1836 lines
42 KiB
Plaintext
1836 lines
42 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 X121 SMC Signal Class
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// -------------------------------------------------
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// Name: X
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// Description: provide all Signalling functions ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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// #include "../../Libraries/x-trade.lib"
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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#include "../Libraries/x-121.smc.guard.lib.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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//
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// Definitions ...
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struct X121SMCStrategyXHKPVSignalConditions
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{
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//
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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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double sl;
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double target;
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ENUM_X_DIRECTION dir;
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ENUM_X_POSITION_TYPES type;
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//
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// Setup Props ...
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//
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datetime setupTime;
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datetime triggerTime;
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//
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double pivot;
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double point;
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//
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XBoxZone priceBox;
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bool isPriceOBActed;
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bool isPriceOBBreaked;
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XCOrderBlock *priceOB;
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X121SMCCycleState state;
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//
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// Constructor ...
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X121SMCStrategyXHKPVSignalConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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sl = 0;
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target = 0;
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//
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dir = X_DIRECTION_NONE;
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type = X_POSITION_TYPE_NONE;
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//
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symbol = NULL;
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period = NULL;
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setupTime = NULL;
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triggerTime = NULL;
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//
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ExtensionClean();
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}
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/**
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* Check Condition is Setting Up ...
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*
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* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
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*
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* @return ( bool )
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*/
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bool IsSetuped()
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{
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//
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bool result = false;
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//
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result = IsValid(setupTime) &&
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HasDirection(dir);
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if (!result)
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{
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return result;
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}
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//
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return result;
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}
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/**
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* Calculate Setup Age ...
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*
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* @return ( int )
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*/
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int GetSetupAge()
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{
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//
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int result = 0;
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//
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if (!IsSetuped())
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{
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return result;
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}
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//
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result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
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//
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return result;
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}
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/**
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* Detect How we Can Trigger Signal ...
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*
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* @return ( bool )
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*/
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bool CanTrigger()
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{
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//
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bool result = false;
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//
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result =
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//
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sl > 0 &&
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IsValid(symbol) &&
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IsValid(period) &&
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IsValid(triggerTime) &&
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type != X_POSITION_TYPE_ALL &&
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type != X_POSITION_TYPE_NONE
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//
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;
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//
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return result;
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}
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//
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// Extensions ...
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/**
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* Clean Additional Properties ...
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*/
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void ExtensionClean()
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{
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//
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pivot = 0;
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point = 0;
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//
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state.Clean();
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priceOB = NULL;
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priceBox.Clean();
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isPriceOBActed = false;
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isPriceOBBreaked = false;
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}
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//
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};
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//
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// Signaller Data Sources ...
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X121SMCStrategyXHKPVSignalConditions mXHKPVConditions;
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X121SMCStrategyXHKPVSignalConditions mXHKPVConditionsCollection[];
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//
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// Extension Functions ...
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//
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// Detect Setup Conditions ...
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bool DetectX121SMCXHKPVSignalSetup(
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string _symbol,
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ENUM_TIMEFRAMES _period,
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//
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X121SMCStrategyXHKPVSignalConditions &conditions,
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//
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XC121SMCCycleHelper *triggerCycleHelper,
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XC121SMCCycleHelper *decisionCycleHelper,
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XC121SMCCycleHelper *analyseCycleHelper,
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XC121SMCCycleHelper *verificationCycleHelper,
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XC121SMCCycleHelper *consolidationCycleHelper,
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XC121SMCCycleHelper *visionCycleHelper
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//
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)
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{
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//
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bool result = false;
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//
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bool isBullish = false;
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bool isBearish = false;
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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string symbol = _symbol;
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ENUM_TIMEFRAMES period = _period;
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//
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conditions.symbol = symbol;
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conditions.period = period;
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//
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XC121SMCCycleHelper *barCycle = triggerCycleHelper;
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//
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XOHCL zBar;
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result = barCycle.GetBar(
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zBar,
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zIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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XOHCL cBar;
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result = barCycle.GetBar(
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cBar,
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cIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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XOHCL pBar;
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result = barCycle.GetBar(
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pBar,
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pIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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int swingLoopback = 3;
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double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
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double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
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double llDown = cBar.FindLowesttDown(swingLoopback);
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double hhUp = cBar.FindHighestUp(swingLoopback);
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//
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// Cycles Conditions ...
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//
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// Trigger ...
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ENUM_XPOI_EVENTS triggerPoiEvents[];
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ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
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X121SMCCycleConditions triggerConditions;
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result = triggerCycleHelper.GetConditions(
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triggerCycleEvents,
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triggerPoiEvents,
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triggerConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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return result;
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}
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//
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// Decision ...
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ENUM_XPOI_EVENTS decisionPoiEvents[];
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ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
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X121SMCCycleConditions decisionConditions;
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result = decisionCycleHelper.GetConditions(
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decisionCycleEvents,
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decisionPoiEvents,
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decisionConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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return result;
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}
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//
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// Analyse ...
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ENUM_XPOI_EVENTS analysePoiEvents[];
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ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
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X121SMCCycleConditions analyseConditions;
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result = analyseCycleHelper.GetConditions(
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analyseCycleEvents,
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analysePoiEvents,
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analyseConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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return result;
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}
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//
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// Verification ...
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ENUM_XPOI_EVENTS verificationPoiEvents[];
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ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
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X121SMCCycleConditions verificationConditions;
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result = verificationCycleHelper.GetConditions(
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verificationCycleEvents,
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verificationPoiEvents,
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verificationConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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return result;
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}
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//
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// Consolidation ...
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ENUM_XPOI_EVENTS consolidationPoiEvents[];
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ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
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X121SMCCycleConditions consolidationConditions;
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result = consolidationCycleHelper.GetConditions(
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consolidationCycleEvents,
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consolidationPoiEvents,
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consolidationConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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return result;
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}
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//
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// Vision ...
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ENUM_XPOI_EVENTS visionPoiEvents[];
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ENUM_X_CYCLE_EVENTS visionCycleEvents[];
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X121SMCCycleConditions visionConditions;
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result = visionCycleHelper.GetConditions(
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visionCycleEvents,
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visionPoiEvents,
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visionConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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return result;
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}
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//
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// Cycles POI States ...
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XPOIState triggerState = triggerConditions.state;
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XPOIState decisionState = decisionConditions.state;
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XPOIState analyseState = analyseConditions.state;
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XPOIState verificationState = verificationConditions.state;
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XPOIState consolidationState = consolidationConditions.state;
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XPOIState visionState = visionConditions.state;
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//
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// Cycle X121Conditions ...
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X121Conditions triggerXConditions = triggerConditions.x121Conditions;
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X121Conditions decisionXConditions = decisionConditions.x121Conditions;
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X121Conditions analyseXConditions = analyseConditions.x121Conditions;
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X121Conditions verificationXConditions = verificationConditions.x121Conditions;
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X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
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X121Conditions visionXConditions = visionConditions.x121Conditions;
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//
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// Setup Conditions ...
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//
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// Detect Trend ...
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//
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// Consolidation ...
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ENUM_X_DIRECTION consolidationTrendDir;
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bool hasConsolidationTrend =
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consolidationCycleHelper
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.DetectMarketStructure(
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consolidationTrendDir //
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);
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bool hasConsolidationBullishTrend =
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hasConsolidationTrend &&
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IsBullish(consolidationTrendDir);
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bool hasConsolidationBearishTrend =
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hasConsolidationTrend &&
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IsBearish(consolidationTrendDir);
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//
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// Verification ...
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ENUM_X_DIRECTION verificationTrendDir;
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bool hasVerificationTrend =
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verificationCycleHelper
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.DetectMarketStructure(
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verificationTrendDir //
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);
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bool hasVerificationBullishTrend =
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hasVerificationTrend &&
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IsBullish(verificationTrendDir);
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bool hasVerificationBearishTrend =
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hasVerificationTrend &&
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IsBearish(verificationTrendDir);
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//
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// Analyse ...
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ENUM_X_DIRECTION analyseTrendDir;
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bool hasAnalyseTrend =
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analyseCycleHelper
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.DetectMarketStructure(
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analyseTrendDir //
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);
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bool hasAnalyseBullishTrend =
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hasAnalyseTrend &&
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IsBullish(analyseTrendDir);
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bool hasAnalyseBearishTrend =
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hasAnalyseTrend &&
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IsBearish(analyseTrendDir);
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//
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// Decision ...
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ENUM_X_DIRECTION decisionTrendDir;
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bool hasDecisionTrend =
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decisionCycleHelper
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.DetectMarketStructure(
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decisionTrendDir //
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);
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bool hasDecisionBullishTrend =
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hasDecisionTrend &&
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IsBullish(decisionTrendDir);
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bool hasDecisionBearishTrend =
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hasDecisionTrend &&
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IsBearish(decisionTrendDir);
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//
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// Detect Bar State ...
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//
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// PinBar ...
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ENUM_X_DIRECTION cBarPinDir;
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bool isCBarPin = decisionCycleHelper
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.mBarAnalyser
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.IsPinBar(
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cBar,
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cBarPinDir,
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1 //
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);
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bool isCBarBullishPin =
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isCBarPin &&
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IsBullish(cBarPinDir);
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bool isCBarBearishPin =
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isCBarPin &&
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IsBearish(cBarPinDir);
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//
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// Engulf ...
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ENUM_X_DIRECTION cBarEngulfDir;
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bool isCBarEngulfed = decisionCycleHelper
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.mBarAnalyser
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.IsEngulfBar(
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cBar,
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cBarEngulfDir,
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0 // Extended ...
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);
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bool isCBarBullishEngulfed =
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isCBarEngulfed &&
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IsBullish(cBarEngulfDir);
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bool isCBarBearishEngulfed =
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isCBarEngulfed &&
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IsBearish(cBarEngulfDir);
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//
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// Momentum ...
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ENUM_X_DIRECTION cBarMomentumDir;
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bool isCBarMomentum = decisionCycleHelper
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.mBarAnalyser
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.IsMomentumBar(
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cBar,
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cBarMomentumDir,
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0 // Extended ...
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);
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bool isCBarBullishMomentum =
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isCBarMomentum &&
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IsBullish(cBarMomentumDir);
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bool isCBarBearishMomentum =
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isCBarMomentum &&
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IsBearish(cBarMomentumDir);
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//
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// Reject ...
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ENUM_X_DIRECTION cBarRejectDir;
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bool isCBarRejected = decisionCycleHelper
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.mBarAnalyser
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.IsRejectionBar(
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cBar,
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cBarRejectDir,
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0 // Extended ...
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);
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bool isCBarBullishRejected =
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isCBarRejected &&
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IsBullish(cBarRejectDir);
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bool isCBarBearishRejected =
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isCBarRejected &&
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IsBearish(cBarRejectDir);
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//
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// Pull Back ...
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ENUM_X_DIRECTION cBarPullbackDir;
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bool isCBarPullbacked =
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decisionCycleHelper
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.mBarAnalyser
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.HasPullBack(
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cBarPullbackDir,
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cBar //
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);
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bool isCBarBullishPullbacked =
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isCBarPullbacked &&
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IsBullish(cBarPullbackDir);
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bool isCBarBearishPullbacked =
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isCBarPullbacked &&
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IsBearish(cBarPullbackDir);
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//
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// HH/LL Break ...
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//
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bool isCBarBreaksUpHH = IsBarBreak(
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hh,
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X_DIRECTION_BULLISH,
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cBar //
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);
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|
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//
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bool isCBarBreaksDownLL = IsBarBreak(
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hh,
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X_DIRECTION_BEARISH,
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cBar //
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);
|
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//
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// Bars Pattern and Power and Pressures ...
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//
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bool hasCBarBullishPattern =
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decisionCycleHelper
|
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.mBarAnalyser
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.HasBullishPattern(
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cBar,
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2 //
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);
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//
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bool hasCBarBearishPattern =
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decisionCycleHelper
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.mBarAnalyser
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.HasBearishPattern(
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cBar,
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2 //
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);
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//
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bool isCBarHasBullishPower =
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decisionCycleHelper
|
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.mBarAnalyser
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.HasBullishPower(
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cBar,
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2 //
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);
|
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|
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//
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bool isCBarHasBearishPower =
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decisionCycleHelper
|
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.mBarAnalyser
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.HasBearishPower(
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cBar,
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2 //
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);
|
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|
|
//
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bool isCBarHasBullishPressure =
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decisionCycleHelper
|
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.mBarAnalyser
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.HasBullishPressure(
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cBar,
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2 //
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);
|
|
|
|
//
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bool isCBarHasBearishPressure =
|
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decisionCycleHelper
|
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.mBarAnalyser
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.HasBearishPressure(
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cBar,
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2 //
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|
);
|
|
|
|
//
|
|
// Bar Checking Summary ...
|
|
|
|
//
|
|
// Bullish ...
|
|
bool isCBarBullishFormed =
|
|
//
|
|
(
|
|
//
|
|
hasCBarBullishPattern &&
|
|
isCBarHasBullishPower &&
|
|
isCBarHasBullishPressure
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
(
|
|
//
|
|
isCBarBullishPin ||
|
|
isCBarBreaksUpHH ||
|
|
isCBarBullishEngulfed ||
|
|
isCBarBullishMomentum ||
|
|
isCBarBullishRejected
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
// Bearish ...
|
|
bool isCBarBearishFormed =
|
|
//
|
|
(
|
|
//
|
|
hasCBarBearishPattern &&
|
|
isCBarHasBearishPower &&
|
|
isCBarHasBearishPressure
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
(
|
|
//
|
|
isCBarBearishPin ||
|
|
isCBarBreaksDownLL ||
|
|
isCBarBearishEngulfed ||
|
|
isCBarBearishMomentum ||
|
|
isCBarBearishRejected
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
// Detect Cycle State ...
|
|
|
|
//
|
|
double upper = 0;
|
|
double lower = 0;
|
|
bool isPriceOBValid = false;
|
|
bool isBullishHappens = false;
|
|
bool isBearishHappens = false;
|
|
bool hasPriceBox = conditions.priceBox.IsValid();
|
|
bool hasState = visionCycleHelper.GetCycleState(conditions.state);
|
|
|
|
//
|
|
// Detect Price Box if not Provided ...
|
|
if (hasState &&
|
|
!hasPriceBox)
|
|
{
|
|
//
|
|
hasPriceBox = DetectPriceInsideBox(
|
|
conditions.priceBox,
|
|
conditions.priceOB,
|
|
decisionXConditions,
|
|
conditions.state //
|
|
);
|
|
}
|
|
|
|
//
|
|
if (hasPriceBox)
|
|
{
|
|
//
|
|
// Update Price Box Date ...
|
|
conditions.priceOB.To(cTime);
|
|
conditions.priceBox.to = cTime;
|
|
upper = conditions.priceOB.Upper();
|
|
lower = conditions.priceOB.Lower();
|
|
|
|
//
|
|
// Here We Can Validate Box by Same Cycles Peaks and Vales ...
|
|
bool isBullish = IsBullish(conditions.priceBox.dir);
|
|
|
|
//
|
|
int cIDX = 1;
|
|
|
|
//
|
|
bool isSameCyclePeaks =
|
|
//
|
|
triggerXConditions.peaksBuffer[cIDX] == decisionXConditions.peaksBuffer[cIDX] &&
|
|
decisionXConditions.peaksBuffer[cIDX] == analyseXConditions.peaksBuffer[cIDX] &&
|
|
analyseXConditions.peaksBuffer[cIDX] == verificationXConditions.peaksBuffer[cIDX]
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isSameCycleVales =
|
|
//
|
|
triggerXConditions.valesBuffer[cIDX] == decisionXConditions.valesBuffer[cIDX] &&
|
|
decisionXConditions.valesBuffer[cIDX] == analyseXConditions.valesBuffer[cIDX] &&
|
|
analyseXConditions.valesBuffer[cIDX] == verificationXConditions.valesBuffer[cIDX]
|
|
//
|
|
;
|
|
|
|
//
|
|
// Check Validation Conditions ...
|
|
isPriceOBValid =
|
|
//
|
|
hasPriceBox &&
|
|
(isBullish
|
|
? isSameCycleVales
|
|
: isSameCyclePeaks)
|
|
//
|
|
;
|
|
|
|
//
|
|
// Check Conditions ...
|
|
|
|
//
|
|
X121Conditions xConditions = triggerXConditions;
|
|
|
|
//
|
|
isBullishHappens =
|
|
//
|
|
isPriceOBValid &&
|
|
isCBarBullishFormed &&
|
|
conditions.priceOB.IsBullish() &&
|
|
IsBullish(conditions.priceBox.dir) &&
|
|
//
|
|
(xConditions.isBreakedUpPrevSar ||
|
|
xConditions.isBreakedUpPrevStr ||
|
|
xConditions.isVWapMaxBreakedUp ||
|
|
xConditions.isBreakedUpPrevCheMax ||
|
|
xConditions.isBreakedUpPrevAtrLower) &&
|
|
//
|
|
(xConditions.isSarSwitchedToBullish ||
|
|
xConditions.isStrSwitchedToBullish ||
|
|
xConditions.isCheSwitchedToBullish ||
|
|
xConditions.isVWapSwitchedToBullishState ||
|
|
xConditions.isVWapSwitchedToBullishOrdered)
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearishHappens =
|
|
//
|
|
isPriceOBValid &&
|
|
isCBarBearishFormed &&
|
|
conditions.priceOB.IsBearish() &&
|
|
IsBearish(conditions.priceBox.dir) &&
|
|
//
|
|
(xConditions.isBreakedDownPrevSar ||
|
|
xConditions.isBreakedDownPrevStr ||
|
|
xConditions.isVWapMinBreakedDown ||
|
|
xConditions.isBreakedDownPrevCheMin ||
|
|
xConditions.isBreakedDownPrevAtrUpper) &&
|
|
//
|
|
(xConditions.isSarSwitchedToBearish ||
|
|
xConditions.isStrSwitchedToBearish ||
|
|
xConditions.isCheSwitchedToBearish ||
|
|
xConditions.isVWapSwitchedToBearishState ||
|
|
xConditions.isVWapSwitchedToBearishOrdered)
|
|
//
|
|
;
|
|
|
|
//
|
|
if (!conditions.isPriceOBActed)
|
|
{
|
|
conditions.isPriceOBActed = isBullishHappens ||
|
|
isBearishHappens;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Detect Accumulation ...
|
|
if (conditions.isPriceOBActed)
|
|
{
|
|
//
|
|
// Checking OB Breake on Side ...
|
|
if (!conditions.isPriceOBBreaked)
|
|
{
|
|
//
|
|
conditions.isPriceOBBreaked =
|
|
(conditions.priceOB.IsBullish() &&
|
|
IsBullish(conditions.priceBox.dir))
|
|
? (cBar.low < upper &&
|
|
cBar.high > upper &&
|
|
cBar.close > upper)
|
|
//
|
|
||
|
|
//
|
|
(pBar.high < upper &&
|
|
cBar.low > upper &&
|
|
cBar.open > upper)
|
|
: (cBar.high > lower &&
|
|
cBar.low < lower &&
|
|
cBar.close < lower)
|
|
//
|
|
||
|
|
//
|
|
(pBar.low > lower &&
|
|
cBar.high < lower &&
|
|
cBar.open < lower);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Detect Distribution ...
|
|
bool isPriceOBUpperBrekedUp = false;
|
|
bool isPriceOBLowerBrekedDown = false;
|
|
if (conditions.isPriceOBBreaked)
|
|
{
|
|
//
|
|
isPriceOBUpperBrekedUp = IsBarBreak(
|
|
upper,
|
|
X_DIRECTION_BULLISH,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
isPriceOBLowerBrekedDown = IsBarBreak(
|
|
lower,
|
|
X_DIRECTION_BEARISH,
|
|
cBar //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Draw ...
|
|
XCBaseObject *drawnObjects[];
|
|
int drawnObjectsCount = visionCycleHelper.DrawCycleState(
|
|
conditions.state,
|
|
drawnObjects //
|
|
);
|
|
|
|
//
|
|
if (hasPriceBox)
|
|
{
|
|
//
|
|
bool isBullish = IsBullish(conditions.priceBox.dir);
|
|
color boxColor = isBullish ? clrYellow : clrOrange;
|
|
|
|
//
|
|
XCBoxObject *iObj;
|
|
bool isCreated = visionCycleHelper.mPOIDrawer.CreateBox(
|
|
conditions.priceBox,
|
|
iObj,
|
|
boxColor,
|
|
1,
|
|
false,
|
|
STYLE_DASHDOTDOT //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
//
|
|
Add(
|
|
(XCBaseObject *)iObj,
|
|
drawnObjects //
|
|
);
|
|
}
|
|
|
|
//
|
|
XCBaseObject *priceOBObj = NULL;
|
|
if (isBullish)
|
|
{
|
|
//
|
|
XCBullishOrderBlockObject *iObj;
|
|
isCreated = visionCycleHelper
|
|
.mPOIDrawer
|
|
.CreateBullishOrderBlock(
|
|
conditions.priceOB,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
//
|
|
iObj.ZoneWidth(2);
|
|
iObj.ZoneColor(boxColor);
|
|
iObj.ZoneStyle(STYLE_SOLID);
|
|
|
|
//
|
|
priceOBObj = (XCBaseObject *)iObj;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
//
|
|
XCBearishOrderBlockObject *iObj;
|
|
isCreated = visionCycleHelper
|
|
.mPOIDrawer
|
|
.CreateBearishOrderBlock(
|
|
conditions.priceOB,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
//
|
|
iObj.ZoneWidth(2);
|
|
iObj.ZoneColor(boxColor);
|
|
iObj.ZoneStyle(STYLE_SOLID);
|
|
|
|
//
|
|
priceOBObj = (XCBaseObject *)iObj;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
//
|
|
Add(
|
|
priceOBObj,
|
|
drawnObjects //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
// Check Verifications Conditions ...
|
|
|
|
//
|
|
// XHK ...
|
|
bool isXHKBullish = false;
|
|
bool isXHKBearish = false;
|
|
|
|
//
|
|
// XSAR ...
|
|
bool isXSarBullish = false;
|
|
bool isXSarBearish = false;
|
|
|
|
//
|
|
// XATR ...
|
|
bool isXAtrBullish = false;
|
|
bool isXAtrBearish = false;
|
|
|
|
//
|
|
// XSTR ...
|
|
bool isXStrBullish = false;
|
|
bool isXStrBearish = false;
|
|
|
|
//
|
|
// XVWAP ...
|
|
bool isXVWapBullish = false;
|
|
bool isXVWapBearish = false;
|
|
|
|
//
|
|
// XCHE ...
|
|
bool isXCheBullish = false;
|
|
bool isXCheBearish = false;
|
|
|
|
//
|
|
if (hasPriceBox)
|
|
{
|
|
//
|
|
// XHK ...
|
|
|
|
//
|
|
isXHKBullish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isSMHKBullish &&
|
|
triggerXConditions.isRawHKBullish &&
|
|
triggerXConditions.isClosedOverSMHK &&
|
|
triggerXConditions.isClosedOverRawHK &&
|
|
(triggerXConditions.isBreakedUpSMHK ||
|
|
triggerXConditions.isBreakedUpRawHK) &&
|
|
triggerXConditions.isRawHKClosedOverSMHK &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isSMHKBullish &&
|
|
decisionXConditions.isRawHKBullish &&
|
|
decisionXConditions.isClosedOverSMHK &&
|
|
decisionXConditions.isClosedOverRawHK &&
|
|
(decisionXConditions.isBreakedUpSMHK ||
|
|
decisionXConditions.isBreakedUpRawHK) &&
|
|
decisionXConditions.isRawHKClosedOverSMHK &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isSMHKBullish &&
|
|
analyseXConditions.isRawHKBullish &&
|
|
analyseXConditions.isClosedOverSMHK &&
|
|
analyseXConditions.isClosedOverRawHK &&
|
|
(analyseXConditions.isBreakedUpSMHK ||
|
|
analyseXConditions.isBreakedUpRawHK) &&
|
|
decisionXConditions.isRawHKClosedOverSMHK
|
|
//
|
|
;
|
|
|
|
//
|
|
isXHKBearish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isSMHKBearish &&
|
|
triggerXConditions.isRawHKBearish &&
|
|
triggerXConditions.isClosedUnderSMHK &&
|
|
triggerXConditions.isClosedUnderRawHK &&
|
|
(triggerXConditions.isBreakedDownSMHK ||
|
|
triggerXConditions.isBreakedDownRawHK) &&
|
|
triggerXConditions.isRawHKClosedUnderSMHK &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isSMHKBearish &&
|
|
decisionXConditions.isRawHKBearish &&
|
|
decisionXConditions.isClosedUnderSMHK &&
|
|
decisionXConditions.isClosedUnderRawHK &&
|
|
(decisionXConditions.isBreakedDownSMHK ||
|
|
decisionXConditions.isBreakedDownRawHK) &&
|
|
decisionXConditions.isRawHKClosedUnderSMHK &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isSMHKBearish &&
|
|
analyseXConditions.isRawHKBearish &&
|
|
analyseXConditions.isClosedUnderSMHK &&
|
|
analyseXConditions.isClosedUnderRawHK &&
|
|
(analyseXConditions.isBreakedDownSMHK ||
|
|
analyseXConditions.isBreakedDownRawHK) &&
|
|
analyseXConditions.isRawHKClosedUnderSMHK
|
|
//
|
|
;
|
|
|
|
//
|
|
// XSAR ...
|
|
|
|
//
|
|
isXSarBullish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isSarBullish &&
|
|
triggerXConditions.isSarIncreased &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isSarBullish &&
|
|
decisionXConditions.isSarIncreased &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isSarBullish &&
|
|
analyseXConditions.isSarIncreased
|
|
//
|
|
;
|
|
|
|
//
|
|
isXSarBearish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isSarBearish &&
|
|
triggerXConditions.isSarDecreased &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isSarBearish &&
|
|
decisionXConditions.isSarDecreased &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isSarBearish // &&
|
|
//
|
|
;
|
|
|
|
//
|
|
// XATR ...
|
|
|
|
//
|
|
isXAtrBullish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isClosedOverAtrUpper &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isClosedOverAtrUpper
|
|
//
|
|
// Analyse ...
|
|
//
|
|
;
|
|
|
|
//
|
|
isXAtrBearish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isClosedUnderAtrLower &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isClosedUnderAtrLower
|
|
//
|
|
// Analyse ...
|
|
//
|
|
;
|
|
|
|
//
|
|
// XSTR ...
|
|
|
|
//
|
|
isXStrBullish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isStrBullish &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isStrBullish
|
|
//
|
|
// Analyse ...
|
|
//
|
|
;
|
|
|
|
//
|
|
isXStrBearish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isStrBearish &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isStrBearish
|
|
//
|
|
// Analyse ...
|
|
//
|
|
;
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
isXVWapBullish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isVWapBullishState &&
|
|
triggerXConditions.isVWapBullishOrdered &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isVWapBullishState &&
|
|
decisionXConditions.isVWapBullishOrdered &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isVWapBullishState &&
|
|
analyseXConditions.isVWapBullishOrdered
|
|
//
|
|
;
|
|
|
|
//
|
|
isXVWapBearish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isVWapBearishState &&
|
|
triggerXConditions.isVWapBearishOrdered &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isVWapBearishState &&
|
|
decisionXConditions.isVWapBearishOrdered &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isVWapBearishState &&
|
|
analyseXConditions.isVWapBearishOrdered
|
|
//
|
|
;
|
|
|
|
//
|
|
// XCHE ...
|
|
|
|
//
|
|
isXCheBullish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isCheBullish &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isCheBullish &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isCheBullish
|
|
//
|
|
;
|
|
|
|
//
|
|
isXCheBearish =
|
|
//
|
|
// Trigger ...
|
|
triggerXConditions.isCheBearish &&
|
|
//
|
|
// Decision ...
|
|
decisionXConditions.isCheBearish &&
|
|
//
|
|
// Analyse ...
|
|
analyseXConditions.isCheBearish
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
// Summarize Conditions ...
|
|
|
|
//
|
|
bool isCondition1Bullish =
|
|
//
|
|
isPriceOBUpperBrekedUp &&
|
|
conditions.isPriceOBBreaked &&
|
|
conditions.priceOB.IsBearish() &&
|
|
//
|
|
// XHK ...
|
|
isXHKBullish &&
|
|
//
|
|
// XSAR ...
|
|
isXSarBullish &&
|
|
//
|
|
// XATR ...
|
|
isXAtrBullish &&
|
|
//
|
|
// XSTR ...
|
|
isXStrBullish &&
|
|
//
|
|
// XVWAP ...
|
|
isXVWapBullish &&
|
|
//
|
|
// XCHE ...
|
|
isXCheBullish &&
|
|
//
|
|
true
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCondition1Bearish =
|
|
//
|
|
isPriceOBLowerBrekedDown &&
|
|
conditions.isPriceOBBreaked &&
|
|
conditions.priceOB.IsBullish() &&
|
|
//
|
|
// XHK ...
|
|
isXHKBearish &&
|
|
//
|
|
// XSAR ...
|
|
isXSarBearish &&
|
|
//
|
|
// XATR ...
|
|
isXAtrBearish &&
|
|
//
|
|
// XSTR ...
|
|
isXStrBearish &&
|
|
//
|
|
// XVWAP ...
|
|
isXVWapBearish &&
|
|
//
|
|
// XCHE ...
|
|
isXCheBearish &&
|
|
//
|
|
true
|
|
//
|
|
;
|
|
|
|
//
|
|
bool hasCondition1 = isCondition1Bullish ||
|
|
isCondition1Bearish;
|
|
if (hasCondition1)
|
|
{
|
|
//
|
|
ENUM_X_DIRECTION pzDir =
|
|
isCondition1Bullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
double point = GetEntry(
|
|
conditions.symbol,
|
|
pzDir //
|
|
);
|
|
|
|
//
|
|
double longPivot = lower; // triggerXConditions.valesBuffer[1];
|
|
double shortPivot = upper; // triggerXConditions.peaksBuffer[1];
|
|
|
|
//
|
|
// Manipulate Conditions Point ...
|
|
|
|
//
|
|
conditions.point =
|
|
isCondition1Bullish
|
|
? shortPivot
|
|
: longPivot;
|
|
|
|
//
|
|
// Manipulate Conditions Pivot ...
|
|
|
|
//
|
|
conditions.pivot =
|
|
isCondition1Bullish
|
|
? longPivot
|
|
: shortPivot;
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
isBullish =
|
|
//
|
|
isCondition1Bullish
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
isCondition1Bearish
|
|
//
|
|
;
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
//
|
|
bool canReset =
|
|
//
|
|
hasPriceBox &&
|
|
conditions.isPriceOBActed &&
|
|
conditions.isPriceOBBreaked &&
|
|
//
|
|
(
|
|
//
|
|
IsBullish(conditions.priceBox.dir)
|
|
? pBar.high < lower &&
|
|
cBar.high < lower
|
|
: pBar.low > upper &&
|
|
cBar.low > upper
|
|
//
|
|
)
|
|
//
|
|
;
|
|
if (canReset)
|
|
{
|
|
//
|
|
Print("canReset");
|
|
}
|
|
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(triggerPoiEvents);
|
|
ArrayFree(triggerCycleEvents);
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
ArrayFree(analysePoiEvents);
|
|
ArrayFree(analyseCycleEvents);
|
|
ArrayFree(verificationPoiEvents);
|
|
ArrayFree(verificationCycleEvents);
|
|
ArrayFree(consolidationPoiEvents);
|
|
ArrayFree(consolidationCycleEvents);
|
|
ArrayFree(visionPoiEvents);
|
|
ArrayFree(visionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
conditions.setupTime = cTime;
|
|
conditions.dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(triggerPoiEvents);
|
|
ArrayFree(triggerCycleEvents);
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
ArrayFree(analysePoiEvents);
|
|
ArrayFree(analyseCycleEvents);
|
|
ArrayFree(verificationPoiEvents);
|
|
ArrayFree(verificationCycleEvents);
|
|
ArrayFree(consolidationPoiEvents);
|
|
ArrayFree(consolidationCycleEvents);
|
|
ArrayFree(visionPoiEvents);
|
|
ArrayFree(visionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trigger Conditions ...
|
|
bool DetectX121SMCXHKPVSignalTrigger(
|
|
//
|
|
X121SMCStrategyXHKPVSignalConditions &conditions,
|
|
//
|
|
string _symbol,
|
|
ENUM_TIMEFRAMES _period,
|
|
//
|
|
XC121SMCCycleHelper *triggerCycleHelper,
|
|
XC121SMCCycleHelper *decisionCycleHelper,
|
|
XC121SMCCycleHelper *analyseCycleHelper,
|
|
XC121SMCCycleHelper *verificationCycleHelper,
|
|
XC121SMCCycleHelper *consolidationCycleHelper,
|
|
XC121SMCCycleHelper *visionCycleHelper,
|
|
//
|
|
int maxAllowedSetupAge = 60 //
|
|
//
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = conditions.IsSetuped();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
datetime setupTime = conditions.setupTime;
|
|
ENUM_X_DIRECTION setupDir = conditions.dir;
|
|
|
|
//
|
|
bool isBullish = IsBullish(setupDir);
|
|
bool isBearish = IsBearish(setupDir);
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
int loopback = 10;
|
|
|
|
//
|
|
string symbol = _symbol;
|
|
ENUM_TIMEFRAMES period = _period;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = decisionCycleHelper.GetBar(
|
|
zBar,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = decisionCycleHelper.GetBar(
|
|
cBar,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = decisionCycleHelper.GetBar(
|
|
pBar,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double ask = GetAsk(symbol);
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
double points = GetPoints(symbol);
|
|
|
|
//
|
|
int swingLoopback = 9;
|
|
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
|
|
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
|
|
double llDown = cBar.FindLowesttDown(swingLoopback);
|
|
double hhUp = cBar.FindHighestUp(swingLoopback);
|
|
|
|
//
|
|
// Cycles Conditions ...
|
|
|
|
//
|
|
// Decision ...
|
|
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
|
X121SMCCycleConditions decisionConditions;
|
|
result = decisionCycleHelper.GetConditions(
|
|
decisionCycleEvents,
|
|
decisionPoiEvents,
|
|
decisionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Cycles POI States ...
|
|
XPOIState decisionState = decisionConditions.state;
|
|
|
|
//
|
|
// Cycle X121Conditions ...
|
|
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
|
|
|
|
//
|
|
// Trigger Conditions ...
|
|
|
|
//
|
|
// Slopes ...
|
|
|
|
//
|
|
bool isRsiSlopeBullish = decisionXConditions.isRsiSlopeBullish;
|
|
bool isStrSlopeBullish = decisionXConditions.isStrSlopeBullish;
|
|
bool isAtrUpperSlopeBullish = decisionXConditions.isAtrUpperSlopeBullish;
|
|
bool isAtrLowerSlopeBullish = decisionXConditions.isAtrLowerSlopeBullish;
|
|
bool isVwapFastSlopeBullish = decisionXConditions.isVwapFastSlopeBullish;
|
|
bool isVwapMidSlopeBullish = decisionXConditions.isVwapMidSlopeBullish;
|
|
bool isVwapSlowSlopeBullish = decisionXConditions.isVwapSlowSlopeBullish;
|
|
|
|
//
|
|
bool isRsiSlopeBearish = decisionXConditions.isRsiSlopeBearish;
|
|
bool isStrSlopeBearish = decisionXConditions.isStrSlopeBearish;
|
|
bool isAtrUpperSlopeBearish = decisionXConditions.isAtrUpperSlopeBearish;
|
|
bool isAtrLowerSlopeBearish = decisionXConditions.isAtrLowerSlopeBearish;
|
|
bool isVwapFastSlopeBearish = decisionXConditions.isVwapFastSlopeBearish;
|
|
bool isVwapMidSlopeBearish = decisionXConditions.isVwapMidSlopeBearish;
|
|
bool isVwapSlowSlopeBearish = decisionXConditions.isVwapSlowSlopeBearish;
|
|
|
|
//
|
|
bool isSlopesBullish =
|
|
isRsiSlopeBullish &&
|
|
isStrSlopeBullish &&
|
|
isAtrUpperSlopeBullish &&
|
|
isAtrLowerSlopeBullish &&
|
|
isVwapFastSlopeBullish &&
|
|
isVwapMidSlopeBullish &&
|
|
isVwapSlowSlopeBullish;
|
|
|
|
//
|
|
bool isSlopesBearish =
|
|
isRsiSlopeBearish &&
|
|
isStrSlopeBearish &&
|
|
isAtrUpperSlopeBearish &&
|
|
isAtrLowerSlopeBearish &&
|
|
isVwapFastSlopeBearish &&
|
|
isVwapMidSlopeBearish &&
|
|
isVwapSlowSlopeBearish;
|
|
|
|
//
|
|
double point = conditions.point;
|
|
bool isPointBreaked = IsBarBreak(
|
|
point,
|
|
setupDir,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
// Summary ...
|
|
|
|
//
|
|
isBullish =
|
|
//
|
|
isBullish &&
|
|
isPointBreaked &&
|
|
isSlopesBullish
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
isBearish &&
|
|
isPointBreaked &&
|
|
isSlopesBearish
|
|
//
|
|
;
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
//
|
|
// Cleanup Setup Conditions ...
|
|
int setupAge = conditions.GetSetupAge();
|
|
if (IsValidSize(setupAge) &&
|
|
IsValidSize(maxAllowedSetupAge) &&
|
|
setupAge >= maxAllowedSetupAge)
|
|
{
|
|
conditions.Clean();
|
|
}
|
|
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Nearest Pivot Point ...
|
|
|
|
//
|
|
double entry = GetEntry(
|
|
conditions.symbol,
|
|
setupDir //
|
|
);
|
|
|
|
//
|
|
double sls[];
|
|
Add(
|
|
conditions.pivot,
|
|
sls //
|
|
);
|
|
|
|
//
|
|
double iAtr = decisionConditions.x121Conditions.atrBuffer[1];
|
|
iAtr *= 1.5;
|
|
|
|
//
|
|
double slsMin = GetMin(sls);
|
|
double slsMax = GetMax(sls);
|
|
|
|
//
|
|
double sl = isBullish
|
|
? slsMin - iAtr
|
|
: slsMax + iAtr;
|
|
double risk = MathAbs(entry - sl);
|
|
|
|
//
|
|
// Filling Conditions Props ...
|
|
conditions.sl = sl;
|
|
// conditions.target = target;
|
|
conditions.triggerTime = cTime;
|
|
conditions.type = isBullish
|
|
? X_POSITION_TYPE_LONG
|
|
: X_POSITION_TYPE_SHORT;
|
|
|
|
//
|
|
// Cleanup Arrays ...
|
|
ArrayFree(decisionPoiEvents);
|
|
ArrayFree(decisionCycleEvents);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Guards ...
|
|
bool DetectX121SMCXHKPVGuards(
|
|
X121SMCGuard &guards[],
|
|
const XPosition &positions[],
|
|
XC121SMCCycleHelper *triggerCycleHelper,
|
|
XC121SMCCycleHelper *decisionCycleHelper,
|
|
XC121SMCCycleHelper *analyseCycleHelper,
|
|
XC121SMCCycleHelper *verificationCycleHelper,
|
|
XC121SMCCycleHelper *consolidationCycleHelper,
|
|
XC121SMCCycleHelper *visionCycleHelper //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string provider = ToString(X_121_SMC_PROVIDER_X);
|
|
|
|
//
|
|
result = DetectX121SMCGuards(
|
|
provider,
|
|
guards,
|
|
positions,
|
|
triggerCycleHelper,
|
|
decisionCycleHelper,
|
|
analyseCycleHelper,
|
|
verificationCycleHelper,
|
|
consolidationCycleHelper,
|
|
visionCycleHelper,
|
|
//
|
|
true, // CloseOnTPNear Guard ...
|
|
true, // CloseLongsOnBearishTrend Guard ...
|
|
true, // CloseShortsOnBullishTrend Guard ...
|
|
true, // CloseAllWeekend Guard ...
|
|
true, // PartialCloseOnTrendChange Guard ...
|
|
true, // TrailStop Guard ...
|
|
true, // TrailTarget Guard ...
|
|
true // Hedge Guard ...
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add Conditions to Conditions Collection ...
|
|
int AddX121SMCXHKPVConditionsIfNotExists(
|
|
X121SMCStrategyXHKPVSignalConditions &item,
|
|
X121SMCStrategyXHKPVSignalConditions &items[],
|
|
int maxAllowed = 10 //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
bool isSetuped = IsValid(item.setupTime) &&
|
|
HasDirection(item.dir);
|
|
if (!isSetuped)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(items);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
// Copy Original Items ...
|
|
X121SMCStrategyXHKPVSignalConditions tmpItems[];
|
|
Copy(
|
|
items,
|
|
tmpItems //
|
|
);
|
|
|
|
//
|
|
// Prese Item Data ...
|
|
bool isBullish = IsBullish(item.dir);
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
X121SMCStrategyXHKPVSignalConditions iItem = tmpItems[i];
|
|
|
|
//
|
|
bool canRemove = item.dir == iItem.dir &&
|
|
item.pivot == iItem.pivot;
|
|
if (canRemove)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
items,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(tmpItems);
|
|
}
|
|
|
|
//
|
|
AddRef(
|
|
item,
|
|
items //
|
|
);
|
|
|
|
//
|
|
// Remove Olds ...
|
|
CleanupArray(
|
|
items,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
result = ArraySize(items);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|