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MQL5Data/Libraries/x-saherelm.x121.xcatb.lib.mq5
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2025-05-26 09:00:28 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Library
// ---------------------------------------
// Name: XCATBLib
// Description: required Parsers for XCATB ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright `023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
#include "../Classes/x-saherelm.x-bar.analyser.class.mq5"
#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
#include "../Helpers/x-saherelm.x121.xcatb.helper.mq5"
#include "../Libraries/x-saherelm.common.lib.mq5";
#include "../Libraries/x-saherelm.x-poi.lib.mq5"
//
// Definiions ...
//
struct XTriggerBlock
{
//
// Props ...
XBoxZone ob; // Order Block
XBoxZone fvg; // Fair Value Gap
XOHCL swingBar; // Swing of Trigger
XBoxZone trigger; // Trigger Block
XBoxZone rLiquidity; // Reversal Liquidity
XBoxZone fLiquidity; // Following Liquidity
//
XSignal signal; // Pepared Signal
//
// Constructor ...
XTriggerBlock()
{
Clean();
}
//
// Tools ...
//
// Cleanup ...
void Clean()
{
//
ob.Clean();
fvg.Clean();
signal.Clean();
trigger.Clean();
swingBar.Clean();
rLiquidity.Clean();
fLiquidity.Clean();
//
ZeroMemory(this);
}
//
// Validate ...
bool IsValid()
{
//
bool result = false;
//
result = ob.IsValid() &&
fvg.IsValid() &&
trigger.IsValid();
//
return result;
}
//
bool IsBullish()
{
return IsValid() &&
ob.IsBullish();
}
//
bool IsBearish()
{
return IsValid() &&
ob.IsBearish();
}
//
int ToIndex()
{
return trigger.ToIndex();
}
//
int FromIndex()
{
return trigger.FromIndex();
}
//
ENUM_X_DIRECTION GetDirection()
{
//
ENUM_X_DIRECTION result = X_DIRECTION_NONE;
//
if (IsValid())
{
result = ob.dir;
}
//
return result;
}
//
};
//
// Extensions ...
bool DetectTriggerBlock(
XCPOIDrawer *drawer,
XCX121XCatbHelper *helper,
X121XCatbConditions &conditions,
XTriggerBlock &tb,
int barIndex = 0,
int loopback = 10 //
)
{
//
bool result = false;
//
// Normalize Args ...
tb.Clean();
conditions.Clean();
barIndex = NormalizeInt(barIndex, 0);
loopback = NormalizeInt(loopback, 0);
//
// Validate Args ...
result = helper != NULL;
if (!result)
{
return result;
}
//
// Reading Market Conditions ...
result = helper.GetConditions(
conditions,
barIndex,
loopback //
);
if (!result)
{
//
tb.Clean();
conditions.Clean();
}
//
int zIDX = 0;
int cIDX = zIDX + 1;
int pIDX = cIDX + 1;
int p2IDX = pIDX + 1;
//
// Checking Conditions ...
//
// Detect Indicator Base Start Directional Movement ...
//
// SAR ...
//
bool isSarBullishStart =
//
(
//
// Current SAR is Directional ...
conditions.isSarBullish &&
//
// Previous InDirectional Sar Exists ...
helper.lastSarBearish.IsValid() &&
//
// Current Close is Over previous Sar ...
conditions.bars[cIDX].close > helper.lastSarBearish.after &&
//
// Before Close is not Over previous Sar ...
conditions.bars[pIDX].close <= helper.lastSarBearish.after
//
)
//
;
//
bool isSarBearishStart =
//
(
//
// Current SAR is Directional ...
conditions.isSarBearish &&
//
// Previous InDirectional Sar Exists ...
helper.lastSarBullish.IsValid() &&
//
// Current Close is Under previous ...
conditions.bars[cIDX].close < helper.lastSarBullish.after &&
//
// Before Close is not Under previous ...
conditions.bars[pIDX].close >= helper.lastSarBullish.after
//
)
//
;
//
// TREND ...
//
bool isTrendBullishStart =
//
(
//
// Current Trend is Directional ...
conditions.isTrendBullish &&
//
// Previous InDirectiona; Trend Exists ...
helper.lastTrendBearish.IsValid() &&
//
// Current Close is Over previous ...
conditions.bars[cIDX].close > helper.lastTrendBearish.after &&
//
// Before close is not Over previous ...
conditions.bars[pIDX].close <= helper.lastTrendBearish.after
//
)
//
;
//
bool isTrendBearishStart =
//
(
//
// Current Trend is Directional ...
conditions.isTrendBearish &&
//
// Previous InDirectiona; Trend Exists ...
helper.lastTrendBullish.IsValid() &&
//
// Current Close is Under previous ...
conditions.bars[cIDX].close < helper.lastTrendBullish.after &&
//
// Before close is not Under previous ...
conditions.bars[pIDX].close >= helper.lastTrendBullish.after
//
)
//
;
//
// ADX ...
//
bool isADXBullishStart =
//
(
//
// ADX Value is Switched to Strong ...
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
//
// ADX must Up ...
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
//
// ADX +DI is Bigger than -DI ...
conditions.adxpBuffer[cIDX] > conditions.adxnBuffer[cIDX] &&
//
// ADX +DI is Up ...
conditions.adxpBuffer[cIDX] > conditions.adxpBuffer[pIDX]
//
)
//
;
//
bool isADXBearishStart =
//
(
//
// ADX Value is Switched to Strong ...
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
//
// ADX must Up ...
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
//
// ADX -DI is Bigger than +DI ...
conditions.adxnBuffer[cIDX] > conditions.adxpBuffer[cIDX] &&
//
// ADX -DI is Up ...
conditions.adxnBuffer[cIDX] > conditions.adxnBuffer[pIDX]
//
)
//
;
//
// DELTA ...
//
bool isDeltaBullishStart =
//
// Check State ...
(
//
// Delta is Up ...
conditions.deltaBuffer[cIDX] > conditions.deltaBuffer[pIDX] &&
//
// Delta Signal is Up ...
conditions.deltaSignalBuffer[cIDX] > conditions.deltaSignalBuffer[pIDX] &&
//
// Delta Crossed Over Delta Signal ...
conditions.deltaBuffer[cIDX] > conditions.deltaSignalBuffer[cIDX]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastDeltaBearish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close > helper.lastDeltaBearish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close <= helper.lastDeltaBearish.after
//
;
//
bool isDeltaBearishStart =
//
// Check State ...
(
//
// Delta is Down ...
conditions.deltaBuffer[cIDX] < conditions.deltaBuffer[pIDX] &&
//
// Delta Signal is Down ...
conditions.deltaSignalBuffer[cIDX] < conditions.deltaSignalBuffer[pIDX] &&
//
// Delta Crossed Under Delta Signal ...
conditions.deltaBuffer[cIDX] < conditions.deltaSignalBuffer[cIDX]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastDeltaBullish.IsValid() &&
//
// Current Close is Under last ...
conditions.bars[cIDX].close < helper.lastDeltaBullish.after &&
//
// Before Close is not Under last ...
conditions.bars[pIDX].close >= helper.lastDeltaBullish.after
//
;
//
// VOLUME ...
//
bool isVolumeBullishStart =
//
(
//
//
// Volume is Up ...
conditions.bullishVolumeBuffer[1] > conditions.bullishVolumeBuffer[2] &&
//
// Volume Signal is Up ...
conditions.bullishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[2] &&
//
// Volume Signals Crossed Over ...
conditions.bullishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[1]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastVolumeBearish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close > helper.lastVolumeBearish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close <= helper.lastVolumeBearish.after
//
;
//
bool isVolumeBearishStart =
//
(
//
//
// Volume is Up ...
conditions.bearishVolumeBuffer[1] > conditions.bearishVolumeBuffer[2] &&
//
// Volume Signal is Up ...
conditions.bearishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[2] &&
//
// Volume Signals Crossed Over ...
conditions.bearishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[1]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastVolumeBullish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close < helper.lastVolumeBullish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close >= helper.lastVolumeBullish.after
//
;
//
// SIGNAL Bar ...
//
bool isSBarBullishStart =
//
(
//
// Check Direction ...
conditions.isSBarBullish &&
//
// Previous InDirectional Exists ...
helper.lastSignalBarBearish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.sBarCloseBuffer[cIDX] > helper.lastSignalBarBearish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.sBarCloseBuffer[pIDX] <= helper.lastSignalBarBearish.after
//
)
//
;
//
bool isSBarBearishStart =
//
(
//
// Check Direction ...
conditions.isSBarBearish &&
//
// Previous InDirectional Exists ...
helper.lastSignalBarBullish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.sBarCloseBuffer[cIDX] < helper.lastSignalBarBullish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.sBarCloseBuffer[pIDX] >= helper.lastSignalBarBullish.after
//
)
//
;
//
// HKSIGNAL Bar ...
//
bool isHKSBarBullishStart =
//
(
//
// Check Direction ...
conditions.isHKSBarBullish &&
//
// Previous InDirectional Exists ...
helper.lastHKSignalBarBearish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.hkSBarCloseBuffer[cIDX] > helper.lastHKSignalBarBearish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.hkSBarCloseBuffer[pIDX] <= helper.lastHKSignalBarBearish.after
//
)
//
;
//
bool isHKSBarBearishStart =
//
(
//
// Check Direction ...
conditions.isHKSBarBearish &&
//
// Previous InDirectional Exists ...
helper.lastHKSignalBarBullish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.hkSBarCloseBuffer[cIDX] < helper.lastHKSignalBarBullish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.hkSBarCloseBuffer[pIDX] >= helper.lastHKSignalBarBullish.after
//
)
//
;
//
// Try to Summarize Conditions ...
//
bool isBullishPassed =
//
//isSarBullishStart &&
// isTrendBullishStart &&
// isADXBullishStart &&
isDeltaBullishStart &&
isVolumeBullishStart &&
isSBarBullishStart
// &&
// isHKSBarBullishStart
//
;
//
bool isBearishPassed =
//
// isSarBearishStart &&
// isTrendBearishStart &&
// isADXBearishStart &&
isDeltaBearishStart &&
isVolumeBearishStart &&
isSBarBearishStart
// &&
// isHKSBarBearishStart
//
;
//
// Draw Line for Detect Conditions States on Chart ...
if (isBullishPassed ||
isBearishPassed)
{
//
color iColor = isBullishPassed
? clrAqua
: clrMagenta;
//
datetime iTime = conditions.bars[cIDX].time;
//
string iName = "VL_" + ToFormatString(iTime);
//
long chartID = drawer.ChartIdentification();
int subWindow = drawer.SubWindowIdentification();
//
CChartObjectVLine *iObj;
iObj = new CChartObjectVLine();
bool isDrawn = iObj.Create(
chartID,
iName,
subWindow,
iTime //
);
if (isDrawn)
{
//
iObj.Color(iColor);
}
}
//
// Summarizing result ...
//
result = (isBullishPassed ||
isBearishPassed);
//
// Cleanup Resources ...
//
if (!result)
{
//
tb.Clean();
conditions.Clean();
}
//
return result;
}
//
// Detect Trigger Block ...
bool DetectTriggerBlock(
//
string symbol,
ENUM_TIMEFRAMES period,
//
XTriggerBlock &tb,
//
XCBarAnalyser *barAnalyser,
//
// Required Buffers ...
const double &_atrBuffer[],
const double &_rsiBuffer[],
const double &_adxBuffer[],
const double &_adxpBuffer[],
const double &_adxnBuffer[],
const double &_peakBuffer[],
const double &_valeBuffer[],
const double &_deltaBuffer[],
const double &_sarBuffer[],
const double &_sarStateBuffer[],
const double &_trendBuffer[],
const double &_trendStateBuffer[],
const double &_atrUpperBuffer[],
const double &_atrLowerBuffer[],
const double &_sBarOpenSBuffer[],
const double &_sBarCloseBuffer[],
const double &_hkSBarOpenBuffer[],
const double &_hkSBarCloseBuffer[],
const double &_peakGoldenBuffer[],
const double &_valeGoldenBuffer[],
const double &_deltaSignalBuffer[],
const double &_bullishVolumeSignalBuffer[],
const double &_bearishVolumeSignalBuffer[],
//
int barIndex,
//
int _r2r,
double _slAtrMultiplier,
//
// Configs ...
double _rsiOBLevel,
double _rsiOSLevel,
double _adxThreshold,
//
// Validators ...
//
bool _forceObBarType = false,
bool _forceFVGBarType = false,
bool _forceHasSwing = false,
bool _forceHasFLiquidity = false,
bool _forceHasRLiquidity = false,
bool _validateGapSequence = false,
bool _validateBlockEdgeBreakout = false,
//
// Filters ...
bool _filterBasedOnPV = false,
bool _filterBasedOnSar = false,
bool _filterBasedOnRSI = false,
bool _filterBasedOnADX = false,
bool _filterBasedOnATR = false,
bool _filterBasedOnTrend = false,
bool _filterBasedOnDelta = false,
bool _filterBasedOnVolume = false,
bool _filterBasedOnSignalBar = false,
bool _filterBasedOnHKSignalBar = false //
)
{
//
bool result = false;
//
// Custom Configs ...
// //
// _r2r = 2;
// _slAtrMultiplier = 1;
// //
// // Validators ...
// _forceHasSwing = true;
// _forceObBarType = true;
// _forceFVGBarType = true;
// _validateGapSequence = true;
// //
// _forceHasFLiquidity = false;
// _forceHasRLiquidity = false;
// _validateBlockEdgeBreakout = true;
// //
// // Filters ...
// _filterBasedOnPV = true;
// _filterBasedOnATR = true;
// _filterBasedOnDelta = true;
// _filterBasedOnVolume = true;
// //
// _filterBasedOnSar = true;
// _filterBasedOnRSI = false;
// _filterBasedOnADX = false;
// _filterBasedOnTrend = false;
// _filterBasedOnSignalBar = true;
// _filterBasedOnHKSignalBar = true;
//
tb.Clean();
//
result = barAnalyser != NULL;
if (!result)
{
return result;
}
//
int zIDX = 0;
bool has = false;
bool isDone = false;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
// Retrieve Required Bars ...
//
XOHCL iBar;
XOHCL zBar; // Current Start Checking Bar (Usually Used for Triggering) ...
has = zBar.Init(
symbol,
period,
barIndex //
);
//
// Detect Based Order Block ...
has =
has &&
barAnalyser.IsOB(
zBar,
tb.ob,
_forceFVGBarType, // Force FVG Bar Type ...
_forceObBarType // Force Block Two Bar Checking ...
);
//
// Detect Based Fair Value Gap ...
has =
has &&
barAnalyser.IsFVG(
zBar,
tb.fvg,
_forceFVGBarType // Force FVG Bar Type ...
);
//
// Clone Trigger Block ...
if (has)
{
//
tb.trigger = tb.ob;
tb.trigger.type = "XTRGB";
}
//
bool isBullish =
has &&
tb.IsBullish();
//
bool isBearish =
has &&
tb.IsBearish();
//
int toIDX = tb.ToIndex();
int fromIDX = tb.FromIndex();
//
// Verifications and Filters ...
//
int loopback = 144;
//
// Forces ...
//
// Force Has Proper Swing ...
if (has &&
_forceHasSwing)
{
//
XOHCL iPBar;
XOHCL iP2Bar;
toIDX = tb.ToIndex();
fromIDX = tb.FromIndex();
for (int i = toIDX; i <= fromIDX; i++)
{
//
// Initialize iBar ...
isDone = iBar.Init(
zBar.symbol,
zBar.period,
i //
);
isDone =
isDone &&
iBar.GetPreviousBar(iPBar);
isDone =
isDone &&
iPBar.GetPreviousBar(iP2Bar);
isDone =
isDone &&
barAnalyser.IsSimpleSwing(
iBar,
iDir //
) &&
iDir == tb.GetDirection();
if (isDone)
{
//
bool canSet =
!tb.swingBar.IsValid()
? true
: (isBullish
? tb.swingBar.low > iP2Bar.low
: tb.swingBar.high < iP2Bar.high);
if (canSet)
{
tb.swingBar = iP2Bar;
}
}
//
iBar.Clean();
iPBar.Clean();
iP2Bar.Clean();
}
//
has = tb.swingBar.IsValid();
}
//
// Force Has Liquidity ...
// TODO: Add Validation based on Liquidities
// if necessary ...
if (has &&
(_forceHasFLiquidity ||
_forceHasRLiquidity))
{
//
toIDX = tb.ToIndex();
fromIDX = tb.FromIndex();
for (int i = toIDX; i < fromIDX + loopback; i++)
{
//
// Initialize iBar ...
isDone = iBar.Init(
zBar.symbol,
zBar.period,
i //
);
//
bool isRejected =
isDone &&
barAnalyser.IsRejected(
iBar,
iDir,
false, // Force Bar Type ...
true // Force Fibo Pressure ...
);
//
// Following Liquidity ...
bool isFLiq =
isDone &&
isRejected &&
iDir == tb.GetDirection() &&
(isBullish
? iBar.low < tb.trigger.lower
: iBar.high > tb.trigger.upper);
if (isFLiq &&
_forceHasFLiquidity &&
!tb.fLiquidity.IsValid())
{
//
FillLiquidity(
iBar,
iDir,
tb.fLiquidity,
tb.trigger.to //
);
}
//
// Reversal Liquidity ...
bool isRLiq =
isDone &&
isRejected &&
Opposit(iDir) == tb.GetDirection() &&
(isBullish
? iBar.low > tb.trigger.upper
: iBar.high < tb.trigger.lower);
if (isRLiq &&
_forceHasRLiquidity &&
!tb.rLiquidity.IsValid())
{
//
FillLiquidity(
iBar,
iDir,
tb.rLiquidity,
tb.trigger.to //
);
}
//
// Checking Conditions ...
isDone =
(!_forceHasFLiquidity
? true
: tb.fLiquidity.IsValid()) &&
(!_forceHasRLiquidity
? true
: tb.rLiquidity.IsValid());
if (isDone)
{
//
iBar.Clean();
break;
}
//
iBar.Clean();
}
//
// Checking Conditions ...
has =
(!_forceHasFLiquidity
? true
: tb.fLiquidity.IsValid()) &&
(!_forceHasRLiquidity
? true
: tb.rLiquidity.IsValid());
}
//
// Validations ...
//
// Validating Gap Sequence means
// Gap Bars must Follow each Other ...
if (has &&
_validateGapSequence)
{
//
XOHCL iPBar;
toIDX = tb.fvg.ToIndex();
fromIDX = tb.fvg.FromIndex();
//
for (int i = toIDX; i < fromIDX - 1; i++)
{
//
// Initialize iBar ...
has = iBar.Init(
zBar.symbol,
zBar.period,
i //
);
has =
has &&
iBar.GetPreviousBar(iPBar);
has =
has &&
(isBullish
? iBar.low > iPBar.low
: iBar.high < iPBar.high);
if (!has)
{
break;
}
}
//
iBar.Clean();
iPBar.Clean();
}
//
// Validate Block Edge Breakout ...
if (has &&
_validateBlockEdgeBreakout)
{
//
has = tb.fvg.ToBar(iBar);
has =
has &&
(isBullish
? (iBar.GetDown() < tb.ob.upper &&
iBar.GetUp() > tb.ob.upper)
: (iBar.GetDown() < tb.ob.lower &&
iBar.GetUp() > tb.ob.lower));
//
iBar.Clean();
}
//
// Filters ...
//
// PV ...
if (has &&
_filterBasedOnPV)
{
//
double iPeak = _peakBuffer[barIndex];
double iPPeak = _peakBuffer[barIndex + 1];
double iP2Peak = _peakBuffer[barIndex + 2];
//
double iPeakGolden = _peakGoldenBuffer[barIndex];
double iPPeakGolden = _peakGoldenBuffer[barIndex + 1];
double iP2PeakGolden = _peakGoldenBuffer[barIndex + 2];
//
double iVale = _valeBuffer[barIndex];
double iPVale = _valeBuffer[barIndex + 1];
double iP2Vale = _valeBuffer[barIndex + 2];
//
double iValeGolden = _valeGoldenBuffer[barIndex];
double iPValeGolden = _valeGoldenBuffer[barIndex + 1];
double iP2ValeGolden = _valeGoldenBuffer[barIndex + 2];
//
has =
has &&
(isBullish
? (tb.trigger.lower <= iVale ||
tb.trigger.lower <= iValeGolden)
: (tb.trigger.upper >= iPeak ||
tb.trigger.upper >= iPeakGolden));
}
//
// SAR ...
if (has &&
_filterBasedOnSar)
{
//
double iSarState = _sarStateBuffer[barIndex];
double iPSarState = _sarStateBuffer[barIndex + 1];
double iP2SarState = _sarStateBuffer[barIndex + 2];
//
bool isSarBullish = iSarState > 0;
bool isPSarBullish = iPSarState > 0;
bool isP2SarBullish = iP2SarState > 0;
//
bool isSarBearish = iSarState < 0;
bool isPSarBearish = iPSarState < 0;
bool isP2SarBearish = iP2SarState < 0;
//
bool isSarSwitchedToBullish =
isSarBullish &&
!isPSarBullish;
//
bool isSarSwitchedToBearish =
isSarBearish &&
!isPSarBearish;
//
bool isSarPSwitchedToBullish =
isPSarBullish &&
!isP2SarBullish;
//
bool isSarPSwitchedToBearish =
isPSarBearish &&
!isP2SarBearish;
//
has =
has &&
(isBullish
? (isSarSwitchedToBullish ||
isSarPSwitchedToBullish)
: (isSarSwitchedToBearish ||
isSarPSwitchedToBearish));
}
//
// RSI ...
if (has &&
_filterBasedOnRSI)
{
//
double rsiTrend = (_rsiOBLevel + _rsiOSLevel) / 2;
//
double iRSI = _rsiBuffer[barIndex];
double iPRSI = _rsiBuffer[barIndex + 1];
double iP2RSI = _rsiBuffer[barIndex + 2];
//
bool isRSICrossedOverOS =
iRSI > _rsiOSLevel &&
iPRSI <= _rsiOSLevel;
//
bool isRSICrossedUnderOB =
iRSI < _rsiOBLevel &&
iPRSI >= _rsiOBLevel;
//
bool isPRSICrossedOverOS =
iPRSI > _rsiOSLevel &&
iP2RSI <= _rsiOSLevel;
//
bool isPRSICrossedUnderOB =
iPRSI < _rsiOBLevel &&
iP2RSI >= _rsiOBLevel;
//
has =
has &&
(isBullish
? (isRSICrossedOverOS ||
isPRSICrossedOverOS)
: (isRSICrossedUnderOB ||
isPRSICrossedUnderOB));
}
//
// ADX ...
if (has &&
_filterBasedOnADX)
{
//
// ADX ...
double iADX = _adxBuffer[barIndex];
double iPADX = _adxBuffer[barIndex + 1];
double iP2ADX = _adxBuffer[barIndex + 2];
//
// ADX +DI ...
double iADXP = _adxpBuffer[barIndex];
double iPADXP = _adxpBuffer[barIndex + 1];
double iP2ADXP = _adxpBuffer[barIndex + 2];
//
// ADX -DI ...
double iADXN = _adxnBuffer[barIndex];
double iPADXN = _adxnBuffer[barIndex + 1];
double iP2ADXN = _adxnBuffer[barIndex + 2];
//
// Preparing Conditions ...
//
bool isADXBullish = iADX > _adxThreshold;
bool isADXBearish = iADX < _adxThreshold;
//
bool isPADXBullish = iPADX > _adxThreshold;
bool isPADXBearish = iPADX < _adxThreshold;
//
bool isP2ADXBullish = iP2ADX > _adxThreshold;
bool isP2ADXBearish = iP2ADX < _adxThreshold;
//
bool isADXSwitchedToBullish =
isADXBullish &&
!isPADXBullish;
//
bool isADXSwitchedToBearish =
isADXBearish &&
!isPADXBearish;
//
bool isPADXSwitchedToBullish =
isPADXBullish &&
!isP2ADXBullish;
//
bool isPADXSwitchedToBearish =
isPADXBearish &&
!isP2ADXBearish;
//
has =
has &&
(isBullish
? (isADXSwitchedToBullish ||
isPADXSwitchedToBullish)
: (isADXSwitchedToBearish ||
isPADXSwitchedToBearish));
}
//
// ATR ...
if (has &&
_filterBasedOnATR)
{
//
fromIDX = tb.FromIndex();
double iATRUpper = _atrUpperBuffer[fromIDX];
double iATRLower = _atrLowerBuffer[fromIDX];
//
has =
has &&
(isBullish
? tb.trigger.lower < iATRLower
: tb.trigger.upper > iATRUpper);
}
//
// TREND ...
if (has &&
_filterBasedOnTrend)
{
//
double iTrendState = _trendStateBuffer[barIndex];
double iPTrendState = _trendStateBuffer[barIndex + 1];
//
bool isTrendBullish = iTrendState > 0;
bool isPTrendBullish = iPTrendState > 0;
//
bool isTrendBearish = iTrendState < 0;
bool isPTrendBearish = iPTrendState < 0;
//
double trends[];
int toIDX = tb.ToIndex();
int fromIDX = tb.FromIndex();
double iTrend = _trendBuffer[toIDX];
for (int i = toIDX; i <= fromIDX; i++)
{
//
Add(
_trendBuffer[i],
trends //
);
}
double trendsMin = GetMin(trends);
double trendsMax = GetMax(trends);
double trendsAVG = GetAverage(trends);
//
bool isTrendUp =
iTrend > trendsMin &&
iTrend >= trendsAVG;
//
bool isTrendDown =
iTrend < trendsMax &&
iTrend <= trendsAVG;
//
bool isTrendSwitchedToBullish =
isTrendUp &&
isTrendBullish &&
!isPTrendBullish;
//
bool isTrendSwitchedToBearish =
isTrendDown &&
isTrendBearish &&
!isPTrendBearish;
//
has =
has &&
(isBullish
? isTrendSwitchedToBullish
: isTrendSwitchedToBearish);
}
//
// DELTA ...
if (has &&
_filterBasedOnDelta)
{
//
double iDelta = _deltaBuffer[barIndex];
double iPDelta = _deltaBuffer[barIndex + 1];
//
bool isDeltaUp = iDelta > iPDelta;
bool isDeltaDown = iDelta < iPDelta;
//
double iDeltaSignal = _deltaSignalBuffer[barIndex];
double iPDeltaSignal = _deltaSignalBuffer[barIndex + 1];
//
bool isDeltaSignalUp = iDeltaSignal > iPDeltaSignal;
bool isDeltaSignalDown = iDeltaSignal < iPDeltaSignal;
//
bool isDeltaSwitchedToBullish =
isDeltaUp &&
isDeltaSignalUp &&
iDelta > iDeltaSignal &&
iPDelta < iPDeltaSignal;
//
bool isDeltaSwitchedToBearish =
isDeltaDown &&
isDeltaSignalDown &&
iDelta < iDeltaSignal &&
iPDelta > iPDeltaSignal;
//
has =
has &&
(isBullish
? isDeltaSwitchedToBullish
: isDeltaSwitchedToBearish);
}
//
// VOLUME ...
if (has &&
_filterBasedOnVolume)
{
//
double iBullishVolumeSignal = _bullishVolumeSignalBuffer[barIndex];
double iPBullishVolumeSignal = _bullishVolumeSignalBuffer[barIndex + 1];
//
bool isBullishVolumeSignalUp = iBullishVolumeSignal > iPBullishVolumeSignal;
bool isBullishVolumeSignalDown = iBullishVolumeSignal < iPBullishVolumeSignal;
//
double iBearishVolumeSignal = _bearishVolumeSignalBuffer[barIndex];
double iPBearishVolumeSignal = _bearishVolumeSignalBuffer[barIndex + 1];
//
bool isBearishVolumeSignalUp = iBearishVolumeSignal > iPBearishVolumeSignal;
bool isBearishVolumeSignalDown = iBearishVolumeSignal < iPBearishVolumeSignal;
//
bool isVolumeSwitchdToBullish =
isBullishVolumeSignalUp &&
!isBearishVolumeSignalUp &&
iBullishVolumeSignal > iBearishVolumeSignal &&
iPBullishVolumeSignal < iPBearishVolumeSignal;
//
bool isVolumeSwitchdToBearish =
isBearishVolumeSignalUp &&
!isBullishVolumeSignalUp &&
iBearishVolumeSignal > iBullishVolumeSignal &&
iPBearishVolumeSignal < iPBullishVolumeSignal;
//
has =
has &&
(isBullish
? isVolumeSwitchdToBullish
: isVolumeSwitchdToBearish);
}
//
// SIGNAL Bar ...
if (has &&
_filterBasedOnSignalBar)
{
//
double iSignalOpen = _sBarOpenSBuffer[barIndex];
double iPSignalOpen = _sBarOpenSBuffer[barIndex + 1];
//
double iSignalClose = _sBarCloseBuffer[barIndex];
double iPSignalClose = _sBarCloseBuffer[barIndex + 1];
//
bool isSignalBarBullish = iSignalOpen < iSignalClose;
bool isPSignalBarBullish = iPSignalOpen < iPSignalClose;
//
bool isSignalBarBearish = iSignalOpen > iSignalClose;
bool isPSignalBarBearish = iPSignalOpen > iPSignalClose;
//
bool isSignalBarSwitchedToBullish =
isSignalBarBullish &&
!isPSignalBarBullish;
//
bool isSignalBarSwitchedToBearish =
isSignalBarBearish &&
!isPSignalBarBearish;
//
has =
has &&
(isBullish
? isSignalBarSwitchedToBullish
: isSignalBarSwitchedToBearish);
}
//
// HK SIGNAL Bar ...
if (has &&
_filterBasedOnHKSignalBar)
{
//
double iHKSignalOpen = _hkSBarOpenBuffer[barIndex];
double iPHKSignalOpen = _hkSBarOpenBuffer[barIndex + 1];
//
double iHKSignalClose = _hkSBarCloseBuffer[barIndex];
double iPHKSignalClose = _hkSBarCloseBuffer[barIndex + 1];
//
bool isHKSignalBarBullish = iHKSignalOpen < iHKSignalClose;
bool isPHKSignalBarBullish = iPHKSignalOpen < iPHKSignalClose;
//
bool isHKSignalBarBearish = iHKSignalOpen > iHKSignalClose;
bool isPHKSignalBarBearish = iPHKSignalOpen > iPHKSignalClose;
//
bool isHKSignalBarSwitchedToBullish =
isHKSignalBarBullish &&
!isPHKSignalBarBullish;
//
bool isHKSignalBarSwitchedToBearish =
isHKSignalBarBearish &&
!isPHKSignalBarBearish;
//
has =
has &&
(isBullish
? isHKSignalBarSwitchedToBullish
: isHKSignalBarSwitchedToBearish);
}
//
// Preparing Signal ...
if (has)
{
//
double targets[];
for (int i = 1; i <= _r2r; i++)
{
//
Add(
(double)i,
targets //
);
}
//
double iATR = _atrBuffer[barIndex];
double slAdditional = _slAtrMultiplier * iATR;
//
has = ToSignal(
tb.trigger,
tb.signal,
targets,
slAdditional //
);
}
//
result = has;
//
return result;
}
//
// Draw Specific Trigger Block ...
bool DrawTriggerBlock(
XTriggerBlock &trigger,
XCPOIDrawer *drawer,
CArrayObj &objects,
datetime to = NULL,
//
bool _drawSignals = false,
int rrZoneLength = 10,
// Styles ...
//
// Trigger Block ...
int tbWidth = 1, // Trigger Block Width
color tbBullishColor = clrAqua, // Trigger Block Bullish Color
color tbBearishColor = clrMagenta, // Trigger Block Bearish Color
ENUM_LINE_STYLE tbStyle = STYLE_DASHDOTDOT, // Trigger Block Style
//
// OB ...
int obWidth = 1, // OB Width
color obBullishColor = clrLime, // OB Bullish Color
color obBearishColor = clrRed, // OB Bearish Color
ENUM_LINE_STYLE obStyle = STYLE_DOT, // OB Style
//
// FVG ...
int fvgWidth = 2, // FVG Width
color fvgBullishColor = clrLime, // FVG Bullish Color
color fvgBearishColor = clrRed, // FVG Bearish Color
ENUM_LINE_STYLE fvgStyle = STYLE_SOLID // FVG Style
)
{
//
bool result = false;
//
// Validate Args ...
result = trigger.IsValid() &&
drawer != NULL;
if (!result)
{
return result;
}
//
// Update To ...
bool canUpdateTo = IsValid(to);
if (canUpdateTo)
{
//
trigger.trigger.to = to;
trigger.rLiquidity.to = to;
trigger.fLiquidity.to = to;
}
//
bool isBullish = trigger.IsBullish();
//
// Draw OB ...
if (trigger.ob.IsValid())
{
//
XCBoxObject *iOBObj;
result = drawer.DrawBox(
trigger.ob,
iOBObj //
);
if (result)
{
//
// Style Object ...
//
color iClr =
isBullish
? obBullishColor
: obBearishColor;
//
iOBObj.BoxColor(iClr);
iOBObj.BoxWidth(obWidth);
iOBObj.BoxStyle(obStyle);
//
// Store Object ...
objects.Add(iOBObj);
}
ZeroMemory(iOBObj);
//
if (!result)
{
return result;
}
}
//
// Draw FVG ...
if (trigger.fvg.IsValid())
{
//
XCBoxObject *iFVGObj;
result = drawer.DrawBox(
trigger.fvg,
iFVGObj //
);
if (result)
{
//
// Style Object ...
//
color iClr =
isBullish
? fvgBullishColor
: fvgBearishColor;
//
iFVGObj.BoxColor(iClr);
iFVGObj.BoxWidth(fvgWidth);
iFVGObj.BoxStyle(fvgStyle);
//
// Store Object ...
objects.Add(iFVGObj);
}
ZeroMemory(iFVGObj);
//
if (!result)
{
return result;
}
}
//
// Draw Trigger ...
if (trigger.trigger.IsValid())
{
//
XCBoxObject *iTriggerObj;
result = drawer.DrawBox(
trigger.trigger,
iTriggerObj //
);
if (result)
{
//
// Style Object ...
//
color iClr =
isBullish
? tbBullishColor
: tbBearishColor;
//
iTriggerObj.BoxColor(iClr);
iTriggerObj.BoxWidth(tbWidth);
iTriggerObj.BoxStyle(tbStyle);
//
// Store Object ...
objects.Add(iTriggerObj);
}
ZeroMemory(iTriggerObj);
//
if (!result)
{
return result;
}
}
//
// Draw Liquidities ...
//
// Reversla Liquidity ...
if (trigger.rLiquidity.IsValid())
{
//
XCBoxObject *iLiqObj;
result = drawer.DrawBox(
trigger.rLiquidity,
iLiqObj //
);
if (result)
{
objects.Add(iLiqObj);
}
ZeroMemory(iLiqObj);
//
if (!result)
{
return result;
}
}
//
// Following Liquidity ...
if (trigger.fLiquidity.IsValid())
{
//
XCBoxObject *iLiqObj;
result = drawer.DrawBox(
trigger.fLiquidity,
iLiqObj //
);
if (result)
{
objects.Add(iLiqObj);
}
ZeroMemory(iLiqObj);
//
if (!result)
{
return result;
}
}
//
// Draw Swing Bar ...
if (trigger.swingBar.IsValid())
{
//
color swingColor =
trigger.fvg.IsBullish()
? clrAqua
: clrMagenta;
ENUM_X_PRICE swingPType =
trigger.fvg.IsBullish()
? X_PRICE_LOW
: X_PRICE_HIGH;
//
XCBarArrowObject *swingObj;
result = drawer.CreateBarArrow(
trigger.swingBar,
swingObj,
swingPType,
159,
swingColor //
);
if (result)
{
objects.Add(swingObj);
}
ZeroMemory(swingObj);
//
if (!result)
{
return result;
}
}
//
// Draw RR of Signal ...
if (_drawSignals &&
trigger.signal.IsValid() &&
rrZoneLength > 0)
{
//
XCRRObject *iRRObj;
iRRObj = new XCRRObject();
result = iRRObj.Create(
drawer.ChartIdentification(),
drawer.SubWindowIdentification(),
trigger.signal,
rrZoneLength //
);
if (result)
{
//
int iWidth = 2;
ENUM_LINE_STYLE iStyle = STYLE_SOLID;
//
iRRObj.TPWidth(iWidth);
iRRObj.SLWidth(iWidth);
iRRObj.EntryWidth(iWidth);
iRRObj.TargetWidth(iWidth);
//
iRRObj.TPStyle(iStyle);
iRRObj.SLStyle(iStyle);
iRRObj.EntryStyle(iStyle);
iRRObj.TargetStyle(iStyle);
//
iRRObj.TPColor(clrLime);
iRRObj.SLColor(clrRed);
iRRObj.EntryColor(clrYellow);
iRRObj.TargetColor(clrLightBlue);
//
objects.Add(iRRObj);
}
ZeroMemory(iRRObj);
//
if (result)
{
return result;
}
}
//
return result;
}