
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* @param dir: ENUM_X_DIRECTION member, Specified Direction ...
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsMomentumBar(
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ENUM_X_DIRECTION &dir,
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XOHCL &bar,
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double strength //
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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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if (strength < 50)
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{
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strength = 50;
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}
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//
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dir = X_DIRECTION_NONE;
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//
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double rangePercent = GetBarRangePercent(bar);
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bool isStrong = bar.GetBody() > rangePercent * strength;
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//
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result = isStrong;
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if (result)
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{
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//
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dir = bar.IsBullish()
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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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return result;
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}
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/**
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* Check Specific Bar is Bullish Momentum Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBullishMomentumBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsMomentumBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BULLISH;
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//
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return result;
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}
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/**
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* Check Specific Bar is Bearish Momentum Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBearishMomentumBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsMomentumBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BEARISH;
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//
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return result;
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}
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//
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// Engulfing ...
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/**
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* Check Bar is Engulfed or not ...
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*
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* @param dir: ENUM_X_DIRECTION member, Specified Direction ...
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* @param bar: XOHCL instance, Speciied Bar ...
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* @param loopback: Integer, loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsEngulfed(
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ENUM_X_DIRECTION &dir,
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XOHCL &bar,
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int loopback //
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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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dir = X_DIRECTION_NONE;
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//
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int hhIDX = 0;
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double hh = 0;
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//
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int llIDX = 0;
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double ll = 0;
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//
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result = CalculateLoopbackHLData(
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hhIDX,
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hh,
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llIDX,
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ll,
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bar,
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loopback //
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);
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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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result = bar.GetDown() < ll &&
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bar.GetUp() > hh;
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if (result)
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{
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//
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dir = bar.IsBullish()
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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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return result;
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}
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/**
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* Check Bar is Bullish Engulfed or not ...
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*
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* @param bar: XOHCL instance, Speciied Bar ...
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* @param loopback: Integer, loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsBullishEngulfed(
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XOHCL &bar,
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int loopback = 2 //
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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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ENUM_X_DIRECTION dir;
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result = IsEngulfed(
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dir,
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bar,
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loopback //
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);
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result =
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result &&
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dir == X_DIRECTION_BULLISH;
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//
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return result;
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}
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/**
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* Check Bar is Bearish Engulfed or not ...
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*
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* @param bar: XOHCL instance, Speciied Bar ...
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* @param loopback: Integer, loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsBearishEngulfed(
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XOHCL &bar,
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int loopback = 2 //
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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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ENUM_X_DIRECTION dir;
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result = IsEngulfed(
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dir,
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bar,
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loopback //
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);
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result =
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result &&
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dir == X_DIRECTION_BEARISH;
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//
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return result;
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}
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//
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// Bar CHOCH ...
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/**
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* Check Specified Bar Has CHOCH or not ...
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*
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* @param dir: ENUM_X_DIRECTION member, Specified Direction ...
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* @param bar: XOHCL instance, Speciied Bar ...
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* @param loopback: Integer, loopback Length ...
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* @param forceBody: Boolean, Specified Choch Happens only by Bar's Body ...
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*
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* @return ( bool )
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*/
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bool HasCHOCH(
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ENUM_X_DIRECTION &dir,
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XOHCL &bar,
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int loopback = 2,
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bool forceBody = false //
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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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dir = X_DIRECTION_NONE;
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//
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if (loopback < 1)
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{
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loopback = 1;
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}
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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|
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//
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string symbol = bar.symbol;
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ENUM_TIMEFRAMES period = bar.period;
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//
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// Calculate Loopback Data ...
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int index = -1;
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int start = -1;
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int end = -1;
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int count = -1;
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result = CalculateLoopBackData(
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index,
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start,
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end,
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count,
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bar,
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loopback //
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);
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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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//
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// Calculate Loopback HH and LL Data ...
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int hhIDX = -1;
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double hh = -1;
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int llIDX = -1;
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double ll = -1;
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result = CalculateLoopbackHLData(
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hhIDX,
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hh,
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llIDX,
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ll,
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bar,
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loopback //
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);
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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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//
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bool isBullishDirection =
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bar.high > hh &&
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bar.low > ll;
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bool isBearishDirection =
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bar.high < hh &&
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bar.low < ll;
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result = isBullishDirection ||
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isBearishDirection;
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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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//
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if (forceBody)
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{
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//
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|
isBullishDirection =
|
|
bar.GetUp() > hh &&
|
|
bar.GetDown() > ll;
|
|
isBearishDirection =
|
|
bar.GetUp() < hh &&
|
|
bar.GetDown() < ll;
|
|
result = isBullishDirection ||
|
|
isBearishDirection;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Check Bar's Direction in related to CHOCH Direction ...
|
|
result =
|
|
isBullishDirection
|
|
? bar.IsBullish()
|
|
: bar.IsBearish();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Set Direction ...
|
|
dir =
|
|
isBullishDirection
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
// Check Loopback End Bar ...
|
|
XOHCL endBar;
|
|
result = endBar.Init(
|
|
symbol,
|
|
period,
|
|
end - 1 //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// End Bar Must be InDirect by Specified Bar ...
|
|
result =
|
|
isBullishDirection
|
|
? endBar.IsBearish()
|
|
: endBar.IsBullish();
|
|
|
|
//
|
|
// Check Loopback for Directional Bars ...
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Specified Bar Has Bullish CHOCH or not ...
|
|
*
|
|
* @param bar: XOHCL instance, Speciied Bar ...
|
|
* @param loopback: Integer, loopback Length ...
|
|
* @param forceBody: Boolean, Specified Choch Happens only by Bar's Body ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasBullishCHOCH(
|
|
XOHCL &bar,
|
|
int loopback = 2,
|
|
bool forceBody = false //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
ENUM_X_DIRECTION dir;
|
|
result = HasCHOCH(
|
|
dir,
|
|
bar,
|
|
loopback,
|
|
forceBody //
|
|
);
|
|
result =
|
|
result &&
|
|
dir == X_DIRECTION_BULLISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Specified Bar Has Bearish CHOCH or not ...
|
|
*
|
|
* @param bar: XOHCL instance, Speciied Bar ...
|
|
* @param loopback: Integer, loopback Length ...
|
|
* @param forceBody: Boolean, Specified Choch Happens only by Bar's Body ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasBearishCHOCH(
|
|
XOHCL &bar,
|
|
int loopback = 2,
|
|
bool forceBody = false //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
ENUM_X_DIRECTION dir;
|
|
result = HasCHOCH(
|
|
dir,
|
|
bar,
|
|
loopback,
|
|
forceBody //
|
|
);
|
|
result =
|
|
result &&
|
|
dir == X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Directions ...
|
|
|
|
/**
|
|
* Check Specified Bar Possible Direction Pressure ...
|
|
*
|
|
* @param dir: ENUM_X_DIRECTION member ...
|
|
* @param bar: XOHCL instance, Specified Bar ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasDirection(
|
|
ENUM_X_DIRECTION &dir,
|
|
XOHCL &bar //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
result = bar.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bar isExtended or not ...
|
|
bool isExtended = IsExtended(
|
|
bar,
|
|
3 //
|
|
);
|
|
|
|
//
|
|
// Check Rejection ...
|
|
ENUM_X_DIRECTION rejectionDir;
|
|
bool isRejection = IsRejectionBar(rejectionDir, bar, 40);
|
|
bool isBullishRejection = isRejection &&
|
|
rejectionDir == X_DIRECTION_BULLISH;
|
|
bool isBearishRejection = isRejection &&
|
|
rejectionDir == X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
// Check Momentum ...
|
|
ENUM_X_DIRECTION momentumDir;
|
|
bool isMomentum = IsMomentumBar(momentumDir, bar, 40);
|
|
bool isBullisMomentumn = isMomentum &&
|
|
momentumDir == X_DIRECTION_BULLISH;
|
|
bool isBearishMomentum = isMomentum &&
|
|
momentumDir == X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
// Check Engulfing ...
|
|
ENUM_X_DIRECTION engulfDir;
|
|
bool isEngulfed = IsEngulfed(
|
|
engulfDir,
|
|
bar,
|
|
2 //
|
|
);
|
|
bool isBullishEngulfed = isEngulfed &&
|
|
engulfDir == X_DIRECTION_BULLISH;
|
|
bool isBearishEngulfed = isEngulfed &&
|
|
engulfDir == X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
// Check CHOCH ...
|
|
ENUM_X_DIRECTION chochDir;
|
|
bool hasCHOCH = HasCHOCH(
|
|
chochDir,
|
|
bar,
|
|
2,
|
|
false //
|
|
);
|
|
bool hasBullishCHOCH = hasCHOCH &&
|
|
chochDir == X_DIRECTION_BULLISH;
|
|
bool hasBearishCHOCH = hasCHOCH &&
|
|
chochDir == X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
bool hasBullishDirection =
|
|
//
|
|
isExtended &&
|
|
(hasBullishCHOCH ||
|
|
isBullishEngulfed) &&
|
|
(isBullisMomentumn ||
|
|
isBullishRejection)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool hasBearishDirection =
|
|
//
|
|
isExtended &&
|
|
(hasBearishCHOCH ||
|
|
isBearishEngulfed) &&
|
|
(isBearishMomentum ||
|
|
isBearishRejection)
|
|
//
|
|
;
|
|
|
|
//
|
|
result = hasBullishDirection ||
|
|
hasBearishDirection;
|
|
if (result)
|
|
{
|
|
//
|
|
dir = hasBullishDirection
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Specified Bar has Possibly Bullish Direction ...
|
|
*
|
|
* @param bar: XOHCL instance, Specified Bar ...
|
|
*
|
|
* @return ( virtual bool )
|
|
*/
|
|
virtual bool HasBullishDirection(
|
|
XOHCL &bar //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
ENUM_X_DIRECTION dir;
|
|
result = HasDirection(dir, bar);
|
|
result =
|
|
result &&
|
|
dir == X_DIRECTION_BULLISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Specified Bar has Possibly Bearish Direction ...
|
|
*
|
|
* @param bar: XOHCL instance, Specified Bar ...
|
|
*
|
|
* @return ( virtual bool )
|
|
*/
|
|
virtual bool HasBearishhDirection(
|
|
XOHCL &bar //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
ENUM_X_DIRECTION dir;
|
|
result = HasDirection(dir, bar);
|
|
result =
|
|
result &&
|
|
dir == X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
protected:
|
|
//
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
/**
|
|
* Calculate Loopback Data for Specific Bar ...
|
|
*
|
|
* @param index: Integer, Bar Current Index ...
|
|
* @param start: Integer, Start of Loopback ...
|
|
* @param end: Integer, End of Loopback ...
|
|
* @param count: Integer, Number of Calculating Bars ...
|
|
* @param bar: XOHCL instance, Specified Bar ...
|
|
* @param loopback: Integer, Loopback Length ...
|
|
* @return ( bool )
|
|
*/
|
|
bool CalculateLoopBackData(
|
|
int &index,
|
|
int &start,
|
|
int &end,
|
|
int &count,
|
|
XOHCL &bar,
|
|
int loopback = 1 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback < 1)
|
|
{
|
|
loopback = 1;
|
|
}
|
|
|
|
//
|
|
index = -1;
|
|
start = -1;
|
|
end = -1;
|
|
count = -1;
|
|
|
|
//
|
|
result = bar.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
index = bar.Index();
|
|
start = index + 1;
|
|
end = start + loopback;
|
|
count = end - start;
|
|
result = count >= 1;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Loopback HH & LL Data ...
|
|
*
|
|
* @param hhIDX: Integer, HH Index ...
|
|
* @param hh: Double, HH Value ...
|
|
* @param llIDX: Integer, LL Index ...
|
|
* @param ll: Double, LL Value ...
|
|
* @param bar: XOHCL instance ...
|
|
* @param loopback: Integer, Loopback Length ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool CalculateLoopbackHLData(
|
|
int &hhIDX,
|
|
double &hh,
|
|
int &llIDX,
|
|
double &ll,
|
|
XOHCL &bar,
|
|
int loopback //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback < 1)
|
|
{
|
|
loopback = 1;
|
|
}
|
|
|
|
//
|
|
int index = -1;
|
|
int start = -1;
|
|
int end = -1;
|
|
int count = -1;
|
|
result = CalculateLoopBackData(
|
|
index,
|
|
start,
|
|
end,
|
|
count,
|
|
bar,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
hhIDX = iHighest(
|
|
bar.symbol,
|
|
bar.period,
|
|
MODE_HIGH,
|
|
count,
|
|
start //
|
|
);
|
|
result = IsValidIndex(hhIDX);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
llIDX = iLowest(
|
|
bar.symbol,
|
|
bar.period,
|
|
MODE_LOW,
|
|
count,
|
|
start //
|
|
);
|
|
result = IsValidIndex(llIDX);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
hh = iHigh(
|
|
bar.symbol,
|
|
bar.period,
|
|
hhIDX //
|
|
);
|
|
ll = iLow(
|
|
bar.symbol,
|
|
bar.period,
|
|
llIDX //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Calculate Bar Range ...
|
|
*
|
|
* @param bar: XOHCL instance ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double GetBarRangePercent(XOHCL &bar)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
result = bar.GetRange() / 100;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
private:
|
|
//
|
|
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
//
|
|
};
|
|
|
|
// |