2485 lines
57 KiB
Plaintext
2485 lines
57 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 X121 SMC Signal Class
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// -------------------------------------------------
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// Name: X
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// Description: provide all Signalling functions ...
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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://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 "../../Libraries/x-trade.lib"
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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//
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// Definitions ...
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struct X121SMCStrategyXPVTSignalConditions
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{
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//
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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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double sl;
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double target;
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ENUM_X_DIRECTION dir;
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ENUM_X_POSITION_TYPES type;
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//
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// Setup Props ...
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//
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datetime setupTime;
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datetime triggerTime;
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//
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double pivot;
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double point;
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//
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double peak;
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datetime peakTime;
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//
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double higherPeak;
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datetime higherPeakTime;
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//
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double vale;
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datetime valeTime;
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//
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double lowerVale;
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datetime lowerValeTime;
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//
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ENUM_XPV_PIVOTS pvType;
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//
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XPVPivot pivotZone;
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//
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// Constructor ...
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X121SMCStrategyXPVTSignalConditions()
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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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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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sl = 0;
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target = 0;
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//
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dir = X_DIRECTION_NONE;
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type = X_POSITION_TYPE_NONE;
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//
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symbol = NULL;
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period = NULL;
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setupTime = NULL;
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triggerTime = NULL;
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//
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ExtensionClean();
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}
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/**
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* Check Condition is Setting Up ...
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*
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* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
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*
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* @return ( bool )
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*/
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bool IsSetuped()
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{
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//
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bool result = false;
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//
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result = IsValid(setupTime) &&
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HasDirection(dir);
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if (!result)
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{
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return result;
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}
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//
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return result;
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}
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/**
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* Calculate Setup Age ...
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*
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* @return ( int )
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*/
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int GetSetupAge()
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{
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//
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int result = 0;
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//
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if (!IsSetuped())
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{
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return result;
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}
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//
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result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
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//
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return result;
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}
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/**
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* Detect How we Can Trigger Signal ...
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*
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* @return ( bool )
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*/
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bool CanTrigger()
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{
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//
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bool result = false;
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//
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result =
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//
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sl > 0 &&
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IsValid(symbol) &&
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IsValid(period) &&
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IsValid(triggerTime) &&
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type != X_POSITION_TYPE_ALL &&
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type != X_POSITION_TYPE_NONE
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//
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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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// Extensions ...
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/**
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* Clean Additional Properties ...
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*/
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void ExtensionClean()
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{
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//
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pivot = 0;
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point = 0;
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//
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pvType = XPV_NONE;
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//
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peak = 0;
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peakTime = NULL;
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//
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higherPeak = 0;
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higherPeakTime = NULL;
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//
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vale = 0;
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valeTime = NULL;
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//
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lowerVale = 0;
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lowerValeTime = NULL;
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//
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pivotZone.Clean();
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}
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//
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bool HasPeak()
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{
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//
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bool result = false;
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//
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result =
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peak > 0 &&
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IsValid(peakTime);
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//
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return result;
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}
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//
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bool HasHigherPeak()
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{
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//
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bool result = false;
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//
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result =
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higherPeak > 0 &&
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IsValid(higherPeakTime);
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//
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return result;
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}
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//
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bool HasVale()
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{
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//
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bool result = false;
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//
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result =
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vale > 0 &&
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IsValid(valeTime);
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//
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return result;
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}
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//
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bool HasLowerVale()
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{
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//
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bool result = false;
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//
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result =
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lowerVale > 0 &&
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IsValid(lowerValeTime);
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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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// Signaller Data Sources ...
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X121SMCStrategyXPVTSignalConditions mXPVTConditions;
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X121SMCStrategyXPVTSignalConditions mXPVTConditionsCollection[];
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//
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// Extension Functions ...
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//
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// Detect Setup Conditions ...
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bool DetectX121SMCXPVTSiganlSetup(
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string _symbol,
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ENUM_TIMEFRAMES _period,
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//
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X121SMCStrategyXPVTSignalConditions &conditions,
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//
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XC121SMCCycleHelper *triggerCycleHelper,
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XC121SMCCycleHelper *decisionCycleHelper,
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XC121SMCCycleHelper *analyseCycleHelper,
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XC121SMCCycleHelper *verificationCycleHelper,
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XC121SMCCycleHelper *consolidationCycleHelper,
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XC121SMCCycleHelper *visionCycleHelper
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//
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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 isBullish = false;
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bool isBearish = false;
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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string symbol = _symbol;
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ENUM_TIMEFRAMES period = _period;
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//
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conditions.symbol = symbol;
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conditions.period = period;
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//
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XOHCL zBar;
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result = decisionCycleHelper.GetBar(
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zBar,
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zIndex //
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);
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// zBar.Init(
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// symbol,
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// period,
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// zIndex //
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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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XOHCL cBar;
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result = decisionCycleHelper.GetBar(
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cBar,
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cIndex //
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);
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// cBar.Init(
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// symbol,
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// period,
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// cIndex //
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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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XOHCL pBar;
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result = decisionCycleHelper.GetBar(
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pBar,
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pIndex //
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);
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// pBar.Init(
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// symbol,
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// period,
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// pIndex //
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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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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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int swingLoopback = 3;
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double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
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double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
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double llDown = cBar.FindLowesttDown(swingLoopback);
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double hhUp = cBar.FindHighestUp(swingLoopback);
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//
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// Cycles Conditions ...
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//
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// Trigger ...
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ENUM_XPOI_EVENTS triggerPoiEvents[];
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ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
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X121SMCCycleConditions triggerConditions;
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result = triggerCycleHelper.GetConditions(
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triggerCycleEvents,
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triggerPoiEvents,
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triggerConditions,
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zIndex,
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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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// Decision ...
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ENUM_XPOI_EVENTS decisionPoiEvents[];
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ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
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X121SMCCycleConditions decisionConditions;
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result = decisionCycleHelper.GetConditions(
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decisionCycleEvents,
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decisionPoiEvents,
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decisionConditions,
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zIndex,
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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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// Analyse ...
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ENUM_XPOI_EVENTS analysePoiEvents[];
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ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
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X121SMCCycleConditions analyseConditions;
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result = analyseCycleHelper.GetConditions(
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analyseCycleEvents,
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analysePoiEvents,
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analyseConditions,
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zIndex,
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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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// Verification ...
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ENUM_XPOI_EVENTS verificationPoiEvents[];
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ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
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X121SMCCycleConditions verificationConditions;
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result = verificationCycleHelper.GetConditions(
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verificationCycleEvents,
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verificationPoiEvents,
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verificationConditions,
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zIndex,
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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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// Consolidation ...
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ENUM_XPOI_EVENTS consolidationPoiEvents[];
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ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
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X121SMCCycleConditions consolidationConditions;
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result = consolidationCycleHelper.GetConditions(
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consolidationCycleEvents,
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consolidationPoiEvents,
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consolidationConditions,
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zIndex,
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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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// Vision ...
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ENUM_XPOI_EVENTS visionPoiEvents[];
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ENUM_X_CYCLE_EVENTS visionCycleEvents[];
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X121SMCCycleConditions visionConditions;
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result = visionCycleHelper.GetConditions(
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visionCycleEvents,
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visionPoiEvents,
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visionConditions,
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zIndex,
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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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// Cycles POI States ...
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XPOIState triggerState = triggerConditions.state;
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XPOIState decisionState = decisionConditions.state;
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XPOIState analyseState = analyseConditions.state;
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XPOIState verificationState = verificationConditions.state;
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XPOIState consolidationState = consolidationConditions.state;
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XPOIState visionState = visionConditions.state;
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//
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// Cycle X121Conditions ...
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X121Conditions triggerXConditions = triggerConditions.x121Conditions;
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X121Conditions decisionXConditions = decisionConditions.x121Conditions;
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X121Conditions analyseXConditions = analyseConditions.x121Conditions;
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X121Conditions verificationXConditions = verificationConditions.x121Conditions;
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X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
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X121Conditions visionXConditions = visionConditions.x121Conditions;
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//
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// Setup Conditions ...
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//
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// Detect Trend ...
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//
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// Consolidation ...
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ENUM_X_DIRECTION consolidationTrendDir;
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bool hasConsolidationTrend =
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consolidationCycleHelper
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.DetectMarketStructure(
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consolidationTrendDir //
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);
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bool hasConsolidationBullishTrend =
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hasConsolidationTrend &&
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IsBullish(consolidationTrendDir);
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bool hasConsolidationBearishTrend =
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hasConsolidationTrend &&
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IsBearish(consolidationTrendDir);
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//
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// Verification ...
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ENUM_X_DIRECTION verificationTrendDir;
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bool hasVerificationTrend =
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verificationCycleHelper
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.DetectMarketStructure(
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verificationTrendDir //
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);
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bool hasVerificationBullishTrend =
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hasVerificationTrend &&
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IsBullish(verificationTrendDir);
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bool hasVerificationBearishTrend =
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hasVerificationTrend &&
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IsBearish(verificationTrendDir);
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//
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// Analyse ...
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ENUM_X_DIRECTION analyseTrendDir;
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bool hasAnalyseTrend =
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analyseCycleHelper
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.DetectMarketStructure(
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analyseTrendDir //
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);
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bool hasAnalyseBullishTrend =
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hasAnalyseTrend &&
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IsBullish(analyseTrendDir);
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bool hasAnalyseBearishTrend =
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hasAnalyseTrend &&
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IsBearish(analyseTrendDir);
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//
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// Decision ...
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ENUM_X_DIRECTION decisionTrendDir;
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bool hasDecisionTrend =
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decisionCycleHelper
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.DetectMarketStructure(
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decisionTrendDir //
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);
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bool hasDecisionBullishTrend =
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hasDecisionTrend &&
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IsBullish(decisionTrendDir);
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bool hasDecisionBearishTrend =
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hasDecisionTrend &&
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IsBearish(decisionTrendDir);
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//
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// Detect Bar State ...
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//
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// PinBar ...
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ENUM_X_DIRECTION cBarPinDir;
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bool isCBarPin = decisionCycleHelper
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.mBarAnalyser
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.IsPinBar(
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cBar,
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cBarPinDir,
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1 //
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);
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bool isCBarBullishPin =
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isCBarPin &&
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IsBullish(cBarPinDir);
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bool isCBarBearishPin =
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isCBarPin &&
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IsBearish(cBarPinDir);
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//
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// Engulf ...
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ENUM_X_DIRECTION cBarEngulfDir;
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bool isCBarEngulfed = decisionCycleHelper
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.mBarAnalyser
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.IsEngulfBar(
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cBar,
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cBarEngulfDir,
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0 // Extended ...
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);
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bool isCBarBullishEngulfed =
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isCBarEngulfed &&
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IsBullish(cBarEngulfDir);
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bool isCBarBearishEngulfed =
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isCBarEngulfed &&
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IsBearish(cBarEngulfDir);
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//
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// Momentum ...
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ENUM_X_DIRECTION cBarMomentumDir;
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bool isCBarMomentum = decisionCycleHelper
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.mBarAnalyser
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.IsMomentumBar(
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cBar,
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cBarMomentumDir,
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0 // Extended ...
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);
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bool isCBarBullishMomentum =
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isCBarMomentum &&
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IsBullish(cBarMomentumDir);
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bool isCBarBearishMomentum =
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isCBarMomentum &&
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IsBearish(cBarMomentumDir);
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//
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// Reject ...
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ENUM_X_DIRECTION cBarRejectDir;
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bool isCBarRejected = decisionCycleHelper
|
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.mBarAnalyser
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.IsRejectionBar(
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cBar,
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cBarRejectDir,
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0 // Extended ...
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);
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bool isCBarBullishRejected =
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isCBarRejected &&
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IsBullish(cBarRejectDir);
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bool isCBarBearishRejected =
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isCBarRejected &&
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IsBearish(cBarRejectDir);
|
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|
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//
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|
// Pull Back ...
|
|
ENUM_X_DIRECTION cBarPullbackDir;
|
|
bool isCBarPullbacked =
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|
decisionCycleHelper
|
|
.mBarAnalyser
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|
.HasPullBack(
|
|
cBarPullbackDir,
|
|
cBar //
|
|
);
|
|
bool isCBarBullishPullbacked =
|
|
isCBarPullbacked &&
|
|
IsBullish(cBarPullbackDir);
|
|
bool isCBarBearishPullbacked =
|
|
isCBarPullbacked &&
|
|
IsBearish(cBarPullbackDir);
|
|
|
|
//
|
|
// HH/LL Break ...
|
|
|
|
//
|
|
bool isCBarBreaksUpHH = IsBarBreak(
|
|
hh,
|
|
X_DIRECTION_BULLISH,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
bool isCBarBreaksDownLL = IsBarBreak(
|
|
hh,
|
|
X_DIRECTION_BEARISH,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
// Bars Pattern and Power and Pressures ...
|
|
|
|
//
|
|
bool hasCBarBullishPattern =
|
|
decisionCycleHelper
|
|
.mBarAnalyser
|
|
.HasBullishPattern(
|
|
cBar,
|
|
2 //
|
|
);
|
|
|
|
//
|
|
bool hasCBarBearishPattern =
|
|
decisionCycleHelper
|
|
.mBarAnalyser
|
|
.HasBearishPattern(
|
|
cBar,
|
|
2 //
|
|
);
|
|
|
|
//
|
|
bool isCBarHasBullishPower =
|
|
decisionCycleHelper
|
|
.mBarAnalyser
|
|
.HasBullishPower(
|
|
cBar,
|
|
2 //
|
|
);
|
|
|
|
//
|
|
bool isCBarHasBearishPower =
|
|
decisionCycleHelper
|
|
.mBarAnalyser
|
|
.HasBearishPower(
|
|
cBar,
|
|
2 //
|
|
);
|
|
|
|
//
|
|
bool isCBarHasBullishPressure =
|
|
decisionCycleHelper
|
|
.mBarAnalyser
|
|
.HasBullishPressure(
|
|
cBar,
|
|
2 //
|
|
);
|
|
|
|
//
|
|
bool isCBarHasBearishPressure =
|
|
decisionCycleHelper
|
|
.mBarAnalyser
|
|
.HasBearishPressure(
|
|
cBar,
|
|
2 //
|
|
);
|
|
|
|
//
|
|
// Bar Checking Summary ...
|
|
|
|
//
|
|
// Bullish ...
|
|
bool isCBarBullishFormed =
|
|
//
|
|
(
|
|
//
|
|
hasCBarBullishPattern &&
|
|
isCBarHasBullishPower &&
|
|
isCBarHasBullishPressure
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
(
|
|
//
|
|
isCBarBullishPin ||
|
|
isCBarBreaksUpHH ||
|
|
isCBarBullishEngulfed ||
|
|
isCBarBullishMomentum ||
|
|
isCBarBullishRejected
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
// Bearish ...
|
|
bool isCBarBearishFormed =
|
|
//
|
|
(
|
|
//
|
|
hasCBarBearishPattern &&
|
|
isCBarHasBearishPower &&
|
|
isCBarHasBearishPressure
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
(
|
|
//
|
|
isCBarBearishPin ||
|
|
isCBarBreaksDownLL ||
|
|
isCBarBearishEngulfed ||
|
|
isCBarBearishMomentum ||
|
|
isCBarBearishRejected
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
// Now we Have to Detect Higher Peak and Lower Vale
|
|
// Zones ...
|
|
|
|
//
|
|
bool hasPeak = conditions.HasPeak();
|
|
bool hasVale = conditions.HasVale();
|
|
|
|
//
|
|
int higherPeakIDX = -1;
|
|
int higherPeakStartIDX = -1;
|
|
datetime higherPeakTime = NULL;
|
|
double higherPeak = decisionCycleHelper
|
|
.mX121Helper
|
|
.xpvHelper
|
|
.GetHigherPeak(
|
|
higherPeakIDX,
|
|
decisionXConditions.peaksBuffer[1] //
|
|
);
|
|
bool hasHigherPeak =
|
|
higherPeak > 0 &&
|
|
IsValidIndex(higherPeakIDX);
|
|
if (hasHigherPeak)
|
|
{
|
|
//
|
|
// Detect Higher Peak Start Index ...
|
|
int idx = higherPeakIDX;
|
|
bool canContinue = true;
|
|
while (canContinue)
|
|
{
|
|
//
|
|
double iPeak = decisionCycleHelper
|
|
.mX121Helper
|
|
.xpvHelper
|
|
.GetPeak(idx);
|
|
canContinue = iPeak == higherPeak;
|
|
if (!canContinue)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
idx++;
|
|
}
|
|
|
|
//
|
|
if (idx > higherPeakIDX)
|
|
{
|
|
higherPeakStartIDX = idx - 1;
|
|
}
|
|
}
|
|
|
|
//
|
|
int lowerValeIDX = -1;
|
|
int lowerValeStartIDX = -1;
|
|
datetime lowerValeTime = NULL;
|
|
double lowerVale = decisionCycleHelper
|
|
.mX121Helper
|
|
.xpvHelper
|
|
.GetLowerVale(
|
|
lowerValeIDX,
|
|
decisionXConditions.valesBuffer[1] //
|
|
);
|
|
bool hasLowerVale =
|
|
lowerVale > 0 &&
|
|
IsValidIndex(lowerValeIDX);
|
|
if (hasLowerVale)
|
|
{
|
|
//
|
|
// Detect Lower Vale Start Index ...
|
|
int idx = lowerValeIDX;
|
|
bool canContinue = true;
|
|
while (canContinue)
|
|
{
|
|
//
|
|
double iVale = decisionCycleHelper
|
|
.mX121Helper
|
|
.xpvHelper
|
|
.GetVale(idx);
|
|
canContinue = iVale == lowerVale;
|
|
if (!canContinue)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
idx++;
|
|
}
|
|
|
|
//
|
|
if (idx > lowerValeIDX)
|
|
{
|
|
lowerValeStartIDX = idx - 1;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (hasHigherPeak)
|
|
{
|
|
//
|
|
XOHCL higherPeakStartBar;
|
|
bool isInited = higherPeakStartBar.Init(
|
|
symbol,
|
|
period,
|
|
higherPeakStartIDX //
|
|
);
|
|
if (isInited)
|
|
{
|
|
higherPeakTime = higherPeakStartBar.time;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (hasLowerVale)
|
|
{
|
|
//
|
|
XOHCL lowerValeStartBar;
|
|
bool isInited = lowerValeStartBar.Init(
|
|
symbol,
|
|
period,
|
|
lowerValeStartIDX //
|
|
);
|
|
if (isInited)
|
|
{
|
|
lowerValeTime = lowerValeStartBar.time;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Detect Pivot ...
|
|
|
|
//
|
|
double pivotPremiumDiscount = 0;
|
|
|
|
//
|
|
bool isPivotUpperUpBreaked = false;
|
|
bool isPivotUpperDownBreaked = false;
|
|
bool isPivotUpperDownRejected = false;
|
|
|
|
//
|
|
bool isPivotLowerUpBreaked = false;
|
|
bool isPivotLowerUpRejected = false;
|
|
bool isPivotLowerDownBreaked = false;
|
|
|
|
//
|
|
bool isPriceInPivotPremium = false;
|
|
bool isPriceInPivotDiscount = false;
|
|
|
|
//
|
|
bool isPivotPremiumUpBreaked = false;
|
|
bool isPivotPremiumDownBreaked = false;
|
|
bool isPivotPremiumUpRejected = false;
|
|
bool isPivotPremiumDownRejected = false;
|
|
|
|
//
|
|
bool isPivotDiscountUpBreaked = false;
|
|
bool isPivotDiscountDownBreaked = false;
|
|
bool isPivotDiscountUpRejected = false;
|
|
bool isPivotDiscountDownRejected = false;
|
|
|
|
//
|
|
bool hasPivot = conditions.pivotZone.IsValid();
|
|
|
|
//
|
|
if (!hasPivot)
|
|
{
|
|
//
|
|
bool isSamePeaks = decisionXConditions.peaksBuffer[1] ==
|
|
decisionXConditions.peaksBuffer[2] &&
|
|
decisionXConditions.peaksBuffer[2] ==
|
|
decisionXConditions.peaksBuffer[3];
|
|
bool isSameCyclePeaks = decisionXConditions.peaksBuffer[1] ==
|
|
analyseXConditions.peaksBuffer[1] &&
|
|
analyseXConditions.peaksBuffer[1] ==
|
|
verificationXConditions.peaksBuffer[1];
|
|
//
|
|
bool isSameVales = decisionXConditions.valesBuffer[1] ==
|
|
decisionXConditions.valesBuffer[2] &&
|
|
decisionXConditions.valesBuffer[2] ==
|
|
decisionXConditions.valesBuffer[3];
|
|
bool isSameCycleVales = decisionXConditions.valesBuffer[1] ==
|
|
analyseXConditions.valesBuffer[1] &&
|
|
analyseXConditions.valesBuffer[1] ==
|
|
verificationXConditions.valesBuffer[1];
|
|
|
|
//
|
|
bool isNewPeak =
|
|
!hasPeak &&
|
|
hasLowerVale &&
|
|
hasHigherPeak &&
|
|
decisionXConditions.isNewPeakUnderLast;
|
|
if (isNewPeak)
|
|
{
|
|
//
|
|
conditions.pvType = XPV_PEAK;
|
|
|
|
//
|
|
conditions.peakTime = cTime;
|
|
conditions.peak = decisionXConditions.peaksBuffer[1];
|
|
|
|
//
|
|
conditions.higherPeakTime = higherPeakTime;
|
|
conditions.higherPeak = higherPeak;
|
|
|
|
//
|
|
conditions.valeTime = cTime;
|
|
conditions.vale = decisionXConditions.valesBuffer[1];
|
|
|
|
//
|
|
conditions.lowerValeTime = lowerValeTime;
|
|
conditions.lowerVale = lowerVale;
|
|
|
|
//
|
|
hasPeak = conditions.HasPeak();
|
|
hasVale = conditions.HasVale();
|
|
}
|
|
|
|
//
|
|
bool isNewVale =
|
|
!hasVale &&
|
|
!isNewPeak &&
|
|
hasLowerVale &&
|
|
hasHigherPeak &&
|
|
decisionXConditions.isNewValeOverLast;
|
|
if (isNewVale)
|
|
{
|
|
//
|
|
conditions.pvType = XPV_PEAK;
|
|
|
|
//
|
|
conditions.peakTime = cTime;
|
|
conditions.peak = decisionXConditions.peaksBuffer[1];
|
|
|
|
//
|
|
conditions.higherPeakTime = higherPeakTime;
|
|
conditions.higherPeak = higherPeak;
|
|
|
|
//
|
|
conditions.valeTime = cTime;
|
|
conditions.vale = decisionXConditions.valesBuffer[1];
|
|
|
|
//
|
|
conditions.lowerValeTime = lowerValeTime;
|
|
conditions.lowerVale = lowerVale;
|
|
|
|
//
|
|
hasPeak = conditions.HasPeak();
|
|
hasVale = conditions.HasVale();
|
|
}
|
|
|
|
//
|
|
if (isNewPeak || isNewVale)
|
|
{
|
|
//
|
|
XPVPivot pivot;
|
|
|
|
//
|
|
pivot.symbol = symbol;
|
|
pivot.period = period;
|
|
|
|
//
|
|
pivot.repetition = MathMax(
|
|
higherPeakIDX,
|
|
lowerValeIDX //
|
|
);
|
|
pivot.type = conditions.pvType;
|
|
|
|
//
|
|
pivot.upper = higherPeak;
|
|
pivot.lower = lowerVale;
|
|
|
|
//
|
|
bool isHigherPeakOlder =
|
|
conditions.higherPeakTime < conditions.lowerValeTime;
|
|
|
|
//
|
|
pivot.to = cTime;
|
|
pivot.from =
|
|
isHigherPeakOlder
|
|
? conditions.higherPeakTime
|
|
: conditions.lowerValeTime;
|
|
|
|
//
|
|
pivot.type =
|
|
isHigherPeakOlder
|
|
? XPV_PEAK
|
|
: XPV_VALE;
|
|
|
|
//
|
|
hasPivot = pivot.IsValid();
|
|
if (hasPivot)
|
|
{
|
|
conditions.pivotZone = pivot;
|
|
}
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
// Has Pivot ...
|
|
hasPivot = conditions.pivotZone.IsValid();
|
|
}
|
|
|
|
//
|
|
if (hasPivot)
|
|
{
|
|
//
|
|
// Check Pivot Validation ...
|
|
|
|
//
|
|
bool isPivotDied =
|
|
//
|
|
(cBar.low > conditions.pivotZone.upper &&
|
|
cBar.close > conditions.pivotZone.upper)
|
|
//
|
|
||
|
|
//
|
|
(cBar.high < conditions.pivotZone.lower &&
|
|
cBar.close < conditions.pivotZone.lower)
|
|
//
|
|
;
|
|
if (isPivotDied)
|
|
{
|
|
conditions.Clean();
|
|
}
|
|
|
|
//
|
|
hasPivot = conditions.pivotZone.IsValid();
|
|
if (hasPivot)
|
|
{
|
|
//
|
|
// Detect Pivot States ...
|
|
|
|
//
|
|
XPOIState analysePivotState;
|
|
DetectPivotPOIs(
|
|
conditions.pivotZone,
|
|
analyseState,
|
|
analysePivotState //
|
|
);
|
|
|
|
//
|
|
XPOIState decisionPivotState;
|
|
DetectPivotPOIs(
|
|
conditions.pivotZone,
|
|
decisionState,
|
|
decisionPivotState //
|
|
);
|
|
|
|
//
|
|
// Combine two State ...
|
|
XPOIState combinedPivotState;
|
|
XPOIState iStates[];
|
|
// AddRef(
|
|
// analysePivotState,
|
|
// iStates //
|
|
// );
|
|
AddRef(
|
|
decisionPivotState,
|
|
iStates //
|
|
);
|
|
CombineStates(
|
|
combinedPivotState,
|
|
iStates //
|
|
);
|
|
combinedPivotState = decisionPivotState;
|
|
|
|
//
|
|
ArrayFree(iStates);
|
|
|
|
//
|
|
combinedPivotState.time = decisionPivotState.time;
|
|
combinedPivotState.symbol = decisionPivotState.symbol;
|
|
combinedPivotState.period = decisionPivotState.period;
|
|
|
|
//
|
|
// Hold Only Areas Which on Upper or Lower bondary of Pivot Zone ...
|
|
FilterPivotState(
|
|
conditions.pivotZone,
|
|
combinedPivotState //
|
|
);
|
|
|
|
//
|
|
conditions.pivotZone.state = combinedPivotState;
|
|
|
|
//
|
|
// Calculate Pivot Ticks Zone ...
|
|
|
|
//
|
|
int ticksLevels = decisionCycleHelper
|
|
.mPOIDetector
|
|
.TicksRangeZoneLevel();
|
|
int ticksRange = decisionCycleHelper
|
|
.mPOIDetector
|
|
.TicksRangeZoneRange();
|
|
|
|
//
|
|
CalculatePivotTickZone(
|
|
conditions.pivotZone,
|
|
ticksLevels,
|
|
ticksRange //
|
|
);
|
|
|
|
//
|
|
// Try to Fill up Pivot Conditions ...
|
|
|
|
//
|
|
XOHCL pivotCBar;
|
|
bool isCInited = triggerCycleHelper.GetBar(
|
|
pivotCBar,
|
|
cIndex //
|
|
);
|
|
|
|
//
|
|
XOHCL pivotPBar;
|
|
bool isPInited = triggerCycleHelper.GetBar(
|
|
pivotPBar,
|
|
pIndex //
|
|
);
|
|
|
|
//
|
|
double upper = conditions.pivotZone.upper;
|
|
double lower = conditions.pivotZone.lower;
|
|
pivotPremiumDiscount = conditions.pivotZone.CalculateMid();
|
|
|
|
//
|
|
// Pivot Upper ...
|
|
|
|
//
|
|
isPivotUpperUpBreaked =
|
|
isCInited &&
|
|
IsBarBreak(
|
|
upper,
|
|
X_DIRECTION_BULLISH,
|
|
pivotCBar //
|
|
);
|
|
|
|
//
|
|
isPivotUpperDownBreaked =
|
|
isCInited &&
|
|
IsBarBreak(
|
|
upper,
|
|
X_DIRECTION_BEARISH,
|
|
pivotCBar //
|
|
);
|
|
|
|
//
|
|
isPivotUpperDownRejected =
|
|
isCInited &&
|
|
IsBarReject(
|
|
upper,
|
|
X_DIRECTION_BEARISH,
|
|
pivotCBar //
|
|
);
|
|
|
|
//
|
|
// Pivot Lower ...
|
|
|
|
//
|
|
isPivotLowerUpBreaked =
|
|
isCInited &&
|
|
IsBarBreak(
|
|
lower,
|
|
X_DIRECTION_BULLISH,
|
|
pivotCBar //
|
|
);
|
|
|
|
//
|
|
isPivotLowerUpRejected =
|
|
isCInited &&
|
|
IsBarReject(
|
|
lower,
|
|
X_DIRECTION_BULLISH,
|
|
pivotCBar //
|
|
);
|
|
|
|
//
|
|
isPivotLowerDownBreaked =
|
|
isCInited &&
|
|
IsBarBreak(
|
|
lower,
|
|
X_DIRECTION_BEARISH,
|
|
pivotCBar //
|
|
);
|
|
|
|
//
|
|
// Pivot Premium / Discount ...
|
|
|
|
//
|
|
bool isPriceInPivotPremium =
|
|
isCInited &&
|
|
ask < upper &&
|
|
bid < upper &&
|
|
ask > pivotPremiumDiscount &&
|
|
bid > pivotPremiumDiscount;
|
|
|
|
//
|
|
bool isPriceInPivotDiscount =
|
|
isCInited &&
|
|
ask > lower &&
|
|
bid > lower &&
|
|
ask < pivotPremiumDiscount &&
|
|
bid < pivotPremiumDiscount;
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
isPivotPremiumUpBreaked =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarBreak(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BULLISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.high > pivotPremiumDiscount;
|
|
|
|
//
|
|
isPivotPremiumDownBreaked =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarBreak(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BEARISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.high > pivotPremiumDiscount;
|
|
|
|
//
|
|
isPivotPremiumUpRejected =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarReject(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BULLISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.high > pivotPremiumDiscount;
|
|
|
|
//
|
|
isPivotPremiumDownRejected =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarReject(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BEARISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.high > pivotPremiumDiscount;
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
isPivotDiscountUpBreaked =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarBreak(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BULLISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.low < pivotPremiumDiscount;
|
|
|
|
//
|
|
isPivotDiscountDownBreaked =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarBreak(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BEARISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.low < pivotPremiumDiscount;
|
|
|
|
//
|
|
isPivotDiscountUpRejected =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarReject(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BULLISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.low < pivotPremiumDiscount;
|
|
|
|
//
|
|
isPivotDiscountDownRejected =
|
|
isCInited &&
|
|
isPInited &&
|
|
IsBarReject(
|
|
pivotPremiumDiscount,
|
|
X_DIRECTION_BEARISH,
|
|
pivotCBar //
|
|
) &&
|
|
pivotPBar.low < pivotPremiumDiscount;
|
|
|
|
//
|
|
// Detect Bar Patterns ...
|
|
|
|
//
|
|
if (isCBarBullishRejected)
|
|
{
|
|
//
|
|
int count = conditions.pivotZone.state.CountBullishRejectionBars();
|
|
isCBarBullishRejected = IsValidSize(count);
|
|
if (isCBarBullishRejected)
|
|
{
|
|
//
|
|
bool hasBar = false;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCRejectionBar *iBar = conditions.pivotZone.state.bullishRejectionBars[i];
|
|
|
|
//
|
|
hasBar = iBar.BarTime() == cBar.time;
|
|
if (hasBar)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
isCBarBullishRejected = hasBar;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (isCBarBearishRejected)
|
|
{
|
|
//
|
|
int count = conditions.pivotZone.state.CountBearishRejectionBars();
|
|
isCBarBearishRejected = IsValidSize(count);
|
|
if (isCBarBearishRejected)
|
|
{
|
|
//
|
|
bool hasBar = false;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCRejectionBar *iBar = conditions.pivotZone.state.bearishRejectionBars[i];
|
|
|
|
//
|
|
hasBar = iBar.BarTime() == cBar.time;
|
|
if (hasBar)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
isCBarBearishRejected = hasBar;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Draw Pivot ...
|
|
// XCBaseObject *drawnObjects[];
|
|
// triggerCycleHelper.mPOIDetector.mDrawer.DrawPivot(
|
|
// conditions.pivotZone,
|
|
// drawnObjects,
|
|
// true, // Draw State ...
|
|
// false, // State As Box ...
|
|
// true // Tick Zone ...
|
|
// );
|
|
}
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
// Summarize Conditions ...
|
|
|
|
//
|
|
bool isCondition1Bullish =
|
|
//
|
|
hasPivot &&
|
|
//
|
|
// XSTR ...
|
|
decisionXConditions.isStrBullish &&
|
|
//
|
|
// XCHE ...
|
|
(consolidationXConditions.isCheBullish &&
|
|
consolidationXConditions.isClosedOverCheMin &&
|
|
cBar.low > consolidationXConditions.cheMax) &&
|
|
//
|
|
// XPV ...
|
|
(isCBarBullishRejected &&
|
|
pBar.open > cBar.close &&
|
|
decisionXConditions.isNewValeUnderLast &&
|
|
decisionXConditions.valesBuffer[1] > conditions.pivotZone.lower) &&
|
|
//
|
|
true
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCondition1Bearish =
|
|
//
|
|
hasPivot &&
|
|
//
|
|
// XSTR ...
|
|
decisionXConditions.isStrBearish &&
|
|
//
|
|
// XCHE ...
|
|
(consolidationXConditions.isCheBearish &&
|
|
consolidationXConditions.isClosedUnderCheMin &&
|
|
cBar.high < consolidationXConditions.cheMin) &&
|
|
//
|
|
// XPV ...
|
|
(isCBarBearishRejected &&
|
|
pBar.open < cBar.close &&
|
|
decisionXConditions.isNewPeakOverLast &&
|
|
decisionXConditions.peaksBuffer[1] < conditions.pivotZone.upper) &&
|
|
//
|
|
true
|
|
//
|
|
;
|
|
|
|
//
|
|
bool hasCondition1 = isCondition1Bullish ||
|
|
isCondition1Bearish;
|
|
if (hasCondition1)
|
|
{
|
|
//
|
|
ENUM_X_DIRECTION pzDir =
|
|
isCondition1Bullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
double point = GetEntry(
|
|
conditions.symbol,
|
|
pzDir //
|
|
);
|
|
|
|
//
|
|
// Manipulate Conditions Point ...
|
|
|
|
//
|
|
conditions.point = pivotPremiumDiscount;
|
|
|
|
//
|
|
// Manipulate Conditions Pivot ...
|
|
|
|
//
|
|
conditions.pivot =
|
|
isCondition1Bullish
|
|
? conditions.pivotZone.upper
|
|
: conditions.pivotZone.lower;
|
|
|
|
//
|
|
// conditions.Clean();
|
|
// isCondition1Bullish = false;
|
|
// isCondition1Bearish = false;
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
isBullish =
|
|
//
|
|
isCondition1Bullish
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
isCondition1Bearish
|
|
//
|
|
;
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(triggerPoiEvents);
|
|
ArrayFree(triggerCycleEvents);
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
ArrayFree(analysePoiEvents);
|
|
ArrayFree(analyseCycleEvents);
|
|
ArrayFree(verificationPoiEvents);
|
|
ArrayFree(verificationCycleEvents);
|
|
ArrayFree(consolidationPoiEvents);
|
|
ArrayFree(consolidationCycleEvents);
|
|
ArrayFree(visionPoiEvents);
|
|
ArrayFree(visionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
conditions.setupTime = cTime;
|
|
conditions.dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(triggerPoiEvents);
|
|
ArrayFree(triggerCycleEvents);
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
ArrayFree(analysePoiEvents);
|
|
ArrayFree(analyseCycleEvents);
|
|
ArrayFree(verificationPoiEvents);
|
|
ArrayFree(verificationCycleEvents);
|
|
ArrayFree(consolidationPoiEvents);
|
|
ArrayFree(consolidationCycleEvents);
|
|
ArrayFree(visionPoiEvents);
|
|
ArrayFree(visionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trigger Conditions ...
|
|
bool DetectX121SMCXPVTSiganlTrigger(
|
|
//
|
|
X121SMCStrategyXPVTSignalConditions &conditions,
|
|
//
|
|
string _symbol,
|
|
ENUM_TIMEFRAMES _period,
|
|
//
|
|
XC121SMCCycleHelper *triggerCycleHelper,
|
|
XC121SMCCycleHelper *decisionCycleHelper,
|
|
XC121SMCCycleHelper *analyseCycleHelper,
|
|
XC121SMCCycleHelper *verificationCycleHelper,
|
|
XC121SMCCycleHelper *consolidationCycleHelper,
|
|
XC121SMCCycleHelper *visionCycleHelper,
|
|
//
|
|
int maxAllowedSetupAge = 60 //
|
|
//
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = conditions.IsSetuped();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
datetime setupTime = conditions.setupTime;
|
|
ENUM_X_DIRECTION setupDir = conditions.dir;
|
|
|
|
//
|
|
bool isBullish = IsBullish(setupDir);
|
|
bool isBearish = IsBearish(setupDir);
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
int loopback = 10;
|
|
|
|
//
|
|
string symbol = _symbol;
|
|
ENUM_TIMEFRAMES period = _period;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
symbol,
|
|
period,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
symbol,
|
|
period,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double ask = GetAsk(symbol);
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
double points = GetPoints(symbol);
|
|
|
|
//
|
|
int swingLoopback = 9;
|
|
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
|
|
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
|
|
double llDown = cBar.FindLowesttDown(swingLoopback);
|
|
double hhUp = cBar.FindHighestUp(swingLoopback);
|
|
|
|
//
|
|
// Cycles Conditions ...
|
|
|
|
//
|
|
// Trigger ...
|
|
ENUM_XPOI_EVENTS triggerPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
|
|
X121SMCCycleConditions triggerConditions;
|
|
result = triggerCycleHelper.GetConditions(
|
|
triggerCycleEvents,
|
|
triggerPoiEvents,
|
|
triggerConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Decision ...
|
|
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
|
X121SMCCycleConditions decisionConditions;
|
|
result = decisionCycleHelper.GetConditions(
|
|
decisionCycleEvents,
|
|
decisionPoiEvents,
|
|
decisionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Analyse ...
|
|
ENUM_XPOI_EVENTS analysePoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
|
|
X121SMCCycleConditions analyseConditions;
|
|
result = analyseCycleHelper.GetConditions(
|
|
analyseCycleEvents,
|
|
analysePoiEvents,
|
|
analyseConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Verification ...
|
|
ENUM_XPOI_EVENTS verificationPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
|
|
X121SMCCycleConditions verificationConditions;
|
|
result = verificationCycleHelper.GetConditions(
|
|
verificationCycleEvents,
|
|
verificationPoiEvents,
|
|
verificationConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Consolidation ...
|
|
ENUM_XPOI_EVENTS consolidationPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
|
X121SMCCycleConditions consolidationConditions;
|
|
result = consolidationCycleHelper.GetConditions(
|
|
consolidationCycleEvents,
|
|
consolidationPoiEvents,
|
|
consolidationConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Vision ...
|
|
ENUM_XPOI_EVENTS visionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
|
X121SMCCycleConditions visionConditions;
|
|
result = visionCycleHelper.GetConditions(
|
|
visionCycleEvents,
|
|
visionPoiEvents,
|
|
visionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Cycles POI States ...
|
|
XPOIState triggerState = triggerConditions.state;
|
|
XPOIState decisionState = decisionConditions.state;
|
|
XPOIState analyseState = analyseConditions.state;
|
|
XPOIState verificationState = verificationConditions.state;
|
|
XPOIState consolidationState = consolidationConditions.state;
|
|
XPOIState visionState = visionConditions.state;
|
|
|
|
//
|
|
// Cycle X121Conditions ...
|
|
X121Conditions triggerXConditions = triggerConditions.x121Conditions;
|
|
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
|
|
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
|
|
X121Conditions verificationXConditions = verificationConditions.x121Conditions;
|
|
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
|
|
X121Conditions visionXConditions = visionConditions.x121Conditions;
|
|
|
|
//
|
|
// Trigger Conditions ...
|
|
|
|
//
|
|
// SAR ...
|
|
double sar = decisionXConditions.sarBuffer[1];
|
|
|
|
//
|
|
// STR ...
|
|
double str = decisionXConditions.strBuffer[1];
|
|
|
|
//
|
|
// CHE ...
|
|
double le1 = decisionXConditions.le1Buffer[1];
|
|
double le2 = decisionXConditions.le2Buffer[1];
|
|
double se1 = decisionXConditions.se1Buffer[1];
|
|
double se2 = decisionXConditions.se2Buffer[1];
|
|
|
|
//
|
|
// ATR ...
|
|
double atrUpper = decisionXConditions.atrUpperBuffer[1];
|
|
double atrLower = decisionXConditions.atrLowerBuffer[1];
|
|
|
|
//
|
|
// PV ...
|
|
double peak = decisionXConditions.peaksBuffer[1];
|
|
double vale = decisionXConditions.valesBuffer[1];
|
|
|
|
//
|
|
int higherPeakIDX = -1;
|
|
double higherPeak = decisionCycleHelper
|
|
.mX121Helper
|
|
.xpvHelper.GetHigherPeak(
|
|
higherPeakIDX,
|
|
peak //
|
|
);
|
|
|
|
//
|
|
int lowerValeIDX = -1;
|
|
double lowerVale = decisionCycleHelper
|
|
.mX121Helper
|
|
.xpvHelper.GetLowerVale(
|
|
lowerValeIDX,
|
|
vale //
|
|
);
|
|
|
|
//
|
|
// Slopes ...
|
|
|
|
//
|
|
bool isRsiSlopeBullish = decisionXConditions.isRsiSlopeBullish;
|
|
bool isStrSlopeBullish = decisionXConditions.isStrSlopeBullish;
|
|
bool isAtrUpperSlopeBullish = decisionXConditions.isAtrUpperSlopeBullish;
|
|
bool isAtrLowerSlopeBullish = decisionXConditions.isAtrLowerSlopeBullish;
|
|
bool isVwapFastSlopeBullish = decisionXConditions.isVwapFastSlopeBullish;
|
|
bool isVwapMidSlopeBullish = decisionXConditions.isVwapMidSlopeBullish;
|
|
bool isVwapSlowSlopeBullish = decisionXConditions.isVwapSlowSlopeBullish;
|
|
|
|
//
|
|
bool isRsiSlopeBearish = decisionXConditions.isRsiSlopeBearish;
|
|
bool isStrSlopeBearish = decisionXConditions.isStrSlopeBearish;
|
|
bool isAtrUpperSlopeBearish = decisionXConditions.isAtrUpperSlopeBearish;
|
|
bool isAtrLowerSlopeBearish = decisionXConditions.isAtrLowerSlopeBearish;
|
|
bool isVwapFastSlopeBearish = decisionXConditions.isVwapFastSlopeBearish;
|
|
bool isVwapMidSlopeBearish = decisionXConditions.isVwapMidSlopeBearish;
|
|
bool isVwapSlowSlopeBearish = decisionXConditions.isVwapSlowSlopeBearish;
|
|
|
|
//
|
|
bool isSlopesBullish =
|
|
isRsiSlopeBullish &&
|
|
isStrSlopeBullish &&
|
|
isAtrUpperSlopeBullish &&
|
|
isAtrLowerSlopeBullish &&
|
|
isVwapFastSlopeBullish &&
|
|
isVwapMidSlopeBullish &&
|
|
isVwapSlowSlopeBullish;
|
|
|
|
//
|
|
bool isSlopesBearish =
|
|
isRsiSlopeBearish &&
|
|
isStrSlopeBearish &&
|
|
isAtrUpperSlopeBearish &&
|
|
isAtrLowerSlopeBearish &&
|
|
isVwapFastSlopeBearish &&
|
|
isVwapMidSlopeBearish &&
|
|
isVwapSlowSlopeBearish;
|
|
|
|
//
|
|
double point = conditions.point;
|
|
// bool isPointBreaked =
|
|
// isBullish
|
|
// ? ask > point && bid > point
|
|
// : ask < point && bid < point;
|
|
bool isPointBreaked = IsBarBreak(
|
|
point,
|
|
setupDir,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
// Summary ...
|
|
|
|
//
|
|
isBullish =
|
|
//
|
|
isBullish &&
|
|
// isPointBreaked &&
|
|
// isSlopesBullish &&
|
|
cBar.IsBullish()
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
isBearish &&
|
|
// isPointBreaked &&
|
|
// isSlopesBearish &&
|
|
cBar.IsBearish()
|
|
//
|
|
;
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
//
|
|
// Cleanup Setup Conditions ...
|
|
int setupAge = conditions.GetSetupAge();
|
|
if (IsValidSize(setupAge) &&
|
|
IsValidSize(maxAllowedSetupAge) &&
|
|
setupAge >= maxAllowedSetupAge)
|
|
{
|
|
conditions.Clean();
|
|
}
|
|
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(triggerPoiEvents);
|
|
ArrayFree(triggerCycleEvents);
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
ArrayFree(analysePoiEvents);
|
|
ArrayFree(analyseCycleEvents);
|
|
ArrayFree(verificationPoiEvents);
|
|
ArrayFree(verificationCycleEvents);
|
|
ArrayFree(consolidationPoiEvents);
|
|
ArrayFree(consolidationCycleEvents);
|
|
ArrayFree(visionPoiEvents);
|
|
ArrayFree(visionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Nearest Pivot Point ...
|
|
|
|
//
|
|
// Detect Target ...
|
|
double target = CalculateTarget(
|
|
cBar,
|
|
decisionState,
|
|
setupDir //
|
|
);
|
|
if (target == 0)
|
|
{
|
|
//
|
|
target = CalculateTarget(
|
|
cBar,
|
|
analyseState,
|
|
setupDir //
|
|
);
|
|
|
|
//
|
|
if (target == 0)
|
|
{
|
|
//
|
|
target = CalculateTarget(
|
|
cBar,
|
|
verificationState,
|
|
setupDir //
|
|
);
|
|
}
|
|
}
|
|
target = 0;
|
|
|
|
//
|
|
double entry = GetEntry(
|
|
conditions.symbol,
|
|
setupDir //
|
|
);
|
|
|
|
//
|
|
// Filling SL Candidates ...
|
|
double momentumBarPointsDif = 30 * points;
|
|
|
|
//
|
|
// Bullish Momentum Bar Selection ...
|
|
XOHCL bullishMomentumBar;
|
|
int bullishMomentumBarsCount = decisionState.CountBullishMomentumBars();
|
|
if (IsValidSize(bullishMomentumBarsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bullishMomentumBarsCount; i++)
|
|
{
|
|
//
|
|
XCMomentumBar *iMomentum = decisionState.bullishMomentumBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iMomentum.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isValidDistane = (MathAbs(iBar.low) - entry) >= momentumBarPointsDif;
|
|
if (!isValidDistane)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isIndexPassed = iBar.Index() <= 5;
|
|
if (!isIndexPassed)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool canSet =
|
|
!bullishMomentumBar.IsValid() ||
|
|
(bullishMomentumBar.IsValid() &&
|
|
bullishMomentumBar.low < entry &&
|
|
bullishMomentumBar.Index() > iBar.Index());
|
|
if (canSet)
|
|
{
|
|
bullishMomentumBar = iBar;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Momentum Bar Selection ...
|
|
XOHCL bearishMomentumBar;
|
|
int bearishMomentumBarsCount = decisionState.CountBearishMomentumBars();
|
|
if (IsValidSize(bearishMomentumBarsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bearishMomentumBarsCount; i++)
|
|
{
|
|
//
|
|
XCMomentumBar *iMomentum = decisionState.bearishMomentumBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iMomentum.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isValidDistane = (MathAbs(iBar.high) - entry) >= momentumBarPointsDif;
|
|
if (!isValidDistane)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isIndexPassed = iBar.Index() <= 5;
|
|
if (!isIndexPassed)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool canSet =
|
|
!bearishMomentumBar.IsValid() ||
|
|
(bearishMomentumBar.IsValid() &&
|
|
bearishMomentumBar.high > entry &&
|
|
bearishMomentumBar.Index() > iBar.Index());
|
|
if (canSet)
|
|
{
|
|
bearishMomentumBar = iBar;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
double sls[];
|
|
Add(
|
|
sar,
|
|
sls //
|
|
);
|
|
Add(
|
|
str,
|
|
sls //
|
|
);
|
|
|
|
//
|
|
if (isBullish)
|
|
{
|
|
//
|
|
Add(
|
|
atrLower,
|
|
sls //
|
|
);
|
|
|
|
// //
|
|
// Add(
|
|
// vale,
|
|
// sls //
|
|
// );
|
|
|
|
//
|
|
if (bullishMomentumBar.IsValid())
|
|
{
|
|
//
|
|
Add(
|
|
bullishMomentumBar.low,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
// //
|
|
// if (IsValidIndex(lowerValeIDX))
|
|
// {
|
|
// //
|
|
// Add(
|
|
// lowerVale,
|
|
// sls //
|
|
// );
|
|
// }
|
|
|
|
//
|
|
if (le1 != EMPTY_VALUE)
|
|
{
|
|
//
|
|
Add(
|
|
le1,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
//
|
|
if (le2 != EMPTY_VALUE)
|
|
{
|
|
//
|
|
Add(
|
|
le2,
|
|
sls //
|
|
);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
//
|
|
Add(
|
|
atrUpper,
|
|
sls //
|
|
);
|
|
|
|
// //
|
|
// Add(
|
|
// peak,
|
|
// sls //
|
|
// );
|
|
|
|
//
|
|
if (bearishMomentumBar.IsValid())
|
|
{
|
|
//
|
|
Add(
|
|
bearishMomentumBar.high,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
//
|
|
// if (IsValidIndex(higherPeakIDX))
|
|
// {
|
|
// //
|
|
// Add(
|
|
// higherPeak,
|
|
// sls //
|
|
// );
|
|
// }
|
|
|
|
//
|
|
if (se1 != EMPTY_VALUE)
|
|
{
|
|
//
|
|
Add(
|
|
se1,
|
|
sls //
|
|
);
|
|
}
|
|
|
|
//
|
|
if (se2 != EMPTY_VALUE)
|
|
{
|
|
//
|
|
Add(
|
|
se2,
|
|
sls //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
double iAtr = decisionConditions.x121Conditions.atrBuffer[1];
|
|
iAtr *= 1.5;
|
|
|
|
//
|
|
double slsMin = GetMin(sls);
|
|
double slsMax = GetMax(sls);
|
|
|
|
//
|
|
double sl = isBullish
|
|
? slsMin - iAtr
|
|
: slsMax + iAtr;
|
|
double risk = MathAbs(entry - sl);
|
|
double riskInPoints = risk / points;
|
|
if (riskInPoints >= 150)
|
|
{
|
|
//
|
|
target =
|
|
isBullish
|
|
? entry + (points * 200)
|
|
: entry - (points * 200);
|
|
|
|
//
|
|
target = 0;
|
|
}
|
|
|
|
//
|
|
// Filling Conditions Props ...
|
|
conditions.sl = sl;
|
|
conditions.target = target;
|
|
conditions.triggerTime = cTime;
|
|
conditions.type = isBullish
|
|
? X_POSITION_TYPE_LONG
|
|
: X_POSITION_TYPE_SHORT;
|
|
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(triggerPoiEvents);
|
|
ArrayFree(triggerCycleEvents);
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
ArrayFree(analysePoiEvents);
|
|
ArrayFree(analyseCycleEvents);
|
|
ArrayFree(verificationPoiEvents);
|
|
ArrayFree(verificationCycleEvents);
|
|
ArrayFree(consolidationPoiEvents);
|
|
ArrayFree(consolidationCycleEvents);
|
|
ArrayFree(visionPoiEvents);
|
|
ArrayFree(visionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool DetectX121SMCXPVTGuards(
|
|
X121SMCGuard &guards[],
|
|
const XPosition &positions[],
|
|
XC121SMCCycleHelper *triggerCycleHelper,
|
|
XC121SMCCycleHelper *decisionCycleHelper,
|
|
XC121SMCCycleHelper *analyseCycleHelper,
|
|
XC121SMCCycleHelper *verificationCycleHelper,
|
|
XC121SMCCycleHelper *consolidationCycleHelper,
|
|
XC121SMCCycleHelper *visionCycleHelper //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string provider = ToString(X_121_SMC_PROVIDER_X);
|
|
|
|
//
|
|
// result = DetectX121SMCGuards(
|
|
// provider,
|
|
// guards,
|
|
// positions,
|
|
// triggerCycleHelper,
|
|
// decisionCycleHelper,
|
|
// analyseCycleHelper,
|
|
// verificationCycleHelper,
|
|
// consolidationCycleHelper,
|
|
// visionCycleHelper //
|
|
// );
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int AddX121SMCXPVTConditionsIfNotExists(
|
|
X121SMCStrategyXPVTSignalConditions &item,
|
|
X121SMCStrategyXPVTSignalConditions &items[],
|
|
int maxAllowed = 10 //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
bool isSetuped = IsValid(item.setupTime) &&
|
|
HasDirection(item.dir);
|
|
if (!isSetuped)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(items);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
// Copy Original Items ...
|
|
X121SMCStrategyXPVTSignalConditions tmpItems[];
|
|
Copy(
|
|
items,
|
|
tmpItems //
|
|
);
|
|
|
|
//
|
|
// Prese Item Data ...
|
|
bool isBullish = IsBullish(item.dir);
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
X121SMCStrategyXPVTSignalConditions iItem = tmpItems[i];
|
|
|
|
//
|
|
bool canRemove = item.dir == iItem.dir &&
|
|
item.pivot == iItem.pivot;
|
|
if (canRemove)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
items,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(tmpItems);
|
|
}
|
|
|
|
//
|
|
AddRef(
|
|
item,
|
|
items //
|
|
);
|
|
|
|
//
|
|
// Remove Olds ...
|
|
CleanupArray(
|
|
items,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
result = ArraySize(items);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int DrawX121SMCXPVTConditions(
|
|
X121SMCStrategyXPVTSignalConditions &conditions,
|
|
XCBaseObject *&drawnObjects[],
|
|
XCPOIDrawer *drawer //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(drawnObjects);
|
|
|
|
//
|
|
if (drawer == NULL)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isSetuped = conditions.IsSetuped();
|
|
if (!isSetuped)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool hasPivot = conditions.pivotZone.IsValid();
|
|
if (hasPivot)
|
|
{
|
|
//
|
|
XCBaseObject *pivotObjects[];
|
|
drawer.DrawPivot(
|
|
conditions.pivotZone,
|
|
pivotObjects,
|
|
true, // State ...
|
|
false, // State as Box ...
|
|
false // Ticks Zone ...
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
pivotObjects,
|
|
drawnObjects,
|
|
false //
|
|
);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|