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MQL5Data/XCAEA/Libraries/xcaea.signaller.lib.mq5
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2025-05-03 21:59:49 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------------
// Name: XCAEASignaller Lib
// Description: Library for XCAEA Signaller ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm Library for XCAEA Signaller"
#property strict
//
// Imports ...
#include "../../Libraries/x-saherelm.common.lib.mq5"
#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
#include "../Classes/xcaea.x-poi.detector.class.mq5"
#include "../Classes/xcaea.x-poi.drawer.class.mq5"
#include "../Helpers/xcaea.helper.mq5"
//
// Enumeration ...
//
// Guard Actions ...
enum ENUM_GUARD_ACTIONS
{
X_GUARD_ACTION_NONE, // Nothing to Do
X_GUARD_ACTION_CLOSE, // Close Specified Position
X_GUARD_ACTION_CLOSE_ALL, // Close All Positions
X_GUARD_ACTION_CLOSE_LONGS, // Close All Long Positions
X_GUARD_ACTION_CLOSE_SHORTS, // Close All Short Position
X_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position
X_GUARD_ACTION_TRAIL_STOP, // Trail Stop of Specified Position
X_GUARD_ACTION_TRAIL_TARGET, // Trail Target of Specified Position
X_GUARD_ACTION_HEDGE, // Hedge Specified Positions
};
//
// Definitions ...
//
// Conditions Struct ...
struct XCAEAStrategyConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
// Setup Props ...
//
double sl;
double tp;
double pivot;
double point;
string provider;
double targets[];
//
datetime time;
datetime setupTime;
datetime triggerTime;
//
XBoxZone signalBox;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
XCAEAConditions conditions;
//
// Constructor ...
XCAEAStrategyConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
tp = 0;
pivot = 0;
point = 0;
//
symbol = NULL;
period = NULL;
provider = NULL;
//
time = NULL;
setupTime = NULL;
triggerTime = NULL;
//
Clean(targets);
//
signalBox.Clean();
conditions.Clean();
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
ZeroMemory(this);
}
//
// Signalling ...
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result = IsSpecifiedValid(symbol) &&
IsSpecifiedValid(period) &&
IsSpecifiedValid(time);
//
return result;
}
/**
* Check Conditions Has Valid Bullish Signal ...
*
* @return ( bool )
*/
bool HasBullishSignal()
{
//
bool result = false;
//
result =
(sl > 0 ||
tp > 0) &&
IsValid() &&
HasDirection(dir);
if (!result)
{
return result;
}
//
result =
IsBullish(dir);
//
return result;
}
/**
* Check Conditions Has Valid Bearish Signal ...
*
* @return ( bool )
*/
bool HasBearishSignal()
{
//
bool result = false;
//
result =
(sl > 0 ||
tp > 0) &&
IsValid() &&
HasDirection(dir);
if (!result)
{
return result;
}
//
result =
IsBearish(dir);
//
return result;
}
//
// Setting Up and Triggering Up ...
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
};
//
// Model a Guard Action ...
struct XCAEAGuard
{
//
// Props ...
ENUM_GUARD_ACTIONS action;
datetime time;
//
string symbol;
string provider;
//
// Specified Position ...
ulong ticket;
//
// Partial Close ...
double volumeMultiplier;
//
// SL Trial ...
double sl;
//
// TP Trial ...
double tp;
//
// Constructor ...
XCAEAGuard()
{
Clean();
}
//
// Tools ...
/**
* Cleanup ...
*/
void Clean()
{
//
time = NULL;
action = X_GUARD_ACTION_NONE;
//
symbol = NULL;
provider = NULL;
//
ticket = 0;
//
volumeMultiplier = 0;
//
sl = 0;
tp = 0;
//
ZeroMemory(this);
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
IsValid(time) &&
IsValid(symbol) &&
IsValid(provider) &&
action != X_GUARD_ACTION_NONE
//
;
if (!result)
{
return result;
}
//
// Validate Model Based On Specified Guard Actions ...
//
return result;
}
};
/**
* Add Guard to Collection ...
*
* @param guard: XCAEAGuard instance ...
* @param guards: XCAEAGuard instance Collection ...
*
* @return ( int )
*/
int AddGuard(
XCAEAGuard &guard,
XCAEAGuard &guards[] //
)
{
//
int result = 0;
//
if (!guard.IsValid())
{
return result;
}
//
AddRef(
guard,
guards //
);
//
result = ArraySize(guards);
//
return result;
}
//
bool DetectXCAEAConditions(
XCXCAEAPOIDrawer *drawer,
ENUM_X_DIRECTION trend,
XBoxZone &pivots[],
XCAEAConditions &conditions,
XBoxZone &pivotBox,
XBoxZone &box,
double &targets[],
double &additionalSL,
ENUM_X_DIRECTION &dir,
XCXCAEAHelper *helper,
int barIndex = 0,
int loopback = 10 //
)
{
//
bool result = false;
//
int idx = -1;
int count = 0;
bool has = false;
//
box.Clean();
additionalSL = 0;
conditions.Clean();
dir = X_DIRECTION_NONE;
//
if (barIndex < 0)
{
barIndex = 0;
}
loopback = NormalizeInt(loopback, 5);
//
// Retrieve Some Requirements ...
string symbol = helper.GetSymbol();
ENUM_TIMEFRAMES period = helper.GetPeriod();
double points = GetPoints(symbol);
//
// Trend Parsing ...
// bool hasTrend = HasDirection(trend);
// bool hasBullishTrend = hasTrend &&
// IsBullish(trend);
// bool hasBearishTrend = hasTrend &&
// IsBearish(trend);
//
// Retrieve Previous and Current Bar Conditions ...
XCAEAConditions pConditions;
result = helper.GetConditions(
conditions,
barIndex,
loopback //
);
result = result &&
helper.GetConditions(
pConditions,
barIndex + 1,
loopback //
);
if (!result)
{
//
conditions.Clean();
pConditions.Clean();
//
return result;
}
//
// Define IDXses ...
int zIDX = barIndex;
int cIDX = zIDX + 1;
int pIDX = cIDX + 1;
int p2IDX = pIDX + 1;
int p3IDX = p2IDX + 1;
int p4IDX = p3IDX + 1;
//
// Reading Bars ...
//
XOHCL zBar;
XOHCL cBar;
XOHCL pBar;
XOHCL p2Bar;
XOHCL p3Bar;
XOHCL p4Bar;
result = zBar.Init(
symbol,
period,
zIDX //
);
result =
result &&
zBar.GetPreviousBar(cBar);
result =
result &&
cBar.GetPreviousBar(pBar);
result =
result &&
pBar.GetPreviousBar(p2Bar);
result =
result &&
p2Bar.GetPreviousBar(p3Bar);
result =
result &&
p3Bar.GetPreviousBar(p4Bar);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
p2Bar.Clean();
p3Bar.Clean();
p4Bar.Clean();
//
box.Clean();
conditions.Clean();
pConditions.Clean();
//
return result;
}
//
// Bars Conditions ...
//
// Temparory Bar Direction ...
ENUM_X_DIRECTION cBarDir;
//
// Hammer ...
bool isCBarHammer = helper
.barAnalyser
.IsHammer(
cBar,
cBarDir //
);
bool isCBarBullishHammer =
isCBarHammer &&
IsBullish(cBarDir);
bool isCBarBearishHammer =
isCBarHammer &&
IsBearish(cBarDir);
//
// Rejected ...
bool isCBarRejected = helper
.barAnalyser
.IsRejected(
cBar,
cBarDir,
false, // Force Type ...
true // Force Fibo Pressure ...
);
bool isCBarBullishRejected =
isCBarRejected &&
IsBullish(cBarDir);
bool isCBarBearishRejected =
isCBarRejected &&
IsBearish(cBarDir);
//
// Engulfed ...
bool isCBarEngulfed = helper
.barAnalyser
.IsEngulfed(
cBar,
cBarDir //
);
bool isCBarBullishEngulfed =
isCBarEngulfed &&
IsBullish(cBarDir);
bool isCBarBearishEngulfed =
isCBarEngulfed &&
IsBearish(cBarDir);
//
// Momentum ...
bool isCBarMomentum = helper
.barAnalyser
.IsMomentum(
cBar,
cBarDir,
1 //
);
bool isCBarBullishMomentum =
isCBarMomentum &&
IsBullish(cBarDir);
bool isCBarBearishMomentum =
isCBarMomentum &&
IsBearish(cBarDir);
//
// Bar Sumarise ...
//
bool isCBarValidForBullish =
(isCBarBullishHammer ||
isCBarBullishRejected ||
isCBarBullishMomentum ||
isCBarBullishEngulfed);
//
bool isCBarValidForBearish =
(isCBarBearishHammer ||
isCBarBearishRejected ||
isCBarBearishMomentum ||
isCBarBearishEngulfed);
//
// Score ...
//
double bullishScore = 0;
double bearishScore = 0;
conditions.GenerateScore(
bullishScore,
bearishScore //
);
//
bool isScoreBullish =
bullishScore > bearishScore;
//
bool isScoreBearish =
bearishScore > bullishScore;
//
bool isScoreNeutural = MathAbs(bullishScore - bearishScore) == 0;
//
// Calculating Range Volumes ...
//
double bullishVolume = 0;
double bearishVolume = 0;
int volumeRangeLoopback = loopback;
helper.barAnalyser.CalculateRangeVolume(
cBar,
bullishVolume,
bearishVolume,
volumeRangeLoopback //
);
//
bool isVolumeNeutural = MathAbs(bullishVolume - bearishVolume) == 0;
//
double rangeVolume = bullishVolume == bearishVolume;
double rangeVolumeAvg = rangeVolume / volumeRangeLoopback;
//
bool isVolumeBullish = bullishVolume > bearishVolume;
bool isVolumeBearish = bullishVolume < bearishVolume;
bool isVolumeOverLast = cBar.volume > pBar.volume;
bool isVolumeOverAvg = cBar.volume > rangeVolumeAvg;
//
// Conditions ...
//
// SAR ...
double zSar = conditions.sarBuffer[zIDX];
double cSar = conditions.sarBuffer[cIDX];
double pSar = conditions.sarBuffer[pIDX];
double p2Sar = conditions.sarBuffer[p2IDX];
//
// PEAK ...
double zPeak = conditions.peakBuffer[zIDX];
double cPeak = conditions.peakBuffer[cIDX];
double pPeak = conditions.peakBuffer[pIDX];
double p2Peak = conditions.peakBuffer[p2IDX];
//
// VALE ...
double zVale = conditions.valeBuffer[zIDX];
double cVale = conditions.valeBuffer[cIDX];
double pVale = conditions.valeBuffer[pIDX];
double p2Vale = conditions.valeBuffer[p2IDX];
//
// PEAKGOLDEN ...
double zPeakGolden = conditions.peakGoldenBuffer[zIDX];
double cPeakGolden = conditions.peakGoldenBuffer[cIDX];
double pPeakGolden = conditions.peakGoldenBuffer[pIDX];
double p2PeakGolden = conditions.peakGoldenBuffer[p2IDX];
//
// VALEGOLDEN ...
double zValeGolden = conditions.valeGoldenBuffer[zIDX];
double cValeGolden = conditions.valeGoldenBuffer[cIDX];
double pValeGolden = conditions.valeGoldenBuffer[pIDX];
double p2ValeGolden = conditions.valeGoldenBuffer[p2IDX];
//
// SUPPORT ...
double zSupport = conditions.supportBuffer[zIDX];
double cSupport = conditions.supportBuffer[cIDX];
double pSupport = conditions.supportBuffer[pIDX];
double p2Support = conditions.supportBuffer[p2IDX];
//
// RESISTANCE ...
double zResistance = conditions.resistanceBuffer[zIDX];
double cResistance = conditions.resistanceBuffer[cIDX];
double pResistance = conditions.resistanceBuffer[pIDX];
double p2Resistance = conditions.resistanceBuffer[p2IDX];
//
// SWING LOW ...
double zSwingLow = conditions.swingLowBuffer[zIDX];
double cSwingLow = conditions.swingLowBuffer[cIDX];
double pSwingLow = conditions.swingLowBuffer[pIDX];
double p2SwingLow = conditions.swingLowBuffer[p2IDX];
//
// SWING HIGH ...
double zSwingHigh = conditions.swingHighBuffer[zIDX];
double cSwingHigh = conditions.swingHighBuffer[cIDX];
double pSwingHigh = conditions.swingHighBuffer[pIDX];
double p2SwingHigh = conditions.swingHighBuffer[p2IDX];
//
// TREND ...
double zTrend = conditions.trendBuffer[zIDX];
double cTrend = conditions.trendBuffer[cIDX];
double pTrend = conditions.trendBuffer[pIDX];
double p2Trend = conditions.trendBuffer[p2IDX];
//
// KI ...
double zKI = conditions.kiBuffer[zIDX];
double cKI = conditions.kiBuffer[cIDX];
double pKI = conditions.kiBuffer[pIDX];
double p2KI = conditions.kiBuffer[p2IDX];
//
// TKI ...
double zTKI = conditions.tkiBuffer[zIDX];
double cTKI = conditions.tkiBuffer[cIDX];
double pTKI = conditions.tkiBuffer[pIDX];
double p2TKI = conditions.tkiBuffer[p2IDX];
//
// VIDYA ...
double zVIDYA = conditions.vidyaBuffer[zIDX];
double cVIDYA = conditions.vidyaBuffer[cIDX];
double pVIDYA = conditions.vidyaBuffer[pIDX];
double p2VIDYA = conditions.vidyaBuffer[p2IDX];
//
// RSI ...
double zRSI = conditions.rsiBuffer[zIDX];
double cRSI = conditions.rsiBuffer[cIDX];
double pRSI = conditions.rsiBuffer[pIDX];
double p2RSI = conditions.rsiBuffer[p2IDX];
//
// CCI ...
double zCCI = conditions.cciBuffer[zIDX];
double cCCI = conditions.cciBuffer[cIDX];
double pCCI = conditions.cciBuffer[pIDX];
double p2CCI = conditions.cciBuffer[p2IDX];
//
// ATR ...
double zATR = conditions.atrBuffer[zIDX];
double cATR = conditions.atrBuffer[cIDX];
double pATR = conditions.atrBuffer[pIDX];
double p2ATR = conditions.atrBuffer[p2IDX];
//
// ADX ...
double zADX = conditions.adxBuffer[zIDX];
double cADX = conditions.adxBuffer[cIDX];
double pADX = conditions.adxBuffer[pIDX];
double p2ADX = conditions.adxBuffer[p2IDX];
//
// ADX P ...
double zADXP = conditions.adxpBuffer[zIDX];
double cADXP = conditions.adxpBuffer[cIDX];
double pADXP = conditions.adxpBuffer[pIDX];
double p2ADXP = conditions.adxpBuffer[p2IDX];
//
// ADX N ...
double zADXN = conditions.adxnBuffer[zIDX];
double cADXN = conditions.adxnBuffer[cIDX];
double pADXN = conditions.adxnBuffer[pIDX];
double p2ADXN = conditions.adxnBuffer[p2IDX];
//
// X3MA ...
//
// FAST ...
//
double z3MAFast = conditions.fastBuffer[zIDX];
double c3MAFast = conditions.fastBuffer[cIDX];
double p3MAFast = conditions.fastBuffer[pIDX];
double p23MAFast = conditions.fastBuffer[p2IDX];
//
double z3MAFastState = conditions.fastStateBuffer[zIDX];
double c3MAFastState = conditions.fastStateBuffer[cIDX];
double p3MAFastState = conditions.fastStateBuffer[pIDX];
double p23MAFastState = conditions.fastStateBuffer[p2IDX];
//
// MEDIUM ...
//
double z3MAMedium = conditions.mediumBuffer[zIDX];
double c3MAMedium = conditions.mediumBuffer[cIDX];
double p3MAMedium = conditions.mediumBuffer[pIDX];
double p23MAMedium = conditions.mediumBuffer[p2IDX];
//
double z3MAMediumState = conditions.mediumStateBuffer[zIDX];
double c3MAMediumState = conditions.mediumStateBuffer[cIDX];
double p3MAMediumState = conditions.mediumStateBuffer[pIDX];
double p23MAMediumState = conditions.mediumStateBuffer[p2IDX];
//
// SLOW ...
//
double z3MASlow = conditions.slowBuffer[zIDX];
double c3MASlow = conditions.slowBuffer[cIDX];
double p3MASlow = conditions.slowBuffer[pIDX];
double p23MASlow = conditions.slowBuffer[p2IDX];
//
double z3MASlowState = conditions.slowStateBuffer[zIDX];
double c3MASlowState = conditions.slowStateBuffer[cIDX];
double p3MASlowState = conditions.slowStateBuffer[pIDX];
double p23MASlowState = conditions.slowStateBuffer[p2IDX];
//
double x3maBullishGapUpper = c3MAMedium;
double x3maBullishGapLower = c3MASlow;
//
double x3maBearishGapUpper = c3MASlow;
double x3maBearishGapLower = c3MAMedium;
//
double cTrendValues[7] = {
cKI,
cTKI,
cTrend,
cVIDYA,
c3MAFast,
c3MASlow,
c3MAMedium,
};
double pTrendValues[7] = {
pKI,
pTKI,
pTrend,
pVIDYA,
p3MAFast,
p3MASlow,
p3MAMedium,
};
//
double minCTrendValue = GetMin(cTrendValues);
double maxCTrendValue = GetMax(cTrendValues);
//
double minPTrendValue = GetMin(pTrendValues);
double maxPTrendValue = GetMax(pTrendValues);
//
double cTrendValuesRange = (maxCTrendValue - minCTrendValue);
double cTrendValuesRangePoint = (cTrendValuesRange / points);
//
double pTrendValuesRange = (maxPTrendValue - minPTrendValue);
double pTrendValuesRangePoint = (pTrendValuesRange / points);
//
// Create Conditions ...
//
bool isPRSIOB =
pRSI > conditions.rsiOBLevel;
//
bool isPRSIOS =
pRSI < conditions.rsiOSLevel;
//
bool isRSIBullish =
cRSI > pRSI &&
!conditions.isRSIOB;
//
bool isRSIBearish =
cRSI < pRSI &&
!conditions.isRSIOS;
//
bool isPCCIOB =
pCCI > conditions.cciOBLevel;
//
bool isPCCIOS =
pCCI < conditions.cciOSLevel;
//
bool isCCIBullish =
cCCI > pCCI &&
!conditions.isCCIOB;
//
bool isCCIBearish =
cCCI < pCCI &&
!conditions.isCCIOS;
//
bool isADXBullish =
cADX > cADXN;
bool isADXBullishPrev =
pADX > pADXN;
//
bool isADXSwitchedToBullish = isADXBullish &&
!isADXBullishPrev;
//
bool isADXBearish =
cADX > cADXN;
bool isADXBearishPrev =
pADX > pADXN;
//
bool isADXSwitchedToBearish = isADXBearish &&
!isADXBearishPrev;
//
double barStrongAtrMult = 1.5;
//
bool isCBarRangeHasStrongATR =
cBar.GetRange() > cATR * barStrongAtrMult;
//
bool isCBarBodyHasStrongATR =
cBar.GetBody() > cATR * barStrongAtrMult;
//
bool isCBarHasStrongATR = isCBarRangeHasStrongATR &&
isCBarBodyHasStrongATR;
//
bool isCBarIsStrongBullish =
isCBarHasStrongATR &&
cBar.IsBullish();
//
bool isCBarIsStrongBearish =
isCBarHasStrongATR &&
cBar.IsBearish();
//
bool isLowOverMax = cBar.low > maxCTrendValue;
bool isHighUnderMin = cBar.high < minCTrendValue;
bool isCloseOverMax = cBar.close > maxCTrendValue;
bool isCloseUnderMin = cBar.close < minCTrendValue;
//
bool isCTrendRangeValid = cTrendValuesRangePoint <= 50;
bool isPTrendRangeValid = pTrendValuesRangePoint <= 50;
//
bool isTrendRangeSwitchedToValid = isCTrendRangeValid &&
!isPTrendRangeValid;
bool isTrendRangeFinishedFromValid = !isCTrendRangeValid &&
isPTrendRangeValid;
//
bool isPeakGoldenRejected =
cBar.high > cPeakGolden &&
cBar.GetUp() <= cPeakGolden;
//
bool isValeGoldenRejected =
cBar.low < cValeGolden &&
cBar.GetDown() >= cValeGolden;
//
bool isX3MaBullishState =
//
z3MAFast > z3MAMedium &&
c3MAFast > c3MAMedium &&
z3MAMedium > z3MASlow &&
c3MAMedium > c3MASlow
//
;
//
bool isX3MaBearishState =
//
z3MAFast < z3MAMedium &&
c3MAFast < c3MAMedium &&
z3MAMedium < z3MASlow &&
c3MAMedium < c3MASlow
//
;
//
bool isX3MaValidForBullishRejection =
//
c3MASlowState > 0 &&
z3MASlowState > 0 &&
z3MAMediumState > 0 &&
c3MAMediumState > 0 &&
z3MAMedium > z3MASlow &&
c3MAMedium > c3MASlow &&
conditions.isVidyaBullish
//
;
//
bool isX3MaValidForBearishRejection =
//
c3MASlowState < 0 &&
z3MASlowState < 0 &&
z3MAMediumState < 0 &&
c3MAMediumState < 0 &&
z3MAMedium < z3MASlow &&
c3MAMedium < c3MASlow &&
conditions.isVidyaBearish
//
;
//
// Parsing Pivots ...
double providedSL = 0;
XBoxZone rejectedPivot;
XBoxZone insidePivots[];
int insidePivotsCount = 0;
bool isRejectedOnMid = false;
bool hasInsidePivots = false;
bool hasPivots = HasChild(pivots);
if (hasPivots)
{
//
// Select Inside Boxes ...
ENUM_XCA_PIVOTS allowedInsidePivots[] = {
XCA_FVG_BULL,
XCA_FVG_BEAR,
};
insidePivotsCount = SelectInsideBoxes(
allowedInsidePivots,
insidePivots,
pivots,
zBar,
cBar,
pBar,
p2Bar //
);
Clean(allowedInsidePivots);
hasInsidePivots = IsValidSize(insidePivotsCount);
//
// Detect Rejected Pivot ...
ENUM_XCA_PIVOTS allowedRejectedPivots[] = {
XCA_FVG_BULL,
XCA_FVG_BEAR,
};
has = SelectRejectedBox(
allowedRejectedPivots,
rejectedPivot,
isRejectedOnMid,
pivots,
zBar,
cBar,
pBar,
p2Bar,
false, // Ignore Mid Rejection ...
true,
true //
);
Clean(allowedRejectedPivots);
}
//
// Signaller Summarization ...
//
// Cond1 Act Using FVG Rejections ...
//
bool isCond1Bullish =
//
false && // TODO: Remove this ...
isRSIBullish &&
isVolumeOverAvg &&
isVolumeOverLast &&
conditions.isSarBullish &&
rejectedPivot.IsValid() &&
rejectedPivot.IsBullish() &&
isX3MaValidForBullishRejection
//
;
//
bool isCond1Bearish =
//
false && // TODO: Remove this ...
isRSIBearish &&
isVolumeOverAvg &&
isVolumeOverLast &&
conditions.isSarBearish &&
rejectedPivot.IsValid() &&
rejectedPivot.IsBearish() &&
isX3MaValidForBearishRejection
//
;
//
bool isCond1 = isCond1Bullish ||
isCond1Bearish;
if (isCond1)
{
//
pivotBox = rejectedPivot;
// //
// drawer.DrawBox(
// rejectedPivot,
// TimeCurrent() //
// );
//
// Print("Cond1");
}
//
// Cond2 Act Using OSC Box and Vydia ...
//
bool isCond2Bullish =
//
false
//
;
//
bool isCond2Bearish =
//
false
//
;
//
bool isCond2 = isCond2Bullish ||
isCond2Bearish;
if (isCond2)
{
}
//
// Cond3 Act Using CCi Peaks and Vales ...
//
bool isCond3Bullish =
//
false
//
;
//
bool isCond3Bearish =
//
false
//
;
//
bool isCond3 = isCond3Bullish ||
isCond3Bearish;
if (isCond3)
{
}
//
// Summarise Conditions ...
//
bool isBullish =
//
isCond1Bullish ||
isCond2Bullish ||
isCond3Bullish;
//
;
//
bool isBearish =
//
isCond1Bearish ||
isCond2Bearish ||
isCond3Bearish
//
;
//
result = isBullish ||
isBearish;
if (result)
{
//
dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
double entry = GetEntry(
conditions.symbol,
dir //
);
//
double sls[];
//
// Preparing SLs ...
//
// For Cond 1 ...
// For Cond 2 ...
if (isCond1 ||
isCond2)
{
//
if (isCond1Bullish)
{
//
// Rejected Pivot ...
Add(
rejectedPivot.lower,
sls //
);
//
if (!isRejectedOnMid)
{
//
Add(
rejectedPivot.GetMid(),
sls //
);
}
}
else
{
//
// Rejected Pivot ...
Add(
rejectedPivot.upper,
sls //
);
//
if (!isRejectedOnMid)
{
//
Add(
rejectedPivot.GetMid(),
sls //
);
}
}
//
providedSL =
isCond1Bullish
? GetMax(sls)
: GetMin(sls);
//
}
//
double risk = MathAbs(providedSL - entry);
double riskPoint = risk / points;
//
double sl =
providedSL > 0
? providedSL
: isBullish
? pivotBox.lower
: pivotBox.upper;
//
box.dir = dir;
box.symbol = conditions.symbol;
box.period = conditions.period;
//
box.upper =
isBullish
? entry
: sl;
//
box.lower =
isBullish
? sl
: entry;
//
box.to = zBar.time;
box.from = p4Bar.time;
//
box.type = "XCASignal";
//
// Preparing Targets ...
if (isCond1 ||
isCond2)
{
//
// Add Reward 1 ...
//
double rewardPrice = 1 * risk;
double rewardTP =
isBullish
? entry + rewardPrice
: entry - rewardPrice;
//
Add(
rewardTP,
targets //
);
}
//
Clean(sls);
}
//
result = box.IsValid() &&
HasDirection(dir);
//
// Cleanup Resources ...
//
if (!result)
{
//
box.Clean();
pivotBox.Clean();
conditions.Clean();
}
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
p2Bar.Clean();
p3Bar.Clean();
p4Bar.Clean();
Clean(cTrendValues);
Clean(pTrendValues);
Clean(insidePivots);
pConditions.Clean();
rejectedPivot.Clean();
//
return result;
}
//
// Select Inside Boxes ...
int SelectInsideBoxes(
ENUM_XCA_PIVOTS &allowedTypes[],
XBoxZone &insideBoxes[],
XBoxZone &boxes[],
XOHCL &zBar,
XOHCL &cBar,
XOHCL &pBar,
XOHCL &p2Bar //
)
{
//
int result = 0;
//
Clean(insideBoxes);
//
bool has =
zBar.IsValid() &&
cBar.IsValid() &&
pBar.IsValid() &&
p2Bar.IsValid() &&
HasChild(boxes);
if (!has)
{
return result;
}
//
int count = ArraySize(boxes);
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = boxes[i];
//
ENUM_XCA_PIVOTS iType = GetPivotType(iBox);
bool isAllowedType = IsValid(iType) &&
!HasChild(allowedTypes)
? true
: Contains(
iType,
allowedTypes //
);
if (!isAllowedType)
{
//
iBox.Clean();
//
continue;
}
//
bool isBullish = iBox.IsBullish();
bool isBearish = iBox.IsBearish();
//
// Check Inside Conditions ...
//
bool isBullishInside =
//
isBullish &&
//
((cBar.low < iBox.upper &&
cBar.low > iBox.lower) ||
(cBar.GetDown() < iBox.upper &&
cBar.GetDown() > iBox.lower))
//
;
//
bool isBearishInside =
//
isBearish &&
//
((cBar.high > iBox.lower &&
cBar.high < iBox.upper) ||
(cBar.GetUp() > iBox.lower &&
cBar.GetUp() < iBox.upper))
//
;
//
has = isBullishInside ||
isBearishInside;
if (has)
{
//
AddRef(
iBox,
insideBoxes //
);
}
//
iBox.Clean();
}
//
result = ArraySize(insideBoxes);
//
return result;
}
//
bool SelectRejectedBox(
ENUM_XCA_PIVOTS &allowedTypes[],
XBoxZone &box,
bool &rejectOnMid,
XBoxZone &boxes[],
XOHCL &zBar,
XOHCL &cBar,
XOHCL &pBar,
XOHCL &p2Bar,
bool ignoreMidRejection = true,
bool forceBarType = false,
bool forcePressure = false //
)
{
//
bool result = false;
//
box.Clean();
rejectOnMid = false;
//
// Validate ...
result = HasChild(boxes) &&
zBar.IsValid() &&
cBar.IsValid() &&
pBar.IsValid() &&
p2Bar.IsValid();
if (!result)
{
return result;
}
//
int count = ArraySize(boxes);
for (int i = 0; i < count; i++)
{
//
XBoxZone iBox = boxes[i];
//
ENUM_XCA_PIVOTS iType = GetPivotType(iBox);
bool isAllowedType = IsValid(iType) &&
!HasChild(allowedTypes)
? true
: Contains(
iType,
allowedTypes //
);
if (!isAllowedType)
{
//
iBox.Clean();
//
continue;
}
//
bool isBullish = iBox.IsBullish();
bool isBearish = iBox.IsBearish();
//
double boundaryPrice = iBox.GetRejection();
//
double midPrice = iBox.GetMid();
//
bool isMidBullishRejected = cBar.IsRejected(
midPrice,
X_DIRECTION_BULLISH,
forceBarType,
forcePressure //
);
//
bool isBoundaryBullishRejected = cBar.IsRejected(
boundaryPrice,
X_DIRECTION_BULLISH,
forceBarType,
forcePressure //
);
//
bool isMidBearishRejected = cBar.IsRejected(
midPrice,
X_DIRECTION_BEARISH,
forceBarType,
forcePressure //
);
//
bool isBoundaryBearishRejected = cBar.IsRejected(
boundaryPrice,
X_DIRECTION_BEARISH,
forceBarType,
forcePressure //
);
//
if (ignoreMidRejection)
{
//
isMidBullishRejected = false;
isMidBearishRejected = false;
}
//
bool isBullishRejected =
isBullish &&
(isMidBullishRejected ||
isBoundaryBullishRejected);
//
bool isBearishRejected =
isBearish &&
(isMidBearishRejected ||
isBoundaryBearishRejected);
//
bool isRejected =
isBullishRejected ||
isBearishRejected;
if (isRejected)
{
//
box = iBox;
rejectOnMid = isBullishRejected
? isMidBullishRejected
: isMidBearishRejected;
break;
}
//
iBox.Clean();
}
//
result = box.IsValid();
//
return result;
}
//
int ExtractValues(
double &values[],
XBoxZone &pivots[],
bool forceClean = true //
)
{
//
int result = 0;
//
if (forceClean)
{
Clean(values);
}
//
int count = ArraySize(pivots);
for (int i = 0; i < count; i++)
{
//
XBoxZone iPivot = pivots[i];
//
Add(
iPivot.upper,
values //
);
//
Add(
iPivot.lower,
values //
);
//
iPivot.Clean();
}
//
result = ArraySize(values);
//
return result;
}
//
double GetMax(XBoxZone &pivots[])
{
//
double values[];
ExtractValues(
values,
pivots //
);
//
double result = GetMax(values);
//
Clean(values);
//
return result;
}
//
double GetMin(XBoxZone &pivots[])
{
//
double values[];
ExtractValues(
values,
pivots //
);
//
double result = GetMin(values);
//
Clean(values);
//
return result;
}
//