2965 lines
58 KiB
Plaintext
2965 lines
58 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Seriallize Library
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// ---------------------------------------
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// Name: XPOILib
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// Description: All models related to POIs ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2025, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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#include "../Libraries/x-saherelm.x-poi.extensions.lib.mq5"
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#include "../Libraries/x-saherelm.x-poi.lib.mq5"
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/**
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* Model Specified Pivots Analysis ...
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**/
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struct XPivotAnalysis
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{
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//
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// Props ...
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string name; // Name ...
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string symbol; // Symbol ...
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datetime time; // Time ...
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XPivot pivots[]; // Pivots ...
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ENUM_TIMEFRAMES period; // Period ...
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//
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// Linear Regression Parameters ...
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double peakSlope;
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double valeSlope;
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double peakIntercept;
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double valeIntercept;
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//
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// Analysed Results ...
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//
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// Directions ...
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ENUM_X_DIRECTION dir; // Trending Direction ...
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ENUM_X_DIRECTION peakDir;
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ENUM_X_DIRECTION valeDir;
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//
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// Predicted Values ...
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double peakTo;
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double valeTo;
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double peakFrom;
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double valeFrom;
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//
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// Time Analysis ...
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datetime toTime;
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datetime fromTime;
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//
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// Support and Resistances ...
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double minorSupport;
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double majorSupport;
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double minorResistance;
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double majorResistance;
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//
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// Constructor ...
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XPivotAnalysis()
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{
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Clean();
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}
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//
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// Tools ...
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//
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// Cleaners ...
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/**
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* Cleanup Model ...
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*/
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void Clean()
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{
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//
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time = NULL;
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name = NULL;
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symbol = NULL;
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period = NULL;
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SpecifiedClean(pivots);
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//
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CleanAnalysis();
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CleanLinearRegressionParameters();
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//
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ZeroMemory(this);
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}
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/**
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* Clean Analysis Props ...
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*/
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void CleanAnalysis()
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{
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//
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toTime = NULL;
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fromTime = NULL;
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peakTo = EMPTY_VALUE;
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valeTo = EMPTY_VALUE;
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peakFrom = EMPTY_VALUE;
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valeFrom = EMPTY_VALUE;
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dir = X_DIRECTION_NONE;
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peakDir = X_DIRECTION_NONE;
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valeDir = X_DIRECTION_NONE;
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minorSupport = EMPTY_VALUE;
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majorSupport = EMPTY_VALUE;
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minorResistance = EMPTY_VALUE;
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majorResistance = EMPTY_VALUE;
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}
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/**
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* Clean Linear Regression Parameters ...
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*/
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void CleanLinearRegressionParameters()
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{
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//
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peakSlope = EMPTY_VALUE;
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valeSlope = EMPTY_VALUE;
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peakIntercept = EMPTY_VALUE;
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valeIntercept = EMPTY_VALUE;
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}
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//
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// Initializer / Actions (s) ...
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/**
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* Initialize Model ...
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*
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* @param _name: Name ...
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* @param _symbol: Symbol ...
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* @param _period: Period ...
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* @param _pivots: Provided Pivots ...
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*
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* @return ( bool )
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*/
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bool Init(
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string _name,
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string _symbol,
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ENUM_TIMEFRAMES _period,
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XPivot &_pivots[] //
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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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// Validate Args ...
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result =
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HasChild(_pivots) &&
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IsSpecifiedValid(_name) &&
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IsSpecifiedValid(_symbol) &&
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IsSpecifiedValid(_period);
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if (!result)
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{
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//
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Clean();
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return result;
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}
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//
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name = _name;
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symbol = _symbol;
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period = _period;
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Copy(
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_pivots,
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pivots //
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);
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time = TimeCurrent();
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//
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result = IsValid();
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if (!result)
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{
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Clean();
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}
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//
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// Do Calculations if Model is Valid ...
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if (result)
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{
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Update();
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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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* Fully Update Analysis based on Pivots ...
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*/
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void Update()
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{
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//
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bool has = false;
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//
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// Prepare ...
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CleanAnalysis();
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CleanLinearRegressionParameters();
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//
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// Validate ...
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has = IsValid() &&
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HasPivots();
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if (!has)
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{
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return;
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}
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//
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// Calculate Linear Regression Parameters ...
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has = CalculateLinearRegressionParameters();
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if (!has)
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{
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return;
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}
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//
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// Analyse ...
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has = Analyse();
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if (!has)
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{
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return;
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}
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}
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/**
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* Fully Update Analysis based on Pivots ...
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*
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* @param _pivots: new Pivots Collection for Update ...
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*/
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void Update(XPivot &_pivots[])
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{
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//
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bool has =
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IsValid() &&
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HasChild(_pivots);
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if (!has)
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{
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return;
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}
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//
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SpecifiedClean(pivots);
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Copy(
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_pivots,
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pivots //
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);
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//
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Update();
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}
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/**
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* Re Analyse Pivots ...
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*
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* @return ( bool )
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*/
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bool Analyse()
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{
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//
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bool result = false;
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//
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// Prepare ...
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CleanAnalysis();
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//
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// Validate ...
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result = IsValid() &&
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HasPivots() &&
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HasLinearRegressionParameters();
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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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// Do Analyse ...
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//
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bool has = false;
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//
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// Specified To and From Time ...
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//
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// To Time ...
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int toIDX = GetYoungest(pivots);
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if (IsValidIndex(toIDX))
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{
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//
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toTime = pivots[toIDX].time;
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toIDX = GetBarIndex(
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symbol,
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period,
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toTime //
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);
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}
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//
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// From Time ...
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int fromIDX = GetOldest(pivots);
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if (IsValidIndex(fromIDX))
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{
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//
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fromTime = pivots[fromIDX].time;
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fromIDX = GetBarIndex(
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symbol,
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period,
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fromTime //
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);
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}
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//
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// Validate To From times ...
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result =
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IsValidIndex(toIDX) &&
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IsValidIndex(fromIDX) &&
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IsSpecifiedValid(toTime) &&
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IsSpecifiedValid(fromTime);
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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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// Predict Values ...
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//
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// Peaks ...
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//
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// Check Slope and Intercept Exists ...
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has = NotEmpty(peakSlope) &&
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NotEmpty(peakIntercept);
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if (has)
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{
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//
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// To ...
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peakTo = PredictValue(
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peakSlope,
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peakIntercept,
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toIDX //
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);
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//
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// From ...
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peakFrom = PredictValue(
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peakSlope,
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peakIntercept,
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fromIDX //
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);
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}
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//
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// Vales ...
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//
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// Check Slope and Intercept Exists ...
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has = NotEmpty(valeSlope) &&
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NotEmpty(valeIntercept);
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if (has)
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{
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//
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// To ...
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valeTo = PredictValue(
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valeSlope,
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valeIntercept,
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toIDX //
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);
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//
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// From ...
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valeFrom = PredictValue(
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valeSlope,
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valeIntercept,
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fromIDX //
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);
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}
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//
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// Check Directions ...
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//
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// Peak ...
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has = IsPeakAnalysed();
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if (has)
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{
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//
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peakDir =
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peakFrom < peakTo
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? X_DIRECTION_BULLISH
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: peakFrom > peakTo
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? X_DIRECTION_BEARISH
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: X_DIRECTION_NONE;
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}
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//
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// Vale ...
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has = IsValeAnalysed();
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if (has)
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{
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//
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valeDir =
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valeFrom < valeTo
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? X_DIRECTION_BULLISH
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: valeFrom > valeTo
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? X_DIRECTION_BEARISH
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: X_DIRECTION_NONE;
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}
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//
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// Check For Strong Type Trending ...
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has =
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IsPeakAnalysed() &&
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IsValeAnalysed() &&
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peakDir == valeDir;
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if (has)
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{
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dir = peakDir;
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}
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//
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// Calculate Support and Resistances ...
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//
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// Support ...
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ExtractSupport(
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minorSupport,
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majorSupport,
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pivots //
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);
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//
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// Resistance ...
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ExtractResistances(
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minorResistance,
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majorResistance,
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pivots //
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);
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//
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result = IsAnalysed();
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//
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// Cleanup Resources ...
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//
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return result;
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}
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/**
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* Re Calculate Linear Regression Parameters ...
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*
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* @return ( bool )
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*/
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bool CalculateLinearRegressionParameters()
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{
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//
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bool result = false;
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//
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// Prepare ...
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CleanLinearRegressionParameters();
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//
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// Validate ...
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result = IsValid() &&
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HasPivots();
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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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// Make a Copy of Pivots ...
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XPivot tmpPivots[];
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Copy(
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pivots,
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tmpPivots //
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);
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//
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// Sort Pivots ...
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Sort(
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tmpPivots,
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X_SORT_BY_DATE,
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X_DIRECTION_BEARISH //
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);
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//
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// Do Calculations ...
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//
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double yData[];
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double xData[];
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bool has = false;
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//
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// Peaks ...
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//
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XPivot peaks[];
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int peaksCount = ExtractPivots(
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peaks,
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tmpPivots,
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X_PIVOT_TYPE_PEAK //
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);
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has = IsValidSize(peaksCount);
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if (has)
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{
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//
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// Extract X and Y axis Data ...
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ExtractPivotsData(
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xData,
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yData,
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peaks //
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);
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//
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// Calculating Slope and Intercept ...
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has = ArraySize(xData) >= 2 &&
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ArraySize(yData) >= 2;
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if (has)
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{
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//
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CalculateSlopeAndIntercept(
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peakSlope,
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peakIntercept,
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xData,
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yData //
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);
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}
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}
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//
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// Vales ...
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//
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XPivot vales[];
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int valesCount = ExtractPivots(
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vales,
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tmpPivots,
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X_PIVOT_TYPE_VALE //
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);
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has = IsValidSize(valesCount);
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if (has)
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{
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//
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// Extract X and Y axis Data ...
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ExtractPivotsData(
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xData,
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yData,
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vales //
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);
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//
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// Calculating Slope and Intercept ...
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has = ArraySize(xData) >= 2 &&
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ArraySize(yData) >= 2;
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if (has)
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{
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//
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CalculateSlopeAndIntercept(
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valeSlope,
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valeIntercept,
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xData,
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yData //
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);
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}
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}
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//
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// Validate Result ...
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result =
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IsValid() &&
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HasLinearRegressionParameters();
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//
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// Cleanup Resources ...
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SpecifiedClean(yData);
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SpecifiedClean(xData);
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SpecifiedClean(peaks);
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SpecifiedClean(vales);
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SpecifiedClean(tmpPivots);
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//
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return result;
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}
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//
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// Validator / Checker (s) ...
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/**
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* Validate Model ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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HasPivots() &&
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IsSpecifiedValid(time) &&
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IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period);
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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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* Check Model has Pivots or not ...
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*
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* @return ( bool )
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*/
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bool HasPivots()
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{
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//
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bool result = false;
|
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//
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result = HasChild(pivots);
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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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/**
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* Check Model is Analysed or not ...
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*
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* @return ( bool )
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*/
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bool IsAnalysed()
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{
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//
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bool result = false;
|
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//
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result =
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IsPeakAnalysed() ||
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IsValeAnalysed();
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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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/**
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* Check Peak Analysed or not ...
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*
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* @return ( bool )
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*/
|
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bool IsPeakAnalysed()
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{
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//
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bool result = false;
|
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|
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//
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result =
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IsValid() &&
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HasLinearRegressionParameters() &&
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(
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//
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NotEmpty(peakTo) &&
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NotEmpty(peakFrom) &&
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// HasDirection(peakDir) &&
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IsSpecifiedValid(toTime) &&
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IsSpecifiedValid(fromTime)
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//
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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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/**
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* Check Vale Analysed or not ...
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*
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* @return ( bool )
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*/
|
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bool IsValeAnalysed()
|
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{
|
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//
|
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bool result = false;
|
|
|
|
//
|
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result =
|
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IsValid() &&
|
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HasLinearRegressionParameters() &&
|
|
(
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//
|
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NotEmpty(valeTo) &&
|
|
NotEmpty(valeFrom) &&
|
|
// HasDirection(valeDir) &&
|
|
IsSpecifiedValid(toTime) &&
|
|
IsSpecifiedValid(fromTime)
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Models Linear Regression Parameters Calculated or not ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasLinearRegressionParameters()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
(NotEmpty(peakSlope) &&
|
|
NotEmpty(peakIntercept)) ||
|
|
(NotEmpty(valeSlope) ||
|
|
NotEmpty(valeIntercept));
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Analysis Has Trend or not ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasTrend()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsAnalysed() &&
|
|
HasDirection(dir);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Analysis Has Bullish Trend or not ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasBullishTrend()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasTrend() &&
|
|
IsSpecifiedBullish(dir);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Analysis Has Bearish Trend or not ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasBearishTrend()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasTrend() &&
|
|
IsSpecifiedBearish(dir);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Market Has Support ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasSupport()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
IsValid() &&
|
|
HasPivots() &&
|
|
IsAnalysed() &&
|
|
NotEmpty(minorSupport) &&
|
|
NotEmpty(majorSupport);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Market Has Resistance ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasResistance()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
IsValid() &&
|
|
HasPivots() &&
|
|
IsAnalysed() &&
|
|
NotEmpty(minorResistance) &&
|
|
NotEmpty(majorResistance);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Pivots ...
|
|
|
|
/**
|
|
* Extract all Peaks from Exists Pivots ...
|
|
*
|
|
* @param dest: a Collection refrence to Hold Extracted Pivots ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int ExtractPeaks(XPivot &dest[])
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
// Prepare ...
|
|
SpecifiedClean(dest);
|
|
|
|
//
|
|
// Do Extraction ...
|
|
result = ExtractPivots(
|
|
dest,
|
|
pivots,
|
|
X_PIVOT_TYPE_PEAK //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Extract all Vales from Exists Pivots ...
|
|
*
|
|
* @param dest: a Collection refrence to Hold Extracted Pivots ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int ExtractVales(XPivot &dest[])
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
// Prepare ...
|
|
SpecifiedClean(dest);
|
|
|
|
//
|
|
// Do Extraction ...
|
|
result = ExtractPivots(
|
|
dest,
|
|
pivots,
|
|
X_PIVOT_TYPE_VALE //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Sort Pivots ...
|
|
*
|
|
* @param sortBy: ENUM_X_SORT_BY, Specified Sort Param ...
|
|
* @param sortDir: ENUM_X_DIRECTION, Specified Sort Direction ...
|
|
*/
|
|
void SortPivots(
|
|
ENUM_X_SORT_BY sortBy,
|
|
ENUM_X_DIRECTION sortDir //
|
|
)
|
|
{
|
|
//
|
|
// Validate ...
|
|
bool has = IsValid() &&
|
|
HasPivots();
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Apply Sorting ...
|
|
Sort(
|
|
pivots,
|
|
sortBy,
|
|
sortDir //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Boxing Tools ...
|
|
|
|
/**
|
|
* Generate Support Box if Has Strong Supports ...
|
|
*
|
|
* @param box: a refrence XBoxZone to holds Generated result ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasSupportBox(XBoxZone &box)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Prepare ...
|
|
box.Clean();
|
|
|
|
//
|
|
// Validate ...
|
|
result =
|
|
IsValid() &&
|
|
IsAnalysed();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
box.to = toTime;
|
|
box.symbol = symbol;
|
|
box.period = period;
|
|
box.from = fromTime;
|
|
|
|
//
|
|
box.upper = minorSupport;
|
|
box.lower = majorSupport;
|
|
box.dir = X_DIRECTION_BULLISH;
|
|
box.type = GetTag() + "_Support";
|
|
|
|
//
|
|
result = box.IsValid();
|
|
if (!result)
|
|
{
|
|
box.Clean();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Generate Resistance Box if Has Strong Resistance ...
|
|
*
|
|
* @param box: a refrence XBoxZone to holds Generated result ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasResistanceBox(XBoxZone &box)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Prepare ...
|
|
box.Clean();
|
|
|
|
//
|
|
// Validate ...
|
|
result =
|
|
IsValid() &&
|
|
IsAnalysed();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
box.to = toTime;
|
|
box.symbol = symbol;
|
|
box.period = period;
|
|
box.from = fromTime;
|
|
|
|
//
|
|
box.upper = majorResistance;
|
|
box.lower = minorResistance;
|
|
box.dir = X_DIRECTION_BEARISH;
|
|
box.type = GetTag() + "_Resistance";
|
|
|
|
//
|
|
result = box.IsValid();
|
|
if (!result)
|
|
{
|
|
box.Clean();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detecting ...
|
|
|
|
/**
|
|
* Check Two Model is Same or not ...
|
|
*
|
|
* @param item: Specified Model for Compare ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSameAs(XPivotAnalysis &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsValid() &&
|
|
item.IsValid() &&
|
|
IsSameMarketAs(item) &&
|
|
name == item.name &&
|
|
time == item.time;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Two Model Has Same Symbol or not ...
|
|
*
|
|
* @param item: Specified Model for Compare ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSameSymbolAs(XPivotAnalysis &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsValid() &&
|
|
item.IsValid() &&
|
|
symbol == item.symbol;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Two Model Has Same Period or not ...
|
|
*
|
|
* @param item: Specified Model for Compare ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSamePeriodAs(XPivotAnalysis &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsValid() &&
|
|
item.IsValid() &&
|
|
period == item.period;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Two Model Has Same Symbol/Period or not ...
|
|
*
|
|
* @param item: Specified Model for Compare ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSameMarketAs(XPivotAnalysis &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsValid() &&
|
|
item.IsValid() &&
|
|
IsSameSymbolAs(item) &&
|
|
IsSamePeriodAs(item);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Logging ...
|
|
|
|
/**
|
|
* Extract Specified Token of Struct ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetTag()
|
|
{
|
|
return name + GetToken(this);
|
|
}
|
|
|
|
/**
|
|
* Represent an String Unique Identifier for Chart Objects ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetObjectID()
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetTag() + "_" + symbol + "_" + ToXString(period);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Represent an String Unique Identifier for Upper Trend Chart Objects ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetUpperObjectID()
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetTag() + "_" + symbol + "_" + ToXString(period) + "_UPPER";
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Represent an String Unique Identifier for Lower Trend Chart Objects ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetLowerObjectID()
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetTag() + "_" + symbol + "_" + ToXString(period) + "_LOWER";
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Represent an String Unique Identifier for Support Box Chart Objects ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetSupportBoxObjectID()
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetTag() + "_" + symbol + "_" + ToXString(period) + "_SUPPORT";
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Represent an String Unique Identifier for Resistance BOX Chart Objects ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetResistanceBoxObjectID()
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetTag() + "_" + symbol + "_" + ToXString(period) + "_RESISTANCE";
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Represent as String ...
|
|
*
|
|
* @param spacer: string, How to Represent Spaces ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetMessage(string spacer = NULL)
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
// Normalize Spacer ...
|
|
if (!IsSpecifiedValid(spacer))
|
|
{
|
|
spacer = " ";
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
"==========================" + spacer +
|
|
GetTag() + ":" + spacer +
|
|
"==========================" + spacer +
|
|
"Symbol: " + symbol + spacer +
|
|
"Period: " + ToXString(period) + spacer +
|
|
(!HasTrend()
|
|
? ""
|
|
: "Direction: " + ToXString(dir) + spacer) +
|
|
"Time: " + ToXString(time) + spacer;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
/**
|
|
* a Model to Describe Specified Bar Pattern's Analysis ...
|
|
**/
|
|
struct XPatternAnalysis
|
|
{
|
|
//
|
|
// Props ...
|
|
XOHCL bar; // Specified Bar ...
|
|
XBoxZone ob; // OrderBlock if Exists ...
|
|
XBoxZone fvg; // Fair Value Gap if Exists ...
|
|
datetime time; // Analysis Time ...
|
|
XOHCL flagSwing; // Flag Patterns Swing Bar if Exists ...
|
|
XBoxZone support; // Bar's Support if Exists ...
|
|
XBoxZone resistance; // Bar's Resistance if Exists ...
|
|
ENUM_X_BAR_PATTERN patterns[]; // All Bars Exists Patterns ...
|
|
ENUM_X_DIRECTION patternsDir[]; // Each Exists Patterns Directions ...
|
|
|
|
//
|
|
// Constructor ...
|
|
XPatternAnalysis()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleanup Model ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
ob.Clean();
|
|
bar.Clean();
|
|
fvg.Clean();
|
|
time = NULL;
|
|
support.Clean();
|
|
XClean(patterns);
|
|
flagSwing.Clean();
|
|
resistance.Clean();
|
|
XClean(patternsDir);
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
/**
|
|
* Validate Model ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = bar.IsValid() &&
|
|
IsXValid(time);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Pattern Actions ...
|
|
|
|
/**
|
|
* Count Directional Patterns ...
|
|
*
|
|
* @param forDir: ENUM_X_DIRECTION, Specified Direction ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int Count(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// Validate ...
|
|
bool has = IsValid() &&
|
|
HasChild(patternsDir);
|
|
if (!has)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(patternsDir);
|
|
if (!HasDirection(forDir))
|
|
{
|
|
//
|
|
result = count;
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
has = forDir == patternsDir[i];
|
|
if (has)
|
|
{
|
|
result++;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detectors ...
|
|
|
|
bool IsHigh()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(X_BAR_PATTERN_HIGH);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsLow()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(X_BAR_PATTERN_LOW);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsSupport()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_SUPPORT //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsResistance()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(X_BAR_PATTERN_RESISTANCE);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsMomentum(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_MOMENTUM,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsEngulfed(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_ENGULFED,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsTrueGaped(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_TRUE_GAPED,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsPinned(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_PINNED,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsStar(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_STAR,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsPiercing(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_PIERCING,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsRising(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_RISING,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsFlag(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_FLAG,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsSignalKey(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_SIGNALKEY,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsOB(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_OB,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsFVG(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasPattern(
|
|
X_BAR_PATTERN_FVG,
|
|
forDir //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Getters ...
|
|
|
|
bool GetLow(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_LOW;
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_BULLISH;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetHigh(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_HIGH;
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetSupport(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_SUPPORT;
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_BULLISH;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetResistance(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_RESISTANCE;
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetOB(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_OB;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetFVG(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_FVG;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetMomentum(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_MOMENTUM;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetEngulfed(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_ENGULFED;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetPinned(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_PINNED;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetTrueGaped(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_TRUE_GAPED;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetStar(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_STAR;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetFlag(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_FLAG;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetRising(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_RISING;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetPiercing(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_PIERCING;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
bool GetSignalKey(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
ENUM_X_BAR_PATTERN _pattern = X_BAR_PATTERN_SIGNALKEY;
|
|
|
|
//
|
|
return GetPattern(
|
|
_bar,
|
|
_pivot,
|
|
_zone,
|
|
_pattern,
|
|
_patternDir //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Common Tools ...
|
|
|
|
/**
|
|
* Add Specified Patterns to Model ...
|
|
*
|
|
* @param pattern: ENUM_X_BAR_PATTERN, Specified Pattern ...
|
|
* @param patternDir: ENUM_X_DIRECTION, Specified Pattern Direction ...
|
|
*/
|
|
void AddPattern(
|
|
ENUM_X_BAR_PATTERN pattern,
|
|
ENUM_X_DIRECTION patternDir //
|
|
)
|
|
{
|
|
//
|
|
bool has = IsXValid(pattern) &&
|
|
HasDirection(patternDir);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
Add(
|
|
pattern,
|
|
patterns //
|
|
);
|
|
|
|
//
|
|
Add(
|
|
patternDir,
|
|
patternsDir //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Check Model Has Specified Pattern or not ...
|
|
*
|
|
* @param pattern: ENUM_X_BAR_PATTERN, Specified Pattern ...
|
|
* @param patternDir: ENUM_X_DIRECTION, Specified Pattern Direction ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasPattern(
|
|
ENUM_X_BAR_PATTERN pattern,
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = Contains(
|
|
pattern,
|
|
patterns //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (HasDirection(forDir))
|
|
{
|
|
//
|
|
int idx = FindIndex(
|
|
pattern,
|
|
patterns //
|
|
);
|
|
result =
|
|
IsValidIndex(idx) &&
|
|
forDir == patternsDir[idx];
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Get Specified Pattern if Exists ...
|
|
*
|
|
* @param _bar: XOHCL, Patterns Bar ...
|
|
* @param _pivot: XPivot, Patterns Pivot ...
|
|
* @param _zone: XBoxZone, Patterns Box ...
|
|
* @param _pattern: ENUM_X_BAR_PATTERN, Specified Pattern ...
|
|
* @param _patternDir: ENUM_X_DIRECTION, Specified Pattern Direction ...
|
|
* @param _peakPriceType: ENUM_X_PRICE, Specified Peak Price Type ...
|
|
* @param _valePriceType: ENUM_X_PRICE, Specified Vale Price Type ...
|
|
* @param _toTime: datetime, Specified Time to Update Pivot and Zones ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool GetPattern(
|
|
XOHCL &_bar,
|
|
XPivot &_pivot,
|
|
XBoxZone &_zone,
|
|
ENUM_X_BAR_PATTERN _pattern,
|
|
ENUM_X_DIRECTION _patternDir = X_DIRECTION_NONE,
|
|
ENUM_X_PRICE _peakPriceType = X_PRICE_HIGH,
|
|
ENUM_X_PRICE _valePriceType = X_PRICE_LOW,
|
|
datetime _toTime = NULL //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Prepare ...
|
|
_bar.Clean();
|
|
_zone.Clean();
|
|
_pivot.Clean();
|
|
|
|
//
|
|
// Normalize ...
|
|
if (!IsXValid(_peakPriceType))
|
|
{
|
|
_peakPriceType = X_PRICE_HIGH;
|
|
}
|
|
if (!IsXValid(_valePriceType))
|
|
{
|
|
_valePriceType = X_PRICE_LOW;
|
|
}
|
|
_toTime = NormalizeTime(_toTime);
|
|
|
|
//
|
|
// Validate ...
|
|
result = IsValid() &&
|
|
HasChild(patterns) &&
|
|
IsXValid(_peakPriceType) &&
|
|
IsXValid(_valePriceType) &&
|
|
HasPattern(_pattern, _patternDir);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Find Pattern Index ...
|
|
int index = FindIndex(_pattern, patterns);
|
|
result = IsValidIndex(index);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Fill Common Patterns Data ...
|
|
_bar = bar;
|
|
result = ToPivot(
|
|
_bar,
|
|
_pivot,
|
|
_patternDir,
|
|
_pattern,
|
|
_peakPriceType,
|
|
_valePriceType //
|
|
);
|
|
result = result &&
|
|
ToBox(
|
|
_bar,
|
|
_zone,
|
|
_patternDir,
|
|
_pattern,
|
|
_peakPriceType,
|
|
_valePriceType //
|
|
);
|
|
if (result)
|
|
{
|
|
_zone.to = _toTime;
|
|
}
|
|
|
|
//
|
|
// Use Custom Data if Pattern Staisfied ...
|
|
if (result)
|
|
{
|
|
//
|
|
// OB ...
|
|
if (_pattern == X_BAR_PATTERN_OB)
|
|
{
|
|
//
|
|
_bar.Clean();
|
|
_zone.Clean();
|
|
_pivot.Clean();
|
|
|
|
//
|
|
// Result Preparation ...
|
|
result = ob.IsValid() &&
|
|
ob.dir == _patternDir;
|
|
if (result)
|
|
{
|
|
//
|
|
_zone = ob;
|
|
result = _zone.FromBar(_bar);
|
|
if (result)
|
|
{
|
|
//
|
|
result = ToPivot(
|
|
_bar,
|
|
_pivot,
|
|
_patternDir,
|
|
_pattern,
|
|
_peakPriceType,
|
|
_valePriceType //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
//
|
|
// FVG ...
|
|
else if (_pattern == X_BAR_PATTERN_FVG)
|
|
{
|
|
//
|
|
_bar.Clean();
|
|
_zone.Clean();
|
|
_pivot.Clean();
|
|
|
|
//
|
|
// Result Preparation ...
|
|
result = fvg.IsValid() &&
|
|
fvg.dir == _patternDir;
|
|
if (result)
|
|
{
|
|
//
|
|
_zone = fvg;
|
|
result = _zone.FromBar(_bar);
|
|
if (result)
|
|
{
|
|
//
|
|
result = ToPivot(
|
|
_bar,
|
|
_pivot,
|
|
_patternDir,
|
|
_pattern,
|
|
_peakPriceType,
|
|
_valePriceType //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
//
|
|
// Support ...
|
|
else if (_pattern == X_BAR_PATTERN_SUPPORT)
|
|
{
|
|
//
|
|
_bar.Clean();
|
|
_zone.Clean();
|
|
_pivot.Clean();
|
|
|
|
//
|
|
// Result Preparation ...
|
|
result = support.IsValid();
|
|
if (result)
|
|
{
|
|
//
|
|
_zone = support;
|
|
result = _zone.AtBar(_bar);
|
|
if (result)
|
|
{
|
|
//
|
|
result = ToPivot(
|
|
_bar,
|
|
_pivot,
|
|
_patternDir,
|
|
_pattern,
|
|
_peakPriceType,
|
|
_valePriceType //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
//
|
|
// Resistance ...
|
|
else if (_pattern == X_BAR_PATTERN_RESISTANCE)
|
|
{
|
|
//
|
|
_bar.Clean();
|
|
_zone.Clean();
|
|
_pivot.Clean();
|
|
|
|
//
|
|
// Result Preparation ...
|
|
result = resistance.IsValid();
|
|
if (result)
|
|
{
|
|
//
|
|
_zone = resistance;
|
|
result = _zone.AtBar(_bar);
|
|
if (result)
|
|
{
|
|
//
|
|
result = ToPivot(
|
|
_bar,
|
|
_pivot,
|
|
_patternDir,
|
|
_pattern,
|
|
_peakPriceType,
|
|
_valePriceType //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
if (!result)
|
|
{
|
|
//
|
|
_bar.Clean();
|
|
_zone.Clean();
|
|
_pivot.Clean();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Extract All Exists Patterns Pivots ...
|
|
*
|
|
* @param dest: XPivot, collection reference to holds Extracted Patterns ...
|
|
* @param forDir: ENUM_X_DIRECTION, Specified Direction of Extractions ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int GetPatterns(
|
|
XPivot &dest[],
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// Prepare ...
|
|
XClean(dest);
|
|
|
|
//
|
|
// Validate ...
|
|
bool has = IsValid() &&
|
|
HasChild(patterns);
|
|
if (!has)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Do ...
|
|
XOHCL iBar;
|
|
XPivot iPivot;
|
|
XBoxZone iZone;
|
|
int count = ArraySize(patterns);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
has = GetPattern(iBar, iPivot, iZone, patterns[i], forDir);
|
|
if (has)
|
|
{
|
|
AddIfNotExists(iPivot, dest);
|
|
}
|
|
}
|
|
|
|
//
|
|
result = ArraySize(dest);
|
|
|
|
//
|
|
// Cleanup ...
|
|
iBar.Clean();
|
|
iZone.Clean();
|
|
iPivot.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
struct XPatternAnalysisConfig
|
|
{
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// PV ...
|
|
int pvValidationLength;
|
|
ENUM_X_PRICE peakPriceType;
|
|
ENUM_X_PRICE valePriceType;
|
|
|
|
//
|
|
// Momentum ...
|
|
int momentumBarValidationLength;
|
|
double momentumBarApprovedMultiplier;
|
|
|
|
//
|
|
// TrueGap ...
|
|
double trueGapApprovedStrength;
|
|
|
|
//
|
|
// Pin ...
|
|
double pinBarShadowApprovedMultiplier;
|
|
double pinBarRangeMultiplier;
|
|
bool pinBarForceDirection;
|
|
|
|
//
|
|
// Flag ...
|
|
int flagPatternPullbackLength;
|
|
|
|
//
|
|
// FVG ...
|
|
bool fvgForceType;
|
|
|
|
//
|
|
// OB ...
|
|
bool obForceTwoBar;
|
|
|
|
//
|
|
// Support and Resistance ...
|
|
int supportAndResistanceValidationLength;
|
|
int supportAndResistanceLoopbackLength;
|
|
|
|
//
|
|
ENUM_X_DIRECTION allowedDirs[];
|
|
ENUM_X_BAR_PATTERN allowedPatterns[];
|
|
|
|
//
|
|
// Constructor ...
|
|
XPatternAnalysisConfig()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleanup ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
// PV ...
|
|
pvValidationLength = 0;
|
|
peakPriceType = X_PRICE_NONE;
|
|
valePriceType = X_PRICE_NONE;
|
|
|
|
//
|
|
// Momentum ...
|
|
momentumBarValidationLength = 0;
|
|
momentumBarApprovedMultiplier = 0;
|
|
|
|
//
|
|
// TrueGap ...
|
|
trueGapApprovedStrength = 0;
|
|
|
|
//
|
|
// Pin ...
|
|
pinBarShadowApprovedMultiplier = 0;
|
|
pinBarRangeMultiplier = 0;
|
|
pinBarForceDirection = false;
|
|
|
|
//
|
|
// Flag ...
|
|
flagPatternPullbackLength = 0;
|
|
|
|
//
|
|
// FVG ...
|
|
fvgForceType = false;
|
|
|
|
//
|
|
// OB ...
|
|
obForceTwoBar = false;
|
|
|
|
//
|
|
// Support and Resistance ...
|
|
supportAndResistanceValidationLength = 0;
|
|
supportAndResistanceLoopbackLength = 0;
|
|
|
|
//
|
|
XClean(allowedDirs);
|
|
XClean(allowedPatterns);
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
/**
|
|
* Default Configurations ...
|
|
*/
|
|
void Default()
|
|
{
|
|
//
|
|
// PV ...
|
|
pvValidationLength = 5;
|
|
peakPriceType = X_PRICE_HIGH;
|
|
valePriceType = X_PRICE_LOW;
|
|
|
|
//
|
|
// Momentum ...
|
|
momentumBarValidationLength = 3;
|
|
momentumBarApprovedMultiplier = 3;
|
|
|
|
//
|
|
// TrueGap ...
|
|
trueGapApprovedStrength = 1;
|
|
|
|
//
|
|
// Pin ...
|
|
pinBarShadowApprovedMultiplier = 3;
|
|
pinBarRangeMultiplier = 4;
|
|
pinBarForceDirection = false;
|
|
|
|
//
|
|
// Flag ...
|
|
flagPatternPullbackLength = 3;
|
|
|
|
//
|
|
// FVG ...
|
|
fvgForceType = false;
|
|
|
|
//
|
|
// OB ...
|
|
obForceTwoBar = false;
|
|
|
|
//
|
|
// Support and Resistance ...
|
|
supportAndResistanceValidationLength = 21;
|
|
supportAndResistanceLoopbackLength = 50;
|
|
}
|
|
|
|
//
|
|
// Permissions ...
|
|
|
|
/**
|
|
* Check Specified Patterns Detection is Allowed or not ...
|
|
*
|
|
* @param pattern: ENUM_X_BAR_PATTERN, Specified Pattern to Detect ...
|
|
* @param patternDir: ENUM_X_DIRECTION, which Pattern Direction to Detect ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool CanDetect(
|
|
ENUM_X_BAR_PATTERN pattern,
|
|
ENUM_X_DIRECTION patternDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Validate Pattern and
|
|
// Check Pattern Exists ...
|
|
result = IsXValid(pattern) &&
|
|
HasChild(allowedPatterns) &&
|
|
Contains(pattern, allowedPatterns);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Now Check Direction ...
|
|
int index = FindIndex(pattern, allowedPatterns);
|
|
result = IsValidIndex(index) &&
|
|
HasChild(allowedDirs) &&
|
|
(!HasDirection(patternDir)
|
|
? !HasDirection(allowedDirs[index])
|
|
: (!HasDirection(allowedDirs[index]) ||
|
|
patternDir == allowedDirs[index]));
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Collection Manipulations ...
|
|
|
|
/**
|
|
* Remove all Allowed Patterns and Directions ...
|
|
*/
|
|
void CleanPatterns() {
|
|
//
|
|
XClean(allowedDirs);
|
|
XClean(allowedPatterns);
|
|
}
|
|
|
|
/**
|
|
* Full Detect Patterns ...
|
|
*
|
|
* @param forDir: ENUM_X_DIRECTION, which Pattern Direction to Detect ...
|
|
*/
|
|
void FullPattern(
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
int count = GetAllBarPatters(allowedPatterns);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
Add(
|
|
forDir,
|
|
allowedDirs //
|
|
);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Add Specified Pattern to Detecte ...
|
|
*
|
|
* @param pattern: ENUM_X_BAR_PATTERN, Specified Pattern to Detect ...
|
|
* @param patternDir: ENUM_X_DIRECTION, which Pattern Direction to Detect ...
|
|
*/
|
|
void AddPattern(
|
|
ENUM_X_BAR_PATTERN pattern,
|
|
ENUM_X_DIRECTION patternDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool has = IsXValid(pattern);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
Add(
|
|
pattern,
|
|
allowedPatterns //
|
|
);
|
|
|
|
//
|
|
Add(
|
|
patternDir,
|
|
allowedDirs //
|
|
);
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Anaysis Draw Config Models ...
|
|
|
|
struct XPivotAnalysisDrawConfig
|
|
{
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Drawing Flags ...
|
|
bool drawSupport;
|
|
bool drawResistance;
|
|
|
|
//
|
|
bool drawPeakTrend;
|
|
bool drawValeTrend;
|
|
bool rayLeftTrends;
|
|
bool rayRightTrends;
|
|
|
|
//
|
|
bool drawPivots;
|
|
|
|
//
|
|
// Drawing Configs ...
|
|
XPOIDrawConfig drawConfig;
|
|
|
|
//
|
|
// Constructor ...
|
|
XPivotAnalysisDrawConfig()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* This function fulfills the will of the developer
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
// Drawing Flags ...
|
|
|
|
//
|
|
drawPivots = false;
|
|
drawSupport = false;
|
|
drawPeakTrend = false;
|
|
drawValeTrend = false;
|
|
rayLeftTrends = false;
|
|
rayRightTrends = false;
|
|
drawResistance = false;
|
|
|
|
//
|
|
// Drawing Configs ...
|
|
drawConfig.Clean();
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
/**
|
|
* Default Configurations ...
|
|
*/
|
|
void Default()
|
|
{
|
|
//
|
|
// Drawing Flags ...
|
|
|
|
//
|
|
drawPivots = false;
|
|
drawSupport = true;
|
|
drawPeakTrend = false;
|
|
drawValeTrend = false;
|
|
rayLeftTrends = true;
|
|
rayRightTrends = true;
|
|
drawResistance = true;
|
|
|
|
//
|
|
// Drawing Configs ...
|
|
drawConfig.Default();
|
|
}
|
|
|
|
/**
|
|
* No Draw Abilioty ...
|
|
*/
|
|
void Off()
|
|
{
|
|
//
|
|
drawPivots = false;
|
|
drawSupport = false;
|
|
drawPeakTrend = false;
|
|
drawValeTrend = false;
|
|
drawResistance = false;
|
|
}
|
|
|
|
/**
|
|
* Full Draw Abilioty ...
|
|
*/
|
|
void Full()
|
|
{
|
|
//
|
|
drawPivots = true;
|
|
drawSupport = true;
|
|
drawPeakTrend = true;
|
|
drawValeTrend = true;
|
|
drawResistance = true;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
struct XPatternAnalysisDrawConfig
|
|
{
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Patterns ...
|
|
|
|
//
|
|
ENUM_X_BAR_PATTERN allowedDraws[]; // Allowed Draw Patterns
|
|
ENUM_X_BAR_PATTERN allowedDrawZones[]; // Allowed Draw Pattern Zones
|
|
ENUM_X_BAR_PATTERN allowedDrawPivots[]; // Allowed Draw Pattern Pivots
|
|
|
|
//
|
|
XPOIDrawConfig drawConfig;
|
|
|
|
//
|
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// Constructor ...
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|
XPatternAnalysisDrawConfig()
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{
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Clean();
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|
}
|
|
|
|
//
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|
// Tools ...
|
|
|
|
/**
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|
* Cleanup ...
|
|
*/
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|
void Clean()
|
|
{
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|
//
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|
// Drawing Configs ...
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|
drawConfig.Clean();
|
|
|
|
//
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|
XClean(allowedDraws);
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|
XClean(allowedDrawZones);
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|
XClean(allowedDrawPivots);
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|
}
|
|
|
|
/**
|
|
* Default Drawing Config ...
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|
*/
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|
void Default()
|
|
{
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|
//
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|
// Drawing Configs ...
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|
drawConfig.Default();
|
|
|
|
//
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|
Full();
|
|
|
|
//
|
|
// Remove Unused From Zones ...
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|
Remove(X_BAR_PATTERN_PINNED, allowedDrawZones);
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|
Remove(X_BAR_PATTERN_MOMENTUM, allowedDrawZones);
|
|
Remove(X_BAR_PATTERN_ENGULFED, allowedDrawZones);
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|
Remove(X_BAR_PATTERN_TRUE_GAPED, allowedDrawZones);
|
|
|
|
//
|
|
// Remove Unused From Pivots ...
|
|
Remove(X_BAR_PATTERN_OB, allowedDrawPivots);
|
|
Remove(X_BAR_PATTERN_FVG, allowedDrawPivots);
|
|
Remove(X_BAR_PATTERN_SUPPORT, allowedDrawPivots);
|
|
Remove(X_BAR_PATTERN_RESISTANCE, allowedDrawPivots);
|
|
}
|
|
|
|
/**
|
|
* No Draw Abilioty ...
|
|
*/
|
|
void Off()
|
|
{
|
|
//
|
|
XClean(allowedDraws);
|
|
XClean(allowedDrawZones);
|
|
XClean(allowedDrawPivots);
|
|
}
|
|
|
|
/**
|
|
* Full Draw Abilioty ...
|
|
*/
|
|
void Full()
|
|
{
|
|
//
|
|
GetAllBarPatters(allowedDraws);
|
|
GetAllBarPatters(allowedDrawZones);
|
|
GetAllBarPatters(allowedDrawPivots);
|
|
}
|
|
|
|
//
|
|
// Checkers ...
|
|
|
|
/**
|
|
* Check Can Draw Specified Pattern ...
|
|
*
|
|
* @param pattern: ENUM_X_BAR_PATTERN, Specified Pattern ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool CanDraw(ENUM_X_BAR_PATTERN pattern)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasChild(allowedDraws) &&
|
|
Contains(pattern, allowedDraws);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Can Draw Specified Pattern's Zone ...
|
|
*
|
|
* @param pattern: ENUM_X_BAR_PATTERN, Specified Pattern ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool CanDrawZone(ENUM_X_BAR_PATTERN pattern)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
CanDraw(pattern) &&
|
|
HasChild(allowedDrawZones) &&
|
|
Contains(pattern, allowedDrawZones);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Can Draw Specified Pattern's Pivot ...
|
|
*
|
|
* @param pattern: ENUM_X_BAR_PATTERN, Specified Pattern ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool CanDrawPivot(ENUM_X_BAR_PATTERN pattern)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
CanDraw(pattern) &&
|
|
HasChild(allowedDrawPivots) &&
|
|
Contains(pattern, allowedDrawPivots);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Extensions ...
|
|
|
|
bool FindByTime(
|
|
int &index,
|
|
datetime time,
|
|
XPatternAnalysis &source[] //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Prepare ...
|
|
index = -1;
|
|
|
|
//
|
|
// Validate ...
|
|
result = IsXValid(time) &&
|
|
HasChild(source);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Do ...
|
|
int count = ArraySize(source);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
result = source[i].bar.time == time;
|
|
if (result)
|
|
{
|
|
//
|
|
index = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
result = IsValidIndex(index);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |