536 lines
14 KiB
Plaintext
536 lines
14 KiB
Plaintext
/**
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* Check Bar Has Signal Based on Strategy 1 ...
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* POI ...
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*
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* @param bar: XOHCL, reference to Bar ...
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* @param zone: XBoxZone, reference to holds affected zone ...
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* @param targets: XTarget, reference to detected Signal's Targets collections ...
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* @param dir: ENUM_X_DIRECTION, detected Signal's direction ...
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*
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* @return ( bool )
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*/
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bool Strategy1HasSignal(
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XOHCL &bar,
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XBoxZone &zone,
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XTarget &targets[],
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ENUM_X_DIRECTION &dir //
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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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zone.Clean();
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XClean(targets);
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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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int scoreBullish = 0;
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int scoreBearish = 0;
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bool isBullish = false;
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bool isBearish = false;
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int barIndex = bar.Index() + 1;
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//
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// Initialize Indexed Bar ...
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XOHCL iBar;
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result = iBar.Init(bar.symbol, bar.period, barIndex);
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if (!result)
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{
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return result;
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}
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// #region Market Structure ...
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XBoxZone supports[];
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XBoxZone resistances[];
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XBoxZone minorSupport;
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XBoxZone majorSupport;
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XBoxZone minorResistance;
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XBoxZone majorResistance;
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poiDetector.GetCurrentStructure(
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supports,
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resistances,
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minorSupport,
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majorSupport,
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minorResistance,
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majorResistance,
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barIndex,
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bar.symbol,
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iBar.period, // Minor ...
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PERIOD_H1, // Major ...
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50,
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14,
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21,
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0 //
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);
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//
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// Refining Zones ...
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int refineLoopback = 500;
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double refineBreakThreshold = 10;
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ENUM_X_PRICE refineBreakBy = X_PRICE_CLOSE;
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poiDetector.RefineStructure(
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supports,
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resistances,
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minorSupport,
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majorSupport,
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minorResistance,
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majorResistance,
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refineLoopback,
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refineBreakThreshold,
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refineBreakBy //
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);
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// #endregion
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// #region Reading Conditions and Scoring ...
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//
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// ATR ...
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bool isATRUp = kiParser.IsVolatilityHigh(barIndex) ||
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kiParser.IsVolatilitySwitchdToHigh(barIndex);
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// #region KI ...
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//
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bool isKIBullish = (kiParser.IsKIFastBullish(barIndex) ||
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kiParser.IsKIFastSwitchedToBullish(barIndex)) &&
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(kiParser.IsKISlowBullish(barIndex) ||
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kiParser.IsKISlowSwitchedToBullish(barIndex));
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if (isKIBullish)
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{
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scoreBullish++;
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}
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//
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bool isKIBearish = (kiParser.IsKIFastBearish(barIndex) ||
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kiParser.IsKIFastSwitchedToBearish(barIndex)) &&
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(kiParser.IsKISlowBearish(barIndex) ||
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kiParser.IsKISlowSwitchedToBearish(barIndex));
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if (isKIBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region KI Wave ...
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//
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bool isKIWaveBullish = kiParser.IsKIWaveBullish(barIndex) ||
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kiParser.IsKIWaveSwitchedToBullish(barIndex);
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if (isKIWaveBullish)
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{
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scoreBullish++;
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}
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//
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bool isKIWaveBearish = kiParser.IsKIWaveBearish(barIndex) ||
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kiParser.IsKIWaveSwitchedToBearish(barIndex);
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if (isKIWaveBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region MA ...
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//
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bool isMaBullish = kiParser.IsMACrossoverBullish(barIndex) ||
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kiParser.IsMACrossoverSwitchedToBullish(barIndex);
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if (isMaBullish)
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{
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scoreBullish++;
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}
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//
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bool isMaBearish = kiParser.IsMACrossoverBearish(barIndex) ||
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kiParser.IsMACrossoverSwitchedToBearish(barIndex);
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if (isMaBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region LowerTF Candlstick ...
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//
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bool isLowerTFBullish = IsTFBullishPattern(barIndex, PERIOD_M5);
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if (isLowerTFBullish)
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{
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scoreBullish++;
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}
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//
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bool isLowerTFBearish = IsTFBearishPattern(barIndex, PERIOD_M5);
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if (isLowerTFBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region Candlestick ...
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//
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bool isCandlestickBullish = poiDetector.HasCandlestickDirection(
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iBar,
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X_DIRECTION_BULLISH //
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);
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if (isCandlestickBullish)
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{
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scoreBullish++;
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}
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//
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bool isCandlestickBearish = poiDetector.HasCandlestickDirection(
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iBar,
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X_DIRECTION_BEARISH //
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);
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if (isCandlestickBearish)
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{
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scoreBearish++;
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}
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// #endregion
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// #region NearInside Support/Resistance ...
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//
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int tmpSupportIDX = -1;
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bool isNearSupport = poiDetector.HasNearZone(tmpSupportIDX, iBar.close, 5, supports);
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if (isNearSupport)
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{
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scoreBullish++;
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}
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//
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int tmpResistanceIDX = -1;
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bool isNearResistance = poiDetector.HasNearZone(tmpResistanceIDX, iBar.close, 5, resistances);
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if (isNearResistance)
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{
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scoreBearish++;
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}
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// #endregion
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// #endregion
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// #region Summarize Directional Conditions ...
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//
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isBullish =
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isATRUp &&
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scoreBullish >= 4 &&
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(isMaBullish ||
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isNearSupport ||
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isKIWaveBullish ||
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isLowerTFBullish ||
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isCandlestickBullish);
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//
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isBearish =
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isATRUp &&
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scoreBearish >= 4 &&
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(isMaBearish ||
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isNearResistance ||
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isKIWaveBearish ||
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isLowerTFBearish ||
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isCandlestickBearish);
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// #endregion
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//
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// Validate Conditions ...
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result = isBullish || isBearish;
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if (!result)
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{
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//
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iBar.Clean();
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XClean(supports);
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XClean(resistances);
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minorSupport.Clean();
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majorSupport.Clean();
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minorResistance.Clean();
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majorResistance.Clean();
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//
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return result;
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}
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//
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// Select Operational Zone ...
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if (isBullish)
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{
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//
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// Nearest Support ...
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if (IsValidIndex(tmpSupportIDX))
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{
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zone = supports[tmpSupportIDX];
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}
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//
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// Make Sure Zone Exists ...
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if (!zone.IsValid())
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{
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//
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// Looking Bar Patterns to Detect Zone ...
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poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BULLISH);
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}
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}
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else if (isBearish)
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{
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//
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// Nearest Resistance ...
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if (IsValidIndex(tmpResistanceIDX))
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{
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zone = resistances[tmpResistanceIDX];
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}
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//
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// Make Sure Zone Exists ...
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if (!zone.IsValid())
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{
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//
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// Looking Bar Patterns to Detect Zone ...
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poiDetector.HasRecentPatternTouched(zone, iBar.close, barIndex, 5, 5, iBar.period, X_DIRECTION_BEARISH);
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}
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}
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//
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// Refactor Result ...
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result = result &&
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zone.IsValid();
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if (result)
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{
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//
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// Refine Zone ...
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poiDetector.RefineZone(zone);
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//
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// SL Refactoring ...
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//
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XOHCL toBar;
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if (zone.ToBar(toBar))
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{
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//
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int to = zone.ToIndex();
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int from = zone.FromIndex();
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int length = from - to;
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double iValue =
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isBullish
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? toBar.FindLowest(length, MODE_LOW)
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: isBearish
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? toBar.FindHighest(length, MODE_HIGH)
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: EMPTY_VALUE;
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if (NotEmptyZero(iValue))
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{
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//
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if (isBullish)
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{
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zone.lower = MathMin(zone.lower, iValue);
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}
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//
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if (isBearish)
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{
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zone.upper = MathMax(zone.upper, iValue);
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}
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}
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}
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toBar.Clean();
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}
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//
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// Do Directional Validation ...
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if (result)
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{
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//
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// Bullish ...
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if (isBullish)
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{
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//
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isBullish =
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isBullish &&
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isLowerTFBullish &&
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isCandlestickBullish;
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}
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//
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// Bearish ...
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if (isBearish)
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{
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//
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isBearish =
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isBearish &&
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isLowerTFBearish &&
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isCandlestickBearish;
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}
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//
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result = isBullish || isBearish;
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if (!result)
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{
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//
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isBullish = false;
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isBearish = false;
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}
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}
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//
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// Validate Result ...
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if (!result)
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{
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//
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iBar.Clean();
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XClean(supports);
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XClean(resistances);
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minorSupport.Clean();
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majorSupport.Clean();
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minorResistance.Clean();
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majorResistance.Clean();
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//
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return result;
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}
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//
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// Draws ...
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bool draw = true;
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if (draw && result)
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{
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//
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int drawn = 0;
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//
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XPOIDrawConfig config;
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config.Default();
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//
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if (zone.IsValid())
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{
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//
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drawn++;
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//
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config.zonesWidth = 3;
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config.bullishColor = clrYellow;
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config.bearishColor = clrOrange;
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//
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poiDrawer.DrawZone(zone, config);
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//
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config.Default();
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}
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//
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// Minors ...
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if (minorSupport.IsValid())
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{
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//
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drawn++;
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poiDrawer.DrawZone(minorSupport, config);
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}
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if (minorResistance.IsValid())
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{
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//
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drawn++;
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poiDrawer.DrawZone(minorResistance, config);
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}
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//
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// Majors ...
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config.bullishColor = clrLime;
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config.bearishColor = clrRed;
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config.zonesWidth = 4;
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//
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if (majorSupport.IsValid())
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{
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//
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drawn++;
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poiDrawer.DrawZone(majorSupport, config);
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}
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if (majorResistance.IsValid())
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{
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//
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drawn++;
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poiDrawer.DrawZone(majorResistance, config);
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}
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//
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config.Clean();
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//
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if (drawn > 0)
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{
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DebugBreak();
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}
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}
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//
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// Check and Prepare Direction ...
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dir =
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isBullish
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? X_DIRECTION_BULLISH
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: isBearish ? X_DIRECTION_BEARISH
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: X_DIRECTION_NONE;
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result = result &&
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HasDirection(dir);
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if (!result)
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{
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//
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iBar.Clean();
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XClean(supports);
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XClean(resistances);
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minorSupport.Clean();
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majorSupport.Clean();
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minorResistance.Clean();
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majorResistance.Clean();
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//
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return result;
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}
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//
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// Prepare Zone ...
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double entry = GetEntry(iBar.symbol, dir);
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if (result)
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{
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//
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double upper = isBullish
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? entry
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: zone.upper;
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double lower = isBullish
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? zone.lower
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: entry;
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datetime to = bar.time;
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datetime from = isBullish
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? zone.from
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: zone.from;
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result = zone.Init(
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iBar.symbol,
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iBar.period,
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upper,
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lower,
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from,
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to,
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dir,
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"XS1" //
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);
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}
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//
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// Cleanup Resources ...
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iBar.Clean();
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XClean(supports);
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XClean(resistances);
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minorSupport.Clean();
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majorSupport.Clean();
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minorResistance.Clean();
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majorResistance.Clean();
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//
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result =
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result &&
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zone.IsValid() &&
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HasDirection(dir);
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//
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return result;
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}
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