1709 lines
34 KiB
Plaintext
1709 lines
34 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Common Library
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// --------------------------------------
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// Name: X121SMCLib
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// Description: provide all commonly used 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 "../../Classes/x-saherelm.base.class.mq5"
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#include "../../Classes/x-saherelm.x-poi.drawer.class.mq5"
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#include "../../Helpers/x-saherelm.x121.helper.mq5"
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#include "../../Libraries/x-saherelm.common.lib.mq5"
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#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
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#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
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//
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// Definitions ...
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//
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const string X121SMCStrategyToken = "X121SMC";
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//
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const string X121SMCXToken = "X121X";
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const string X121SMCXHKPVToken = "X121XHKPV";
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const string X121SMCXOBPVToken = "X121XOBPV";
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//
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// X121 SMC Providers ...
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enum ENUM_X_121_SMC_PROVIDERS
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{
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//
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X_121_SMC_PROVIDER_NONE,
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X_121_SMC_PROVIDER_X,
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X_121_SMC_PROVIDER_XHKPV,
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X_121_SMC_PROVIDER_XOBPV,
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};
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//
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// Guard Actions ...
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enum ENUM_X_121_SMC_GUARD_ACTIONS
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{
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X_121_SMC_GUARD_ACTION_NONE, // Nothing to Do
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X_121_SMC_GUARD_ACTION_CLOSE, // Close Specified Position
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X_121_SMC_GUARD_ACTION_CLOSE_ALL, // Close All Positions
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X_121_SMC_GUARD_ACTION_CLOSE_LONGS, // Close All Long Positions
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X_121_SMC_GUARD_ACTION_CLOSE_SHORTS, // Close All Short Position
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X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position
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X_121_SMC_GUARD_ACTION_TRAIL_STOP, // Trail Stop of Specified Position
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X_121_SMC_GUARD_ACTION_TRAIL_TARGET, // Trail Target of Specified Position
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X_121_SMC_GUARD_ACTION_HEDGE, // Hedge Specified Positions
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};
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//
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// Each Market Cycle (Time Frame) Conditions
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// Model as this Structure ...
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struct X121SMCCycleConditions
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{
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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datetime time;
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//
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X121Conditions x121Conditions;
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//
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XPOIState state;
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//
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void X121SMCStrategyConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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state.Clean();
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x121Conditions.Clean();
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period) &&
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IsSpecifiedValid(time);
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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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// Reporter Functions ...
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/**
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* Generate Provided Scores ...
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*
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* @param bullishScore: Integer, reference ...
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* @param bearishScore: Integer, referenceF ...
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*/
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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if (!IsValid())
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{
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return;
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}
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//
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double bullScore = 0;
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double bearScore = 0;
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}
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/**
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* Generate Summary ...
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*
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* @param onlyCommons: Boolean ...
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* @param onlyConditions: Boolean ...
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* @param includeScores: Boolean ...
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* @param ignoreFalseConditions: Boolean ...
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* @param separator: String ...
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*
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* @return ( string )
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*/
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string GenerateSummary(
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bool onlyCommons = false,
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bool onlyConditions = false,
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bool includeScores = true,
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bool ignoreFalseConditions = true,
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string separator = "\n" //
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)
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{
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//
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string result = NULL;
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//
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double bullishScore = 0;
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double bearishScore = 0;
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GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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string commonStr = GenerateSpecifiedCommonSummary(
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this,
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separator,
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includeScores,
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true //
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);
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//
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string conditionsStr =
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//
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""
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//
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;
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//
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result =
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//
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"[" + GetTag() + "]" + separator +
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"----------" + separator +
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(onlyConditions
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? ""
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: commonStr) +
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" " + separator +
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(onlyCommons
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? ""
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: conditionsStr) +
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""
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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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* Get Unique Identifier ...
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*
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* @param forObject: Boolean ...
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*
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* @return ( string )
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*/
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string GetTag(
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bool forObject = false //
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)
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{
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//
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string result = NULL;
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//
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string typeName = GetTypeName(this);
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//
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if (!forObject)
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{
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result = typeName;
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}
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else
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{
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//
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result = typeName + "_" +
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symbol + "_" + ToString(period) + "_" +
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ToMD5(time);
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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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};
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//
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// Model Signalling Conditions ...
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struct X121SMCStrategyConditions
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{
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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datetime time;
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//
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double sl;
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double tp;
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double target;
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string provider;
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ENUM_X_DIRECTION signalDir;
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//
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X121Conditions conditions;
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// XPriceZones priceZones;
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// XPriceZones decisionZones;
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// XMarketStructure marketStructure;
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//
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void X121SMCStrategyConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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sl = 0;
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tp = 0;
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provider = NULL;
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signalDir = X_DIRECTION_NONE;
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//
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conditions.Clean();
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// priceZones.Clean();
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// decisionZones.Clean();
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// marketStructure.Clean();
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period) &&
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IsSpecifiedValid(time);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bullish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBullishSignal()
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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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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(signalDir);
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if (!result)
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{
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return result;
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}
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//
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result =
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IsBullish(signalDir);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bearish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBearishSignal()
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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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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(signalDir);
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if (!result)
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{
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return result;
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}
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//
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result =
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IsBearish(signalDir);
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//
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return result;
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}
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//
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// Reporter Functions ...
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/**
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* Generate Provided Scores ...
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*
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* @param bullishScore: Integer, reference ...
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* @param bearishScore: Integer, referenceF ...
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*/
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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if (!IsValid())
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{
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return;
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}
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//
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double bullScore = 0;
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double bearScore = 0;
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}
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/**
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* Generate Summary ...
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*
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* @param onlyCommons: Boolean ...
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* @param onlyConditions: Boolean ...
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* @param includeScores: Boolean ...
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* @param ignoreFalseConditions: Boolean ...
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* @param separator: String ...
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*
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* @return ( string )
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*/
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string GenerateSummary(
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bool onlyCommons = false,
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bool onlyConditions = false,
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bool includeScores = true,
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bool ignoreFalseConditions = true,
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string separator = "\n" //
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)
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{
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//
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string result = NULL;
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//
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double bullishScore = 0;
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double bearishScore = 0;
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GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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string commonStr = GenerateSpecifiedCommonSummary(
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this,
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separator,
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includeScores,
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true //
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);
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//
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string conditionsStr =
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//
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""
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//
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;
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//
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result =
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//
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"[" + GetTag() + "]" + separator +
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"----------" + separator +
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(onlyConditions
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? ""
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: commonStr) +
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" " + separator +
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(onlyCommons
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? ""
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: conditionsStr) +
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""
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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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* Get Unique Identifier ...
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*
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* @param forObject: Boolean ...
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*
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* @return ( string )
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*/
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string GetTag(
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bool forObject = false //
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)
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{
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//
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string result = NULL;
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//
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string typeName = GetTypeName(this);
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//
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if (!forObject)
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{
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result = typeName;
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}
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else
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{
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//
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result = typeName + "_" +
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symbol + "_" + ToString(period) + "_" +
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ToMD5(time);
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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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};
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//
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// Model a Guard Action ...
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struct X121SMCGuard
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{
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//
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// Props ...
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ENUM_X_121_SMC_GUARD_ACTIONS action;
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datetime time;
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//
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string symbol;
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string provider;
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//
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// Specified Position ...
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ulong ticket;
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//
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// Partial Close ...
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double volumeMultiplier;
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//
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// SL Trial ...
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double sl;
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//
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// TP Trial ...
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double tp;
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//
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// Constructor ...
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X121SMCGuard()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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time = NULL;
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action = X_121_SMC_GUARD_ACTION_NONE;
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//
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symbol = NULL;
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provider = NULL;
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//
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ticket = 0;
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//
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volumeMultiplier = 0;
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//
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sl = 0;
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tp = 0;
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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//
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IsValid(time) &&
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IsValid(symbol) &&
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IsValid(provider) &&
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action != X_121_SMC_GUARD_ACTION_NONE
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//
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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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// Validate Model Based On Specified Guard Actions ...
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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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// Model Cycle State ...
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struct X121SMCCycleState
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{
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//
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// Props ...
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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// Bullish ...
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XCFVG *bullishFVGs[];
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XCOrderBlock *bullishOBs[];
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XCDemandZone *demandZones[];
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XCSupportZone *supportZones[];
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//
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// Bearish ...
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XCFVG *bearishFVGs[];
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XCOrderBlock *bearishOBs[];
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XCSupplyZone *supplyZones[];
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XCResistanceZone *resistanceZones[];
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//
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// Constructor ...
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X121SMCCycleState()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup Model ...
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*/
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void Clean()
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{
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//
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symbol = NULL;
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period = NULL;
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//
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Clean(bullishFVGs);
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Clean(bullishOBs);
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Clean(demandZones);
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Clean(supportZones);
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//
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Clean(bearishFVGs);
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Clean(bearishOBs);
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Clean(supplyZones);
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Clean(resistanceZones);
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}
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|
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/**
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* Validate Model ...
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*
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* @return ( bool )
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*/
|
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bool IsValid()
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{
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//
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bool result = false;
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|
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//
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result =
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//
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IsValid(symbol) &&
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IsValid(period) &&
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(
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//
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(HasBullishOBs() &&
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(HasBullishFVGs() ||
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HasSupportZones() ||
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HasDemandZones()))
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//
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||
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(HasBearishOBs() &&
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(HasSupplyZones() ||
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HasBearishFVGs() ||
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HasResistanceZones()))
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//
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)
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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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//
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int CountBullishOBs()
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{
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return ArraySize(bullishOBs);
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}
|
|
|
|
//
|
|
bool HasBullishOBs()
|
|
{
|
|
return IsValidSize(CountBullishOBs());
|
|
}
|
|
|
|
//
|
|
int CountBearishOBs()
|
|
{
|
|
return ArraySize(bearishOBs);
|
|
}
|
|
|
|
//
|
|
bool HasBearishOBs()
|
|
{
|
|
return IsValidSize(CountBearishOBs());
|
|
}
|
|
|
|
//
|
|
int CountSupportZones()
|
|
{
|
|
return ArraySize(supportZones);
|
|
}
|
|
|
|
//
|
|
bool HasSupportZones()
|
|
{
|
|
return IsValidSize(CountSupportZones());
|
|
}
|
|
|
|
//
|
|
int CountResistanceZones()
|
|
{
|
|
return ArraySize(resistanceZones);
|
|
}
|
|
|
|
//
|
|
bool HasResistanceZones()
|
|
{
|
|
return IsValidSize(CountResistanceZones());
|
|
}
|
|
|
|
//
|
|
int CountDemandZones()
|
|
{
|
|
return ArraySize(demandZones);
|
|
}
|
|
|
|
//
|
|
bool HasDemandZones()
|
|
{
|
|
return IsValidSize(CountDemandZones());
|
|
}
|
|
|
|
//
|
|
int CountSupplyZones()
|
|
{
|
|
return ArraySize(supplyZones);
|
|
}
|
|
|
|
//
|
|
bool HasSupplyZones()
|
|
{
|
|
return IsValidSize(CountSupplyZones());
|
|
}
|
|
|
|
//
|
|
int CountBullishFVGs()
|
|
{
|
|
return ArraySize(bullishFVGs);
|
|
}
|
|
|
|
//
|
|
bool HasBullishFVGs()
|
|
{
|
|
return IsValidSize(CountBullishFVGs());
|
|
}
|
|
|
|
//
|
|
int CountBearishFVGs()
|
|
{
|
|
return ArraySize(bearishFVGs);
|
|
}
|
|
|
|
//
|
|
bool HasBearishFVGs()
|
|
{
|
|
return IsValidSize(CountBearishFVGs());
|
|
}
|
|
|
|
//
|
|
bool GetOldestOB(
|
|
XCOrderBlock *&orderBlock //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
orderBlock = NULL;
|
|
|
|
//
|
|
bool hasBullishOB = HasBullishOBs();
|
|
bool hasBearishOB = HasBearishOBs();
|
|
result = hasBullishOB ||
|
|
hasBearishOB;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int iBullOBIDX = -1;
|
|
bool iHasBullOB = false;
|
|
XCOrderBlock *iBullOB = NULL;
|
|
if (hasBullishOB)
|
|
{
|
|
//
|
|
XCZone* iZones[];
|
|
ToZone(
|
|
bullishOBs,
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iBullOBIDX = GetOldest(
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iHasBullOB = IsValidIndex(iBullOBIDX);
|
|
if (iHasBullOB)
|
|
{
|
|
iBullOB = bullishOBs[iBullOBIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
int iBearOBIDX = -1;
|
|
bool iHasBearOB = false;
|
|
XCOrderBlock *iBearOB = NULL;
|
|
if (hasBearishOB)
|
|
{
|
|
//
|
|
XCZone* iZones[];
|
|
ToZone(
|
|
bearishOBs,
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iBearOBIDX = GetOldest(
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iHasBearOB = IsValidIndex(iBearOBIDX);
|
|
if (iHasBearOB)
|
|
{
|
|
iBearOB = bearishOBs[iBearOBIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
if (iHasBullOB)
|
|
{
|
|
orderBlock = iBullOB;
|
|
}
|
|
|
|
//
|
|
if (iHasBearOB)
|
|
{
|
|
//
|
|
bool canSet = orderBlock == NULL ||
|
|
orderBlock.From() > iBearOB.From();
|
|
if (canSet)
|
|
{
|
|
orderBlock = iBearOB;
|
|
}
|
|
}
|
|
|
|
//
|
|
result = orderBlock != NULL &&
|
|
orderBlock.IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool GetYoungestOB(
|
|
XCOrderBlock *&orderBlock //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
orderBlock = NULL;
|
|
|
|
//
|
|
bool hasBullishOB = HasBullishOBs();
|
|
bool hasBearishOB = HasBearishOBs();
|
|
result = hasBullishOB ||
|
|
hasBearishOB;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int iBullOBIDX = -1;
|
|
bool iHasBullOB = false;
|
|
XCOrderBlock *iBullOB = NULL;
|
|
if (hasBullishOB)
|
|
{
|
|
//
|
|
XCZone* iZones[];
|
|
ToZone(
|
|
bullishOBs,
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iBullOBIDX = GetYoungest(
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iHasBullOB = IsValidIndex(iBullOBIDX);
|
|
if (iHasBullOB)
|
|
{
|
|
iBullOB = bullishOBs[iBullOBIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
int iBearOBIDX = -1;
|
|
bool iHasBearOB = false;
|
|
XCOrderBlock *iBearOB = NULL;
|
|
if (hasBearishOB)
|
|
{
|
|
//
|
|
XCZone* iZones[];
|
|
ToZone(
|
|
bearishOBs,
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iBearOBIDX = GetYoungest(
|
|
iZones //
|
|
);
|
|
|
|
//
|
|
iHasBearOB = IsValidIndex(iBearOBIDX);
|
|
if (iHasBearOB)
|
|
{
|
|
iBearOB = bearishOBs[iBearOBIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
if (iHasBullOB)
|
|
{
|
|
orderBlock = iBullOB;
|
|
}
|
|
|
|
//
|
|
if (iHasBearOB)
|
|
{
|
|
//
|
|
bool canSet = orderBlock == NULL ||
|
|
orderBlock.From() < iBearOB.From();
|
|
if (canSet)
|
|
{
|
|
orderBlock = iBearOB;
|
|
}
|
|
}
|
|
|
|
//
|
|
result = orderBlock != NULL &&
|
|
orderBlock.IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
/**
|
|
* Detect Price inside Box ...
|
|
*
|
|
* @param box: XBoxZone instance Reference, Founded Price Inside Box ...
|
|
* @param orderBlock: XCOrderBlock pointer Reference, Founded Price Inside Order Block ...
|
|
* @param xConditions: X121Conditions instance Reference, provides Market Conditions ...
|
|
* @param state: X121SMCCycleState instance Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectPriceInsideBox(
|
|
XBoxZone &box, // Price Inside Bo ...
|
|
XCOrderBlock *&orderBlock, // Price Inside Order Block ...
|
|
X121Conditions &xConditions, // X121Conditions for Validation ...
|
|
X121SMCCycleState &state // Cycle State ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
box.Clean();
|
|
|
|
//
|
|
string symbol = state.symbol;
|
|
ENUM_TIMEFRAMES period = state.period;
|
|
|
|
//
|
|
box.symbol = symbol;
|
|
box.period = period;
|
|
|
|
//
|
|
result = state.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Price Inside Order Block ...
|
|
|
|
//
|
|
bool hasBullishOBs = state.HasBullishOBs();
|
|
int bullishOBsCount = state.CountBullishOBs();
|
|
|
|
//
|
|
bool hasBearishOBs = state.HasBearishOBs();
|
|
int bearishOBsCount = state.CountBearishOBs();
|
|
|
|
//
|
|
bool hasOBs =
|
|
//
|
|
hasBullishOBs ||
|
|
hasBearishOBs
|
|
//
|
|
;
|
|
result = hasOBs;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool hasPriceInsideOB = false;
|
|
XCOrderBlock *priceInsideOB = NULL;
|
|
ENUM_X_DIRECTION boxDir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
if (hasBullishOBs &&
|
|
!hasPriceInsideOB)
|
|
{
|
|
//
|
|
for (int i = 0; i < bullishOBsCount; i++)
|
|
{
|
|
//
|
|
XCOrderBlock *iOb = state.bullishOBs[i];
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
xConditions.valesBuffer[1],
|
|
(XCZone *)iOb //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
priceInsideOB = iOb;
|
|
hasPriceInsideOB = true;
|
|
boxDir = X_DIRECTION_BULLISH;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (hasBearishOBs &&
|
|
!hasPriceInsideOB)
|
|
{
|
|
//
|
|
for (int i = 0; i < bearishOBsCount; i++)
|
|
{
|
|
//
|
|
XCOrderBlock *iOb = state.bearishOBs[i];
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
xConditions.peaksBuffer[1],
|
|
(XCZone *)iOb //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
priceInsideOB = iOb;
|
|
hasPriceInsideOB = true;
|
|
boxDir = X_DIRECTION_BEARISH;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (hasPriceInsideOB)
|
|
{
|
|
//
|
|
orderBlock = priceInsideOB;
|
|
boxDir = priceInsideOB.IsBullish()
|
|
? X_DIRECTION_BULLISH
|
|
: priceInsideOB.IsBearish()
|
|
? X_DIRECTION_BEARISH
|
|
: X_DIRECTION_NONE;
|
|
}
|
|
|
|
//
|
|
bool hasBullishFVGs = state.HasBullishFVGs();
|
|
bool hasBearishFVGs = state.HasBearishFVGs();
|
|
bool hasDemandZones = state.HasDemandZones();
|
|
bool hasSupplyZones = state.HasSupplyZones();
|
|
bool hasSupportZones = state.HasSupportZones();
|
|
bool hasResistanceZones = state.HasResistanceZones();
|
|
|
|
//
|
|
bool hasBullishZones =
|
|
//
|
|
hasBullishFVGs ||
|
|
hasDemandZones ||
|
|
hasSupportZones
|
|
//
|
|
;
|
|
|
|
//
|
|
bool hasBearishZones =
|
|
//
|
|
hasBearishFVGs ||
|
|
hasSupplyZones ||
|
|
hasResistanceZones
|
|
//
|
|
;
|
|
|
|
//
|
|
bool hasPropperZones =
|
|
//
|
|
IsBullish(boxDir)
|
|
? hasBullishZones
|
|
: IsBearish(boxDir)
|
|
? hasBearishZones
|
|
: false
|
|
//
|
|
;
|
|
|
|
//
|
|
if (!hasPropperZones &&
|
|
hasPriceInsideOB)
|
|
{
|
|
//
|
|
// Use Price Inside OB as Box ...
|
|
box.dir = boxDir;
|
|
box.to = priceInsideOB.To();
|
|
box.from = priceInsideOB.From();
|
|
box.upper = priceInsideOB.Upper();
|
|
box.lower = priceInsideOB.Lower();
|
|
}
|
|
else if (hasPropperZones &&
|
|
hasPriceInsideOB)
|
|
{
|
|
//
|
|
// Detect Validate Zones ...
|
|
int count = 0;
|
|
XBoxZone boxes[];
|
|
double upper = 0;
|
|
double lower = 0;
|
|
double price = 0;
|
|
datetime to = NULL;
|
|
datetime from = NULL;
|
|
ENUM_X_DIRECTION dir = X_DIRECTION_NONE;
|
|
if (IsBullish(boxDir))
|
|
{
|
|
//
|
|
double price = xConditions.valesBuffer[1];
|
|
dir = X_DIRECTION_BULLISH;
|
|
|
|
//
|
|
// Bullish FVG ...
|
|
count = state.CountBullishFVGs();
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCFVG *iFVG = state.bullishFVGs[i];
|
|
|
|
//
|
|
to = iFVG.To();
|
|
from = iFVG.From();
|
|
upper = iFVG.Upper();
|
|
lower = iFVG.Lower();
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
price,
|
|
upper,
|
|
lower //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
XBoxZone iBox;
|
|
|
|
//
|
|
iBox.dir = dir;
|
|
iBox.symbol = symbol;
|
|
iBox.period = period;
|
|
|
|
//
|
|
iBox.to = to;
|
|
iBox.from = from;
|
|
iBox.upper = upper;
|
|
iBox.lower = lower;
|
|
|
|
//
|
|
if (iBox.IsValid())
|
|
{
|
|
//
|
|
AddRef(
|
|
iBox,
|
|
boxes //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Demand Zones ...
|
|
count = state.CountDemandZones();
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCDemandZone *iDemand = state.demandZones[i];
|
|
|
|
//
|
|
to = iDemand.To();
|
|
from = iDemand.From();
|
|
upper = iDemand.Upper();
|
|
lower = iDemand.Lower();
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
price,
|
|
upper,
|
|
lower //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
XBoxZone iBox;
|
|
|
|
//
|
|
iBox.dir = dir;
|
|
iBox.symbol = symbol;
|
|
iBox.period = period;
|
|
|
|
//
|
|
iBox.to = to;
|
|
iBox.from = from;
|
|
iBox.upper = upper;
|
|
iBox.lower = lower;
|
|
|
|
//
|
|
if (iBox.IsValid())
|
|
{
|
|
//
|
|
AddRef(
|
|
iBox,
|
|
boxes //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Support Zones ...
|
|
count = state.CountSupportZones();
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSupportZone *iSupport = state.supportZones[i];
|
|
|
|
//
|
|
to = iSupport.To();
|
|
from = iSupport.From();
|
|
upper = iSupport.Upper();
|
|
lower = iSupport.Lower();
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
price,
|
|
upper,
|
|
lower //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
XBoxZone iBox;
|
|
|
|
//
|
|
iBox.dir = dir;
|
|
iBox.symbol = symbol;
|
|
iBox.period = period;
|
|
|
|
//
|
|
iBox.to = to;
|
|
iBox.from = from;
|
|
iBox.upper = upper;
|
|
iBox.lower = lower;
|
|
|
|
//
|
|
if (iBox.IsValid())
|
|
{
|
|
//
|
|
AddRef(
|
|
iBox,
|
|
boxes //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
//
|
|
double price = xConditions.peaksBuffer[1];
|
|
dir = X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
// Bearish FVG ...
|
|
count = state.CountBearishFVGs();
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCFVG *iFVG = state.bearishFVGs[i];
|
|
|
|
//
|
|
to = iFVG.To();
|
|
from = iFVG.From();
|
|
upper = iFVG.Upper();
|
|
lower = iFVG.Lower();
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
price,
|
|
upper,
|
|
lower //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
XBoxZone iBox;
|
|
|
|
//
|
|
iBox.dir = dir;
|
|
iBox.symbol = symbol;
|
|
iBox.period = period;
|
|
|
|
//
|
|
iBox.to = to;
|
|
iBox.from = from;
|
|
iBox.upper = upper;
|
|
iBox.lower = lower;
|
|
|
|
//
|
|
if (iBox.IsValid())
|
|
{
|
|
//
|
|
AddRef(
|
|
iBox,
|
|
boxes //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Supply Zones ...
|
|
count = state.CountSupplyZones();
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSupplyZone *iSupply = state.supplyZones[i];
|
|
|
|
//
|
|
to = iSupply.To();
|
|
from = iSupply.From();
|
|
upper = iSupply.Upper();
|
|
lower = iSupply.Lower();
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
price,
|
|
upper,
|
|
lower //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
XBoxZone iBox;
|
|
|
|
//
|
|
iBox.dir = dir;
|
|
iBox.symbol = symbol;
|
|
iBox.period = period;
|
|
|
|
//
|
|
iBox.to = to;
|
|
iBox.from = from;
|
|
iBox.upper = upper;
|
|
iBox.lower = lower;
|
|
|
|
//
|
|
if (iBox.IsValid())
|
|
{
|
|
//
|
|
AddRef(
|
|
iBox,
|
|
boxes //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Demand Zones ...
|
|
count = state.CountResistanceZones();
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCResistanceZone *iResistance = state.resistanceZones[i];
|
|
|
|
//
|
|
to = iResistance.To();
|
|
from = iResistance.From();
|
|
upper = iResistance.Upper();
|
|
lower = iResistance.Lower();
|
|
|
|
//
|
|
bool isInside = IsPriceInsideZone(
|
|
price,
|
|
upper,
|
|
lower //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
XBoxZone iBox;
|
|
|
|
//
|
|
iBox.dir = dir;
|
|
iBox.symbol = symbol;
|
|
iBox.period = period;
|
|
|
|
//
|
|
iBox.to = to;
|
|
iBox.from = from;
|
|
iBox.upper = upper;
|
|
iBox.lower = lower;
|
|
|
|
//
|
|
if (iBox.IsValid())
|
|
{
|
|
//
|
|
AddRef(
|
|
iBox,
|
|
boxes //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
int boxesCount = ArraySize(boxes);
|
|
bool hasBoxes = IsValidSize(boxes);
|
|
if (hasBoxes)
|
|
{
|
|
//
|
|
// Filter Boxes ...
|
|
for (int i = 0; i < boxesCount; i++)
|
|
{
|
|
//
|
|
XBoxZone iBox = boxes[i];
|
|
|
|
//
|
|
// Direction ...
|
|
if (!HasDirection(box.dir) || box.dir != iBox.dir)
|
|
{
|
|
box.dir = iBox.dir;
|
|
}
|
|
|
|
//
|
|
// Upper ...
|
|
if (box.upper == 0 || box.upper < iBox.upper)
|
|
{
|
|
box.upper = iBox.upper;
|
|
}
|
|
|
|
//
|
|
// Lower ...
|
|
if (box.lower == 0 || box.lower < iBox.lower)
|
|
{
|
|
box.lower = iBox.lower;
|
|
}
|
|
|
|
//
|
|
// To ...
|
|
if (!IsValid(box.to) || box.to < iBox.to)
|
|
{
|
|
box.to = iBox.to;
|
|
}
|
|
|
|
//
|
|
// From ...
|
|
if (!IsValid(box.from) || box.from > iBox.from)
|
|
{
|
|
box.from = iBox.from;
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
//
|
|
// Use Price Inside OB as Box ...
|
|
box.dir = boxDir;
|
|
box.to = priceInsideOB.To();
|
|
box.from = priceInsideOB.From();
|
|
box.upper = priceInsideOB.Upper();
|
|
box.lower = priceInsideOB.Lower();
|
|
}
|
|
}
|
|
|
|
//
|
|
result = box.IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Add Guard to Collection ...
|
|
*
|
|
* @param guard: X121SMCGuard instance ...
|
|
* @param guards: X121SMCGuard instance Collection ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int AddGuard(
|
|
X121SMCGuard &guard,
|
|
X121SMCGuard &guards[] //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
if (!guard.IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
AddRef(
|
|
guard,
|
|
guards //
|
|
);
|
|
|
|
//
|
|
result = ArraySize(guards);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
typedef void (*TOnX121SMCSignal)(
|
|
XSignal &signal,
|
|
X121SMCStrategyConditions &conditions //
|
|
);
|
|
|
|
//
|
|
// Extentions ...
|
|
|
|
/**
|
|
* Validate a Signal Provider ...
|
|
*
|
|
* @param value: ENUM_X_121_SMC_PROVIDERS member ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsValid(ENUM_X_121_SMC_PROVIDERS value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = value != X_121_SMC_PROVIDER_NONE;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Converts a Signal Provider to String ...
|
|
*
|
|
* @param value: ENUM_X_121_SMC_PROVIDERS member ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string ToString(ENUM_X_121_SMC_PROVIDERS value)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
if (!IsValid(value))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
switch (value)
|
|
{
|
|
//
|
|
case X_121_SMC_PROVIDER_X:
|
|
result = X121SMCXToken;
|
|
break;
|
|
|
|
//
|
|
case X_121_SMC_PROVIDER_XHKPV:
|
|
result = X121SMCXHKPVToken;
|
|
break;
|
|
|
|
//
|
|
case X_121_SMC_PROVIDER_XOBPV:
|
|
result = X121SMCXOBPVToken;
|
|
break;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Parse Specified String as a Signal Provider ...
|
|
*
|
|
* @param value: String ...
|
|
*
|
|
* @return ( ENUM_X_121_SMC_PROVIDERS )
|
|
*/
|
|
ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
|
|
{
|
|
//
|
|
ENUM_X_121_SMC_PROVIDERS result = X_121_SMC_PROVIDER_NONE;
|
|
|
|
//
|
|
if (!IsValid(value))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (Contains(X121SMCXToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_X;
|
|
}
|
|
else if (Contains(X121SMCXHKPVToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_XHKPV;
|
|
}
|
|
else if (Contains(X121SMCXOBPVToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_XOBPV;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |