931 lines
25 KiB
Plaintext
931 lines
25 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class
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// -------------------------------------------------
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// Name: XCXFIMAPoiDetector ...
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// Description: XFIMA POI Detector Class ...
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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://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XFIMA POI Detector Class"
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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-bar.analyser.class.mq5"
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#include "../../Classes/x-saherelm.x-market.pattern.class.mq5"
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#include "../Libraries/x-saherelm.xfima.lib.mq5"
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//
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// Implementation ...
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class XCXFIMAPOIDetector : public XCMarketPatternDetector
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{
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//
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// Public ...
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public:
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//
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// Props ...
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XCBarAnalyser *barAnalyser; // Bar Analyser ...
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XCXFIMAHelper *fimaHelper; // XFIMA Helper ...
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//
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// Constructor ...
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XCXFIMAPOIDetector(
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XCXFIMAHelper *_fimaHelper //
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) : XCMarketPatternDetector()
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{
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//
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barAnalyser = new XCBarAnalyser();
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fimaHelper = _fimaHelper;
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}
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//
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// Deconstructor ...
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~XCXFIMAPOIDetector()
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{
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Destroy();
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}
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//
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// Actions and Tools ...
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//
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// Pivot Analysors ...
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/**
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* Analyse Market based on Specified Kind of Pivots ...
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*
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* @param analysis: XPivotAnalysis, reference to hold result ...
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* @param barIndex: int, Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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* @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ...
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*
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* @return ( bool )
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*/
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bool AnalysePVPivots(
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XPivotAnalysis &analysis,
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500,
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int validationLength = 0 //
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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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// Prepare ...
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analysis.Clean();
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//
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// Reading Pivots ...
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XPivot pivots[];
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int count = ExtractPVPivots(
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pivots, // Result ...
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barIndex, // Bar Index ...
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requiredNumberOFPivots, // Required Number of Pivots ...
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maxAllowedLoopbackLength, // Max Allowed Loopback ...
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validationLength // Validation Length ...
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);
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result = IsValidSize(count);
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if (!result)
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{
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//
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SpecifiedClean(pivots);
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return result;
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}
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//
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string symbol = fimaHelper.GetSymbol();
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ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
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//
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// Initialize Analysis ...
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result = analysis.Init(
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"XFIMA_XPV",
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symbol,
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period,
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pivots //
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);
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//
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// Cleanup Resources ...
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if (!result)
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{
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analysis.Clean();
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}
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SpecifiedClean(pivots);
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//
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return result;
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}
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/**
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* Analyse Market based on Specified Kind of Pivots ...
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*
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* @param analysis: XPivotAnalysis, reference to hold result ...
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* @param barIndex: int, Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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* @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ...
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*
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* @return ( bool )
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*/
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bool AnalyseMAPivots(
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XPivotAnalysis &analysis,
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500,
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int validationLength = 0 //
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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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// Prepare ...
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analysis.Clean();
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//
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// Reading Pivots ...
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XPivot pivots[];
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int count = ExtractMAPivots(
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pivots, // Result ...
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barIndex, // Bar Index ...
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requiredNumberOFPivots, // Required Number of Pivots ...
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maxAllowedLoopbackLength, // Max Allowed Loopback ...
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validationLength // Validation Length ...
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);
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result = IsValidSize(count);
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if (!result)
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{
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//
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SpecifiedClean(pivots);
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return result;
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}
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//
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string symbol = fimaHelper.GetSymbol();
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ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
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//
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// Initialize Analysis ...
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result = analysis.Init(
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"XFIMA_XMA",
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symbol,
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period,
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pivots //
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);
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//
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// Cleanup Resources ...
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if (!result)
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{
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analysis.Clean();
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}
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SpecifiedClean(pivots);
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//
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return result;
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}
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/**
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* Analyse Market based on Specified Kind of Pivots ...
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*
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* @param analysis: XPivotAnalysis, reference to hold result ...
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* @param barIndex: int, Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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*
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* @return ( bool )
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*/
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bool AnalyseSARPivots(
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XPivotAnalysis &analysis,
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500 //
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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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// Prepare ...
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analysis.Clean();
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//
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// Reading Pivots ...
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XPivot pivots[];
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int count = ExtractSARPivots(
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pivots, // Result ...
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barIndex, // Bar Index ...
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requiredNumberOFPivots, // Required Number of Pivots ...
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maxAllowedLoopbackLength // Max Allowed Loopback ...
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);
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result = IsValidSize(count);
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if (!result)
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{
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//
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SpecifiedClean(pivots);
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return result;
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}
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//
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string symbol = fimaHelper.GetSymbol();
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ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
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//
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// Initialize Analysis ...
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result = analysis.Init(
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"XFIMA_XSAR",
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symbol,
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period,
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pivots //
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);
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//
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// Cleanup Resources ...
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if (!result)
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{
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analysis.Clean();
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}
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SpecifiedClean(pivots);
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//
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return result;
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}
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/**
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* Analyse Market based on Specified Kind of Pivots ...
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*
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* @param analysis: XPivotAnalysis, reference to hold result ...
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* @param barIndex: int, Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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*
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* @return ( bool )
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*/
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bool AnalyseZigZagPivots(
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XPivotAnalysis &analysis,
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500 //
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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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// Prepare ...
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analysis.Clean();
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//
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// Reading Pivots ...
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XPivot pivots[];
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int count = ExtractZigZagPivots(
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pivots, // Result ...
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barIndex, // Bar Index ...
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requiredNumberOFPivots, // Required Number of Pivots ...
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maxAllowedLoopbackLength // Max Allowed Loopback ...
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);
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result = IsValidSize(count);
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if (!result)
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{
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//
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SpecifiedClean(pivots);
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return result;
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}
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//
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string symbol = fimaHelper.GetSymbol();
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ENUM_TIMEFRAMES period = fimaHelper.GetPeriod();
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//
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// Initialize Analysis ...
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result = analysis.Init(
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"XFIMA_XZG",
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symbol,
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period,
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pivots //
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);
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//
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// Cleanup Resources ...
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if (!result)
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{
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analysis.Clean();
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}
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SpecifiedClean(pivots);
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//
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return result;
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}
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//
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// Pivot Extractors ...
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/**
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* Extract Specified Kind of Pivots ...
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*
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* @param pivots: XPivot, refrence Collection to hold Extracted pivots ...
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* @param barIndex: int, Specified Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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* @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ...
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*
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* @return ( int )
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*/
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int ExtractPVPivots(
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XPivot &pivots[],
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500,
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int validationLength = 0 //
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)
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{
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//
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int result = 0;
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//
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result = fimaHelper.ExtractPVPivots(
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pivots,
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barIndex,
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requiredNumberOFPivots,
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maxAllowedLoopbackLength,
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validationLength //
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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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* Extract Specified Kind of Pivots ...
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*
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* @param pivots: XPivot, refrence Collection to hold Extracted pivots ...
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* @param barIndex: int, Specified Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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* @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ...
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*
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* @return ( int )
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*/
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int ExtractMAPivots(
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XPivot &pivots[],
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500,
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int validationLength = 0 //
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)
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{
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//
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int result = 0;
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//
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result = fimaHelper.ExtractMAPivots(
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pivots,
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barIndex,
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requiredNumberOFPivots,
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maxAllowedLoopbackLength,
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validationLength //
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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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* Extract Specified Kind of Pivots ...
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*
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* @param pivots: XPivot, refrence Collection to hold Extracted pivots ...
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* @param barIndex: int, Specified Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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*
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* @return ( int )
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*/
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int ExtractSARPivots(
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XPivot &pivots[],
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500 //
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)
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{
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//
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int result = 0;
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//
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result = fimaHelper.ExtractSARPivots(
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pivots,
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barIndex,
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requiredNumberOFPivots,
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maxAllowedLoopbackLength //
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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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* Extract Specified Kind of Pivots ...
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*
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* @param pivots: XPivot, refrence Collection to hold Extracted pivots ...
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* @param barIndex: int, Specified Bar Index ...
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* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
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* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
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*
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* @return ( int )
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*/
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int ExtractZigZagPivots(
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XPivot &pivots[],
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int barIndex = 0,
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int requiredNumberOFPivots = 50,
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int maxAllowedLoopbackLength = 1500 //
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)
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{
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//
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int result = 0;
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//
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result = fimaHelper.ExtractZigZagPivots(
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pivots,
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barIndex,
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requiredNumberOFPivots,
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maxAllowedLoopbackLength //
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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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* Destroy ...
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*/
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void Destroy()
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{
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//
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delete barAnalyser;
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ZeroMemory(barAnalyser);
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}
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//
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// Testers ...
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/**
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* Analyse Market based on Specified Bar ...
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*
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* @param forBar: XOHCL, reference Specified Bar for Analyse Market ...
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* @param structure: XFIMAMarketStructure, reference to holds result ...
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* @param config: XFIMAPatternDetectorConfig, reference to Configure Detector ...
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*/
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void AnalyseMarket(
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XOHCL &forBar,
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XFIMAMarketStructure &structure,
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XFIMAPatternDetectorConfig &config //
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)
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{
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//
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// Prepare ...
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structure.Clean();
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//
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// Validate ...
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if (!forBar.IsValid())
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{
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return;
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}
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//
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// Do Analysis ...
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//
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structure.bar = forBar;
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//
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bool has = false;
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ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
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//
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// Detecting POI Based on Config ...
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//
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// Order Block ...
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if (config.detectOB)
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{
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//
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bool isOB = HasOB(
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forBar,
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iDir,
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structure.ob,
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config.obLoopback //
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);
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bool isBullishOB = isOB &&
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IsSpecifiedBullish(iDir);
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bool isBearishOB = isOB &&
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IsSpecifiedBearish(iDir);
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if (!isOB)
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{
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structure.ob.Clean();
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}
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}
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|
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//
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// Fair Value Gap ...
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if (config.detectFVG)
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{
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//
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bool isFVG = HasFVG(
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forBar,
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iDir,
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structure.fvg,
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config.fvgLoopback //
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);
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bool isBullishOB = isFVG &&
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IsSpecifiedBullish(iDir);
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bool isBearishOB = isFVG &&
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IsSpecifiedBearish(iDir);
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if (!isFVG)
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{
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structure.fvg.Clean();
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}
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}
|
|
|
|
//
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|
// Checking Momentum Bar ...
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|
if (config.detectMomentum)
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{
|
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//
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bool isMomentum = IsMomentumBar(
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forBar,
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iDir,
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config.momentumBarRangeLength,
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config.momentumBarApprovedMultiplier //
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);
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bool isBullishMomentum = isMomentum &&
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IsSpecifiedBullish(iDir);
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bool isBearishMomentum = isMomentum &&
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IsSpecifiedBearish(iDir);
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if (isMomentum)
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{
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structure.momentumDir = iDir;
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}
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}
|
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|
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//
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// Checking Engulfed Bar ...
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|
if (config.detectEngulfed)
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{
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//
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bool isEngulfed = IsEngulfedBar(
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forBar,
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iDir //
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);
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bool isBullishEngulfed = isEngulfed &&
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IsSpecifiedBullish(iDir);
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bool isBearishEngulfed = isEngulfed &&
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IsSpecifiedBearish(iDir);
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if (isEngulfed)
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{
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structure.engulfedDir = iDir;
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}
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}
|
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|
|
//
|
|
// Checking TruGaped Bar ...
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|
if (config.detectTrueGaped)
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{
|
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//
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|
bool isTrueGaped = IsTrueGapedBar(
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forBar,
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iDir,
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config.truwGapApprovedPointMultiplier //
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|
);
|
|
bool isBullishTrueGaped = isTrueGaped &&
|
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IsSpecifiedBullish(iDir);
|
|
bool isBearishTrueGaped = isTrueGaped &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isTrueGaped)
|
|
{
|
|
structure.trueGapedDir = iDir;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Pinned Bar ...
|
|
if (config.detectPinned)
|
|
{
|
|
//
|
|
bool isPinned = IsPinnedBar(
|
|
forBar,
|
|
iDir,
|
|
config.pinnedBaarShadowApprovedMultiplier,
|
|
config.pinnedBarMinimumPinBarRangeMultiplier,
|
|
config.pinnedBarForceDirection //
|
|
);
|
|
bool isBullishPinned = isPinned &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishPinned = isPinned &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isPinned)
|
|
{
|
|
structure.pinnedDir = iDir;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Star Pattern ...
|
|
if (config.detectStarPattern)
|
|
{
|
|
//
|
|
bool isStarPattern = IsStartPattern(
|
|
forBar,
|
|
iDir //
|
|
);
|
|
bool isBullishStarPattern = isStarPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishStarPattern = isStarPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isStarPattern)
|
|
{
|
|
structure.starPatternDir = iDir;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Piercing Pattern ...
|
|
if (config.detectPiercingPattern)
|
|
{
|
|
//
|
|
bool isPiercingPattern = IsPiercingPattern(
|
|
forBar,
|
|
iDir //
|
|
);
|
|
bool isBullishPiercingPattern = isPiercingPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishPiercingPattern = isPiercingPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isPiercingPattern)
|
|
{
|
|
structure.piercingPatternDir = iDir;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Rising Pattern ...
|
|
if (config.detectRisingPattern)
|
|
{
|
|
//
|
|
bool isRisingPattern = IsRisingPattern(
|
|
forBar,
|
|
iDir //
|
|
);
|
|
bool isBullishRisingPattern = isRisingPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishRisingPattern = isRisingPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isRisingPattern)
|
|
{
|
|
structure.risingPatternDir = iDir;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Flag Pattern ...
|
|
if (config.detectFlagPattern)
|
|
{
|
|
//
|
|
XOHCL swingBar;
|
|
bool isFlagPattern = IsFlagPattern(
|
|
forBar,
|
|
iDir,
|
|
swingBar,
|
|
config.flagPatternMinimumPullbackBars //
|
|
);
|
|
bool isBullishFlagPattern = isFlagPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishFlagPattern = isFlagPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isFlagPattern)
|
|
{
|
|
//
|
|
structure.flagSwing = swingBar;
|
|
structure.flagPatternDir = iDir;
|
|
}
|
|
swingBar.Clean();
|
|
}
|
|
|
|
//
|
|
// Detect SignalKey Bar Pattern ...
|
|
if (config.detectSignalKeyBarPattern)
|
|
{
|
|
//
|
|
bool isSignalKeyBar = IsSignalKeyBarPattern(
|
|
forBar,
|
|
iDir,
|
|
config.signalKeyBarShadowApprovedMultiplier,
|
|
config.signalKeyBarMinimumPinBarRangeMultiplier,
|
|
config.signalKeyBarForceDirection //
|
|
);
|
|
bool isBullishSignalKeyBar = isSignalKeyBar &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishSignalKeyBar = isSignalKeyBar &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isSignalKeyBar)
|
|
{
|
|
structure.signalKeyBarPatternDir = iDir;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Detect Swing Trend ...
|
|
if (config.detectSwingTrend)
|
|
{
|
|
//
|
|
XOHCL swings[];
|
|
bool hasSwingTrend = HasSwingTrend(
|
|
forBar,
|
|
iDir,
|
|
swings,
|
|
config.trendingNumberOfSwings,
|
|
config.trendingSwingShoulders //
|
|
);
|
|
bool hasBullishSwingTrend = hasSwingTrend &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool hasBearishSwingTrend = hasSwingTrend &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (hasSwingTrend)
|
|
{
|
|
//
|
|
Copy(
|
|
swings,
|
|
structure.trendSwings //
|
|
);
|
|
structure.trendDir = iDir;
|
|
}
|
|
SpecifiedClean(swings);
|
|
}
|
|
|
|
//
|
|
// Detect Supports ...
|
|
if (config.detectSupports)
|
|
{
|
|
//
|
|
XOHCL support;
|
|
bool hasSupport = HasSupport(
|
|
forBar,
|
|
support,
|
|
config.supportAndResistanceValidationLength,
|
|
config.supportAndResistanceMaxAllowedLoopback //
|
|
);
|
|
if (hasSupport)
|
|
{
|
|
//
|
|
XBoxZone supportBox;
|
|
has = ToSupportBox(support, supportBox);
|
|
if (has)
|
|
{
|
|
structure.support = supportBox;
|
|
}
|
|
|
|
//
|
|
supportBox.Clean();
|
|
}
|
|
support.Clean();
|
|
}
|
|
|
|
//
|
|
// Detect Resistance ...
|
|
if (config.detectResistance)
|
|
{
|
|
//
|
|
XOHCL resistance;
|
|
bool hasResistance = HasResistance(
|
|
forBar,
|
|
resistance,
|
|
config.supportAndResistanceValidationLength,
|
|
config.supportAndResistanceMaxAllowedLoopback //
|
|
);
|
|
if (hasResistance)
|
|
{
|
|
//
|
|
XBoxZone resistanceBox;
|
|
has = ToResistanceBox(resistance, resistanceBox);
|
|
if (has)
|
|
{
|
|
structure.resistance = resistanceBox;
|
|
}
|
|
|
|
//
|
|
resistanceBox.Clean();
|
|
}
|
|
resistance.Clean();
|
|
}
|
|
|
|
//
|
|
// Analysers ...
|
|
|
|
//
|
|
// Analyse Based on PV ...
|
|
if (config.analyseFIMAPVPivots)
|
|
{
|
|
//
|
|
XPivotAnalysis analysis;
|
|
has = AnalysePVPivots(
|
|
analysis, // Result ...
|
|
forBar.Index(), // Bar Index ...
|
|
config.numberOfRequiredPivotsForAnalysis, // Required Number of Pivots ...
|
|
config.maxAllowedLoopbackLengthForAnalysis, // Max Allowed Loopback ...
|
|
config.pvPivotsValidationLength // Validation Length ...
|
|
);
|
|
if (has)
|
|
{
|
|
structure.pvAnalysis = analysis;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Analyse Based on MA ...
|
|
if (config.analyseFIMAMAPivots)
|
|
{
|
|
//
|
|
XPivotAnalysis analysis;
|
|
has = AnalyseMAPivots(
|
|
analysis, // Result ...
|
|
forBar.Index(), // Bar Index ...
|
|
config.numberOfRequiredPivotsForAnalysis, // Required Number of Pivots ...
|
|
config.maxAllowedLoopbackLengthForAnalysis, // Max Allowed Loopback ...
|
|
config.pvPivotsValidationLength // Validation Length ...
|
|
);
|
|
if (has)
|
|
{
|
|
structure.maAnalysis = analysis;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Analyse Based on SAR ...
|
|
if (config.analyseFIMASARPivots)
|
|
{
|
|
//
|
|
XPivotAnalysis analysis;
|
|
has = AnalyseSARPivots(
|
|
analysis, // Result ...
|
|
forBar.Index(), // Bar Index ...
|
|
config.numberOfRequiredPivotsForAnalysis, // Required Number of Pivots ...
|
|
config.maxAllowedLoopbackLengthForAnalysis // Max Allowed Loopback ...
|
|
);
|
|
if (has)
|
|
{
|
|
structure.sarAnalysis = analysis;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Analyse Based on ZigZag ...
|
|
if (config.analyseFIMAZigZagPivots)
|
|
{
|
|
//
|
|
XPivotAnalysis analysis;
|
|
has = AnalyseZigZagPivots(
|
|
analysis, // Result ...
|
|
forBar.Index(), // Bar Index ...
|
|
config.numberOfRequiredPivotsForAnalysis, // Required Number of Pivots ...
|
|
config.maxAllowedLoopbackLengthForAnalysis // Max Allowed Loopback ...
|
|
);
|
|
if (has)
|
|
{
|
|
structure.zigzagAnalysis = analysis;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Tools / Actions ...
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
|
|
//
|
|
};
|
|
|
|
// |