929 lines
17 KiB
Plaintext
929 lines
17 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XPOI
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// Description: Bar Analysing ...
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-saherelm.base.class.mq5"
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#include "../Libraries/x-saherelm.x-poi.lib.mq5"
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//
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// Definitions ...
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//
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// Implementations ...
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class XCBarAnalyser : public XCBase
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{
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//
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public:
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//
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//
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// Constructor(s) ...
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void XCBarAnalyser()
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{
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}
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//
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// Deconstructor ...
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void ~XCBarAnalyser()
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{
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}
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//
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// Getter(s) / Setter(s) ...
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//
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// Providers ...
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//
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// Actions ...
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/**
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* Calculate Loopback Data for Specific Bar ...
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*
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* @param index: Integer, Bar Current Index ...
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* @param start: Integer, Start of Loopback ...
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* @param end: Integer, End of Loopback ...
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* @param count: Integer, Number of Calculating Bars ...
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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* @return ( bool )
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*/
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bool CalculateLoopBackData(
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int &index,
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int &start,
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int &end,
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int &count,
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XOHCL &bar,
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int loopback = 1 //
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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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if (loopback < 1)
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{
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loopback = 1;
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}
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//
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index = -1;
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start = -1;
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end = -1;
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count = -1;
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//
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result = bar.IsValid();
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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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index = bar.Index();
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start = index + 1;
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end = start + loopback;
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count = end - start;
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result = count >= 1;
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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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* Retrieve Loopback HH & LL Data ...
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*
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* @param hhIDX: Integer, HH Index ...
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* @param hh: Double, HH Value ...
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* @param llIDX: Integer, LL Index ...
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* @param ll: Double, LL Value ...
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* @param bar: XOHCL instance ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool CalculateLoopbackHLData(
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int &hhIDX,
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double &hh,
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int &llIDX,
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double &ll,
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XOHCL &bar,
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int loopback //
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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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if (loopback < 1)
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{
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loopback = 1;
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}
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//
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int index = -1;
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int start = -1;
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int end = -1;
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int count = -1;
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result = CalculateLoopBackData(
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index,
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start,
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end,
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count,
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bar,
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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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hhIDX = iHighest(
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bar.symbol,
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bar.period,
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MODE_HIGH,
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count,
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start //
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);
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result = IsValidIndex(hhIDX);
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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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llIDX = iLowest(
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bar.symbol,
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bar.period,
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MODE_LOW,
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count,
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start //
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);
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result = IsValidIndex(llIDX);
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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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hh = iHigh(
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bar.symbol,
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bar.period,
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hhIDX //
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);
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ll = iLow(
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bar.symbol,
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bar.period,
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llIDX //
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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 Bar Range ...
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*
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* @param bar: XOHCL instance ...
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*
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* @return ( double )
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*/
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double GetBarRangePercent(XOHCL &bar)
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{
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//
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double result = 0;
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//
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result = bar.GetRange() / 100;
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//
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return result;
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}
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//
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// Commons ...
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/**
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* Check Specified Bar's Range is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool HasExtendedRange(
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XOHCL &bar,
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int loopback = 3 //
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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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if (loopback < 3)
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{
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loopback = 3;
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}
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//
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result = bar.IsValid();
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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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int index = bar.Index();
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int start = index + 1;
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int end = start + loopback;
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int count = end - start;
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result = count >= 1;
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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 sum = 0;
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XOHCL iBar = bar;
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for (int i = start; i < end; i++)
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{
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//
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bool isRetrieved = iBar.GetPreviousBar(iBar);
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if (!isRetrieved)
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{
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continue;
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}
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//
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sum += iBar.GetRange();
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}
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//
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result = sum > 0;
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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 avg = sum / count;
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//
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result = bar.GetRange() >= avg;
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//
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return result;
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}
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/**
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* Check Specified Bar's Body is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool HasExtendedBody(
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XOHCL &bar,
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int loopback = 3 //
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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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if (loopback < 3)
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{
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loopback = 3;
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}
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//
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result = bar.IsValid();
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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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int index = bar.Index();
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int start = index + 1;
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int end = start + loopback;
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int count = end - start;
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result = count >= 1;
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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 sum = 0;
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XOHCL iBar = bar;
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for (int i = start; i < end; i++)
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{
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//
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bool isRetrieved = iBar.GetPreviousBar(iBar);
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if (!isRetrieved)
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{
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continue;
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}
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//
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sum += iBar.GetBody();
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}
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//
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result = sum > 0;
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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 avg = sum / count;
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//
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result = bar.GetBody() >= avg;
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//
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return result;
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}
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/**
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* Check Specified Bar's Body and Range is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsExtended(
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XOHCL &bar,
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int loopback = 3 //
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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 hasExtendedBody = HasExtendedBody(bar, loopback);
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bool hasExtendedRange = HasExtendedRange(bar, loopback);
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result = hasExtendedBody &&
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hasExtendedRange;
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//
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return result;
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}
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/**
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* Check Specified Bar is Swing High or not ...
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*
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* @param bar: XOHCL instnce ...
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* @param range: Integer, Specified Range ...
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*
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* @return ( bool )
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*/
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bool IsSwingHigh(
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XOHCL &bar,
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int range = 2 //
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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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if (range < 1)
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{
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range = 1;
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}
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//
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result = bar.IsValid();
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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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int index = bar.Index();
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result = range > 0 &&
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index >= range;
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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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string symbol = bar.symbol;
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ENUM_TIMEFRAMES period = bar.period;
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//
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for (int i = 1; i <= range; i++)
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{
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//
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// Prev Bar ...
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XOHCL iPrevBar;
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result = iPrevBar.Init(
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symbol,
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period,
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index + i //
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);
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if (!result)
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{
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break;
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}
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//
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// Next Bar ...
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XOHCL iNextBar;
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result = iNextBar.Init(
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symbol,
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period,
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index - i //
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);
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if (!result)
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{
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break;
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}
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//
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result = bar.high >= iPrevBar.high &&
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bar.high >= iNextBar.high;
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if (!result)
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{
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break;
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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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* Check Specified Bar is Swing Low or not ...
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*
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* @param bar: XOHCL instnce ...
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* @param range: Integer, Specified Range ...
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*
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* @return ( bool )
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*/
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bool IsSwingLow(
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XOHCL &bar,
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int range = 2 //
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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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if (range < 1)
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{
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range = 1;
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}
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//
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result = bar.IsValid();
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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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int index = bar.Index();
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result = range > 0 &&
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index >= range;
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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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string symbol = bar.symbol;
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ENUM_TIMEFRAMES period = bar.period;
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//
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for (int i = 1; i <= range; i++)
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{
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//
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// Prev Bar ...
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XOHCL iPrevBar;
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result = iPrevBar.Init(
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symbol,
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period,
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index + i //
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);
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if (!result)
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{
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break;
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}
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//
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// Next Bar ...
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XOHCL iNextBar;
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result = iNextBar.Init(
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symbol,
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period,
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index - i //
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);
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if (!result)
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{
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break;
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}
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//
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result = bar.low <= iPrevBar.low &&
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bar.low <= iNextBar.low;
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if (!result)
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{
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break;
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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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* Check a Bar is Momentum Bar or not ...
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*
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* @param bar: XOHCL instance ...
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* @param dir: ENUM_X_DIRECTION member ...
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* @param extend: Integer ...
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* @param bodyPercent: Double ...
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*
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* @return ( bool )
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*/
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bool IsMomentumBar(
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XOHCL &bar,
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ENUM_X_DIRECTION &dir,
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int extend = 1,
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double bodyPercent = 70 //
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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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if (extend < 0)
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{
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extend = 0;
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}
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//
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if (bodyPercent < 50)
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{
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bodyPercent = 50;
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}
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//
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dir = X_DIRECTION_NONE;
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//
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result = bar.IsValid() &&
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bar.Index() > 0;
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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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if (extend > 0)
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{
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//
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result = IsExtended(
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bar,
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extend //
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);
|
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//
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if (!result)
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{
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return result;
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}
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}
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//
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double body = bar.GetBody();
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double rp = GetBarRangePercent(bar);
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//
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result = body >= rp * bodyPercent;
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//
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if (result)
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{
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//
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dir =
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bar.IsBullish()
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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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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* Check a Bar is Rejection Bar or not ...
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|
*
|
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* @param bar: XOHCL instance ...
|
|
* @param dir: ENUM_X_DIRECTION member ...
|
|
* @param extend: Integer ...
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* @param bodyPercent: Double ...
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*
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* @return ( bool )
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*/
|
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bool IsRejectionBar(
|
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XOHCL &bar,
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ENUM_X_DIRECTION &dir,
|
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int extend = 1,
|
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double shadowPercent = 60 //
|
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)
|
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{
|
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//
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bool result = false;
|
|
|
|
//
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if (extend < 0)
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{
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extend = 0;
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}
|
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|
|
//
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if (shadowPercent < 50)
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{
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shadowPercent = 50;
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}
|
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|
|
//
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dir = X_DIRECTION_NONE;
|
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|
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//
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result = bar.IsValid() &&
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bar.Index() > 0;
|
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if (!result)
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{
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return result;
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}
|
|
|
|
//
|
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if (extend > 0)
|
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{
|
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//
|
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result = IsExtended(
|
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bar,
|
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extend //
|
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);
|
|
|
|
//
|
|
if (!result)
|
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{
|
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return result;
|
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}
|
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}
|
|
|
|
//
|
|
double body = bar.GetBody();
|
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double range = bar.GetRange();
|
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double shadows = bar.GetShadows();
|
|
double lowShadow = bar.GetLowShadow();
|
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double highShadow = bar.GetHighShadow();
|
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double rp = GetBarRangePercent(bar);
|
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|
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//
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result = shadows >= rp * shadowPercent;
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
dir =
|
|
lowShadow > highShadow
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Support and Resistance Zones ...
|
|
|
|
/**
|
|
* Check a Bar is Support Bar or not ...
|
|
*
|
|
* @param bar: XOHCL instance ...
|
|
* @param range: Integer, Specified Verifiation Range ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSupport(
|
|
XOHCL &bar,
|
|
int range = 21 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (range < 2)
|
|
{
|
|
range = 2;
|
|
}
|
|
|
|
//
|
|
result = bar.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int index = bar.Index();
|
|
result = range > 0 &&
|
|
index >= range;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string symbol = bar.symbol;
|
|
ENUM_TIMEFRAMES period = bar.period;
|
|
|
|
//
|
|
for (int i = 1; i <= range; i++)
|
|
{
|
|
//
|
|
int prevIDX = index + i;
|
|
int nextIDX = index - 1;
|
|
|
|
//
|
|
// Prev Bar ...
|
|
XOHCL iPrevBar;
|
|
result = iPrevBar.Init(
|
|
symbol,
|
|
period,
|
|
prevIDX //
|
|
);
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
// Next Bar ...
|
|
XOHCL iNextBar;
|
|
result = iNextBar.Init(
|
|
symbol,
|
|
period,
|
|
nextIDX //
|
|
);
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
result = bar.low <= iPrevBar.low &&
|
|
bar.low <= iNextBar.low;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check a Bar is Resistance Bar or not ...
|
|
*
|
|
* @param bar: XOHCL instance ...
|
|
* @param range: Integer, Specified Verifiation Range ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsResistance(
|
|
XOHCL &bar,
|
|
int range = 21 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (range < 2)
|
|
{
|
|
range = 2;
|
|
}
|
|
|
|
//
|
|
result = bar.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int index = bar.Index();
|
|
result = range > 0 &&
|
|
index >= range;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string symbol = bar.symbol;
|
|
ENUM_TIMEFRAMES period = bar.period;
|
|
|
|
//
|
|
for (int i = 1; i <= range; i++)
|
|
{
|
|
//
|
|
int prevIDX = index + i;
|
|
int nextIDX = index - 1;
|
|
|
|
//
|
|
// Prev Bar ...
|
|
XOHCL iPrevBar;
|
|
result = iPrevBar.Init(
|
|
symbol,
|
|
period,
|
|
prevIDX //
|
|
);
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
// Next Bar ...
|
|
XOHCL iNextBar;
|
|
result = iNextBar.Init(
|
|
symbol,
|
|
period,
|
|
nextIDX //
|
|
);
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
result = bar.high >= iPrevBar.high &&
|
|
bar.high >= iNextBar.high;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
protected:
|
|
//
|
|
|
|
//
|
|
private:
|
|
//
|
|
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
//
|
|
};
|
|
|
|
// |