2342 lines
135 KiB
Plaintext
2342 lines
135 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: XCX121SMCTestStrategy
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// Description: provides all based classes for use ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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//
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#include "../Classes/x-121.smc.base.strategy.class.mq5"
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//
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// Helper(s) ...
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//
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// XStrategy Class Implementation(s) ...
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class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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{
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//
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// Public ...
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public:
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//
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//
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// Constructor(s) ...
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void XCX121SMCTestStrategy(
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//
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// Base ...
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string _symbol, // Trading Symbol
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ENUM_TIMEFRAMES _period // Trading TimeFrame
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)
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: XCX121SMCBaseStrategy(_symbol, _period)
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{
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}
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//
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// Overrides Actions ...
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//
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// Check Conditions For Signal ...
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bool HasSignal(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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) override
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{
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//
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bool result = false;
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//
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signal.Clean();
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conditions.Clean();
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//
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int pushers = 0;
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//
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double sl = 0;
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double tp = 0;
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double risk = 0;
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double entry = 0;
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double reward = 0;
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double r2r = R2R();
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double volume = Volume();
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ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
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ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
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//
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bool hasLong = false;
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bool hasShort = false;
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//
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// Start Calculations ...
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//
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string _symbol = GetSymbol();
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ENUM_TIMEFRAMES _period = GetPeriod();
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//
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double points = GetPoints(_symbol);
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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// Retrieve Bars ...
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//
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// Zero Bar ...
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XOHCL zBar;
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result = zBar.Init(
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_symbol,
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_period,
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zIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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// Last Bar ...
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XOHCL cBar;
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result = cBar.Init(
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_symbol,
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_period,
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cIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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// Previous Bar ...
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XOHCL pBar;
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result = pBar.Init(
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_symbol,
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_period,
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pIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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bool isSpreadPassed = IsSpreadPass();
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result = isSpreadPassed;
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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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// Try to Implement SMC Based Conditions ...
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//
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// 1- First Step is Find a Supply and Demand Zone ...
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// - [] this Zone must be Fresh ...
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// - [] contains Engulfing ...
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// - [] has Order Block ...
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// - [] has FVG ...
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bool isDetected = DetecConditions(conditions);
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if (isDetected)
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{
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//
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// Check Conditions for Removing Exists ...
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RemoveConditionsIfExists(conditions);
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//
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// Add New Condition ...
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AddRef(
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conditions,
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mConditions //
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);
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}
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//
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conditions.Clean();
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//
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// Check Conditions for Signal ...
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int conditionsCount = ArraySize(mConditions);
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if (!IsValidSize(conditionsCount))
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{
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//
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result = false;
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return result;
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}
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//
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// Loop through Conditions for Filter Based on POIs ...
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int conditionsIDX = -1;
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for (int i = 0; i < conditionsCount; i++)
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{
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//
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result = false;
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hasLong = false;
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hasShort = false;
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X121SMCStrategyConditions iConditions = mConditions[i];
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//
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X121SMCMarketStructure structure;
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DetectMarketStructure(
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structure,
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iConditions //
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);
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//
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bool isAllowLong = AllowLong();
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bool isAllowShort = AllowShort();
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result = isAllowLong || isAllowShort;
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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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bool hasValidDemand = HasValidDemand(iConditions);
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bool hasValidSupply = HasValidSupply(iConditions);
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result = hasValidDemand || hasValidSupply;
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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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bool isPriceInsideDemandZone =
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pBar.high < iConditions.demandZone.upper;
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bool isPriceInsideSupplyZone =
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pBar.low > iConditions.supplyZone.lower;
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//
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bool isTicksBullish = IsTicksBullish();
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bool isTicksBearish = IsTicksBearish();
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bool isTicksHasMomentum = IsTicksHasMomentum();
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//
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double _1Pip = GetPipPrice(iConditions.symbol);
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//
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// Longs ...
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bool canCheckLong = isAllowLong &&
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hasValidDemand &&
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isTicksBullish &&
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isTicksHasMomentum &&
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isPriceInsideDemandZone;
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if (canCheckLong)
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{
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//
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hasLong = false;
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type = POSITION_TYPE_BUY;
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entry = GetEntry(_symbol, type);
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//
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double slCandidates[];
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int slCandidatesCount = DetectSLCandidates(
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slCandidates,
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entry,
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iConditions,
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X_POSITION_TYPE_LONG //
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);
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//
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// Find Demand Zone ...
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hasLong = slCandidatesCount > 2;
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//
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if (hasLong)
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{
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//
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double selectedSL = GetMin(slCandidates);
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sl = selectedSL - (5 * _1Pip);
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risk = entry - sl;
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reward = risk * r2r;
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tp = entry + reward;
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//
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conditionsIDX = i;
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mConditions[i].CleanDemand();
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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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// Shorts ...
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bool canCheckShort = isAllowShort &&
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hasValidSupply &&
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isTicksBearish &&
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isTicksHasMomentum &&
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isPriceInsideSupplyZone;
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if (canCheckShort)
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{
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//
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hasShort = false;
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DrawMarketStructure(
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structure,
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X_POSITION_TYPE_SHORT //
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);
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DrawConditions(iConditions);
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ClearDraws();
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//
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if (hasShort)
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{
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//
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type = POSITION_TYPE_SELL;
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entry = GetEntry(_symbol, type);
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sl = iConditions.supplyZone.upper + (10 * points);
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risk = sl - entry;
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reward = risk * r2r;
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tp = entry - reward;
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//
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conditionsIDX = i;
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mConditions[i].CleanSupply();
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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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//
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result = hasLong ||
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hasShort;
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//
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// Rmove Signal Condition ...
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if (result)
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{
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//
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if (IsValidIndex(conditionsIDX))
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{
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//
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conditions = mConditions[conditionsIDX];
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//
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bool hasValidDemand = HasValidDemand(mConditions[conditionsIDX]);
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bool hasValidSupply = HasValidSupply(mConditions[conditionsIDX]);
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//
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if (!hasValidDemand &&
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!hasValidSupply)
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{
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//
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ArrayRemove(
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mConditions,
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conditionsIDX,
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1 //
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);
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}
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}
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//
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signal.sl = sl;
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signal.tp = tp;
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signal.type = type;
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signal.mode = mode;
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = _symbol;
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signal.pushers = pushers;
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signal.provider = GetTag();
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signal.time = TimeCurrent();
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signal.period = _5MState.period;
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//
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result = PrepareSignal(signal);
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//
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hasLong = false;
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hasShort = false;
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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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* Detect Valid Market Conditions ...
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*
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* @param conditions: X121SMCStrategyConditions instance ...
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*/
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bool DetecConditions(X121SMCStrategyConditions &conditions) override
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{
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//
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bool result = false;
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//
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// Prepare Conditions ...
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//
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datetime time = TimeCurrent();
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//
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conditions.Clean();
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conditions.time = time;
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conditions.symbol = GetSymbol();
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conditions.period = GetPeriod();
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// //
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// bool d1HasBullishTrend = HasBullishTrend(d1State);
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// bool d1HasBearishTrend = HasBearishTrend(d1State);
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// //
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// bool h4HasBullishTrend = HasBullishTrend(h4State);
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// bool h4HasBearishTrend = HasBearishTrend(h4State);
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// //
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// bool m15HasBullishTrend = HasBullishTrend(_15MState);
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// bool m15HasBearishTrend = HasBearishTrend(_15MState);
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// //
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// bool m5HasBullishTrend = HasBullishTrend(m5State);
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// bool m5HasBearishTrend = HasBearishTrend(m5State);
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// //
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// bool m1HasBullishTrend = HasBullishTrend(m1State);
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// bool m1HasBearishTrend = HasBearishTrend(m1State);
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// //
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// bool isBullishTrendValid = h4HasBullishTrend &&
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// m15HasBullishTrend &&
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// m1HasBullishTrend;
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// if (isBullishTrendValid)
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// {
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// Print("isBullishTrendValid");
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// }
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// //
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// bool isBearishTrendValid = h4HasBearishTrend &&
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// m15HasBearishTrend &&
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// m1HasBearishTrend;
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// if (isBearishTrendValid)
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// {
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// Print("isBearishTrendValid");
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// }
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//
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int supplyZonesCount = ArraySize(_15MState.supplyZones);
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int demandZonesCount = ArraySize(_15MState.demandZones);
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result =
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IsValidSize(demandZonesCount) ||
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IsValidSize(supplyZonesCount);
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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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bool checkDemands = true;
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bool checkSupplies = true;
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//
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// Demand Zone ...
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if (checkDemands)
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{
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//
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for (int i = 0; i < demandZonesCount; i++)
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{
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//
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// Demand Zone ...
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XZone iDemandZone = _15MState.demandZones[i];
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iDemandZone.to = time;
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conditions.demandZone = iDemandZone;
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//
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// Order Blocks ...
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// CState ...
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int orderBlocksCount = ArraySize(_CombineState.bullishOrderBlocks);
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if (IsValidSize(orderBlocksCount))
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{
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//
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for (int j = 0; j < orderBlocksCount; j++)
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{
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//
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XZone jZone = _CombineState.bullishOrderBlocks[j];
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//
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bool isInside = IsInside(
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jZone,
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iDemandZone,
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X_ZONE_LOWER_EDGE,
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true //
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);
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if (isInside)
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{
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//
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jZone.to = TimeCurrent();
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//
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AddIfNotExists(
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jZone,
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conditions.bullishOrderBlocks //
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);
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}
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}
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}
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//
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// Support Zones ...
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// CState ...
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int supportsCount = ArraySize(_CombineState.supportZones);
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if (IsValidSize(supportsCount))
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{
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//
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for (int j = 0; j < supportsCount; j++)
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{
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//
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XOHCL jBar = _CombineState.supportZones[j];
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//
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bool isInside = IsInside(
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jBar,
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iDemandZone,
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X_ZONE_LOWER_EDGE,
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true //
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);
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if (isInside)
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{
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//
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AddIfNotExists(
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jBar,
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conditions.supports //
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);
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}
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}
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}
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//
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// Fair Value Gaps ...
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// CState ...
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int fvgsCount = ArraySize(_CombineState.bullishFVGs);
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if (IsValidSize(fvgsCount))
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{
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//
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for (int j = 0; j < fvgsCount; j++)
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{
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//
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XZone jFVG = _CombineState.bullishFVGs[j];
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//
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bool isInside = IsInside(
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jFVG,
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iDemandZone,
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X_ZONE_LOWER_EDGE,
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true //
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);
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if (isInside)
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{
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//
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jFVG.to = TimeCurrent();
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//
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AddIfNotExists(
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jFVG,
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conditions.bullishFVGs //
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);
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}
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}
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}
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//
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// Swings ...
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// CState ...
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int swingsCount = ArraySize(_CombineState.swingLows);
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if (IsValidSize(swingsCount))
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{
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//
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for (int j = 0; j < swingsCount; j++)
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{
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//
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XOHCL jBar = _CombineState.swingLows[j];
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//
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bool isInside = IsInside(
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jBar,
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iDemandZone,
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X_ZONE_LOWER_EDGE,
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true //
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);
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if (isInside)
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{
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//
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AddIfNotExists(
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jBar,
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conditions.swingLows //
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);
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}
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}
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}
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//
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// Momentum Bars ...
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// CState ...
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int momentumBarsCount = ArraySize(_CombineState.momentumBars);
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if (IsValidSize(momentumBarsCount))
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{
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//
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for (int j = 0; j < momentumBarsCount; j++)
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{
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//
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XOHCL jBar = _CombineState.momentumBars[j];
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//
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bool isInside =
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jBar.IsBullish() &&
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jBar.time > iDemandZone.from &&
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IsInside(
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jBar,
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iDemandZone,
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X_ZONE_LOWER_EDGE,
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true //
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);
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if (isInside)
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{
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//
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AddIfNotExists(
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jBar,
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conditions.bullishMomentumBars //
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);
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}
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}
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}
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//
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// Rejection Bars ...
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// CState ...
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int rejectionBarsCount = ArraySize(_CombineState.rejectionBars);
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if (IsValidSize(rejectionBarsCount))
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{
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//
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for (int j = 0; j < rejectionBarsCount; j++)
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{
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//
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XOHCL jBar = _CombineState.rejectionBars[j];
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//
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bool isInside =
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jBar.GetLowShadow() > jBar.GetHighShadow() &&
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jBar.time > iDemandZone.from &&
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IsInside(
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jBar,
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iDemandZone,
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X_ZONE_LOWER_EDGE,
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true //
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);
|
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if (isInside)
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{
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//
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AddIfNotExists(
|
|
jBar,
|
|
conditions.bullishRejectionBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
bool hasValidDemandZone = HasValidDemand(conditions);
|
|
if (!hasValidDemandZone)
|
|
{
|
|
conditions.CleanDemand();
|
|
}
|
|
else
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Supply Zone ...
|
|
if (checkSupplies)
|
|
{
|
|
//
|
|
for (int i = 0; i < supplyZonesCount; i++)
|
|
{
|
|
//
|
|
// Supply Zone ...
|
|
XZone iSupplyZone = _15MState.supplyZones[i];
|
|
iSupplyZone.to = time;
|
|
conditions.supplyZone = iSupplyZone;
|
|
|
|
//
|
|
// Order Blocks ...
|
|
// CState ...
|
|
int orderBlocksCount = ArraySize(_CombineState.bearishOrderBlocks);
|
|
if (IsValidSize(orderBlocksCount))
|
|
{
|
|
//
|
|
for (int j = 0; j < orderBlocksCount; j++)
|
|
{
|
|
//
|
|
XZone jZone = _CombineState.bearishOrderBlocks[j];
|
|
|
|
//
|
|
bool isInside = IsInside(
|
|
jZone,
|
|
iSupplyZone,
|
|
X_ZONE_UPPER_EDGE,
|
|
true //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
jZone.to = TimeCurrent();
|
|
|
|
//
|
|
AddIfNotExists(
|
|
jZone,
|
|
conditions.bearishOrderBlocks //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistance Zones ...
|
|
// CState ...
|
|
int resistancesCount = ArraySize(_CombineState.resistanceZones);
|
|
if (IsValidSize(resistancesCount))
|
|
{
|
|
//
|
|
for (int j = 0; j < resistancesCount; j++)
|
|
{
|
|
//
|
|
XOHCL jBar = _CombineState.resistanceZones[j];
|
|
|
|
//
|
|
bool isInside = IsInside(
|
|
jBar,
|
|
iSupplyZone,
|
|
X_ZONE_UPPER_EDGE,
|
|
true //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
jBar,
|
|
conditions.resistances //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Fair Value Gaps ...
|
|
// CState ...
|
|
int fvgsCount = ArraySize(_CombineState.bearishFVGs);
|
|
if (IsValidSize(fvgsCount))
|
|
{
|
|
//
|
|
for (int j = 0; j < fvgsCount; j++)
|
|
{
|
|
//
|
|
XZone jFVG = _CombineState.bearishFVGs[j];
|
|
|
|
//
|
|
bool isInside = IsInside(
|
|
jFVG,
|
|
iSupplyZone,
|
|
X_ZONE_UPPER_EDGE,
|
|
true //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
jFVG.to = TimeCurrent();
|
|
|
|
//
|
|
AddIfNotExists(
|
|
jFVG,
|
|
conditions.bearishFVGs //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swings ...
|
|
// CState ...
|
|
int swingsCount = ArraySize(_CombineState.swingHighs);
|
|
if (IsValidSize(swingsCount))
|
|
{
|
|
//
|
|
for (int j = 0; j < swingsCount; j++)
|
|
{
|
|
//
|
|
XOHCL jBar = _CombineState.swingHighs[j];
|
|
|
|
//
|
|
bool isInside = IsInside(
|
|
jBar,
|
|
iSupplyZone,
|
|
X_ZONE_UPPER_EDGE,
|
|
true //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
jBar,
|
|
conditions.swingHighs //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Momentum Bars ...
|
|
// CState ...
|
|
int momentumBarsCount = ArraySize(_CombineState.momentumBars);
|
|
if (IsValidSize(momentumBarsCount))
|
|
{
|
|
//
|
|
for (int j = 0; j < momentumBarsCount; j++)
|
|
{
|
|
//
|
|
XOHCL jBar = _CombineState.momentumBars[j];
|
|
|
|
//
|
|
bool isInside =
|
|
jBar.IsBearish() &&
|
|
jBar.time > iSupplyZone.from &&
|
|
IsInside(
|
|
jBar,
|
|
iSupplyZone,
|
|
X_ZONE_UPPER_EDGE,
|
|
true //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
jBar,
|
|
conditions.bearishMomentumBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Rejection Bars ...
|
|
// CState ...
|
|
int rejectionBarsCount = ArraySize(_CombineState.rejectionBars);
|
|
if (IsValidSize(rejectionBarsCount))
|
|
{
|
|
//
|
|
for (int j = 0; j < rejectionBarsCount; j++)
|
|
{
|
|
//
|
|
XOHCL jBar = _CombineState.rejectionBars[j];
|
|
|
|
//
|
|
bool isInside =
|
|
jBar.GetLowShadow() < jBar.GetHighShadow() &&
|
|
jBar.time > iSupplyZone.from &&
|
|
IsInside(
|
|
jBar,
|
|
iSupplyZone,
|
|
X_ZONE_UPPER_EDGE,
|
|
true //
|
|
);
|
|
if (isInside)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
jBar,
|
|
conditions.bearishRejectionBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
bool hasValidSupplyZone = HasValidSupply(conditions);
|
|
if (!hasValidSupplyZone)
|
|
{
|
|
conditions.CleanSupply();
|
|
}
|
|
else
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Demand ...
|
|
// Used for Long ...
|
|
bool hasValidDemandZone = HasValidDemand(conditions);
|
|
|
|
//
|
|
// Supply ...
|
|
// Used for Short ...
|
|
bool hasValidSupplyZone = HasValidSupply(conditions);
|
|
|
|
//
|
|
// Check Conditions is Valid or not ...
|
|
result = hasValidDemandZone ||
|
|
hasValidSupplyZone;
|
|
if (!result)
|
|
{
|
|
conditions.Clean();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Market Structure for Specified Conditions ...
|
|
*
|
|
* @param structure: X121SMCMarketStructure instance ...
|
|
* @param conditions: X121SMCStrategyConditions instance ...
|
|
* @param d1State: XPOIState instance ...
|
|
* @param h4State: XPOIState instance ...
|
|
* @param _15MState: XPOIState instance ...
|
|
* @param m5State: XPOIState instance ...
|
|
* @param m1State: XPOIState instance ...
|
|
*/
|
|
void DetectMarketStructure(
|
|
X121SMCMarketStructure &structure,
|
|
X121SMCStrategyConditions &conditions //
|
|
) override
|
|
{
|
|
//
|
|
structure.Clean();
|
|
|
|
//
|
|
if (!conditions.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
bool hasValidDemand = HasValidDemand(conditions);
|
|
bool hasValidSupply = HasValidSupply(conditions);
|
|
if (!hasValidDemand && !hasValidSupply)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
structure.supplyZone = conditions.supplyZone;
|
|
structure.demandZone = conditions.demandZone;
|
|
|
|
//
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
// Supply Zones ...
|
|
int supplysCount = ArraySize(_CombineState.supplyZones);
|
|
if (IsValidSize(supplysCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < supplysCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = _CombineState.supplyZones[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iZone,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
iZone.to = cTime;
|
|
|
|
//
|
|
AddIfNotExists(
|
|
iZone,
|
|
structure.supplyZones //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Demand Zones ...
|
|
int demandsCount = ArraySize(_CombineState.demandZones);
|
|
if (IsValidSize(demandsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < demandsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = _CombineState.demandZones[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iZone,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
iZone.to = cTime;
|
|
|
|
//
|
|
AddIfNotExists(
|
|
iZone,
|
|
structure.demandZones //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Order Blocks ...
|
|
|
|
//
|
|
// Bullish OBs ...
|
|
int bullishOBsCount = ArraySize(_CombineState.bullishOrderBlocks);
|
|
if (IsValidSize(bullishOBsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bullishOBsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = _CombineState.bullishOrderBlocks[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iZone,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
iZone.to = cTime;
|
|
|
|
//
|
|
AddIfNotExists(
|
|
iZone,
|
|
structure.bullishOrderBlocks //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish OBs ...
|
|
int bearishOBsCount = ArraySize(_CombineState.bearishOrderBlocks);
|
|
if (IsValidSize(bearishOBsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bearishOBsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = _CombineState.bearishOrderBlocks[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iZone,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
iZone.to = cTime;
|
|
|
|
//
|
|
AddIfNotExists(
|
|
iZone,
|
|
structure.bearishOrderBlocks //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Fair Value Gaps ...
|
|
|
|
//
|
|
// Bullish FVGs ...
|
|
int bullishFVGsCount = ArraySize(_CombineState.bullishFVGs);
|
|
if (IsValidSize(bullishFVGsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bullishFVGsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = _CombineState.bullishFVGs[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iZone,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
iZone.to = cTime;
|
|
|
|
//
|
|
AddIfNotExists(
|
|
iZone,
|
|
structure.bullishFVGs //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish FVGs ...
|
|
int bearishFVGsCount = ArraySize(_CombineState.bearishFVGs);
|
|
if (IsValidSize(bearishFVGsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bearishFVGsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = _CombineState.bearishFVGs[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iZone,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
iZone.to = cTime;
|
|
|
|
//
|
|
AddIfNotExists(
|
|
iZone,
|
|
structure.bearishFVGs //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swing Highs ...
|
|
int swingHighsCount = ArraySize(_CombineState.swingHighs);
|
|
if (IsValidSize(swingHighsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < swingHighsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = _CombineState.swingHighs[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iBar,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.swingHighs //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swing Lows ...
|
|
int swingLowsCount = ArraySize(_CombineState.swingLows);
|
|
if (IsValidSize(swingLowsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < swingLowsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = _CombineState.swingLows[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iBar,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.swingLows //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Support Zones ...
|
|
int supportsCount = ArraySize(_CombineState.supportZones);
|
|
if (IsValidSize(supportsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < supportsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = _CombineState.supportZones[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iBar,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.supports //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistance Zones ...
|
|
int resistancesCount = ArraySize(_CombineState.resistanceZones);
|
|
if (IsValidSize(resistancesCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < resistancesCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = _CombineState.resistanceZones[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iBar,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.resistances //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Momentum Bars ...
|
|
int momentumBarCount = ArraySize(_CombineState.momentumBars);
|
|
if (IsValidSize(momentumBarCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < momentumBarCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = _CombineState.momentumBars[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iBar,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
bool isBullish = iBar.IsBullish();
|
|
|
|
//
|
|
if (isBullish)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.bullishMomentumBars //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.bearishMomentumBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Rejection Bars ...
|
|
int rejectionBarCount = ArraySize(_CombineState.rejectionBars);
|
|
if (IsValidSize(rejectionBarCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < rejectionBarCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = _CombineState.rejectionBars[i];
|
|
|
|
//
|
|
bool isBetween = IsBetween(
|
|
iBar,
|
|
structure.supplyZone,
|
|
structure.demandZone //
|
|
);
|
|
if (isBetween)
|
|
{
|
|
//
|
|
bool isBullish = iBar.GetLowShadow() > iBar.GetHighShadow();
|
|
|
|
//
|
|
if (isBullish)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.bullishRejectionBars //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iBar,
|
|
structure.bearishRejectionBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Remove Specific Conditions if Exists ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance ...
|
|
*/
|
|
void RemoveConditionsIfExists(X121SMCStrategyConditions &conditions) override
|
|
{
|
|
//
|
|
int count = ArraySize(mConditions);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
bool hasValidSupply = HasValidSupply(conditions);
|
|
bool hasValidDemand = HasValidDemand(conditions);
|
|
if (!hasValidSupply && !hasValidDemand)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int idx = -1;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
X121SMCStrategyConditions iConditions = mConditions[i];
|
|
|
|
//
|
|
bool isSupplySame =
|
|
hasValidSupply &&
|
|
HasValidSupply(iConditions) &&
|
|
conditions.supplyZone.from == iConditions.supplyZone.from &&
|
|
conditions.supplyZone.upper == iConditions.supplyZone.upper &&
|
|
conditions.supplyZone.lower == iConditions.supplyZone.lower;
|
|
bool isDemandSame =
|
|
hasValidDemand &&
|
|
HasValidDemand(iConditions) &&
|
|
conditions.demandZone.from == iConditions.demandZone.from &&
|
|
conditions.demandZone.upper == iConditions.demandZone.upper &&
|
|
conditions.demandZone.lower == iConditions.demandZone.lower;
|
|
|
|
//
|
|
if (isSupplySame || isDemandSame)
|
|
{
|
|
//
|
|
idx = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (IsValidIndex(idx))
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
mConditions,
|
|
idx,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Customize Strategy Identifier ...
|
|
string GetTag() override
|
|
{
|
|
return X121SMCSUPDEMStrategyToken;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
/**
|
|
* Validate a Condition ...
|
|
*
|
|
* @param conditions: Argument 1
|
|
* @return ( bool )
|
|
*/
|
|
bool ValidateConditions(X121SMCStrategyConditions &conditions)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = conditions.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool hasValidDemnd = HasValidDemand(conditions);
|
|
bool hasValidSupply = HasValidSupply(conditions);
|
|
result = hasValidDemnd || hasValidSupply;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string _symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES _period = GetPeriod();
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
_symbol,
|
|
_period,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
_symbol,
|
|
_period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
hasValidDemnd
|
|
? cBar.high < conditions.demandZone.upper &&
|
|
zBar.high < conditions.demandZone.upper &&
|
|
cBar.low > conditions.demandZone.lower &&
|
|
zBar.low > conditions.demandZone.lower
|
|
: hasValidSupply
|
|
? cBar.high < conditions.demandZone.upper &&
|
|
zBar.high < conditions.demandZone.upper &&
|
|
cBar.low > conditions.demandZone.lower &&
|
|
zBar.low > conditions.demandZone.lower
|
|
: false;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Conditions has Valid Demand ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasValidDemand(X121SMCStrategyConditions &conditions)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = conditions.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
conditions.demandZone.IsValid() &&
|
|
(ArraySize(conditions.supports) > 0 ||
|
|
ArraySize(conditions.swingLows) > 0 ||
|
|
ArraySize(conditions.bullishFVGs) > 0 ||
|
|
ArraySize(conditions.bullishOrderBlocks) > 0 ||
|
|
ArraySize(conditions.bullishMomentumBars) > 0 ||
|
|
ArraySize(conditions.bullishRejectionBars) > 0)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Conditions has Valid Supply ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasValidSupply(X121SMCStrategyConditions &conditions)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = conditions.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
conditions.supplyZone.IsValid() &&
|
|
(ArraySize(conditions.swingHighs) > 0 ||
|
|
ArraySize(conditions.bearishFVGs) > 0 ||
|
|
ArraySize(conditions.resistances) > 0 ||
|
|
ArraySize(conditions.bearishOrderBlocks) > 0 ||
|
|
ArraySize(conditions.bearishMomentumBars) > 0 ||
|
|
ArraySize(conditions.bearishRejectionBars) > 0)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Draw Functions ...
|
|
|
|
/**
|
|
* Draw Specific Condition ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance ...
|
|
*/
|
|
void DrawConditions(X121SMCStrategyConditions &conditions)
|
|
{
|
|
//
|
|
if (!conditions.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
datetime time = TimeCurrent();
|
|
bool hasValidDemand = HasValidDemand(conditions);
|
|
bool hasValidSupply = HasValidSupply(conditions);
|
|
if (!hasValidDemand && !hasValidSupply)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Demand Zone ...
|
|
if (hasValidDemand)
|
|
{
|
|
//
|
|
// Demand ...
|
|
XCDemandZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateDemandZone(
|
|
conditions.demandZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
|
|
//
|
|
// Order Blocks ...
|
|
int obsCount = ArraySize(conditions.bullishOrderBlocks);
|
|
if (IsValidSize(obsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < obsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = conditions.bullishOrderBlocks[i];
|
|
|
|
//
|
|
XCBullishOrderBlockObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishOrderBlock(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Fair Value Gaps ...
|
|
int fvgsCount = ArraySize(conditions.bullishFVGs);
|
|
if (IsValidSize(fvgsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < fvgsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = conditions.bullishFVGs[i];
|
|
|
|
//
|
|
XCBullishFVGObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishFVG(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Supports ...
|
|
int supportsCount = ArraySize(conditions.supports);
|
|
if (IsValidSize(supportsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < supportsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.supports[i];
|
|
|
|
//
|
|
XCSupportZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSupportZone(
|
|
iBar,
|
|
iObj,
|
|
time //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swings ...
|
|
int swingsCount = ArraySize(conditions.swingLows);
|
|
if (IsValidSize(swingsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < swingsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.swingLows[i];
|
|
|
|
//
|
|
XCSwingLowObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSwingLow(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Momentum Bars ...
|
|
int momentumBarsCount = ArraySize(conditions.bullishMomentumBars);
|
|
if (IsValidSize(momentumBarsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < momentumBarsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.bullishMomentumBars[i];
|
|
|
|
//
|
|
XCBullishMomentumBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishMomentumBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Rejection Bars ...
|
|
int rejectionBarsCount = ArraySize(conditions.bullishRejectionBars);
|
|
if (IsValidSize(rejectionBarsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < rejectionBarsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.bullishRejectionBars[i];
|
|
|
|
//
|
|
XCBullishRejectionBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishRejectionBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Supply Zone ...
|
|
if (hasValidSupply)
|
|
{
|
|
//
|
|
// Supply ...
|
|
XCSupplyZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSupplyZone(
|
|
conditions.supplyZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
|
|
//
|
|
// Order Blocks ...
|
|
int obsCount = ArraySize(conditions.bearishOrderBlocks);
|
|
if (IsValidSize(obsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < obsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = conditions.bearishOrderBlocks[i];
|
|
|
|
//
|
|
XCBearishOrderBlockObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishOrderBlock(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Fair Value Gaps ...
|
|
int fvgsCount = ArraySize(conditions.bearishFVGs);
|
|
if (IsValidSize(fvgsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < fvgsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = conditions.bearishFVGs[i];
|
|
|
|
//
|
|
XCBearishFVGObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishFVG(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistances ...
|
|
int resistancesCount = ArraySize(conditions.resistances);
|
|
if (IsValidSize(resistancesCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < resistancesCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.resistances[i];
|
|
|
|
//
|
|
XCResistanceZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateResistanceZone(
|
|
iBar,
|
|
iObj,
|
|
time //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swings ...
|
|
int swingsCount = ArraySize(conditions.swingHighs);
|
|
if (IsValidSize(swingsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < swingsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.swingHighs[i];
|
|
|
|
//
|
|
XCSwingHighObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSwingHigh(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Momentum Bars ...
|
|
int momentumBarsCount = ArraySize(conditions.bearishMomentumBars);
|
|
if (IsValidSize(momentumBarsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < momentumBarsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.bearishMomentumBars[i];
|
|
|
|
//
|
|
XCBearishMomentumBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishMomentumBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Rejection Bars ...
|
|
int rejectionBarsCount = ArraySize(conditions.bearishRejectionBars);
|
|
if (IsValidSize(rejectionBarsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < rejectionBarsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = conditions.bearishRejectionBars[i];
|
|
|
|
//
|
|
XCBearishRejectionBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishRejectionBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
// RemoveObject(iObj.ObjName());
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Draw Specified Market Struture ...
|
|
*
|
|
* @param structure: X121SMCMarketStructure instance ...
|
|
*/
|
|
void DrawMarketStructure(
|
|
X121SMCMarketStructure &structure,
|
|
ENUM_X_POSITION_TYPES type = X_POSITION_TYPE_ALL //
|
|
)
|
|
{
|
|
//
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
bool canAll = type == X_POSITION_TYPE_ALL;
|
|
bool canLong = type == X_POSITION_TYPE_LONG;
|
|
bool canShort = type == X_POSITION_TYPE_SHORT;
|
|
|
|
//
|
|
// Supply Zones ...
|
|
int supplysCount = ArraySize(structure.supplyZones);
|
|
if ((canAll || canLong) && IsValidSize(supplysCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < supplysCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = structure.supplyZones[i];
|
|
|
|
//
|
|
XCSupplyZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSupplyZone(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Demand Zones ...
|
|
int demandsCount = ArraySize(structure.demandZones);
|
|
if ((canAll || canShort) && IsValidSize(demandsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < demandsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = structure.demandZones[i];
|
|
|
|
//
|
|
XCDemandZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateDemandZone(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Order Blocks ...
|
|
|
|
//
|
|
// Bullish OBs ...
|
|
int bullishOBsCount = ArraySize(structure.bullishOrderBlocks);
|
|
if ((canAll || canShort) && IsValidSize(bullishOBsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bullishOBsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = structure.bullishOrderBlocks[i];
|
|
|
|
//
|
|
XCBullishOrderBlockObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishOrderBlock(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish OBs ...
|
|
int bearishOBsCount = ArraySize(structure.bearishOrderBlocks);
|
|
if ((canAll || canLong) && IsValidSize(bearishOBsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bearishOBsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = structure.bearishOrderBlocks[i];
|
|
|
|
//
|
|
XCBearishOrderBlockObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishOrderBlock(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Fair Value Gaps ...
|
|
|
|
//
|
|
// Bullish FVGs ...
|
|
int bullishFVGsCount = ArraySize(structure.bullishFVGs);
|
|
if ((canAll || canShort) && IsValidSize(bullishFVGsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bullishFVGsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = structure.bullishFVGs[i];
|
|
|
|
//
|
|
XCBullishFVGObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishFVG(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish FVGs ...
|
|
int bearishFVGsCount = ArraySize(structure.bearishFVGs);
|
|
if ((canAll || canLong) && IsValidSize(bearishFVGsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < bearishFVGsCount; i++)
|
|
{
|
|
//
|
|
XZone iZone = structure.bearishFVGs[i];
|
|
|
|
//
|
|
XCBearishFVGObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishFVG(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swing Highs ...
|
|
int swingHighsCount = ArraySize(structure.swingHighs);
|
|
if ((canAll || canLong) && IsValidSize(swingHighsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < swingHighsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.swingHighs[i];
|
|
|
|
//
|
|
XCSwingHighObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSwingHigh(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swing Lows ...
|
|
int swingLowsCount = ArraySize(structure.swingLows);
|
|
if ((canAll || canShort) && IsValidSize(swingLowsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < swingLowsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.swingLows[i];
|
|
|
|
//
|
|
XCSwingLowObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSwingLow(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Support Zones ...
|
|
int supportsCount = ArraySize(structure.supports);
|
|
if ((canAll || canShort) && IsValidSize(supportsCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < supportsCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.supports[i];
|
|
|
|
//
|
|
XCSupportZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSupportZone(
|
|
iBar,
|
|
iObj,
|
|
cTime //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistance Zones ...
|
|
int resistancesCount = ArraySize(structure.resistances);
|
|
if ((canAll || canLong) && IsValidSize(resistancesCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < resistancesCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.resistances[i];
|
|
|
|
//
|
|
XCResistanceZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateResistanceZone(
|
|
iBar,
|
|
iObj,
|
|
cTime //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Momentum Bars ...
|
|
|
|
//
|
|
// Bullish Momentum Bars ...
|
|
int momentumBarCount = ArraySize(structure.bullishMomentumBars);
|
|
if ((canAll || canShort) && IsValidSize(momentumBarCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < momentumBarCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.bullishMomentumBars[i];
|
|
|
|
//
|
|
XCBullishMomentumBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishMomentumBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Momentum Bars ...
|
|
momentumBarCount = ArraySize(structure.bearishMomentumBars);
|
|
if ((canAll || canLong) && IsValidSize(momentumBarCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < momentumBarCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.bearishMomentumBars[i];
|
|
|
|
//
|
|
XCBearishMomentumBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishMomentumBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Rejection Bars ...
|
|
|
|
//
|
|
// Bullish Rejection Bars ...
|
|
int rejectionBarCount = ArraySize(structure.bullishRejectionBars);
|
|
if ((canAll || canShort) && IsValidSize(rejectionBarCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < rejectionBarCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.bullishRejectionBars[i];
|
|
|
|
//
|
|
XCBullishRejectionBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishRejectionBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Rejection Bars ...
|
|
rejectionBarCount = ArraySize(structure.bearishRejectionBars);
|
|
if ((canAll || canLong) && IsValidSize(rejectionBarCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < rejectionBarCount; i++)
|
|
{
|
|
//
|
|
XOHCL iBar = structure.bearishRejectionBars[i];
|
|
|
|
//
|
|
XCBearishRejectionBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishRejectionBar(
|
|
iBar,
|
|
iObj //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |