3069 lines
83 KiB
Plaintext
3069 lines
83 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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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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//
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// Definitions ...
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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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InitialHelpers();
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}
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//
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// Deconstructur ...
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void ~XCX121SMCTestStrategy()
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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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* Destroy All Class Implementations ...
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*/
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void Destroy() override
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{
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//
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delete mTriggerCycleHelper;
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delete mDecisionCycleHelper;
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delete mAnalyseCycleHelper;
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delete mVerificationCycleHelper;
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delete mConsolidationCycleHelper;
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delete mVisionCycleHelper;
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}
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/**
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* Check Conditions For Signal ...
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*/
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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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string provider = "";
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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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double selectedSL = 0;
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//
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// Start Calculations ...
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//
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// Retrieve Common Data ...
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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// Required Value For SL/TP Calculations ...
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double points = GetPoints(symbol);
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double pip = GetPipPrice(symbol);
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double pip2 = 2 * pip;
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//
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// Retrieve and Fill Cycle Conditions ...
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result = GetCyclesConditions(conditions);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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// Check Spread for Signalling Conditions ...
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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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//
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conditions.Clean();
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return result;
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}
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//
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// Detect Signal Conditions ...
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// X_121_SMC_PROVIDER_SMPV ...
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// result = DetectSamePeaksAndValesSignal(conditions);
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// if (!result)
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// {
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// //
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// // Detect VWAPC ...
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// // X_121_SMC_PROVIDER_VWAPC ...
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// result = DetectVWAPCSignal(conditions);
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// }
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result = DetectRJBPVSignal(conditions);
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// result = DetectVWAPCSignal(conditions);
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//
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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// Combine all Signals Conditions ...
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selectedSL = conditions.sl;
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provider = conditions.provider;
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//
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hasLong =
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//
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IsBullish(conditions.signalDir)
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//
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;
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//
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hasShort =
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//
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IsBearish(conditions.signalDir)
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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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// TYPE ...
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type =
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hasLong
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? POSITION_TYPE_BUY
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: POSITION_TYPE_SELL;
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ENUM_X_POSITION_TYPES xType =
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hasLong
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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entry = GetEntry(
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conditions.symbol,
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type //
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);
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//
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double slAddition = 0;
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sl =
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hasLong
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? selectedSL - slAddition
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: selectedSL + slAddition;
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//
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// RISK Reward ...
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risk =
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hasLong
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? entry - sl
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: sl - entry;
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reward = risk * r2r;
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tp =
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hasLong
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? entry + reward
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: entry - reward;
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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.period = period;
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signal.pushers = pushers;
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signal.provider = provider;
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signal.time = TimeCurrent();
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//
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result = PrepareSignal(signal);
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// if (result)
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// {
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// //
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// // Print("PRV: ", provider);
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// // DrawSignal(signal);
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// }
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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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* Customize Strategy Identifier ...
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*/
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string GetTag() override
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{
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return X121SMCStrategyToken;
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}
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//
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// Protected ...
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protected:
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//
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//
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// Props ...
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//
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// Trigger Order Flow ...
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XPVPivot mOrderFlow[];
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ENUM_X_DIRECTION mOrderFlowDir;
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//
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ENUM_X_CYCLE_EVENTS mTriggerCycleEvents[];
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XC121SMCCycleHelper *mTriggerCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mDecisionCycleEvents[];
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XC121SMCCycleHelper *mDecisionCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mAnalyseCycleEvents[];
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XC121SMCCycleHelper *mAnalyseCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mVerificationCycleEvents[];
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XC121SMCCycleHelper *mVerificationCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mConsolidationCycleEvents[];
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XC121SMCCycleHelper *mConsolidationCycleHelper;
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//
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ENUM_X_CYCLE_EVENTS mVisionCycleEvents[];
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XC121SMCCycleHelper *mVisionCycleHelper;
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//
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// Actions ...
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/**
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* Retrieve Cycles Conditions ...
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*
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* @param conditions: X121SMCStrategyConditions instance Reference ...
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*
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* @return ( bool )
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*/
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bool GetCyclesConditions(
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X121SMCStrategyConditions &conditions //
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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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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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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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datetime cTime = TimeCurrent();
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//
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conditions.time = cTime;
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conditions.symbol = symbol;
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conditions.period = period;
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//
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int conditionsLoopback = 7;
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//
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// Fill Cycles Conditions ...
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//
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// Trigger ...
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result = mTriggerCycleHelper.GetConditions(
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mTriggerCycleEvents,
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conditions.triggerConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.triggerConditions.state = mTriggerState;
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//
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// Decision ...
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result = mDecisionCycleHelper.GetConditions(
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mDecisionCycleEvents,
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conditions.decisionConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.decisionConditions.state = mDecisionState;
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//
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// Analyse ...
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result = mAnalyseCycleHelper.GetConditions(
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mAnalyseCycleEvents,
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conditions.analyseConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.analyseConditions.state = mAnalyseState;
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//
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// Verification ...
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result = mVerificationCycleHelper.GetConditions(
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mVerificationCycleEvents,
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conditions.verificationConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.verificationConditions.state = mVerificationState;
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//
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// Consolidation ...
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result = mConsolidationCycleHelper.GetConditions(
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mConsolidationCycleEvents,
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conditions.consolidationConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.consolidationConditions.state = mConsolidationState;
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//
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// Vision ...
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result = mVisionCycleHelper.GetConditions(
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mVisionCycleEvents,
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conditions.visionConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.visionConditions.state = mVisionState;
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//
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return result;
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}
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//
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// Signalling Functions ...
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/**
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* Detect and Parse Market Conditions for Signalling ...
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*
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* @param conditions: X121SMCStrategyConditions instance Reference ...
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*
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* @return ( bool )
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*/
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bool DetectSamePeaksAndValesSignal(
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X121SMCStrategyConditions &conditions //
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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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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_SMPV;
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string providerStr = ToString(provider);
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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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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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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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string msg = NULL;
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//
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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//
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double selectedSL = 0;
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//
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// Here We Select Cycles For Conditions Check ...
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ENUM_X_CYCLES cycles[5] = {
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X_CYCLE_TRIGGER,
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X_CYCLE_DECISION,
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X_CYCLE_ANALYSE,
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X_CYCLE_VERIFICATION,
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X_CYCLE_CONSOLIDATION //
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};
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bool hasSamePeaks = DetectSamePeaks(
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cycles,
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conditions //
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);
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bool hasSameVales = DetectSameVales(
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cycles,
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conditions //
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);
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result =
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hasSamePeaks ||
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hasSameVales;
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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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// Check Peaks And Vales Order ...
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bool hasPeakBreak = false;
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bool hasValeBreak = false;
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//
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// Retrieve Last Sar Change ...
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XOHCL cSarChangeBar;
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XOHCL pSarChangeBar;
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XValueChange cSarChange; // Current Sar Change (IsDirect) ...
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XValueChange pSarChange; // Prev Sar Change (Direct) ...
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XValueChange sarChanges[];
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int sarChangesCount = mTriggerCycleHelper
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.FillSarChanges(sarChanges);
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if (IsValidSize(sarChangesCount) &&
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sarChangesCount > 2)
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{
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//
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cSarChange = sarChanges[sarChangesCount - 1];
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pSarChange = sarChanges[sarChangesCount - 2];
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//
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result = cSarChange.FillBar(
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cSarChangeBar,
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symbol,
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period //
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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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result = pSarChange.FillBar(
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pSarChangeBar,
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symbol,
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period //
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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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int start = cSarChangeBar.Index();
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int end = pSarChangeBar.Index();
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for (int i = start; i < end; i++)
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{
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//
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ENUM_X_CYCLE_EVENTS iEvents[];
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X121SMCCycleConditions iConditions;
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result = mTriggerCycleHelper.GetConditions(
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iEvents,
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iConditions,
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i //
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);
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if (!result)
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{
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continue;
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}
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//
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hasPeakBreak =
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iConditions.x121Conditions.isNewPeakOverLast;
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hasValeBreak =
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iConditions.x121Conditions.isNewValeUnderLast;
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result = hasPeakBreak ||
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hasValeBreak;
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if (result)
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{
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break;
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}
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}
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}
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if (!result)
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{
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return result;
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}
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//
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// Check Sar State ...
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ENUM_X_DIRECTION sarDir;
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result = DetectSarState(
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provider,
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sarDir,
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conditions //
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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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// Check VWAP State ...
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ENUM_X_DIRECTION vwapDir;
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result = DetectVWapState(
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provider,
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vwapDir,
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conditions //
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);
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if (!result)
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{
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return result;
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}
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|
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//
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bool isBullish =
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//
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hasSamePeaks &&
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hasPeakBreak &&
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IsBullish(sarDir) &&
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IsBullish(vwapDir)
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//
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;
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//
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bool isBearish =
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//
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hasSameVales &&
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hasValeBreak &&
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IsBearish(sarDir) &&
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IsBearish(vwapDir)
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//
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;
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|
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//
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result =
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isBullish ||
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isBearish;
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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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//
|
|
// Set SL, Provider and Direction ...
|
|
conditions.signalDir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
conditions.provider = providerStr;
|
|
|
|
//
|
|
// Selectiong SL ...
|
|
double selectedSLRJ = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_REJECTION //
|
|
);
|
|
double selectedSLMN = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_MOMENTUM //
|
|
);
|
|
double selectedSLSW = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_SWING //
|
|
);
|
|
double selectedSLSR = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_CURRENT_SAR //
|
|
);
|
|
|
|
//
|
|
double slCandidates[4] = {
|
|
selectedSLRJ,
|
|
selectedSLMN,
|
|
selectedSLSW,
|
|
selectedSLSR //
|
|
};
|
|
selectedSL = isBullish
|
|
? GetMin(slCandidates)
|
|
: GetMax(slCandidates);
|
|
|
|
//
|
|
// Normalizing SL ...
|
|
double entry = GetEntry(
|
|
symbol,
|
|
conditions.signalDir //
|
|
);
|
|
double pip = GetPipPrice(symbol);
|
|
double spread = GetSpread(symbol);
|
|
double points = GetPoints(symbol);
|
|
|
|
//
|
|
if (isBullish && selectedSL <= entry)
|
|
{
|
|
selectedSL -= (points * 30) - spread;
|
|
}
|
|
else if (isBearish && selectedSL >= entry)
|
|
{
|
|
selectedSL += (points * 30) + spread;
|
|
}
|
|
|
|
//
|
|
// Detect SL and TP ...
|
|
conditions.sl = selectedSL;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect and Parse Market Conditions for Signalling ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
// TODO: Required Calibrate ...
|
|
bool DetectVWAPCSignal(
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 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;
|
|
}
|
|
|
|
//
|
|
string msg = NULL;
|
|
|
|
//
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_VWAPC;
|
|
string providerStr = ToString(provider);
|
|
|
|
//
|
|
// Check Candlestic State ...
|
|
ENUM_X_DIRECTION candlesticDir;
|
|
result = DetectCandlestic(
|
|
provider,
|
|
candlesticDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Sar State ...
|
|
ENUM_X_DIRECTION sarDir;
|
|
result = DetectSarState(
|
|
provider,
|
|
sarDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check VWAP State ...
|
|
ENUM_X_DIRECTION vwapDir;
|
|
result = DetectVWapState(
|
|
provider,
|
|
vwapDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isBullish =
|
|
//
|
|
IsBullish(sarDir) &&
|
|
IsBullish(vwapDir) &&
|
|
IsBullish(candlesticDir)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isBearish =
|
|
//
|
|
IsBearish(sarDir) &&
|
|
IsBearish(vwapDir) &&
|
|
IsBearish(candlesticDir)
|
|
//
|
|
;
|
|
|
|
//
|
|
result =
|
|
//
|
|
isBullish ||
|
|
isBearish
|
|
//
|
|
;
|
|
|
|
//
|
|
Print("VWap Signal ...");
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool DetectRJBPVSignal(
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 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;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
symbol,
|
|
period,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string msg = NULL;
|
|
|
|
//
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_RJBPV;
|
|
string providerStr = ToString(provider);
|
|
|
|
//
|
|
// Bar High Eqauls to Peaks or Vale ...
|
|
double peak = conditions.triggerConditions.x121Conditions.peaksBuffer[2];
|
|
double vale = conditions.triggerConditions.x121Conditions.valesBuffer[2];
|
|
bool isNewPeak = conditions.triggerConditions.x121Conditions.peaksBuffer[2] != conditions.triggerConditions.x121Conditions.peaksBuffer[3];
|
|
bool isNewVale = conditions.triggerConditions.x121Conditions.valesBuffer[2] != conditions.triggerConditions.x121Conditions.valesBuffer[3];
|
|
bool isClosedUnderDonCloseUpper = cBar.close <
|
|
conditions.triggerConditions.x121Conditions.donCloseUpperBuffer[1];
|
|
bool isClosedOverDonCloseLower = cBar.close >
|
|
conditions.triggerConditions.x121Conditions.donCloseLowerBuffer[1];
|
|
bool isSarBullish =
|
|
zBar.low > conditions.triggerConditions.x121Conditions.sarBuffer[0];
|
|
bool isSarBearish =
|
|
zBar.high < conditions.triggerConditions.x121Conditions.sarBuffer[0];
|
|
|
|
//
|
|
// XPVPivot orderFlow[];
|
|
// ENUM_X_DIRECTION orderFlowDir;
|
|
// mTriggerCycleHelper
|
|
// .DetectOrderFlow(
|
|
// zIndex,
|
|
// orderFlow,
|
|
// orderFlowDir //
|
|
// );
|
|
// int pivotsCount = ArraySize(orderFlow);
|
|
// result = IsValidSize(pivotsCount);
|
|
// if (!result)
|
|
// {
|
|
// return result;
|
|
// }
|
|
// XPVPivot lastPivot = orderFlow[pivotsCount - 1];
|
|
|
|
//
|
|
bool isPeakInsideSupplyZone = false;
|
|
bool isValeInsideDemandZone = false;
|
|
|
|
//
|
|
XPOIState state = conditions.consolidationConditions.state;
|
|
|
|
//
|
|
XCSupplyZone *supplyZone;
|
|
int supplyCount = state.CountSupplyZones();
|
|
if (IsValidSize(supplyCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < supplyCount; i++)
|
|
{
|
|
//
|
|
XCSupplyZone *iZone = state.supplyZones[i];
|
|
isPeakInsideSupplyZone = peak >= iZone.Lower() &&
|
|
peak <= iZone.Upper() &&
|
|
bid >= iZone.Lower() + ((iZone.Upper() - iZone.Lower()) / 2);
|
|
if (isPeakInsideSupplyZone)
|
|
{
|
|
//
|
|
supplyZone = iZone;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
XCDemandZone *demandZone;
|
|
int demandCount = state.CountDemandZones();
|
|
if (IsValidSize(demandCount))
|
|
{
|
|
//
|
|
for (int i = 0; i < demandCount; i++)
|
|
{
|
|
//
|
|
XCDemandZone *iZone = state.demandZones[i];
|
|
isValeInsideDemandZone = vale >= iZone.Lower() &&
|
|
vale <= iZone.Upper() &&
|
|
bid <= iZone.Lower() + ((iZone.Upper() - iZone.Lower()) / 2);
|
|
if (isValeInsideDemandZone)
|
|
{
|
|
//
|
|
demandZone = iZone;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
bool isPeakAttacked =
|
|
isNewPeak &&
|
|
isSarBearish &&
|
|
pBar.high == peak &&
|
|
isPeakInsideSupplyZone &&
|
|
isClosedUnderDonCloseUpper;
|
|
|
|
//
|
|
bool isValeAttacked =
|
|
isNewVale &&
|
|
isSarBullish &&
|
|
pBar.low == vale &&
|
|
isValeInsideDemandZone &&
|
|
isClosedOverDonCloseLower;
|
|
|
|
//
|
|
result = isPeakAttacked ||
|
|
isValeAttacked;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
// //
|
|
// if (isPeakAttacked)
|
|
// {
|
|
// //
|
|
// supplyZone.To(TimeCurrent());
|
|
// XCSupplyZoneObject *iObj;
|
|
// bool isCreated = mPOIDrawer.CreateSupplyZone(
|
|
// supplyZone,
|
|
// iObj //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// AddObjectIfNotExists(iObj);
|
|
// }
|
|
// }
|
|
// else
|
|
// {
|
|
// //
|
|
// demandZone.To(TimeCurrent());
|
|
// XCDemandZoneObject *iObj;
|
|
// bool isCreated = mPOIDrawer.CreateDemandZone(
|
|
// demandZone,
|
|
// iObj //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// AddObjectIfNotExists(iObj);
|
|
// }
|
|
// }
|
|
|
|
//
|
|
bool isBullish =
|
|
//
|
|
isValeAttacked
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isBearish =
|
|
//
|
|
isPeakAttacked
|
|
//
|
|
;
|
|
|
|
//
|
|
result =
|
|
//
|
|
isBullish ||
|
|
isBearish
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Set SL, Provider and Direction ...
|
|
conditions.signalDir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
conditions.provider = providerStr;
|
|
|
|
//
|
|
conditions.sl =
|
|
isBullish
|
|
? demandZone.Lower()
|
|
: supplyZone.Upper();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Helper Functions ...
|
|
|
|
/**
|
|
* Detect Where Cycles has Same Peaks ...
|
|
*
|
|
* @param cycles: ENUM_X_CYCLES members, Array ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectSamePeaks(
|
|
ENUM_X_CYCLES &cycles[],
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int count = ArraySize(cycles);
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double value = -1;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
ENUM_X_CYCLES iCycle = cycles[i];
|
|
|
|
//
|
|
double iValue = -1;
|
|
switch (iCycle)
|
|
{
|
|
//
|
|
case X_CYCLE_TRIGGER:
|
|
iValue = conditions.triggerConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_DECISION:
|
|
iValue = conditions.decisionConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_ANALYSE:
|
|
iValue = conditions.analyseConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VERIFICATION:
|
|
iValue = conditions.verificationConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_CONSOLIDATION:
|
|
iValue = conditions.consolidationConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VISION:
|
|
iValue = conditions.visionConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
}
|
|
|
|
//
|
|
if (iValue > 0)
|
|
{
|
|
//
|
|
if (value <= 0)
|
|
{
|
|
value = iValue;
|
|
}
|
|
|
|
//
|
|
result = value == iValue;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Where Cycles has Same Vales ...
|
|
*
|
|
* @param cycles: ENUM_X_CYCLES members, Array ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectSameVales(
|
|
ENUM_X_CYCLES &cycles[],
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int count = ArraySize(cycles);
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double value = -1;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
ENUM_X_CYCLES iCycle = cycles[i];
|
|
|
|
//
|
|
double iValue = -1;
|
|
switch (iCycle)
|
|
{
|
|
//
|
|
case X_CYCLE_TRIGGER:
|
|
iValue = conditions.triggerConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_DECISION:
|
|
iValue = conditions.decisionConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_ANALYSE:
|
|
iValue = conditions.analyseConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VERIFICATION:
|
|
iValue = conditions.verificationConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_CONSOLIDATION:
|
|
iValue = conditions.consolidationConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VISION:
|
|
iValue = conditions.visionConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
}
|
|
|
|
//
|
|
if (iValue > 0)
|
|
{
|
|
//
|
|
if (value <= 0)
|
|
{
|
|
value = iValue;
|
|
}
|
|
|
|
//
|
|
result = value == iValue;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Sar State for Signalling ...
|
|
*
|
|
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
|
|
* @param dir: ENUM_X_DIRECTION member Reference ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectSarState(
|
|
ENUM_X_121_SMC_PROVIDERS forProvider,
|
|
ENUM_X_DIRECTION &dir,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_SMPV)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// Check One of Verification or Consolidation Cycles Must be Sar Bullish ...
|
|
(conditions.verificationConditions.x121Conditions.isSarBullish ||
|
|
conditions.consolidationConditions.x121Conditions.isSarBullish)
|
|
//
|
|
&&
|
|
//
|
|
// Decision and Analyse Cycles Must be Bullish ...
|
|
(conditions.decisionConditions.x121Conditions.isSarBullish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBullish)
|
|
//
|
|
&&
|
|
//
|
|
// Trigger State Must be Bearish ...
|
|
conditions.triggerConditions.x121Conditions.isSarBearish
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// Check One of Verification or Consolidation Cycles Must be Sar Bearish ...
|
|
(conditions.verificationConditions.x121Conditions.isSarBearish ||
|
|
conditions.consolidationConditions.x121Conditions.isSarBearish)
|
|
//
|
|
&&
|
|
//
|
|
// Decision and Analyse Cycles Must be Bearish ...
|
|
(conditions.decisionConditions.x121Conditions.isSarBearish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBearish)
|
|
//
|
|
&&
|
|
//
|
|
// Trigger State Must be Bullish ...
|
|
conditions.triggerConditions.x121Conditions.isSarBullish
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_RJBPV)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// Trigger, Decision and Analyse must be Directional ...
|
|
conditions.triggerConditions.x121Conditions.isSarBullish &&
|
|
conditions.decisionConditions.x121Conditions.isSarBullish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBullish
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// Trigger, Decision and Analyse must be Directional ...
|
|
conditions.triggerConditions.x121Conditions.isSarBearish &&
|
|
conditions.decisionConditions.x121Conditions.isSarBearish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBearish
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// All Cycles Sars Must be Directional exept Vision ...
|
|
conditions.triggerConditions.x121Conditions.isSarBullish &&
|
|
conditions.decisionConditions.x121Conditions.isSarBullish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBullish &&
|
|
conditions.verificationConditions.x121Conditions.isSarBullish &&
|
|
conditions.consolidationConditions.x121Conditions.isSarBullish
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// All Cycles Sars Must be Directional exept Vision ...
|
|
conditions.triggerConditions.x121Conditions.isSarBearish &&
|
|
conditions.decisionConditions.x121Conditions.isSarBearish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBearish &&
|
|
conditions.verificationConditions.x121Conditions.isSarBearish &&
|
|
conditions.consolidationConditions.x121Conditions.isSarBearish
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Sar State for Signalling ...
|
|
*
|
|
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
|
|
* @param dir: ENUM_X_DIRECTION member Reference ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectVWapState(
|
|
ENUM_X_121_SMC_PROVIDERS forProvider,
|
|
ENUM_X_DIRECTION &dir,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_SMPV)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
|
|
//
|
|
// Orders ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBullishOrdered)
|
|
//
|
|
&&
|
|
//
|
|
// State ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBullishState)
|
|
//
|
|
&&
|
|
//
|
|
// One of Verification and Consolidation must Be in Direction State ...
|
|
(conditions.verificationConditions.x121Conditions.isVWapBullishState ||
|
|
conditions.consolidationConditions.x121Conditions.isVWapBullishState)
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
|
|
//
|
|
// Orders ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBearishOrdered)
|
|
//
|
|
&&
|
|
//
|
|
// State ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBearishState)
|
|
//
|
|
&&
|
|
//
|
|
// One of Verification and Consolidation must Be in Direction State ...
|
|
(conditions.verificationConditions.x121Conditions.isVWapBearishState ||
|
|
conditions.consolidationConditions.x121Conditions.isVWapBearishState)
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// All Cycles Must be State and Ordered Directional Except Vision ...
|
|
// State ...
|
|
conditions.triggerConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.verificationConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.consolidationConditions.x121Conditions.isVWapBullishState
|
|
//
|
|
&&
|
|
// Order ...
|
|
conditions.triggerConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.verificationConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.consolidationConditions.x121Conditions.isVWapBullishOrdered
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// All Cycles Must be State and Ordered Directional Except Vision ...
|
|
// State ...
|
|
conditions.triggerConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.verificationConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.consolidationConditions.x121Conditions.isVWapBearishState
|
|
//
|
|
&&
|
|
// Order ...
|
|
conditions.triggerConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.verificationConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.consolidationConditions.x121Conditions.isVWapBearishOrdered
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Candlestic Patters for Signalling ...
|
|
*
|
|
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
|
|
* @param dir: ENUM_X_DIRECTION member Reference ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectCandlestic(
|
|
ENUM_X_121_SMC_PROVIDERS forProvider,
|
|
ENUM_X_DIRECTION &dir,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
int cIndex = 1;
|
|
int pIndex = cIndex + 1;
|
|
|
|
//
|
|
// Select Specified Cycle Helper ...
|
|
XC121SMCCycleHelper *cycleHelper = mTriggerCycleHelper;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = cycleHelper.GetPeriod();
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Momentum Bar ...
|
|
ENUM_X_DIRECTION cBarMomentumDir;
|
|
bool isCBarMomentum = cycleHelper.mBarAnalyser.IsMomentumBar(
|
|
cBar,
|
|
cBarMomentumDir //
|
|
);
|
|
|
|
//
|
|
// Rejection Bar ...
|
|
ENUM_X_DIRECTION cBarRejectionDir;
|
|
bool isCBarRejection = cycleHelper.mBarAnalyser.IsRejectionBar(
|
|
cBar,
|
|
cBarRejectionDir //
|
|
);
|
|
|
|
//
|
|
// Engulf Bar ...
|
|
ENUM_X_DIRECTION cBarEngulfDir;
|
|
bool isCBarEngulf = cycleHelper.mBarAnalyser.IsEngulfBar(
|
|
cBar,
|
|
cBarEngulfDir //
|
|
);
|
|
|
|
//
|
|
// Pin Bar ...
|
|
ENUM_X_DIRECTION cBarPinDir;
|
|
bool isCBarPin = cycleHelper.mBarAnalyser.IsPinBar(
|
|
cBar,
|
|
cBarPinDir //
|
|
);
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
symbol,
|
|
period,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Momentum Bar ...
|
|
ENUM_X_DIRECTION pBarMomentumDir;
|
|
bool isPBarMomentum = cycleHelper.mBarAnalyser.IsMomentumBar(
|
|
pBar,
|
|
pBarMomentumDir //
|
|
);
|
|
|
|
//
|
|
// Rejection Bar ...
|
|
ENUM_X_DIRECTION pBarRejectionDir;
|
|
bool isPBarRejection = cycleHelper.mBarAnalyser.IsRejectionBar(
|
|
pBar,
|
|
pBarRejectionDir //
|
|
);
|
|
|
|
//
|
|
// Engulf Bar ...
|
|
ENUM_X_DIRECTION pBarEngulfDir;
|
|
bool isPBarEngulf = cycleHelper.mBarAnalyser.IsEngulfBar(
|
|
pBar,
|
|
pBarEngulfDir //
|
|
);
|
|
|
|
//
|
|
// Pin Bar ...
|
|
ENUM_X_DIRECTION pBarPinDir;
|
|
bool isPBarPin = cycleHelper.mBarAnalyser.IsPinBar(
|
|
pBar,
|
|
pBarPinDir //
|
|
);
|
|
|
|
//
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// pBar is Pin and cBar is Momentum or Rejection or Engulf
|
|
(
|
|
//
|
|
(isPBarPin &&
|
|
IsBullish(pBarPinDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Engulf and cBar is Momentum or Rejection or Pin ...
|
|
(isPBarEngulf &&
|
|
IsBullish(pBarEngulfDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Rejection and cBar is Momentum or Engulf or Pin ...
|
|
(isPBarRejection &&
|
|
IsBullish(pBarRejectionDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Momentum and cBar is Rejection or Engulf or Pin ...
|
|
(isPBarMomentum &&
|
|
IsBullish(pBarMomentumDir) &&
|
|
(
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// cBar is Pin and Momentum and Rejection and Engulf ...
|
|
(
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// pBar is Pin and cBar is Momentum or Rejection or Engulf
|
|
(
|
|
//
|
|
(isPBarPin &&
|
|
IsBearish(pBarPinDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Engulf and cBar is Momentum or Rejection or Pin ...
|
|
(isPBarEngulf &&
|
|
IsBearish(pBarEngulfDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Rejection and cBar is Momentum or Engulf or Pin ...
|
|
(isPBarRejection &&
|
|
IsBearish(pBarRejectionDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Momentum and cBar is Rejection or Engulf or Pin ...
|
|
(isPBarMomentum &&
|
|
IsBearish(pBarMomentumDir) &&
|
|
(
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// cBar is Pin and Momentum and Rejection and Engulf ...
|
|
(
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_RJBPV)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// CBar is Pin, Engulf, Momentum or Rejection ...
|
|
(
|
|
// //
|
|
// (isCBarMomentum &&
|
|
// IsBullish(cBarMomentumDir))
|
|
// //
|
|
// ||
|
|
// //
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
// //
|
|
// ||
|
|
// //
|
|
// (isCBarEngulf &&
|
|
// IsBullish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// CBar is Pin, Engulf, Momentum or Rejection ...
|
|
(
|
|
//
|
|
// (isCBarMomentum &&
|
|
// IsBearish(cBarMomentumDir))
|
|
// //
|
|
// ||
|
|
// //
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
// //
|
|
// ||
|
|
// //
|
|
// (isCBarEngulf &&
|
|
// IsBearish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
/**
|
|
* Initial Required Indicators Helper ...
|
|
*/
|
|
void InitialHelpers()
|
|
{
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
// Short ...
|
|
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Medium ...
|
|
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Long ...
|
|
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Hind ...
|
|
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// XPV ...
|
|
X121Inputs x121Inputs;
|
|
|
|
//
|
|
x121Inputs.Default();
|
|
|
|
//
|
|
x121Inputs.scMethod = scMethod;
|
|
x121Inputs.scPeriod = scPeriod;
|
|
x121Inputs.mcMethod = mcMethod;
|
|
x121Inputs.mcPeriod = mcPeriod;
|
|
x121Inputs.lcMethod = lcMethod;
|
|
x121Inputs.lcPeriod = lcPeriod;
|
|
x121Inputs.hcMethod = hcMethod;
|
|
x121Inputs.hcPeriod = hcPeriod;
|
|
|
|
//
|
|
// Initialize Cycle Helpers ...
|
|
|
|
//
|
|
mTriggerCycleHelper = new XC121SMCCycleHelper();
|
|
mTriggerCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M1,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mDecisionCycleHelper = new XC121SMCCycleHelper();
|
|
mDecisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M5,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mAnalyseCycleHelper = new XC121SMCCycleHelper();
|
|
mAnalyseCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M15,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVerificationCycleHelper = new XC121SMCCycleHelper();
|
|
mVerificationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M30,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mConsolidationCycleHelper = new XC121SMCCycleHelper();
|
|
mConsolidationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H1,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVisionCycleHelper = new XC121SMCCycleHelper();
|
|
mVisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H4,
|
|
x121Inputs //
|
|
);
|
|
}
|
|
|
|
//
|
|
// SL Selector Methods ...
|
|
|
|
/**
|
|
* Select Specified Type of Stop Loss ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance Reference ...
|
|
* @param forDir: ENUM_X_DIRECTION member, Signal Direction ...
|
|
* @param type: ENUM_X_121_SMC_SL_TYPES member, Specified Required SL Type ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double SelectSL(
|
|
X121SMCStrategyConditions &conditions,
|
|
ENUM_X_DIRECTION forDir,
|
|
ENUM_X_121_SMC_SL_TYPES type //
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
bool isValid =
|
|
//
|
|
HasDirection(forDir) &&
|
|
conditions.IsValid() &&
|
|
type != X_121_SMC_SL_TYPE_NONE
|
|
//
|
|
;
|
|
if (!isValid)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL zBar;
|
|
bool isInited = zBar.Init(
|
|
symbol,
|
|
period,
|
|
0 //
|
|
);
|
|
if (!isInited)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isBullish = IsBullish(forDir);
|
|
|
|
//
|
|
if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_3)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.fl3Buffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_1_5)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.x121Conditions.fl1Buffer[0]
|
|
: conditions.triggerConditions.x121Conditions.fl5Buffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_DON_CLOSE_BOX)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.x121Conditions.donCloseLowerBuffer[0]
|
|
: conditions.triggerConditions.x121Conditions.donCloseUpperBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_SWING)
|
|
{
|
|
//
|
|
int swingLowsCount = conditions.triggerConditions.state.CountSwingLows();
|
|
int swingHighsCount = conditions.triggerConditions.state.CountSwingHighs();
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.swingLows[swingLowsCount - 1].GetValue()
|
|
: conditions.triggerConditions.state.swingHighs[swingHighsCount - 1].GetValue();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_REJECTION)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.bullishRejectionBars[conditions.triggerConditions.state.CountBullishRejectionBars() - 1].Lower()
|
|
: conditions.triggerConditions.state.bearishRejectionBars[conditions.triggerConditions.state.CountBearishRejectionBars() - 1].Upper();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_MOMENTUM)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.bullishMomentumBars[conditions.triggerConditions.state.CountBullishMomentumBars() - 1].Lower()
|
|
: conditions.triggerConditions.state.bearishMomentumBars[conditions.triggerConditions.state.CountBearishMomentumBars() - 1].Upper();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_FAST)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapFastBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_MID)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapMidBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_SLOW)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapSlowBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.sarBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX ||
|
|
type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR ||
|
|
type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
|
|
{
|
|
//
|
|
XOHCL cSarChangeBar;
|
|
XOHCL pSarChangeBar;
|
|
XValueChange cSarChange; // Current Sar Change (IsDirect) ...
|
|
XValueChange pSarChange; // Prev Sar Change (Direct) ...
|
|
XValueChange sarChanges[];
|
|
int sarChangesCount = mTriggerCycleHelper
|
|
.FillSarChanges(sarChanges);
|
|
if (!IsValidSize(sarChangesCount) || sarChangesCount < 2)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
//
|
|
cSarChange = sarChanges[sarChangesCount - 1];
|
|
pSarChange = sarChanges[sarChangesCount - 2];
|
|
|
|
//
|
|
bool isFilled = cSarChange.FillBar(
|
|
cSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!isFilled)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
isFilled = pSarChange.FillBar(
|
|
pSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!isFilled)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR)
|
|
{
|
|
//
|
|
result = isBullish
|
|
? pSarChangeBar.low
|
|
: pSarChangeBar.high;
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? zBar.FindLowest(
|
|
MathAbs(cSarChangeBar.Index() - 1),
|
|
MODE_LOW //
|
|
)
|
|
: zBar.FindHighest(
|
|
MathAbs(cSarChangeBar.Index() - 1),
|
|
MODE_HIGH //
|
|
);
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
|
|
{
|
|
//
|
|
XOHCL prevBar;
|
|
bool isInited = cSarChangeBar.GetPreviousBar(prevBar);
|
|
if (!isInited)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = isBullish
|
|
? prevBar.low
|
|
: prevBar.high;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Drawing Functions ...
|
|
|
|
/**
|
|
* Draw Pivot ...
|
|
*
|
|
* @param pivot: XPVPivot instance Reference ...
|
|
*/
|
|
void DrawPivot(XPVPivot &pivot)
|
|
{
|
|
//
|
|
if (!pivot.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
XCXPVPivotObject *iObj;
|
|
iObj = new XCXPVPivotObject();
|
|
bool isCreated = iObj.Create(
|
|
mPOIDrawer.ChartIdentification(),
|
|
mPOIDrawer.SubWindowIdentification(),
|
|
pivot //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
if (pivot.IsPeak())
|
|
{
|
|
//
|
|
iObj.PivotWidth(1);
|
|
iObj.PivotFill(false);
|
|
iObj.PivotColor(clrAqua);
|
|
iObj.PivotStyle(STYLE_SOLID);
|
|
}
|
|
|
|
//
|
|
if (pivot.IsVale())
|
|
{
|
|
//
|
|
iObj.PivotWidth(1);
|
|
iObj.PivotFill(false);
|
|
iObj.PivotStyle(STYLE_SOLID);
|
|
iObj.PivotColor(clrMagenta);
|
|
}
|
|
|
|
//
|
|
AddObjectIfNotExists(iObj);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Custom Drawing State ...
|
|
*
|
|
* @param state: XPOIState instance reference, Specified Which state to Draw ...
|
|
* @param forceDrawSamePeriod: Boolean ...
|
|
*/
|
|
void CustomStateDrawing(
|
|
XPOIState &state,
|
|
bool forceDrawSamePeriod = false,
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE,
|
|
//
|
|
// Ignores List ...
|
|
bool ignoreSwingHighs = false,
|
|
bool ignoreSwingLows = false,
|
|
bool ignoreSupportZones = false,
|
|
bool ignoreResistanceZones = false,
|
|
bool ignoreSupplyZones = false,
|
|
bool ignoreDemandZones = false,
|
|
bool ignoreBullishOrderBlocks = false,
|
|
bool ignoreBearishOrderBlocks = false,
|
|
bool ignoreBullishFairValueGaps = false,
|
|
bool ignoreBearishFairValueGaps = false,
|
|
bool ignoreBullishRejectionBars = false,
|
|
bool ignoreBearishRejectionBars = false,
|
|
bool ignoreBullishMomentumBars = false,
|
|
bool ignoreBearishMomentumBars = false //
|
|
)
|
|
{
|
|
//
|
|
XPOIState tmpState = state;
|
|
if (forceDrawSamePeriod)
|
|
{
|
|
//
|
|
int count = 0;
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
count = state.CountSwingHighs();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSwing iSwing = state.swingHighs[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iSwing.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.swingHighs,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountSwingLows();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSwing iSwing = state.swingLows[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iSwing.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.swingLows,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBullishMomentumBars();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCMomentumBar iMomentum = state.bullishMomentumBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iMomentum.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bullishMomentumBars,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBearishMomentumBars();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCMomentumBar iMomentum = state.bearishMomentumBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iMomentum.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bearishMomentumBars,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBullishRejectionBars();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCRejectionBar iRejection = state.bullishRejectionBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iRejection.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bullishRejectionBars,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBearishRejectionBars();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCRejectionBar iRejection = state.bearishRejectionBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iRejection.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bearishRejectionBars,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountSupportZones();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSupportZone iZone = state.supportZones[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.supportZones,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountResistanceZones();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCResistanceZone iZone = state.resistanceZones[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.resistanceZones,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountSupplyZones();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSupplyZone iZone = state.supplyZones[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.supplyZones,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountDemandZones();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCDemandZone iZone = state.demandZones[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.demandZones,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBullishOrderBlocks();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCOrderBlock iZone = state.bullishOrderBlocks[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bullishOrderBlocks,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBearishOrderBlocks();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCOrderBlock iZone = state.bearishOrderBlocks[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bearishOrderBlocks,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBullishFairValueGaps();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCFVG iZone = state.bullishFairValueGaps[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillStartBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bullishFairValueGaps,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = state.CountBearishFairValueGaps();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCFVG iZone = state.bearishFairValueGaps[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iZone.FillStartBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSamePeriod = iBar.period == period;
|
|
if (!isSamePeriod)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
tmpState.bearishFairValueGaps,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
bool drawSwingHighs = true;
|
|
bool drawSwingLows = true;
|
|
bool drawSupportZones = true;
|
|
bool drawResistanceZones = true;
|
|
bool drawSupplyZones = true;
|
|
bool drawDemandZones = true;
|
|
bool drawBullishOrderBlocks = true;
|
|
bool drawBearishOrderBlocks = true;
|
|
bool drawBullishFairValueGaps = true;
|
|
bool drawBearishFairValueGaps = true;
|
|
bool drawBullishRejectionBars = true;
|
|
bool drawBearishRejectionBars = true;
|
|
bool drawBullishMomentumBars = true;
|
|
bool drawBearishMomentumBars = true;
|
|
|
|
//
|
|
// Change Drawing Specs Conditions based on
|
|
// Provided Direction ...
|
|
if (forDir == X_DIRECTION_BULLISH)
|
|
{
|
|
//
|
|
drawSwingLows = true;
|
|
drawDemandZones = true;
|
|
drawSupportZones = true;
|
|
drawBullishOrderBlocks = true;
|
|
drawBullishFairValueGaps = true;
|
|
drawBullishRejectionBars = true;
|
|
drawBullishMomentumBars = true;
|
|
|
|
//
|
|
drawSwingHighs = false;
|
|
drawSupplyZones = false;
|
|
drawResistanceZones = false;
|
|
drawBearishOrderBlocks = false;
|
|
drawBearishFairValueGaps = false;
|
|
drawBearishRejectionBars = false;
|
|
drawBearishMomentumBars = false;
|
|
}
|
|
else if (forDir == X_DIRECTION_BEARISH)
|
|
{
|
|
//
|
|
drawSwingLows = false;
|
|
drawDemandZones = false;
|
|
drawSupportZones = false;
|
|
drawBullishOrderBlocks = false;
|
|
drawBullishFairValueGaps = false;
|
|
drawBullishRejectionBars = false;
|
|
drawBullishMomentumBars = false;
|
|
|
|
//
|
|
drawSwingHighs = true;
|
|
drawSupplyZones = true;
|
|
drawResistanceZones = true;
|
|
drawBearishOrderBlocks = true;
|
|
drawBearishFairValueGaps = true;
|
|
drawBearishRejectionBars = true;
|
|
drawBearishMomentumBars = true;
|
|
}
|
|
|
|
//
|
|
// Apply Ignore List ...
|
|
|
|
//
|
|
if (ignoreSwingHighs)
|
|
{
|
|
drawSwingHighs = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreSwingLows)
|
|
{
|
|
drawSwingLows = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreSupportZones)
|
|
{
|
|
drawSupportZones = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreResistanceZones)
|
|
{
|
|
drawResistanceZones = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreSupplyZones)
|
|
{
|
|
drawSupplyZones = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreDemandZones)
|
|
{
|
|
drawDemandZones = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBullishOrderBlocks)
|
|
{
|
|
drawBullishOrderBlocks = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBearishOrderBlocks)
|
|
{
|
|
drawBearishOrderBlocks = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBullishFairValueGaps)
|
|
{
|
|
drawBullishFairValueGaps = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBearishFairValueGaps)
|
|
{
|
|
drawBearishFairValueGaps = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBullishRejectionBars)
|
|
{
|
|
drawBullishRejectionBars = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBearishRejectionBars)
|
|
{
|
|
drawBearishRejectionBars = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBullishMomentumBars)
|
|
{
|
|
drawBullishMomentumBars = false;
|
|
}
|
|
|
|
//
|
|
if (ignoreBearishMomentumBars)
|
|
{
|
|
drawBearishMomentumBars = false;
|
|
}
|
|
|
|
//
|
|
DrawState(
|
|
tmpState, // State ...
|
|
true, // Update To of all Drawings Till now ...
|
|
drawSwingHighs, // Draw SwingHighs ..
|
|
drawSwingLows, // Draw SwingLows ..
|
|
drawSupportZones, // Draw SupportZones ..
|
|
drawResistanceZones, // Draw ResistanceZones ..
|
|
drawSupplyZones, // Draw SupplyZones ..
|
|
drawDemandZones, // Draw DemandZones ..
|
|
drawBullishOrderBlocks, // Draw BullishOrderBlocks ..
|
|
drawBearishOrderBlocks, // Draw BearishOrderBlocks ..
|
|
drawBullishFairValueGaps, // Draw BullishFairValueGaps ..
|
|
drawBearishFairValueGaps, // Draw BearishFairValueGaps ..
|
|
drawBullishRejectionBars, // Draw BullishRejectionBars ..
|
|
drawBearishRejectionBars, // Draw BearishRejectionBars ..
|
|
drawBullishMomentumBars, // Draw BullishMomentumBars ..
|
|
drawBearishMomentumBars, // Draw BearishMomentumBars ..
|
|
true // Draw Ticks Zone ...
|
|
);
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |