1171 lines
28 KiB
Plaintext
1171 lines
28 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XTest MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: XBackTester
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// Description: a Backtest Tools Strategy Tester
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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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//////////////////////////////////////////////////////x
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//
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// Global Properties ...
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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 XBackTester"
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#property icon "../Images/SaherElm_Logo_Color.ico"
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#property strict
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//
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#define ShortName "XBackTester"
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//
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// Imports ...
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#include "../Classes/x-saherelm.x-backtester.expert.class.mq5"
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#include "../Classes/x-saherelm.x-market.pattern.class.mq5"
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#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
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#include "../XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5"
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//
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// Definitions ...
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//
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// Inputs ...
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//
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// Common ...
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input group "Common";
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input long eaMagicNumber = 78692110; // Magic Number
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input int eaSlippage = 10; // Slippgae
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input string eaLogSuffix = ""; // Log Suffix
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//
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// Alert ...
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// Here we Provider All Requirements for
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// Configuring Alert Provider ...
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input group "Alert";
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input bool eaEnableAlerts = true; // Enable Alerts
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input bool eaLogAlerts = true; // Log Alerts
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input bool eaMailAlerts = false; // Mail Alerts
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input bool eaPushAlerts = false; // Push Alerts
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input bool eaTerminalAlerts = false; // Terminal Alerts
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//
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input group "Configuration";
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input bool eaProcessAllTicks = false; // Process All Ticks
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input double eaSignallerR2R = 2.0; // Risk To Reward Ratio
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input double eaSignallerVolume = 0.01; // Default Volume
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input double eaSignallerRiskInPoint = 50; // Default Risk In Point
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//
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// Indicator Inputs ...
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//
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input group "Calculation";
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//
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// Short ...
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input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Short Period
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input ENUM_TIMEFRAMES scPeriod = NULL; // Short Period
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//
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// Medium ...
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input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Medium Period
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input ENUM_TIMEFRAMES mcPeriod = NULL; // Medium Period
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//
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// Long ...
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input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Long Period
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input ENUM_TIMEFRAMES lcPeriod = NULL; // Long Period
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//
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// Hind ...
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input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Hind Period
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input ENUM_TIMEFRAMES hcPeriod = NULL; // Hind Period
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//
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// PV ...
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input ENUM_SERIESMODE upperMode = MODE_HIGH; // Peak Method
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input ENUM_SERIESMODE lowerMode = MODE_LOW; // Vale Method
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//
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// Others ...
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input ENUM_X_FIBO_LEVELS fiboUpperZoneLevel = X_FIBO_LEVEL_382; // Upper Zone Level
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input ENUM_X_FIBO_LEVELS fiboMiddleZoneLevel = X_FIBO_LEVEL_500; // Middle Zone Level
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input ENUM_X_FIBO_LEVELS fiboLowerZoneLevel = X_FIBO_LEVEL_618; // Lower Zone Level
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input double sarStep = 0.02; // SAR Step
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input double sarMax = 0.2; // SAR Maximum
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input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
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input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
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input int maFastLength = 7; // Fast MA Length
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input int maSlowLength = 20; // Slow MA Length
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input int zigzagDepth = 12; // ZigZag Depth
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input int zigzagDeviation = 5; // ZigZag Deviation
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input int zigzagBackStep = 3; // ZigZag Back Step
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input ENUM_X_PRICE zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode
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input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode
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//
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input group "Bar Timer";
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input int barTimeFontSize = 10; // Font Size
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input string barTimeFont = "Arial"; // Font
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input color barTimeColor = clrYellow; // Text Color
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input ENUM_BASE_CORNER barTimeCorner = CORNER_RIGHT_LOWER; // Text Position
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//
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// Presentation ...
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input group "Presentation";
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input bool showPV = true; // Show PV
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input bool showSAR = true; // Show Sar
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input bool showMAFast = true; // Show MA Fast
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input bool showMASlow = true; // Show MA Slow
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input bool showBarTime = true; // Show Bar Time
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input bool showZigZag = true; // Show ZigZag
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input bool showFiboZone = true; // Show Fibo Zone
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//
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input int startCalculationForLastBars = 1500; // Calculate Last n Bars
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//
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input int sarArrowCode = 159; // Parabolic Sar Arrow Code
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input int peakArrowCode = 159; // Peaks Arrow Code
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input int valeArrowCode = 159; // Vales Arrow Code
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//
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// Define Local Variables ...
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//
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string eaLogTag; // EA Log Prefix ...
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XCBackTesterEA *eaExpert; // EA Expert ...
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XCMarketPatternDetector *eaPatternDetector; // EA Pattern Detector ...
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//
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XCXFIMAStrategy1Signaller *fima1Signaller; // XFIMA1 Signaller ...
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XCXFIMAStrategy2Signaller *fima2Signaller; // XFIMA2 Signaller ...
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//
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XCPOIDrawer *eaDrawer; // Ea POI Drawer ...
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CArrayObj draws; // Drawn Objects ...
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//
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XBarTracker eaBarTracker; // EA Bar Traker ...
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//
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int eaHandler = INVALID_HANDLE; // Indicator Handler ...
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int eaCTHandler = INVALID_HANDLE; // Candle Timer Handler ...
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//
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bool eaIsNewBar; // Check New Bar ...
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ENUM_X_DIRECTION trendDir = X_DIRECTION_NONE;
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//
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// Define Indicators Here ...
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//
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// Event Handlers ...
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//
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// Initialization ...
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int OnInit()
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{
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//
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// Preparing Tags ...
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string eaTag =
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(IsValid(eaLogSuffix)
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? eaLogSuffix + "_"
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: "") +
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ShortName;
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//
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// Validate Inputs and Required Parameters
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// for EA to Works fine ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Timer ...
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if (!InitTimer())
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{
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return INIT_FAILED;
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}
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//
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// Configure EA Expert Class ...
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eaExpert = new XCBackTesterEA();
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//
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// Symbol / Period ...
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eaExpert.symbol = _Symbol;
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eaExpert.period = _Period;
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//
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// Common ...
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eaExpert.eaMagicNumber = eaMagicNumber;
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eaExpert.eaSlippage = eaSlippage;
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eaExpert.eaLogSuffix = eaTag;
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//
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// Alert ...
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eaExpert.eaEnableAlerts = eaEnableAlerts;
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eaExpert.eaLogAlerts = eaLogAlerts;
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eaExpert.eaMailAlerts = eaMailAlerts;
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eaExpert.eaPushAlerts = eaPushAlerts;
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eaExpert.eaTerminalAlerts = eaTerminalAlerts;
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//
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// Attach Event Handlers ...
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eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
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eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
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eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
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eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
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eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
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eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
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eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
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eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
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eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
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//
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// Configure Other Requirements ...
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eaExpert.allowedTPSLStep = 10;
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eaExpert.minAllowedRiskInPoint = 20;
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eaExpert.volume = eaSignallerVolume;
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eaExpert.riskToRewardRatio = eaSignallerR2R;
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eaExpert.riskInPoint = eaSignallerRiskInPoint;
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//
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// Try to Initialize eaExpert ...
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bool isInited = eaExpert.HandleOnInit();
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if (!isInited)
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{
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//
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Print(ShortName, ": Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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// Here Instantiate Signaller Class ...
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//
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// Preparing Indicator Inputs ...
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XFIMAInputs fimaInputs;
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//
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// This is Default Configuration ...
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fimaInputs.Default();
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fimaInputs.Hide();
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fimaInputs.showZigZag = true;
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//
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// Here we Attach Inputs to Indicator ...
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fimaInputs.scMethod = scMethod;
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fimaInputs.scPeriod = scPeriod;
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fimaInputs.mcMethod = mcMethod;
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fimaInputs.mcPeriod = mcPeriod;
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fimaInputs.lcMethod = lcMethod;
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fimaInputs.lcPeriod = lcPeriod;
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fimaInputs.hcMethod = hcMethod;
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fimaInputs.hcPeriod = hcPeriod;
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fimaInputs.upperMode = upperMode;
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fimaInputs.lowerMode = lowerMode;
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fimaInputs.fiboUpperZoneLevel = fiboUpperZoneLevel;
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fimaInputs.fiboMiddleZoneLevel = fiboMiddleZoneLevel;
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fimaInputs.fiboLowerZoneLevel = fiboLowerZoneLevel;
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fimaInputs.sarStep = sarStep;
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fimaInputs.sarMax = sarMax;
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fimaInputs.maMethod = maMethod;
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fimaInputs.maAppliedTo = maAppliedTo;
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fimaInputs.maFastLength = maFastLength;
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fimaInputs.maSlowLength = maSlowLength;
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fimaInputs.zigzagDepth = zigzagDepth;
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fimaInputs.zigzagDeviation = zigzagDeviation;
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fimaInputs.zigzagBackStep = zigzagBackStep;
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fimaInputs.zigzagUppersMode = zigzagUppersMode;
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fimaInputs.zigzagLowersMode = zigzagLowersMode;
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fimaInputs.showPV = showPV;
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fimaInputs.showSAR = showSAR;
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fimaInputs.showMAFast = showMAFast;
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fimaInputs.showMASlow = showMASlow;
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fimaInputs.showZigZag = showZigZag;
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fimaInputs.showFiboZone = showFiboZone;
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fimaInputs.startCalculationForLastBars = startCalculationForLastBars;
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fimaInputs.sarArrowCode = sarArrowCode;
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fimaInputs.peakArrowCode = peakArrowCode;
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fimaInputs.valeArrowCode = valeArrowCode;
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//
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// Instantiate Signaller ...
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//
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// XFIMA1 Signaller ...
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fima1Signaller = new XCXFIMAStrategy1Signaller(
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_Symbol,
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_Period,
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fimaInputs,
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eaProcessAllTicks, // Process All Ticks ...
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eaSignallerR2R, // Signaller Risk to Reward Ratio ...
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eaSignallerRiskInPoint, // Default Risk In Points ...
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eaSignallerVolume // Defaul Volume ...
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);
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fima1Signaller.AddOnSignalEventHandler(OnSignalTriggered);
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//
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// XFIMA2 Signaller ...
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fima2Signaller = new XCXFIMAStrategy2Signaller(
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_Symbol,
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_Period,
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fimaInputs,
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eaProcessAllTicks, // Process All Ticks ...
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eaSignallerR2R, // Signaller Risk to Reward Ratio ...
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eaSignallerRiskInPoint, // Default Risk In Points ...
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eaSignallerVolume // Defaul Volume ...
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);
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fima2Signaller.AddOnSignalEventHandler(OnSignalTriggered);
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//
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isInited =
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fima1Signaller.IsValid() &&
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fima2Signaller.IsValid();
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if (!isInited)
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{
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//
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Print(ShortName, ": Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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// Initialize Candle Timer Handler ...
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eaCTHandler = iCustom(
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_Symbol,
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_Period,
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"x-saherelm.x121.xct",
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//
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// Inputs ...
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barTimeFontSize, // Font Size ...
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barTimeFont, // Font ...
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barTimeColor, // Text Color ...
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barTimeCorner, // Text Position ...
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//
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// Presentation ...
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"",
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showBarTime // Show Candle Time
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//
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);
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isInited = eaCTHandler != INVALID_HANDLE;
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if (!isInited)
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{
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//
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Print(ShortName, ": Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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// Initialize Bar Tracker ...
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isInited = eaBarTracker.Init(
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_Symbol,
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_Period //
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);
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if (!isInited)
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{
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//
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Print(ShortName, ": Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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// Instantiate Market Pattern Detector ...
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eaPatternDetector = new XCMarketPatternDetector();
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//
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// Instantiate POI Drawer ...
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eaDrawer = new XCPOIDrawer();
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//
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Print(ShortName, ": Initialized Successfully ...");
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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// Destroy Timer ...
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eaExpert.HandleOnDeInit();
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//
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// De Init Indicator ...
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IndicatorRelease(eaHandler);
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//
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eaBarTracker.Clean();
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//
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delete eaDrawer;
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ZeroMemory(eaDrawer);
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//
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delete eaPatternDetector;
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ZeroMemory(eaPatternDetector);
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//
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delete fima1Signaller;
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ZeroMemory(fima1Signaller);
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//
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delete fima2Signaller;
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ZeroMemory(fima2Signaller);
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//
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delete eaExpert;
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ZeroMemory(eaExpert);
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}
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//
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// On Tick Handler ...
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void OnTick()
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{
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//
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eaIsNewBar = eaBarTracker.IsNewBar();
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bool canProcess = eaProcessAllTicks
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? true
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: eaIsNewBar;
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//
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eaExpert.HandleOnTick();
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//
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if (!canProcess)
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{
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return;
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}
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//
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DetectPatterns();
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//
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// fima1Signaller.OnTick();
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fima2Signaller.OnTick();
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}
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//
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// Handle On Trade Event ...
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void OnTrade()
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{
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eaExpert.HandleOnTrade();
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}
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//
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// On Timer ...
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void OnTimer()
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{
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eaExpert.HandleOnTimer();
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}
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//
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// Chart Event Handler ...
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void OnChartEvent(
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const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam //
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)
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{
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eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
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}
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//
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// Custom Functions ...
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/**
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* Validate all Inputs of Expert Adviser ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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string errMessage = "";
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//
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bool isCommonValid = (
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//
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eaSlippage > 0 &&
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eaMagicNumber > 0 &&
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//
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// Indicator Inputs ...
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//
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// MA ...
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maFastLength >= 2 &&
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maSlowLength >= 2 &&
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maSlowLength > maFastLength &&
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//
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// SAR ...
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sarMax > 0 &&
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sarStep > 0 &&
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sarMax > sarStep &&
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//
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// CYCLES ...
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(IsValid(scMethod, scPeriod) &&
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IsValid(mcMethod, mcPeriod) &&
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IsValid(lcMethod, lcPeriod) &&
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IsValid(hcMethod, hcPeriod)) &&
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//
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// ZIGZAG ...
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zigzagDepth > 0 &&
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zigzagDeviation > 0 &&
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zigzagBackStep > 0 &&
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//
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// Validate Upper Mode Detection ...
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IsXValid(zigzagUppersMode) &&
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//
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// Validate Lower Mode Detection ...
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IsXValid(zigzagLowersMode)
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//
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);
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if (!isCommonValid)
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{
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//
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errMessage += "common configurations error;" + "\n";
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}
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|
//
|
|
result =
|
|
//
|
|
// Common ...
|
|
isCommonValid &&
|
|
//
|
|
// Otere ...
|
|
true
|
|
//
|
|
;
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
// Since here Logger not Initiallized, we Use Raw Print Command ...
|
|
Print(ShortName + " Errors: \n", errMessage);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Initialize Timer ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool InitTimer()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// TODO: Initialize Timer if necessary ...
|
|
// result = EventSetTimer(1);
|
|
// result = EventSetMillisecondTimer(100);
|
|
result = true;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Destroy Timer ...
|
|
*/
|
|
void DestroyTimer()
|
|
{
|
|
//
|
|
// TODO: Use This ...
|
|
// EventKillTimer();
|
|
}
|
|
|
|
/**
|
|
* Trigger OnSignal Event ...
|
|
*
|
|
* @param signal: XSignal
|
|
*/
|
|
void OnSignalTriggered(XSignal &signal)
|
|
{
|
|
//
|
|
// Validate Signal ...
|
|
if (!signal.IsValid()) {
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Draw Signal Vertical Line ...
|
|
|
|
//
|
|
CChartObjectVLine *iObj = new CChartObjectVLine();
|
|
|
|
//
|
|
string iName = signal.GetTag();
|
|
color iColor = IsLong(signal.type) ? clrLime : clrRed;
|
|
|
|
//
|
|
bool has = iObj.Create(
|
|
eaDrawer.ChartIdentification(),
|
|
iName,
|
|
eaDrawer.SubWindowIdentification(),
|
|
signal.time //
|
|
);
|
|
if (has)
|
|
{
|
|
//
|
|
iObj.Width(2);
|
|
iObj.Color(iColor);
|
|
|
|
//
|
|
draws.Add(iObj);
|
|
}
|
|
|
|
//
|
|
// Alert Issued Signal ...
|
|
string message = signal.GetMessage();
|
|
|
|
}
|
|
|
|
//
|
|
// Trade Event Handlers ...
|
|
|
|
/**
|
|
* Handle StopLoss Triggered Positions ...
|
|
*
|
|
* @param deal: XDeal instance ...
|
|
*/
|
|
void OnStopLossTriggered(const XDeal &deal)
|
|
{
|
|
eaExpert.HandleOnStopLossTriggered(deal);
|
|
}
|
|
|
|
/**
|
|
* Handle Take Profit Triggered Positions ...
|
|
*
|
|
* @param deal: XDeal instance ...
|
|
*/
|
|
void OnTakeProfitTriggered(const XDeal &deal)
|
|
{
|
|
eaExpert.HandleOnTakeProfitTriggered(deal);
|
|
}
|
|
|
|
/**
|
|
* Handle Force Close a Position ...
|
|
*
|
|
* @param ticket: ULONG ...
|
|
* @param position: XPosition instance ...
|
|
* @param comment: String ...
|
|
*/
|
|
void OnPositionForceClosed(
|
|
const ulong ticket,
|
|
const XPosition &position,
|
|
const string comment //
|
|
)
|
|
{
|
|
//
|
|
eaExpert.HandleOnPositionForceClosed(
|
|
ticket,
|
|
position,
|
|
comment //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Handle Deals Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnDealsChanged(int count)
|
|
{
|
|
eaExpert.HandleOnDealsChanged(count);
|
|
}
|
|
|
|
/**
|
|
* Handle Orders Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnOrdersChanged(int count)
|
|
{
|
|
eaExpert.HandleOnOrdersChanged(count);
|
|
}
|
|
|
|
/**
|
|
* Handle Positions Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnPositionsChanged(int count)
|
|
{
|
|
eaExpert.HandleOnPositionsChanged(count);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Modified ...
|
|
*
|
|
* @param ticket: ulong, Position Ticket ...
|
|
* @param profit: double, Position Profit ...
|
|
* @param comment: string, Comment ...
|
|
*/
|
|
void OnPositionModified(
|
|
const ulong ticket,
|
|
const double profit,
|
|
const string comment //
|
|
)
|
|
{
|
|
//
|
|
eaExpert.HandleOnPositionModified(
|
|
ticket,
|
|
profit,
|
|
comment //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Partial Closed ...
|
|
*
|
|
* @param ticket: ulong, Position Ticket ...
|
|
* @param profit: double, Position Profit ...
|
|
* @param comment: string, Comment ...
|
|
*/
|
|
void OnPositionPartialClosed(
|
|
const ulong ticket,
|
|
const double profit,
|
|
const string comment //
|
|
)
|
|
{
|
|
//
|
|
eaExpert.HandleOnPositionPartialClosed(
|
|
ticket,
|
|
profit,
|
|
comment //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Handle Trade State Changed ...
|
|
*
|
|
* @param state: XOnTradeHandlerState instance ...
|
|
*/
|
|
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
|
{
|
|
eaExpert.HandleOnTradeStateChanged(state);
|
|
}
|
|
|
|
/**
|
|
* Check Market Conditions for Pattern Detection ...
|
|
*/
|
|
void DetectPatterns()
|
|
{
|
|
//
|
|
if (!eaIsNewBar)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Initialize 1 Indexed Bar ...
|
|
XOHCL cBar;
|
|
bool has = cBar.Init(
|
|
_Symbol,
|
|
_Period,
|
|
1 //
|
|
);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Do Analysis ...
|
|
|
|
//
|
|
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
// Define Detection Flags ...
|
|
|
|
//
|
|
bool detectPinned = false;
|
|
bool detectMomentum = false;
|
|
bool detectEngulfed = false;
|
|
bool detectTrueGaped = false;
|
|
|
|
//
|
|
bool detectStarPattern = false;
|
|
bool detectFlagPattern = false;
|
|
bool detectRisingPattern = false;
|
|
bool detectPiercingPattern = false;
|
|
bool detectSignalKeyBarPattern = false;
|
|
|
|
//
|
|
bool detectSwingTrend = false;
|
|
bool detectSwingTrendBreakes = false;
|
|
|
|
//
|
|
bool detectSupports = true;
|
|
bool detectResistance = true;
|
|
|
|
//
|
|
// Checking Momentum Bar ...
|
|
if (detectMomentum)
|
|
{
|
|
//
|
|
bool isMomentum = eaPatternDetector.IsMomentumBar(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishMomentum = isMomentum &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishMomentum = isMomentum &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isMomentum)
|
|
{
|
|
Print(ToXString(iDir), " Momentum Bar: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Engulfed Bar ...
|
|
if (detectEngulfed)
|
|
{
|
|
//
|
|
bool isEngulfed = eaPatternDetector.IsEngulfedBar(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishEngulfed = isEngulfed &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishEngulfed = isEngulfed &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isEngulfed)
|
|
{
|
|
Print(ToXString(iDir), " Engulfed Bar: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking TruGaped Bar ...
|
|
if (detectTrueGaped)
|
|
{
|
|
//
|
|
bool isTrueGaped = eaPatternDetector.IsTrueGapedBar(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishTrueGaped = isTrueGaped &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishTrueGaped = isTrueGaped &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isTrueGaped)
|
|
{
|
|
Print(ToXString(iDir), " TrueGapped Bar: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Pinned Bar ...
|
|
if (detectPinned)
|
|
{
|
|
bool isPinned = eaPatternDetector.IsPinnedBar(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishPinned = isPinned &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishPinned = isPinned &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isPinned)
|
|
{
|
|
Print(ToXString(iDir), " Pinned Bar: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Star Pattern ...
|
|
if (detectStarPattern)
|
|
{
|
|
bool isStarPattern = eaPatternDetector.IsStartPattern(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishStarPattern = isStarPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishStarPattern = isStarPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isStarPattern)
|
|
{
|
|
Print(ToXString(iDir), " Star Pattern: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Piercing Pattern ...
|
|
if (detectPiercingPattern)
|
|
{
|
|
//
|
|
bool isPiercingPattern = eaPatternDetector.IsPiercingPattern(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishPiercingPattern = isPiercingPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishPiercingPattern = isPiercingPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isPiercingPattern)
|
|
{
|
|
Print(ToXString(iDir), " Piercing Pattern: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Rising Pattern ...
|
|
if (detectRisingPattern)
|
|
{
|
|
//
|
|
bool isRisingPattern = eaPatternDetector.IsRisingPattern(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishRisingPattern = isRisingPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishRisingPattern = isRisingPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isRisingPattern)
|
|
{
|
|
Print(ToXString(iDir), " Rising Pattern: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Checking Flag Pattern ...
|
|
if (detectFlagPattern)
|
|
{
|
|
//
|
|
XOHCL swingBar;
|
|
bool isFlagPattern = eaPatternDetector.IsFlagPattern(
|
|
cBar,
|
|
iDir,
|
|
swingBar //
|
|
);
|
|
bool isBullishFlagPattern = isFlagPattern &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishFlagPattern = isFlagPattern &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isFlagPattern)
|
|
{
|
|
Print(ToXString(iDir), " Flag Pattern: ", cBar.time, ", Swing: ", swingBar.time);
|
|
}
|
|
swingBar.Clean();
|
|
}
|
|
|
|
//
|
|
// Detect SignalKey Bar Pattern ...
|
|
if (detectSignalKeyBarPattern)
|
|
{
|
|
//
|
|
bool isSignalKeyBar = eaPatternDetector.IsSignalKeyBarPattern(
|
|
cBar,
|
|
iDir //
|
|
);
|
|
bool isBullishSignalKeyBar = isSignalKeyBar &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool isBearishSignalKeyBar = isSignalKeyBar &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (isSignalKeyBar)
|
|
{
|
|
Print(ToXString(iDir), " SignalKey Bar Pattern: ", cBar.time);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Detect Swing Trend ...
|
|
if (detectSwingTrend)
|
|
{
|
|
//
|
|
XOHCL swings[];
|
|
bool hasSwingTrend = eaPatternDetector.HasSwingTrend(
|
|
cBar,
|
|
iDir,
|
|
swings //
|
|
);
|
|
bool hasBullishSwingTrend = hasSwingTrend &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool hasBearishSwingTrend = hasSwingTrend &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (hasSwingTrend)
|
|
{
|
|
//
|
|
Print(ToXString(iDir), " Swing Trend: ", cBar.time);
|
|
|
|
//
|
|
CChartObjectTrend *iObj;
|
|
has = eaDrawer.DrawSwingTrend(
|
|
swings,
|
|
iDir,
|
|
iObj,
|
|
true // Ray Right ...
|
|
);
|
|
if (has)
|
|
{
|
|
draws.Add(iObj);
|
|
}
|
|
}
|
|
SpecifiedClean(swings);
|
|
}
|
|
|
|
//
|
|
// Swing Trend Breakes ...
|
|
if (detectSwingTrendBreakes)
|
|
{
|
|
//
|
|
XOHCL swings[];
|
|
bool hasSwingTrend = eaPatternDetector.HasSwingTrend(
|
|
cBar,
|
|
iDir,
|
|
swings //
|
|
);
|
|
bool hasBullishSwingTrend = hasSwingTrend &&
|
|
IsSpecifiedBullish(iDir);
|
|
bool hasBearishSwingTrend = hasSwingTrend &&
|
|
IsSpecifiedBearish(iDir);
|
|
if (hasSwingTrend)
|
|
{
|
|
//
|
|
if (!HasDirection(trendDir))
|
|
{
|
|
trendDir = iDir;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Breaked Detection ...
|
|
if (trendDir != iDir)
|
|
{
|
|
//
|
|
Print("Trend Dir Breaked to: ", ToXString(iDir));
|
|
trendDir = iDir;
|
|
}
|
|
|
|
//
|
|
SpecifiedClean(swings);
|
|
}
|
|
|
|
//
|
|
// Detect Supports ...
|
|
if (detectSupports)
|
|
{
|
|
//
|
|
XOHCL support;
|
|
bool hasSupport = eaPatternDetector.HasSupport(
|
|
cBar,
|
|
support //
|
|
);
|
|
if (hasSupport)
|
|
{
|
|
//
|
|
XBoxZone supportBox;
|
|
has = ToSupportBox(support, supportBox);
|
|
if (has)
|
|
{
|
|
//
|
|
// Draw Box ...
|
|
XCBoxObject *iObj;
|
|
has = eaDrawer.DrawBox(
|
|
supportBox,
|
|
iObj //
|
|
);
|
|
if (has)
|
|
{
|
|
//
|
|
// Apply Style ...
|
|
eaDrawer.ApplyStyle(
|
|
iObj,
|
|
eaDrawer.boxBullishStyle //
|
|
);
|
|
|
|
//
|
|
draws.Add(iObj);
|
|
}
|
|
|
|
//
|
|
ZeroMemory(iObj);
|
|
}
|
|
|
|
//
|
|
supportBox.Clean();
|
|
}
|
|
support.Clean();
|
|
}
|
|
|
|
//
|
|
// Detect Resistance ...
|
|
if (detectResistance)
|
|
{
|
|
//
|
|
XOHCL resistance;
|
|
bool hasResistance = eaPatternDetector.HasResistance(
|
|
cBar,
|
|
resistance //
|
|
);
|
|
if (hasResistance)
|
|
{
|
|
//
|
|
XBoxZone resistanceBox;
|
|
has = ToResistanceBox(resistance, resistanceBox);
|
|
if (has)
|
|
{
|
|
//
|
|
// Draw Box ...
|
|
XCBoxObject *iObj;
|
|
has = eaDrawer.DrawBox(
|
|
resistanceBox,
|
|
iObj //
|
|
);
|
|
if (has)
|
|
{
|
|
//
|
|
// Apply Style ...
|
|
eaDrawer.ApplyStyle(
|
|
iObj,
|
|
eaDrawer.boxBearishStyle //
|
|
);
|
|
|
|
//
|
|
draws.Add(iObj);
|
|
}
|
|
|
|
//
|
|
ZeroMemory(iObj);
|
|
}
|
|
|
|
//
|
|
resistanceBox.Clean();
|
|
}
|
|
resistance.Clean();
|
|
}
|
|
|
|
//
|
|
cBar.Clean();
|
|
}
|
|
|
|
// |